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  • Search: subject:"unobserved components model"
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Year of publication
Subject
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unobserved components model 51 Time series analysis 20 Zeitreihenanalyse 20 Estimation 18 Schätzung 18 Unobserved Components Model 15 State space model 13 Theorie 13 Zustandsraummodell 13 Inflation 12 Theory 12 Unobserved components model 12 Bayesian estimation 9 Bruttoinlandsprodukt 9 Business cycle 9 Konjunktur 9 Bayes-Statistik 8 Gross domestic product 8 Bayesian inference 7 Phillips curve 7 Potential output 7 Produktionspotenzial 7 Prognoseverfahren 7 Forecasting model 6 Inflation targeting 6 Inflationssteuerung 6 output gap 6 Inflation rate 5 Inflationsrate 5 Output gap 5 trend-cycle decomposition 5 Equilibrium real exchange rate 4 Kalman filter 4 Mercosur 4 New Keynesian Phillips curve 4 New Keynesian model 4 Phillips-Kurve 4 Productivity 4 Produktivität 4 Schock 4
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Online availability
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Free 89 CC license 2
Type of publication
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Book / Working Paper 77 Article 12
Type of publication (narrower categories)
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Working Paper 34 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 19 Article in journal 8 Aufsatz in Zeitschrift 8 Article 2
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Language
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English 69 Undetermined 20
Author
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Lindblad, Hans 5 Sellin, Peter 5 Allegret, Jean-Pierre 4 Bazen, Stephen 4 Willems, Tim 4 Aron, Janine 3 Chan, Joshua 3 Eo, Yunjong 3 Kim, Chang-Jin 3 Manopimoke, Pym 3 Morley, James 3 Muellbauer, John 3 Poon, Aubrey 3 Sand-Zantman, Alain 3 Singh, Aarti 3 Uzeda, Luis 3 Wong, Benjamin 3 Österholm, Pär 3 Abu-Alfoul, Mohammed N. 2 Al Salamat, Wasfi A. 2 Alexius, Annika 2 Basistha, Arabinda 2 Carstensen, Kai 2 Chen, Xiaoshan 2 Congregado, Emilio 2 Dridi, Kamel 2 Golpe, Antonio A. 2 Guillochon, Justine 2 Guérin, Pierre 2 Jaber, Jamil J. 2 Kerdelhué, Lisa 2 Khatatbeh, Ibrahim N. 2 Kießner, Felix 2 Kim, Jaeho 2 Kupkovič, Patrik 2 Kátay, Gábor 2 Le Roux, Julien 2 Lequien, Matthieu 2 MacDonald, Ronald 2 Marimoutou, Velayoudom 2
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Institution
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HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics, College of Business and Economics 2 London School of Economics (LSE) 2 School of Economics, UNSW Business School 2 Sveriges Riksbank 2 Banque de France 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Oxford University 1 Department of Economics, University of Stirling 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 European Central Bank 1 Faculty of Economics, University of Cambridge 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Institute of Economic Research, Korea University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 School of Economics, Faculty of Arts and Social Sciences 1 Society for Computational Economics - SCE 1 Spatial Economics Research Centre, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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CAMA working paper series 3 Finance and economics discussion series 3 IZA Discussion Papers 3 MPRA Paper 3 Post-Print / HAL 3 Working Paper 3 Discussion Papers / School of Economics, UNSW Business School 2 ECB Working Paper 2 LSE Research Online Documents on Economics 2 Sveriges Riksbank Working Paper Series 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / Sveriges Riksbank 2 Working Papers / Department of Economics, College of Business and Economics 2 Banka Slovenije working papers 1 CAMA Working Papers 1 CESifo Working Paper 1 CESifo working papers 1 Cahiers d'etudes / Banque Centrale du Luxembourg 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of operations research 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2005 1 Discussion Paper Series / Institute of Economic Research, Korea University 1 Discussion paper / Tinbergen Institute 1 Discussion paper series 1 Discussion paper series / IZA 1 Documents de Travail de la DESE - Working Papers of the DESE 1 EPRG working paper 1 Economics Bulletin 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 FEDS Working Paper 1 FIW Working Paper 1 FIW working paper 1 Global COE Hi-Stat Discussion Paper Series 1 Graduate Institute of International and Development Studies Working Paper 1
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Source
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RePEc 42 ECONIS (ZBW) 30 EconStor 17
Showing 1 - 10 of 89
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The impact of climate, socio-political and COVID-19 shocks on Tunisia's potential growth
Dridi, Kamel - 2024
This study estimated Tunisia's potential growth with a Cobb-Douglas production function using an unobservable component model within structural changes context for the period 1989-2023. It investigated the major shocks' effects on the potential growth and its components. In contrast with most...
Persistent link: https://www.econbiz.de/10015077780
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The impact of climate, socio-political and COVID-19 shocks on Tunisia's potential growth
Dridi, Kamel - 2024
This study estimated Tunisia's potential growth with a Cobb-Douglas production function using an unobservable component model within structural changes context for the period 1989-2023. It investigated the major shocks' effects on the potential growth and its components. In contrast with most...
Persistent link: https://www.econbiz.de/10015073301
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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
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Unobserved components model(s): Output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
unobserved components model that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014374776
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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
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Unobserved components model(s) : output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
unobserved components model that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014343145
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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
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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
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An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua; Wemy, Edouard - In: Macroeconomic dynamics 27 (2023) 5, pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
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The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T. - 2023 - Version 4
Persistent link: https://www.econbiz.de/10014284167
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