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~isPartOf:"CAMA working paper series"
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Search: subject_exact:"Trendmodell"
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Schätzung
Time series analysis
75
Zeitreihenanalyse
75
Theorie
32
Theory
32
Estimation
26
Forecasting model
25
Prognoseverfahren
25
Bayes-Statistik
19
Bayesian inference
19
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19
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19
State space model
17
Zustandsraummodell
17
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16
Volatilität
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Konjunktur
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Stochastic process
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Stochastischer Prozess
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Estimation theory
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Schätztheorie
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United States
9
stochastic volatility
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Modellierung
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Scientific modelling
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Decomposition method
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Monte Carlo simulation
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Bruttoinlandsprodukt
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Structural break
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Strukturbruch
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Chinese
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Chan, Joshua
8
Wong, Benjamin
4
Jacobs, Jan
3
Morley, James C.
3
Nason, James Michael
2
Osborn, Denise R.
2
Thoenissen, Christoph
2
Tian, Jing
2
Zhang, Bo
2
Bao Hoang Nguyen
1
Chang, Yoosoon
1
Choi, Yongok
1
Cross, Jamie
1
Cross, Jamie L.
1
Doucet, Arnaud
1
Eisenstat, Eric
1
Fry-McKibbin, Renée
1
Gao, Shen
1
Giraitis, Liudas
1
Grant, Angelia L.
1
Guo, Na
1
Görtz, Christoph
1
Hall, Vivian Bruce
1
Hindrayanto, Irma
1
Hou, Chenghan
1
Hsiao, Cody Yu-Ling
1
Kamber, Güneş
1
Kapetanios, George
1
Kim, Chang Sik
1
Koo, Bonsoo
1
León-González, Roberto
1
Martin, Vance
1
Mertens, Elmar
1
Miller, J. Isaak
1
Otter, Pieter W.
1
Park, Joon Y.
1
Price, Simon
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Reijer, Ard H. J. den
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CAMA working paper series
Journal of econometrics
114
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
CESifo working papers
67
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Working paper
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Economics and finance working paper series
30
Journal of economic dynamics & control
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Finance research letters
28
Macroeconomic dynamics
28
Applied financial economics
26
CREATES research paper
25
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
The empirical economics letters : a monthly international journal of economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
CESifo Working Paper Series
20
Cambridge working papers in economics
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ECONIS (ZBW)
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
2
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
Saved in:
3
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
4
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
5
Multivariate decompositions and seasonal gender employment
Tian, Jing
;
Jacobs, Jan
;
Osborn, Denise R.
-
2021
Persistent link: https://www.econbiz.de/10012663829
Saved in:
6
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
7
Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce
;
Thomson, Peter J.
-
2020
Persistent link: https://www.econbiz.de/10012533645
Saved in:
8
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
-
2020
Persistent link: https://www.econbiz.de/10012534328
Saved in:
9
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
10
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
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