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~isPartOf:"Macroeconomic dynamics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zustandsraummodell"
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State space model
13
Zustandsraummodell
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7
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Macroeconomic dynamics
Economic modelling
78
Economics letters
55
Computational economics
54
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International journal of forecasting
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Energy economics
50
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44
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
2
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
3
Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre
;
Maurin, Laurent
;
Mohr, Matthias
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 363-393
Persistent link: https://www.econbiz.de/10011308645
Saved in:
4
The quantity theory revisited : a new structural approach
Shagi, Makram el-
;
Giesen, Sebastian
;
Kelly, Logan J.
- In:
Macroeconomic dynamics
19
(
2015
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011308659
Saved in:
5
Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
Saved in:
6
A Bayesian analysis of weak identification in stock price decompositions
Balke, Nathan S.
;
Ma, Jun
;
Wohar, Mark E.
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 728-752
Persistent link: https://www.econbiz.de/10011309216
Saved in:
7
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
8
Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.
;
Francis, Neville
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 418-437
Persistent link: https://www.econbiz.de/10010356795
Saved in:
9
The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles
Wada, Tatsuma
- In:
Macroeconomic dynamics
18
(
2014
)
6
,
pp. 1234-1270
Persistent link: https://www.econbiz.de/10010467986
Saved in:
10
On the measurement of total factor productivity : a latent variable approach
Fuentes S. M., J. Rodrigo
;
Morales, Marco
- In:
Macroeconomic dynamics
15
(
2011
)
2
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009011935
Saved in:
11
US core inflation : a wavelet analysis
Dowd, Kevin
;
Cotter, John
;
Loh, Lixia
- In:
Macroeconomic dynamics
15
(
2011
)
4
,
pp. 513-536
Persistent link: https://www.econbiz.de/10009376152
Saved in:
12
Statistical learning with time-varying parameters
McGough, Bruce
- In:
Macroeconomic dynamics
7
(
2003
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10001750287
Saved in:
13
Robust permanent income and pricing with filtering
Hansen, Lars Peter
;
Sargent, Thomas J.
;
Wang, Neng E.
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 40-84
Persistent link: https://www.econbiz.de/10001659466
Saved in:
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