EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"time-varying-parameter"
Narrow search

Narrow search

Year of publication
Subject
All
Schätzung 187 Estimation 182 VAR-Modell 162 VAR model 160 Monetary policy 91 Geldpolitik 79 Zeitreihenanalyse 75 Time series analysis 73 Volatility 71 Volatilität 71 Bayesian inference 65 Theorie 62 Theory 61 Bayes-Statistik 60 Schock 58 Shock 56 Prognoseverfahren 54 Forecasting model 52 Schätztheorie 50 Estimation theory 49 time-varying parameter 49 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 29 Exchange rate 28 time-varying parameter model 27 Oil price 26 Stochastic volatility 25 USA 25 United States 25 Ölpreis 25 Inflation 23
more ... less ...
Online availability
All
Free 253 Undetermined 184 CC license 15
Type of publication
All
Article 259 Book / Working Paper 225 Other 1
Type of publication (narrower categories)
All
Article in journal 205 Aufsatz in Zeitschrift 205 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
more ... less ...
Language
All
English 375 Undetermined 108 Portuguese 2
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 287 RePEc 144 EconStor 50 Other ZBW resources 3 BASE 1
Showing 1 - 10 of 485
Cover Image
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.; Li, Ming - 2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
Cover Image
Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices
Marín-Rodríguez, Nini Johana; González-Ruíz, Juan David - In: Economies : open access journal 13 (2025) 1, pp. 1-28
, as well as a global EPU index. Using a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with monthly data …
Persistent link: https://www.econbiz.de/10015206927
Saved in:
Cover Image
Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence
Tita, Anthanasius Fomum; French, Joseph J.; Gurdgiev, … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015330577
Saved in:
Cover Image
How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe
Petz, Nico; Zörner, Thomas - 2025
, analyzed with time-varying parameter (TVP) models, reveals a steepening of the Phillips curve postCOVID-19, with negative slope …
Persistent link: https://www.econbiz.de/10015402052
Saved in:
Cover Image
The short-run impact of investor expectations' past volatility on current predictions : the case of VIX
Dima, Bogdan; Dima, Ștefana Maria; Ioan, Roxana - In: Journal of international financial markets, … 98 (2025), pp. 1-37
Persistent link: https://www.econbiz.de/10015405665
Saved in:
Cover Image
How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe
Petz, Nico; Zörner, Thomas - 2025
, analyzed with time-varying parameter (TVP) models, reveals a steepening of the Phillips curve postCOVID-19, with negative slope …
Persistent link: https://www.econbiz.de/10015407596
Saved in:
Cover Image
How do euro deposits in CESEE react to exchange rate shocks?
Petz, Nico; Scheiber, Thomas; Wörz, Julia - In: OeNB bulletin (2025) 1, pp. 50-71
Persistent link: https://www.econbiz.de/10015413928
Saved in:
Cover Image
Dynamic kernel models
Vallarino, Pierluigi - 2024
This paper introduces the family of Dynamic Kernel models. These models approximate the predictive density function of a time series through a weighted average of kernel densities possessing a dynamic bandwidth. A general specification is presented and several particular models are studied in...
Persistent link: https://www.econbiz.de/10015209795
Saved in:
Cover Image
US interest rates: Are relations stable?
Karlsson, Sune; Kiss, Tamás; Nguyen, Hoang; … - 2024
estimating trivariate hybrid time-varying parameter Bayesian VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014551600
Saved in:
Cover Image
Dynamic kernel models
Vallarino, Pierluigi - 2024
This paper introduces the family of Dynamic Kernel models. These models approximate the predictive density function of a time series through a weighted average of kernel densities possessing a dynamic bandwidth. A general specification is presented and several particular models are studied in...
Persistent link: https://www.econbiz.de/10015175638
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...