Search Results - subject:"varying parameters"

Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94

Persistent link: https://www.econbiz.de/10010424876

Liu, Yuelin; Morley, James C. - In: Journal of economic dynamics & control 42 (2014), pp. 50-68

Persistent link: https://www.econbiz.de/10010426617

Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 180 (2014) 2, pp. 141-157

Persistent link: https://www.econbiz.de/10010433401

Delle Monache, Davide; Petrella, Ivan - 2014

This paper proposes a novel and flexible framework to estimate autoregressive models with time-varying parameters. Our …

Persistent link: https://www.econbiz.de/10010382183

Amman, Hans M.; Kendrick, David A. - In: Computational Management Science : CMS 11 (2014) 3, pp. 221-235

Persistent link: https://www.econbiz.de/10010385633

Franta, Michal; Horváth, Roman; Rusnak, Marek - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 827-842

Persistent link: https://www.econbiz.de/10010344384

Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 271-284

Persistent link: https://www.econbiz.de/10010488563

Todorov, Galin; Bidarkota, Prasad V. - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 246-283

Persistent link: https://www.econbiz.de/10010436255

Schalck, Christophe - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 3, pp. 345-354

Persistent link: https://www.econbiz.de/10011482020

Liu, Philip; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: Journal of international money and finance 46 (2014), pp. 1-15

Persistent link: https://www.econbiz.de/10010391033

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