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person:"Di Giovanni, Julian"
subject:"Volatilität"
~person:"Chan, Joshua"
~source:"econis"
~subject:"Zustandsraummodell"
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Volatilität
Zustandsraummodell
Estimation
62
Schätzung
62
Volatility
28
Theorie
27
Theory
27
State space model
21
Time series analysis
20
Zeitreihenanalyse
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
13
World
13
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
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Shock
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Betriebsgrößenstruktur
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Enterprise
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Estimation theory
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Firm size distribution
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Forecasting model
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English
38
Author
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Di Giovanni, Julian
Chan, Joshua
Gupta, Rangan
88
McAleer, Michael
85
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Koopman, Siem Jan
46
Bollerslev, Tim
44
Tiwari, Aviral Kumar
38
Bahmani-Oskooee, Mohsen
34
Todorov, Viktor
34
Belke, Ansgar
32
Hautsch, Nikolaus
31
Asai, Manabu
29
Gil-Alaña, Luis A.
29
Wohar, Mark E.
29
Bouri, Elie
28
Härdle, Wolfgang
28
Chang, Chia-Lin
25
Herwartz, Helmut
25
Ma, Feng
25
Caporin, Massimiliano
24
Engle, Robert F.
24
Buch, Claudia M.
23
Xuan Vinh Vo
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
22
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Rodriguez, Gabriel
20
Mittnik, Stefan
19
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Spagnolo, Nicola
18
Aghion, Philippe
17
Mensi, Walid
17
Miller, Stephen M.
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
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CAMA working paper series
13
Econometric reviews
2
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
Discussion paper / Centre for Economic Policy Research
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
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1
International journal of forecasting
1
Journal of applied econometrics
1
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1
The review of economics and statistics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
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:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
10
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
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