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Change-Points in Affine Arbitr...
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Markov chain
Theorie
59
Theory
59
Bayesian inference
42
Bayes-Statistik
38
Estimation theory
37
Schätztheorie
37
Markov-Kette
33
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24
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24
Schätzung
20
Stochastic process
20
Stochastischer Prozess
20
Estimation
19
Simulation
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Volatility
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Volatilität
15
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Zinsstruktur
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Geldpolitik
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Markov chain Monte Carlo
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Monetary policy
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Prognoseverfahren
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9
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Time series analysis
9
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Zustandsraummodell
9
Econometrics
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South Korea
8
Südkorea
8
DSGE model
7
DSGE-Modell
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Dynamisches Gleichgewicht
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5
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English
33
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Chib, Siddhartha
24
Kang, Kyu Ho
9
Shephard, Neil G.
5
Abdymomunov, Azamat
2
Dueker, Michael
2
Elerian, Ola
2
Hamilton, Barton Hughes
2
Kim, Young Min
2
Nardari, Federico
2
Pitt, Michael K.
2
Ramamurthy, Srikanth
2
Strijnev, Andrei
2
Winkelmann, Rainer
2
Eo, Yunjong
1
Greenberg, Edward S.
1
Jacobi, Liana
1
Kim, Dongwhan
1
Kim, Ki Jeong
1
Seetharaman, P. B.
1
Seetharaman, P.B.
1
Shephard, Neil
1
Shin, Minchul
1
Sin, In-sŏk
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1
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Journal of econometrics
6
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Asia-Pacific journal of financial studies
1
Econometric models in marketing
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion papers
1
Handbook of econometrics : volume 5
1
Handbook of econometrics ; Vol. 5
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Mathematical finance
1
Oxford Financial Research Centre economics series
1
Publikationen / Center for Applied Statistics and Economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Oxford handbook of Bayesian econometrics
1
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ECONIS (ZBW)
33
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1
Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
2
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
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3
The effects of monetary policy regime shifts on the term structure of interest rates
Abdymomunov, Azamat
;
Kang, Kyu Ho
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 183-207
Persistent link: https://www.econbiz.de/10011313588
Saved in:
4
Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
5
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
6
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
7
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
8
Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min
;
Kang, Kyu Ho
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
Saved in:
9
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
10
Estimation and comparison of multiple change-point models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
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