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accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Bayes-Statistik"
~subject:"Konjunktur"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"Markov chain"
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Bayes-Statistik
Konjunktur
Markov chain
45
Markov-Kette
45
Theorie
23
Theory
23
Estimation
19
Schätzung
19
Bayesian inference
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Volatility
13
Volatilität
13
Time series analysis
9
Zeitreihenanalyse
9
Markov chain Monte Carlo
8
Stochastic process
8
Stochastischer Prozess
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
VAR model
7
VAR-Modell
7
Capital income
6
Estimation theory
6
Kapitaleinkommen
6
Markov switching
6
Multivariate Analyse
6
Multivariate analysis
6
Schätztheorie
6
Markov-switching
5
Aktienmarkt
4
Business cycle
4
Börsenkurs
4
Forecasting
4
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3
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English
17
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Cavicchioli, Maddalena
2
Anzarut, Michelle
1
Bauwens, Luc
1
Camacho, Maximo
1
Carpantier, Jean-François
1
Casarin, Roberto
1
Chen, Wilson Ye
1
Cheng, Tingting
1
Debarsy, Nicolas
1
Dufays, Arnaud
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gunawan, David
1
Kakamu, Kazuhiko
1
Kawakubo, Yuki
1
Khaled, Mohamad A.
1
Kim, Young Min
1
Kobayashi, Genya
1
Kohn, Robert
1
Lee, Seojin
1
Lesage, James P.
1
Li, Kate J.
1
Li, Yong
1
Liu, Jun S.
1
Mena, Ramsés H.
1
Nava, Consuelo Rubina
1
Ruiz Marín, Manuel
1
Sartore, Domenico
1
Seya, Hajime
1
Soybilgen, Barış
1
Sugasawa, Shonosuke
1
Tomari, Masashi
1
Tronzano, Marco
1
Uno, Shohei
1
Vossmeyer, Angela
1
Wang, Nianling
1
Wu, Jiexing
1
Yamauchi, Yuta
1
Zhan, Yiwei
1
Zhang, Heng
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Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Economics letters
13
International journal of forecasting
12
Energy economics
10
European journal of operational research : EJOR
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
7
Journal of economic dynamics & control
7
Computational economics
6
Econometric reviews
6
Applied economics
5
Macroeconomic dynamics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Insurance / Mathematics & economics
4
Journal of applied econometrics
4
Journal of forecasting
4
Regional science & urban economics
4
International journal of economics and finance
3
International journal of production research
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Operations research
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific journal of risk and insurance : APJRI
2
Economic research
2
Finance research letters
2
Frontiers of economics in China : selected publications from Chinese universities
2
Games and economic behavior
2
International journal of finance & economics : IJFE
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
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Journal of financial econometrics
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ECONIS (ZBW)
17
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1
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
2
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
3
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
4
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
5
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
6
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
7
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
8
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
9
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
10
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
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