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Search: subject:"unobserved components"
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Zeitreihenanalyse
134
Time series analysis
125
unobserved components
116
Schätzung
113
Estimation
111
State space model
91
Zustandsraummodell
90
Theorie
88
Theory
79
Kalman filter
74
Unobserved components
67
unobserved components model
61
Business cycle
53
Konjunktur
53
Unobserved Components
47
Unobserved components model
46
Inflation
43
Phillips curve
42
unobserved components models
35
Bruttoinlandsprodukt
31
Prognoseverfahren
31
Gross domestic product
30
Bayes-Statistik
29
Bayesian inference
28
Stochastischer Prozess
28
Phillips-Kurve
27
Forecasting model
26
USA
26
Stochastic process
25
Geldpolitik
23
Monetary policy
23
Potential output
21
Unobserved Components Model
21
Volatilität
21
Dekompositionsverfahren
20
Volatility
20
Bayesian estimation
19
Decomposition method
19
NAIRU
19
Produktionspotenzial
19
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346
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107
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162
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2
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148
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97
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81
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75
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3
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3
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3
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1
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English
329
Undetermined
190
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2
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1
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1
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Koopman, Siem Jan
73
Weber, Enzo
20
Hindrayanto, Irma
12
Klinger, Sabine
12
Kaufmann, Daniel
10
Pedregal, Diego J.
10
Basturk, Nalan
9
Ceyhan, Pinar
9
Flaig, Gebhard
9
Li, Mengheng
9
Proietti, Tommaso
9
Berger, Tino
8
Bos, Charles S.
8
Lee, Kai Ming
8
Lucas, André
8
Sinclair, Tara M.
8
Apel, Mikael
7
Brand, Claus
7
Chan, Joshua
7
Chen, Xiaoshan
7
Jansson, Per
7
Mendieta-Muñoz, Ivan
7
Wada, Tatsuma
7
Allegret, Jean-Pierre
6
Cakmakli, Cem
6
Dijk, Herman K. van
6
Hartl, Tobias
6
Ooms, Marius
6
Perron, Pierre
6
Webel, Karsten
6
van Dijk, Herman K.
6
Bradley, Michael D.
5
Commandeur, Jacques
5
Congregado, Emilio
5
Gnan, Ernest
5
Huber, Florian
5
Jacobs, Jan
5
Jungbacker, Borus
5
Kempa, Bernd
5
Lindblad, Hans
5
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Tinbergen Instituut
20
Tinbergen Institute
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Faculty of Economics, University of Cambridge
7
EconWPA
6
Society for Computational Economics - SCE
6
Department of Economics, Boston University
5
European Central Bank
5
Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
Sveriges Riksbank
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
C.E.P.R. Discussion Papers
3
CESifo
3
Crawford School of Public Policy, Australian National University
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit Economie en Bedrijfskunde, Universiteit Gent
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
HAL
3
London School of Economics (LSE)
3
School of Economics, UNSW Business School
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Banca d'Italia
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Departamento de Economía, Facultad de Ciencias Sociales
2
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Department of Economics, College of Business and Economics
2
Department of Economics, University of Stirling
2
Econometric Society
2
Institute for the Study of Labor (IZA)
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
2
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics
2
Oesterreichische Nationalbank
2
BANCO DE LA REPÚBLICA
1
Banco de España
1
Banco de la Republica de Colombia
1
Banque de France
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Centro de Estudios Andaluces, Government of Andalusia
1
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Tinbergen Institute Discussion Papers
36
Tinbergen Institute Discussion Paper
22
Discussion paper / Tinbergen Institute
21
MPRA Paper
11
ECB Working Paper
9
Empirical Economics
8
Macroeconomic dynamics
8
CAMA working paper series
7
Cambridge Working Papers in Economics
7
Working Paper
7
Economic modelling
6
IAB-Discussion Paper
6
Boston University - Department of Economics - Working Papers Series
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IZA Discussion Papers
5
Studies in Nonlinear Dynamics & Econometrics
5
Working Paper Series / European Central Bank
5
Working Papers / Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
CESifo Working Paper
4
CESifo working papers
4
Discussion paper
4
Econometrics
4
Economic Modelling
4
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
4
Journal of macroeconomics
4
Journal of money, credit and banking : JMCB
4
Sveriges Riksbank Working Paper Series
4
University of Regensburg Working Papers in Business, Economics and Management Information Systems
4
Working Paper Series / Sveriges Riksbank
4
Working papers / Department of Economics, University of Utah
4
Applied economics
3
Applied economics letters
3
CAMA Working Papers
3
CEPR Discussion Papers
3
CESifo Working Paper Series
3
Cambridge working papers in economics
3
Computing in Economics and Finance 2005
3
Discussion Papers / School of Economics, UNSW Business School
3
Econometric Institute Report
3
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Source
All
RePEc
259
ECONIS (ZBW)
181
EconStor
79
BASE
4
Showing
1
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523
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Date (oldest first)
1
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
-
2024
introduce novel
unobserved
components
(UC) models that consider hysteresis as a sequence of lagged effects, thus separating the …
Persistent link: https://www.econbiz.de/10014483593
Saved in:
2
Estimation of the TFP Gap for the Largest Five EMU Countries
Carstensen, Kai
;
Kießner, Felix
;
Rossian, Thies
-
2023
In this paper we augment the Bayesian
unobserved
components
model of the EU Commission to estimate the cyclical …
Persistent link: https://www.econbiz.de/10014290155
Saved in:
3
Towards seasonal adjustment of infra-monthly time series with JDemetra+
Webel, Karsten
;
Smyk, Anna
-
2023
Infra-monthly economic time series have become increasingly popular in official statistics in recent years. This evolution has been largely fostered by official statistics' digital transformation during the last decade. The COVID-19 pandemic outbreak in 2020 has added fuel to the fire as many...
Persistent link: https://www.econbiz.de/10014339488
Saved in:
4
Unobserved
components
model(s): Output gaps and financial cycles
Guillochon, Justine
;
Le Roux, Julien
-
2023
gaps incorporating financial variables. The estimates are based both on small
unobserved
components
models and a large …
unobserved
components
model that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014374776
Saved in:
5
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong
;
Uzeda, Luis
;
Wong, Benjamin
-
2023
Persistent link: https://www.econbiz.de/10014335441
Saved in:
6
Towards seasonal adjustment of infra-monthly time series with JDemetra+
Webel, Karsten
;
Smyk, Anna
-
2023
Infra-monthly economic time series have become increasingly popular in official statistics in recent years. This evolution has been largely fostered by official statistics’ digital transformation during the last decade. The COVID-19 pandemic outbreak in 2020 has added fuel to the fire as many...
Persistent link: https://www.econbiz.de/10014336194
Saved in:
7
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong
;
Uzeda, Luis
;
Wong, Benjamin
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 751-766
Persistent link: https://www.econbiz.de/10014338142
Saved in:
8
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
9
Estimation of the potential GDP by a new robust filter method
Gyurkovics, Éva
;
Takács, Tibor
- In:
Central European journal of operations research
31
(
2023
)
4
,
pp. 1183-1207
Persistent link: https://www.econbiz.de/10014393025
Saved in:
10
The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T.
-
2023
-
Version 4
Persistent link: https://www.econbiz.de/10014284167
Saved in:
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