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Search: subject:"varying parameter"
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Schätzung
190
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185
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56
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time-varying parameter
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Welt
41
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41
Time-varying parameter VAR
37
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36
monetary policy
36
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33
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33
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29
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28
time-varying parameter model
27
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26
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25
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25
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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
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6
Marcellino, Massimiliano
6
Vašíček, Bořek
6
Arratibel, Olga
5
Baillie, Richard
5
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5
Campolieti, Michele
5
Gefang, Deborah
5
Gerba, Eddie
5
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5
Hauzenberger, Klemens
5
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5
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5
Hülsewig, Oliver
5
Siemsen, Thomas
5
Wollmershäuser, Timo
5
Zhang, Jing
5
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4
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7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
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5
European Central Bank
4
Česká Národní Banka
4
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3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics and Management, University of Aarhus
3
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3
Bank for International Settlements (BIS)
2
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2
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2
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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
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1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Florida International University
1
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1
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1
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1
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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
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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)
290
RePEc
145
EconStor
51
Other ZBW resources
3
BASE
1
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331
Forecasting exchange rates under parameter and model uncertainty
Beckmann, Joscha
;
Schüssler, Rainer
- In:
Journal of international money and finance
60
(
2016
),
pp. 267-288
Persistent link: https://www.econbiz.de/10011660878
Saved in:
332
A time-
varying
parameter
VAR investigation of the exchange rate pass-through in Turkey
Catik, A. Nazif
;
Karacuka, Mehmet
;
Gök, Baris
- In:
Panoeconomicus
63
(
2016
)
3
,
pp. 563-579
Persistent link: https://www.econbiz.de/10011658200
Saved in:
333
The time-varying degree of inflation expectations anchoring
Strohsal, Till
;
Melnick, Rafi
;
Nautz, Dieter
- In:
Journal of macroeconomics
48
(
2016
),
pp. 62-71
Persistent link: https://www.econbiz.de/10011707686
Saved in:
334
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
335
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
336
Are central bank preferences asymmetric when policy targets vary over time?
Scott, C. Patrick
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
2
,
pp. 577-589
Persistent link: https://www.econbiz.de/10011550978
Saved in:
337
Empirical study on time varying relationships between oil prices, exchange market and stock market in Kazakhstan economy
Kim, Do-Hyun
;
Chung, Sang-Kuck
;
Sundetova, Ainur
- In:
Journal of international trade & commerce
12
(
2016
)
5
,
pp. 49-66
Persistent link: https://www.econbiz.de/10011796409
Saved in:
338
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-
varying
parameter
VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
339
The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela
;
Eickmeier, Sandra
;
Lemke, Wolfgang
; …
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
4
,
pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
Saved in:
340
Changes in federal reserve preferences
Lakdawala, Aeimit
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 124-143
Persistent link: https://www.econbiz.de/10011708662
Saved in:
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