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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"
~person:"Breunig, Robert"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Paccagnini, Alessia"
~person:"Wong, Benjamin"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Time varying parameters
Theorie
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Theory
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VAR model
7
VAR-Modell
7
Forecasting model
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Newbold, Paul
Breunig, Robert
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Paccagnini, Alessia
Wong, Benjamin
Chan, Joshua
12
Harvey, David I.
6
Haque, Qazi
5
Mills, Terence C.
5
Pagan, Adrian R.
5
Castelnuovo, Efrem
4
Koop, Gary
4
Leybourne, Stephen James
4
Caggiano, Giovanni
3
Matheson, Troy
3
Morley, James C.
3
Seaton, Jonathan S.
3
Baillie, Richard
2
Bernardi, Mauro
2
Buncic, Daniel
2
Cho, Dooyeon
2
Choi, Sangyup
2
Cross, Jamie L.
2
Drake, Leigh M.
2
Eisenstat, Eric
2
Gourlay, Adrian R.
2
Grant, Angelia L.
2
Green, Christopher J.
2
Harding, Don
2
Hou, Chenghan
2
Jacobs, Jan
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Minjoo
2
Kollmann, Robert
2
Krippner, Leo
2
Magnusson, Leandro M.
2
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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
CAMA Working Paper
5
Journal of econometrics
5
Working paper
5
Economics letters
4
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3
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3
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3
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3
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3
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A companion to economic 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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