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  • Search: subject:"time varying parameter"
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Year of publication
Subject
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Schätzung 186 Estimation 181 VAR-Modell 161 VAR model 159 Monetary policy 91 Geldpolitik 79 Zeitreihenanalyse 74 Time series analysis 72 Volatility 71 Volatilität 71 Bayesian inference 64 Theorie 62 Theory 61 Bayes-Statistik 59 Schock 57 Shock 55 Prognoseverfahren 54 Forecasting model 52 Schätztheorie 49 time-varying parameter 49 Estimation theory 48 State space model 42 Time-varying parameter 42 Time-varying parameter model 41 Welt 39 World 39 Time-varying parameter VAR 37 Zustandsraummodell 36 monetary policy 36 Impact assessment 33 Wirkungsanalyse 33 Wechselkurs 28 Exchange rate 27 time-varying parameter model 27 Oil price 26 Stochastic volatility 25 USA 25 United States 25 Ölpreis 25 Inflation 23
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Online availability
All
Free 252 Undetermined 184 CC license 15
Type of publication
All
Article 258 Book / Working Paper 225 Other 1
Type of publication (narrower categories)
All
Article in journal 204 Aufsatz in Zeitschrift 204 Working Paper 114 Graue Literatur 76 Non-commercial literature 76 Arbeitspapier 71 Article 6 Aufsatz im Buch 4 Book section 4 research-article 3 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Konferenzschrift 1 Research Report 1
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Language
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English 374 Undetermined 108 Portuguese 2
Author
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Koop, Gary 19 Huber, Florian 17 Gupta, Rangan 15 Teräsvirta, Timo 13 Michaelis, Henrike 12 Korobilis, Dimitris 10 Nakajima, Jouchi 10 Baxa, Jaromír 9 Eisenstat, Eric 9 Strachan, Rodney W. 9 Ellington, Michael 8 Koopman, Siem Jan 8 Marfatia, Hardik A. 8 Amado, Cristina 7 Horváth, Roman 7 Onorante, Luca 7 Watzka, Sebastian 7 Chan, Joshua 6 Cho, Dooyeon 6 Cimadomo, Jacopo 6 Hauptmeier, Sebastian 6 Kirchner, Markus 6 Marcellino, Massimiliano 6 Vašíček, Bořek 6 Arratibel, Olga 5 Baillie, Richard 5 Buncic, Daniel 5 Campolieti, Michele 5 Gefang, Deborah 5 Gerba, Eddie 5 Guegan, Dominique 5 Hauzenberger, Klemens 5 Horvath, Roman 5 Hristov, Nikolay 5 Hülsewig, Oliver 5 Siemsen, Thomas 5 Wollmershäuser, Timo 5 Zhang, Jing 5 Akbar, Farhan 4 Blasques, Francisco 4
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Institution
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HAL 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Institute for Monetary and Economic Studies, Bank of Japan 5 European Central Bank 4 Česká Národní Banka 4 CESifo 3 Rimini Centre for Economic Analysis (RCEA) 3 School of Economics and Management, University of Aarhus 3 Society for Computational Economics - SCE 3 Bank for International Settlements (BIS) 2 Crawford School of Public Policy, Australian National University 2 Departament d'Economia Aplicada, Universitat Autònoma de Barcelona 2 Department of Econometrics and Business Statistics, Monash Business School 2 Deutsche Bundesbank 2 Economics Department, University of Strathclyde 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre 2 Institute of Economic Research, Hitotsubashi University 2 London School of Economics (LSE) 2 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 2 School of Economics and Political Science, Universität St. Gallen 2 Tinbergen Instituut 2 Türkiye Cumhuriyet Merkez Bankası 2 Agricultural and Applied Economics Association - AAEA 1 Banco de la Republica de Colombia 1 Bank of England 1 Bank of Japan 1 C.E.P.R. Discussion Papers 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Florida International University 1 Department of Economics, Sciences économiques 1 Department of Economics, University of Connecticut 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1
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Published in...
All
Economic modelling 10 Economics letters 9 Applied economics 8 CAMA working paper series 7 Journal of macroeconomics 7 Working Paper 7 Energy economics 6 Discussion paper / Tinbergen Institute 5 ECB Working Paper 5 IMES Discussion Paper Series 5 Journal of economic dynamics & control 5 MPRA Paper 5 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 5 Tinbergen Institute Discussion Paper 5 Working paper 5 Econometric reviews 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 International review of economics & finance : IREF 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Journal of econometrics 4 Journal of forecasting 4 Journal of international financial markets, institutions & money 4 Journal of international money and finance 4 Post-Print / HAL 4 SSE/EFI Working Paper Series in Economics and Finance 4 The North American journal of economics and finance : a journal of financial economics studies 4 Working Paper Series / European Central Bank 4 Working Papers / Česká Národní Banka 4 CESifo Working Paper 3 CESifo Working Paper Series 3 CESifo working papers 3 CREATES Research Papers 3 Economies : open access journal 3 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 3 Finance research letters 3 Financial innovation : FIN 3 International journal of forecasting 3 Journal of banking & finance 3 Journal of empirical finance 3 MNB Working Papers 3
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Source
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ECONIS (ZBW) 286 RePEc 144 EconStor 50 Other ZBW resources 3 BASE 1
Showing 61 - 70 of 484
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Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur; Sevil, Güven - In: Financial innovation : FIN 7 (2021), pp. 1-25
time-varying parameter vector autoregression with stochastic volatility. The empirical analysis reveals several new …
Persistent link: https://www.econbiz.de/10012594935
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Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min; Nguyen Thi Thanh Binh; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector …
Persistent link: https://www.econbiz.de/10012668314
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The fed, housing and household debt over time
Rella, Giacomo - 2021
Persistent link: https://www.econbiz.de/10012493219
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The time-varying tradeoff between inflation and unemployment : evidence from SAARC economies with a state space approach
Vinayagathasan, Thanablasingam; Meng, Xiancai - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 20-34
Persistent link: https://www.econbiz.de/10012655427
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Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time Varying Parameter Vector Autoregression (TVP-VAR) methodology
Dhanessar, Alon; Edwards, Stefan; Ramlogan, Avinash - 2021
Persistent link: https://www.econbiz.de/10012802849
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Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
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Time varying dynamics of globalization effect in India
Gupta, Shikha; Kumar, Nand - In: Portuguese economic journal 22 (2023) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10013549207
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The time-varying dynamics of systematic fiscal policy
Ji, Jia - In: Applied economics letters 30 (2023) 5, pp. 602-607
Persistent link: https://www.econbiz.de/10013553734
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Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
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