//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian evaluation of DSGE mo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
731,490
Theory
716,581
Schätzung
128,609
Estimation
122,459
USA
45,245
Welt
44,074
United States
43,117
World
42,926
Deutschland
36,911
Germany
33,869
Geldpolitik
30,436
Monetary policy
29,444
Risiko
28,113
Risk
27,851
Portfolio-Management
24,234
Portfolio selection
23,985
Wirtschaftswachstum
23,837
Economic growth
22,869
Prognoseverfahren
22,031
Forecasting model
21,617
Mathematische Optimierung
19,697
Mathematical programming
19,590
Börsenkurs
19,393
Share price
19,044
Zeitreihenanalyse
18,981
Volatilität
18,384
Volatility
17,981
Schätztheorie
17,847
Estimation theory
17,421
Schock
16,649
VAR-Modell
16,535
VAR model
16,378
Wirkungsanalyse
16,239
Shock
16,230
EU-Staaten
15,968
Impact assessment
15,863
EU countries
15,258
Konjunktur
15,097
Kapitaleinkommen
14,879
more ...
less ...
Online availability
All
Free
6,431
Undetermined
3,711
CC license
326
Type of publication
All
Article
9,496
Book / Working Paper
8,974
Journal
11
Type of publication (narrower categories)
All
Article in journal
8,681
Aufsatz in Zeitschrift
8,681
Graue Literatur
4,675
Non-commercial literature
4,675
Working Paper
4,479
Arbeitspapier
4,478
Aufsatz im Buch
607
Book section
607
Hochschulschrift
601
Thesis
492
Collection of articles of several authors
152
Sammelwerk
152
Collection of articles written by one author
128
Sammlung
128
Lehrbuch
121
Textbook
104
Bibliografie enthalten
94
Bibliography included
94
Aufsatzsammlung
81
Konferenzschrift
72
Amtsdruckschrift
58
Government document
58
Systematic review
54
Übersichtsarbeit
54
Conference paper
50
Konferenzbeitrag
50
Forschungsbericht
43
Rezension
37
Conference proceedings
33
Festschrift
17
Mehrbändiges Werk
14
Multi-volume publication
14
Bibliografie
13
Handbook
12
Handbuch
12
Reprint
12
Monografische Reihe
11
Einführung
8
Statistik
8
Case study
5
more ...
less ...
Language
All
English
17,872
German
404
French
80
Spanish
68
Italian
21
Portuguese
14
Polish
10
Dutch
5
Russian
5
Undetermined
5
Czech
3
Danish
2
Croatian
2
Slovenian
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
284
Caporale, Guglielmo Maria
217
Phillips, Peter C. B.
172
Franses, Philip Hans
153
Koopman, Siem Jan
151
Lütkepohl, Helmut
123
Härdle, Wolfgang
89
Pesaran, M. Hashem
88
Teräsvirta, Timo
87
Gupta, Rangan
85
Dijk, Herman K. van
80
Koop, Gary
80
Lucas, André
80
Gao, Jiti
78
Taylor, Robert
76
Harvey, Andrew C.
75
McAleer, Michael
72
Kapetanios, George
70
Sibbertsen, Philipp
68
Marcellino, Massimiliano
64
Swanson, Norman R.
64
Granger, C. W. J.
63
Kunst, Robert M.
61
Maravall Herrero, Agustín
58
Stock, James H.
58
Engle, Robert F.
57
Johansen, Søren
56
Hassler, Uwe
55
Proietti, Tommaso
55
Saikkonen, Pentti
55
Hyndman, Rob J.
54
Timmermann, Allan
53
Chan, Joshua
52
Dijk, Dick van
52
Perron, Pierre
52
Watson, Mark W.
52
Ghysels, Eric
50
Ravazzolo, Francesco
49
Bauwens, Luc
48
Mills, Terence C.
48
more ...
less ...
