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Search: subject:"varying parameter"
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Schätzung
190
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185
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163
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161
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91
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79
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75
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61
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61
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58
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56
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54
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52
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52
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time-varying parameter
49
State space model
42
Time-varying parameter
42
Time-varying parameter model
41
Welt
41
World
41
Time-varying parameter VAR
37
Zustandsraummodell
36
monetary policy
36
Impact assessment
33
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33
Wechselkurs
29
Exchange rate
28
time-varying parameter model
27
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26
Stochastic volatility
25
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25
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25
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25
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255
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379
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109
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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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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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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)
290
RePEc
145
EconStor
51
Other ZBW resources
3
BASE
1
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61
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Persistent link: https://www.econbiz.de/10012436055
Saved in:
62
Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
Baba, Boubekeur
;
Sevil, Güven
- In:
Financial innovation : FIN
7
(
2021
),
pp. 1-25
time-
varying
parameter
vector autoregression with stochastic volatility. The empirical analysis reveals several new …
Persistent link: https://www.econbiz.de/10012594935
Saved in:
63
Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min
;
Nguyen Thi Thanh Binh
;
Lee, Yuan-Ming
- In:
Future Business Journal
7
(
2021
),
pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-
varying
parameter
panel vector …
Persistent link: https://www.econbiz.de/10012668314
Saved in:
64
The fed, housing and household debt over time
Rella, Giacomo
-
2021
Persistent link: https://www.econbiz.de/10012493219
Saved in:
65
The time-varying tradeoff between inflation and unemployment : evidence from SAARC economies with a state space approach
Vinayagathasan, Thanablasingam
;
Meng, Xiancai
- In:
Romanian journal of economic forecasting
24
(
2021
)
3
,
pp. 20-34
Persistent link: https://www.econbiz.de/10012655427
Saved in:
66
Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time
Varying
Parameter
Vector Autoregression (TVP-VAR) methodology
Dhanessar, Alon
;
Edwards, Stefan
;
Ramlogan, Avinash
-
2021
Persistent link: https://www.econbiz.de/10012802849
Saved in:
67
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
68
Time varying dynamics of globalization effect in India
Gupta, Shikha
;
Kumar, Nand
- In:
Portuguese economic journal
22
(
2023
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10013549207
Saved in:
69
The time-varying dynamics of systematic fiscal policy
Ji, Jia
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 602-607
Persistent link: https://www.econbiz.de/10013553734
Saved in:
70
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
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