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Search: subject:"varying parameters"
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time-varying parameters
264
Time-varying parameters
181
Schätzung
158
Estimation
154
Zeitreihenanalyse
144
Time series analysis
139
VAR-Modell
111
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104
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101
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101
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96
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94
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94
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92
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67
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62
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61
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61
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55
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51
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50
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49
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48
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48
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47
Shock
46
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46
Welt
40
World
39
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37
USA
37
Stochastic volatility
36
Business cycle
35
Time-Varying Parameters
33
Time varying parameters
30
time varying parameters
30
Phillips curve
28
forecasting
27
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26
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Free
392
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169
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8
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372
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231
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2
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230
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7
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460
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143
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Koopman, Siem Jan
48
Lucas, André
33
Mumtaz, Haroon
18
Benati, Luca
17
Blasques, Francisco
17
Kapetanios, George
15
Karlsson, Sune
15
Korobilis, Dimitris
15
Marcellino, Massimiliano
15
Österholm, Pär
15
Petrella, Ivan
14
Caporale, Guglielmo Maria
13
Delle Monache, Davide
13
Giraitis, Liudas
13
Petrova, Katerina
12
Schaumburg, Julia
12
Creal, Drew
11
Gorgi, Paolo
11
Franta, Michal
9
Huber, Florian
9
Lucas, Andre
9
Schwaab, Bernd
9
Zhang, Xin
9
Basturk, Nalan
8
Ceyhan, Pinar
8
Nason, James Michael
8
Ooms, Marius
8
Amman, Hans M.
7
Koop, Gary
7
Onorante, Luca
7
Paesani, Paolo
7
Rodriguez, Gabriel
7
Tucci, Marco Paolo
7
Venditti, Fabrizio
7
Byrne, Joseph P.
6
Callot, Laurent
6
Grassi, Stefano
6
Koopman, S.J.
6
Kristensen, Johannes Tang
6
Ooms, M.
6
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Tinbergen Instituut
15
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14
European Central Bank
9
Tinbergen Institute
7
Crawford School of Public Policy, Australian National University
4
Rimini Centre for Economic Analysis (RCEA)
4
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4
Society for Computational Economics - SCE
4
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3
C.E.P.R. Discussion Papers
3
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3
Česká Národní Banka
3
CESifo
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Charles H. Dyson School of Applied Economics and Management, Cornell University
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Department of Agricultural and Applied Economics, University of Georgia
2
Economics Department, University of Strathclyde
2
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
2
Norges Bank
2
School of Economics, UNSW Business School
2
Scottish Institute for Research in Economics (SIRE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Suomen Pankki
2
Banca d'Italia
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
1
Courant Research Centre PEG
1
Departamento de Economía, Facultad de Economía y Negocios
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Boston College
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, International Business School, Brandeis University
1
Deutsche Bundesbank
1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
EconWPA
1
Economics Department, University of California-Davis
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
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Working Paper
27
Discussion paper / Tinbergen Institute
25
Tinbergen Institute Discussion Paper
25
Tinbergen Institute Discussion Papers
22
Working paper
15
MPRA Paper
14
ECB Working Paper
13
Journal of econometrics
10
CESifo Working Paper
9
Economics letters
9
Working Paper Series / European Central Bank
9
CESifo working papers
8
Economic modelling
8
Energy economics
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international money and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
CAMA working paper series
5
International journal of forecasting
5
Journal of economic dynamics & control
5
CAMA Working Papers
4
Discussion papers / CEPR
4
Documento de trabajo
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Temi di discussione / Banca d'Italia
4
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
4
Working Papers / School of Economics, Universiteit Utrecht
4
Working paper series / European Central Bank
4
Applied economics
3
Applied economics letters
3
Bank of England working papers
3
CEPR Discussion Papers
3
CREATES Research Papers
3
Computational Economics
3
Discussion Papers
3
Empirical Economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
315
RePEc
171
EconStor
109
BASE
7
Other ZBW resources
3
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391
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
392
Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian
- In:
Economics letters
150
(
2017
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
Saved in:
393
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
394
Generalized financial ratios to predict the equity premium
Algaba, Andres
;
Boudt, Kris
- In:
Economic modelling
66
(
2017
),
pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
Saved in:
395
The time-varying relationship between mortality and business cycles in the USA
Lam, Jean-Paul
;
Piérard, Emmanuelle
- In:
Health economics
26
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011815312
Saved in:
396
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
397
The semiparametric asymmetric stochastic volatility model with time-
varying
parameters
: the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
398
The effect of gold market speculation on REIT returns in South Africa : a behavioral perspective
Akinsomi, Omokolade
;
Balcilar, Mehmet
;
Demirer, Rıza
; …
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10011802327
Saved in:
399
On the link between current account and oil price fluctuations in diversified economies : the case of Canada
Gnimassoun, Blaise
;
Joëts, Marc
;
Razafindrabe, Tovonony
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011802419
Saved in:
400
Consumer preferences and willingness to pay for bundled fresh produce claims at farmers' markets
Gumirakiza, J. Dominique
;
Curtis, Kynda R.
;
Bosworth, Ryan
- In:
Journal of food products marketing
23
(
2017
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011708060
Saved in:
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