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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
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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 81 - 90 of 484
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Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
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Time-varying impacts of monetary policy uncertainty on China's housing market
Lu, Yunzhi; Li, Jie; Yang, Haisheng - In: Economic modelling 118 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014229249
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Dynamic connectedness between energy markets and cryptocurrencies : evidence from the Covid-19 pandemic
Harasheh, Murad; Bouteska, Ahmed; Hammad, May H. - In: The journal of energy markets 16 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014484998
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Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
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Effects of monetary and government spending policy on economic inequality
Dhital, Saroj; Jiang, Senyuan; Reese, Jillian - In: Journal of macroeconomics 77 (2023), pp. 1-38
Persistent link: https://www.econbiz.de/10014424564
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Forecasting industrial production in Germany: The predictive power of leading indicators
Schlösser, Alexander - 2020
We investigate the predictive power of several leading indicators in order to forecast industrial production in Germany. In addition, we compare their predictive performance with variables from two competing categories, namely macroeconomic and financial variables. The predictive power within...
Persistent link: https://www.econbiz.de/10012150760
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Time-varying interactions between geopolitical risks and renewable energy consumption
Cai, Yifei; Wu, Yanrui - 2020
This study utilizes a time-varying parameter Bayesian vector autoregressive model to investigate the dynamic …
Persistent link: https://www.econbiz.de/10012609984
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An analysis of international shock transmission : a multi-level factor augmented TVP GVAR approach
Sungurtekİn Hallam, Bahar - 2020
Persistent link: https://www.econbiz.de/10013041209
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Canadian stock market volatility under COVID-19
Xu, Dinghai - 2020
Persistent link: https://www.econbiz.de/10012211693
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012316936
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