Institution
All
National Bureau of Economic Research
108
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
67
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
13
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
European University Institute / Department of Law
8
Centre for Analytical Finance <Århus>
7
European Commission / Joint Research Centre
7
European Commission / Statistical Office of the European Union
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Organisation for Economic Co-operation and Development
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Höhere Studien
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Center for Economic Research <Tilburg>
3
Eric Cuvillier <Firma>
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
Københavns Universitet / Økonomisk Institut
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
more ...
less ...
Published in...
All
Journal of econometrics
462
International journal of forecasting
354
Economics letters
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
295
Journal of forecasting
284
Econometric theory
230
Discussion paper / Tinbergen Institute
224
Applied economics
202
Economic modelling
194
Econometric reviews
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Applied economics letters
156
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
150
Working paper
125
Working paper / Department of Econometrics and Business Statistics, Monash University
120
Journal of applied econometrics
114
CESifo working papers
110
Computational economics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of economic dynamics & control
100
CREATES research paper
97
NBER Working Paper
96
Energy economics
90
NBER working paper series
84
Journal of empirical finance
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Cowles Foundation discussion paper
76
Finance research letters
75
Econometrics : open access journal
70
Oxford bulletin of economics and statistics
70
Working paper / National Bureau of Economic Research, Inc.
68
Discussion papers of interdisciplinary research project 373
67
The econometrics journal
66
International review of economics & finance : IREF
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
SFB 649 discussion paper
62
Journal of macroeconomics
59
The North American journal of economics and finance : a journal of financial economics studies
59
EUI working paper / ECO
57
International review of financial analysis
57
more ...
less ...
Source
All
ECONIS (ZBW)
18,474
RePEc
3
ArchiDok
2
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
18,481
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
2
DSGE models with observation-driven time-varying parameters
Angelini, Giovanni
;
Gorgi, Paolo
-
2018
parameters are allowed to evolve over time via an observation-driven updating equation. The
estimation
of the resulting DSGE …
Persistent link: https://www.econbiz.de/10011813395
Saved in:
3
Merging structural and reduced-form models for forecasting
Martínez-Martín, Jaime
;
Morris, Richard
;
Onorante, Luca
; …
- In:
The B.E. journal of macroeconomics
24
(
2024
)
1
,
pp. 399-437
Persistent link: https://www.econbiz.de/10014580528
Saved in:
4
What cycles? : data detrending in DSGE models
Sun, Xiaojin
;
Tsang, Kwok Ping
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012054895
Saved in:
5
Analyzing data revisions with a dynamic stochastic general equilibrium model
Croushore, Dean Darrell
;
Sill, D. Keith
-
2014
Persistent link: https://www.econbiz.de/10010413292
Saved in:
6
Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del
;
Schorfheide, Frank
- In:
Handbook of Economic Forecasting : volume 2, part A
,
(pp. 57-140)
.
2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic
theory
to explain and predict comovements …
Persistent link: https://www.econbiz.de/10014025547
Saved in:
7
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
8
DSGE Models with observation-driven time-varying volatility
Angelini, Giovanni
;
Gorgi, Paolo
- In:
Economics letters
171
(
2018
),
pp. 169-171
Persistent link: https://www.econbiz.de/10012021819
Saved in:
9
How the baby boomers' retirement wave distorts model-based output gap estimates
Wolters, Maik H.
-
2016
Hours per capita measures based on the private sector as usually included in the set of observables for estimating macroeconomic models are affected by low-frequent demographic trends and sectoral shifts that cannot be explained by standard models. Further, model-based output gap estimates are...
Persistent link: https://www.econbiz.de/10011434261
Saved in:
10
How the baby boomers' retirement wave distorts model-based output gap estimates
Wolters, Maik H.
-
2017
This paper illustrates the importance of consistency between the empirical measurement and the concept of variables in macroeconomic models. Since standard New Keynesian models do not account for demographic trends and sectoral shifts, I propose adjusting hours per capita used to estimate such...
Persistent link: https://www.econbiz.de/10011704809
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->