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Search: subject:"state-space model"
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State space model
3,688
Zustandsraummodell
3,633
Theorie
1,442
Theory
1,437
Zeitreihenanalyse
1,392
Time series analysis
1,389
Schätzung
991
Estimation
986
Prognoseverfahren
600
Forecasting model
596
Volatility
471
Volatilität
470
Kalman filter
386
Estimation theory
366
Schätztheorie
366
USA
330
United States
325
Stochastischer Prozess
319
Stochastic process
316
Bayesian inference
299
Bayes-Statistik
289
Business cycle
276
Konjunktur
272
Aktienmarkt
263
Stock market
263
Börsenkurs
219
Share price
219
Monetary policy
217
Geldpolitik
214
Kapitaleinkommen
200
Capital income
199
Yield curve
194
Inflation
189
Zinsstruktur
189
Welt
186
World
185
Correlation
165
Korrelation
164
Monte Carlo simulation
161
Monte-Carlo-Simulation
161
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Free
1,669
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1,076
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Article
2,161
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1,810
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4
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Article in journal
1,974
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1,974
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1,067
Non-commercial literature
1,067
Working Paper
1,062
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1,016
Aufsatz im Buch
78
Book section
78
Hochschulschrift
70
Thesis
58
Collection of articles written by one author
16
Sammlung
16
Conference paper
8
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8
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8
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7
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7
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7
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English
3,729
Undetermined
180
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18
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7
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2
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Author
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Koopman, Siem Jan
147
Koop, Gary
54
Tiwari, Aviral Kumar
50
Chan, Joshua
32
Proietti, Tommaso
28
Kapetanios, George
26
Martin, Gael M.
24
Schorfheide, Frank
24
Crowley, Patrick M.
22
Harvey, Andrew C.
22
Gupta, Rangan
21
Snyder, Ralph D.
20
Wel, Michel van der
20
Chan, Joshua C. C.
19
Lucas, André
19
Grassi, Stefano
18
Hyndman, Rob J.
18
Zadrozny, Peter A.
18
Nakajima, Jouchi
17
Bos, Charles S.
16
Forbes, Catherine Scipione
16
Shephard, Neil G.
16
Strachan, Rodney W.
16
Fernández-Villaverde, Jesús
15
Korobilis, Dimitris
15
Marczak, Martyna
15
Wohar, Mark E.
15
Aloui, Chaker
14
Dar, Arif Billah
14
Marcellino, Massimiliano
14
Ooms, Marius
14
Aguiar-Conraria, Luís
13
Dijk, Herman K. van
13
Pozzi, Lorenzo
13
Scharth, Marcel
13
Soares, Maria Joana
13
Bhanja, Niyati
12
Delle Monache, Davide
12
Fox, Jeremy T.
12
Hindrayanto, Irma
12
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National Bureau of Economic Research
18
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Department of Econometrics and Business Statistics, Monash Business School
9
Scottish Institute for Research in Economics (SIRE)
9
Economics Department, University of Strathclyde
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Tinbergen Instituut
6
University of Strathclyde / Department of Economics
5
Department of Economics, University of Pennsylvania
4
Econometric Society
4
Queen Mary College / Department of Economics
4
Tinbergen Institute
4
Department of Economics, Iowa State University
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
3
Institute for Monetary and Economic Studies, Bank of Japan
3
School of Economics and Management, University of Aarhus
3
School of Economics and Political Science, Universität St. Gallen
3
Banco de España
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Crawford School of Public Policy, Australian National University
2
EconWPA
2
European Central Bank
2
Federal Reserve Bank of St. Louis
2
Finance Discipline Group, Business School
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Institutet för Internationell Ekonomi <Stockholm>
2
Nationalekonomiska Institutionen <Göteborg>
2
Nepal Rastra Bank
2
Nuffield College
2
Rimini Centre for Economic Analysis (RCEA)
2
School of Economics and Finance, Queen Mary
2
University of Cambridge / Department of Applied Economics
2
Verlag Dr. Kovač
2
de Nederlandsche Bank
2
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Discussion paper / Tinbergen Institute
94
Economic modelling
82
Economics letters
55
Computational economics
54
Journal of econometrics
54
Energy economics
52
International journal of forecasting
52
Journal of forecasting
46
Journal of economic dynamics & control
41
Applied economics
40
Finance research letters
40
CAMA working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
The North American journal of economics and finance : a journal of financial economics studies
34
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International review of economics & finance : IREF
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Working paper
25
International review of financial analysis
23
Discussion paper / Centre for Economic Policy Research
22
Econometric reviews
21
Journal of applied econometrics
20
Working paper series / European Central Bank
20
Finance and economics discussion series
18
Journal of empirical finance
18
CREATES research paper
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
CESifo working papers
16
Journal of macroeconomics
16
Bank of Finland research discussion papers
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of risk and financial management : JRFM
15
NBER Working Paper
15
NBER working paper series
15
Tinbergen Institute Discussion Paper
15
International journal of finance & economics : IJFE
14
ECB Working Paper
13
Econometrics : open access journal
13
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Source
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ECONIS (ZBW)
3,695
RePEc
210
EconStor
54
BASE
13
ArchiDok
2
Other ZBW resources
1
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61
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70
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3,975
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61
How do inequalities affect the natural interest rate, and how do they impact monetary policy? : comparing Germany, Japan and the US
Camarero Olivas, Mariam
;
Dufrénot, Gilles
;
Tamarit …
-
2021
Persistent link: https://www.econbiz.de/10012508976
Saved in:
62
Nelson-Siegel decay factor and term premia in Japan
Koeda, Junko
;
Sekine, Atsushi
-
2021
Persistent link: https://www.econbiz.de/10012617816
Saved in:
63
State
space
model
to detect cycles in heterogeneous agents models
Gusella, Filippo
;
Ricchiuti, Giorgio
-
2021
Persistent link: https://www.econbiz.de/10012518331
Saved in:
64
Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki
;
Kitagawa, Genshiro
- In:
Asian Journal of Management Science and Applications
6
(
2021
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10012887417
Saved in:
65
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
Saved in:
66
Impossible trinity in a small open economy : a
state-space
model
informed policy simulation
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Jayanthakumaran, Kankesu
-
2021
Persistent link: https://www.econbiz.de/10012586491
Saved in:
67
The role of expectations in the inflation process in Turkey : have the dynamics changed recently?
Koç, Ümit
;
Öğünç, Fethi
;
Özmen, Mustafa Utku
-
2021
Persistent link: https://www.econbiz.de/10013164284
Saved in:
68
Nowcasting India's quarterly GDP growth : a factor augmented time-varying coefficient regression model (FA-TVCRM)
Bhattacharya, Rudrani
;
Bhandari, Bornali
;
Mundle, Sudipto
-
2021
Persistent link: https://www.econbiz.de/10013206634
Saved in:
69
Nowcasting India's quarterly GDP growth : a factor augmented time-varying coefficient regression model (FA-TVCRM)
Bhattacharya, Rudrani
;
Bhandari, Bornali
;
Mundle, Sudipto
-
2021
Persistent link: https://www.econbiz.de/10013368589
Saved in:
70
Bayesian monthly index for building activity based on mixed frequencies : the case of Chile
Idrovo-Aguirre, Byron J.
;
Contreras-Reyes, Javier E.
- In:
Journal of economic studies
49
(
2022
)
3
,
pp. 541-557
Persistent link: https://www.econbiz.de/10013173414
Saved in:
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