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person:"Kapetanios, George"
~isPartOf:"ECB Working Paper"
~isPartOf:"International journal of forecasting"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Time series analysis
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Hyndman, Rob J.
15
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11
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10
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Systemic risk tomography : signals, measurement and transmission channels
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The Oxford handbook of economic forecasting
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
15
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11
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
Saved in:
12
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
13
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
Saved in:
14
Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 711-715
Persistent link: https://www.econbiz.de/10003150694
Saved in:
15
An application of model-based estimation of unobserved components
Maravall Herrero, Agustín
- In:
International journal of forecasting
2
(
1986
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10001036238
Saved in:
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