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subject:"Konjunktur"
~person:"Chan, Joshua"
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Search: subject_exact:"Trendmodell"
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Konjunktur
Time series analysis
46
Zeitreihenanalyse
46
Bayes-Statistik
28
Bayesian inference
28
Theorie
28
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28
VAR model
28
VAR-Modell
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Estimation theory
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Schätztheorie
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stochastic volatility
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Chan, Joshua
Camacho, Maximo
32
Koopman, Siem Jan
32
Gil-Alaña, Luis A.
26
Weihs, Claus
21
Watson, Mark W.
20
Caporale, Guglielmo Maria
18
Stock, James H.
17
Canova, Fabio
16
Wolters, Maik H.
16
Mills, Terence C.
15
Pérez-Quirós, Gabriel
15
Piger, Jeremy Max
13
Crowley, Patrick M.
12
Hindrayanto, Irma
12
Morley, James C.
12
Harding, Don
11
Poncela, Pilar
11
Vredin, Anders
11
Woitek, Ulrich
11
Flaig, Gebhard
10
Gupta, Rangan
10
Hall, Vivian Bruce
10
Marczak, Martyna
10
Süssmuth, Bernd
10
Wolters, Jürgen
10
Candelon, Bertrand
9
Chauvet, Marcelle
9
Dijk, Dick van
9
Garczarek, Ursula
9
Glocker, Christian
9
Leiva-Leon, Danilo
9
Pagan, Adrian R.
9
Proaño Acosta, Christian
9
Proietti, Tommaso
9
Reichlin, Lucrezia
9
Rothman, Philip
9
Aguiar-Conraria, Luís
8
Berger, Tino
8
Campbell, John Y.
8
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CAMA working paper series
5
Journal of economic dynamics & control
3
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
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1
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
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
6
Identifying noise shocks
Benati, Luca
;
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012501450
Saved in:
7
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
8
A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342382
Saved in:
9
A Bayesian model comparison for trend-cycle decompositions of output
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 525-552
Persistent link: https://www.econbiz.de/10011708075
Saved in:
10
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
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