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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper series / Reserve Bank of New Zealand"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper"
~person:"Breunig, Robert"
~person:"Kapetanios, George"
~person:"Paccagnini, Alessia"
~person:"Wong, Benjamin"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation
Time varying parameters
Theorie
38
Theory
38
Time series analysis
14
Schätzung
12
Forecasting model
7
Prognoseverfahren
7
VAR model
7
VAR-Modell
7
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6
Panel study
6
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5
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23
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Newbold, Paul
Breunig, Robert
Kapetanios, George
Paccagnini, Alessia
Wong, Benjamin
Chan, Joshua
12
McAleer, Michael
12
Belzil, Christian
8
Engsted, Tom
8
Mumtaz, Haroon
7
Harvey, David I.
6
Honoré, Peter
6
Haque, Qazi
5
Mills, Terence C.
5
Nielsen, Helena Skyt
5
Pagan, Adrian R.
5
Baillie, Richard
4
Castelnuovo, Efrem
4
Giraitis, Liudas
4
Koop, Gary
4
Leybourne, Stephen James
4
Lund, Jesper
4
Neely, Christopher J.
4
Nyholm, Ken
4
Blazsek, Szabolcs
3
Caggiano, Giovanni
3
Caporin, Massimiliano
3
Cho, Dooyeon
3
Escribano, Álvaro
3
Galvão, Ana Beatriz C.
3
Laurent, Sébastien
3
Matheson, Troy
3
Mikkelsen, Hans Ole Æ.
3
Morley, James C.
3
Owyang, Michael T.
3
Petrova, Katerina
3
Phillips, Peter C. B.
3
Psaradakis, Zacharias G.
3
Seaton, Jonathan S.
3
Sørensen, Carsten
3
Tzavalis, Elias
3
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3
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CAMA working paper series
Discussion paper series / Reserve Bank of New Zealand
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Working paper
Journal of econometrics
5
CAMA Working Paper
4
Economics letters
4
Applied economics
3
International journal of forecasting
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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2
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2
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2
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2
Oxford bulletin of economics and statistics
2
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Economic theory and mathematical economics
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Economics discussion paper series / Loughborough University, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of forecasting
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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
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
3
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
4
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2021
Persistent link: https://www.econbiz.de/10012586470
Saved in:
5
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
Saved in:
6
The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
-
2022
Persistent link: https://www.econbiz.de/10012878807
Saved in:
7
Risk aversion among Australian households
Breunig, Robert
;
Freestone, Owen
-
2019
Persistent link: https://www.econbiz.de/10012223777
Saved in:
8
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
9
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
10
Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747283
Saved in:
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