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person:"Di Giovanni, Julian"
subject:"Volatilität"
~person:"Chan, Joshua"
~source:"econis"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
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Volatilität
Forecasting model
Zeitreihenanalyse
Zustandsraummodell
Estimation
62
Schätzung
62
Volatility
28
Theorie
27
Theory
27
State space model
21
Time series analysis
20
Bayes-Statistik
19
Bayesian inference
19
Stochastic process
17
Stochastischer Prozess
17
Business cycle
13
Konjunktur
13
VAR model
13
VAR-Modell
13
Welt
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World
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Inflation
10
Bayesian model comparison
9
Business cycle synchronization
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Konjunkturzusammenhang
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Bruttoinlandsprodukt
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Gross domestic product
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USA
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United States
7
Inflation expectations
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Inflationserwartung
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Schock
6
Shock
6
Betriebsgrößenstruktur
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Enterprise
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Estimation theory
5
Firm size distribution
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Frankreich
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English
42
Author
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Di Giovanni, Julian
Chan, Joshua
Caporale, Guglielmo Maria
185
Gil-Alaña, Luis A.
184
Gupta, Rangan
152
McAleer, Michael
99
Pierdzioch, Christian
79
Koopman, Siem Jan
69
Pesaran, M. Hashem
69
Marcellino, Massimiliano
60
McMillan, David G.
54
Härdle, Wolfgang
52
Tiwari, Aviral Kumar
52
Bollerslev, Tim
50
Bahmani-Oskooee, Mohsen
48
Herwartz, Helmut
48
Döpke, Jörg
45
Kapetanios, George
44
Diebold, Francis X.
43
Hautsch, Nikolaus
43
Wohar, Mark E.
43
Franses, Philip Hans
39
Belke, Ansgar
37
Ma, Feng
37
Narayan, Paresh Kumar
37
Balcilar, Mehmet
36
Koop, Gary
36
Bouri, Elie
35
Chang, Chia-Lin
35
Todorov, Viktor
35
Cheung, Yin-Wong
34
Miller, Stephen M.
33
Timmermann, Allan
33
Engle, Robert F.
32
Zaremba, Adam
32
Caporin, Massimiliano
31
Ghysels, Eric
31
Huber, Florian
31
Clark, Todd E.
30
Swanson, Norman R.
30
Asai, Manabu
29
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CAMA working paper series
14
Econometric reviews
3
Economics letters
2
GRIPS discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
CAMA Working Paper
1
Development studies working papers / Centro Studi Luca d'Agliano
1
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1
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1
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Federal Reserve Bank of Cleveland working paper series
1
IMF working paper
1
International journal of forecasting
1
Journal of applied econometrics
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Journal of money, credit and banking : JMCB
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Macroeconomic dynamics
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The review of economics and statistics
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ECONIS (ZBW)
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
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:
5
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:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
8
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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