//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Paccagnini, Alessia"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Theorie
14
Theory
14
Time series analysis
7
Schätzung
5
Forecasting model
4
Prognoseverfahren
4
Schock
4
Shock
4
USA
3
United States
3
VAR model
3
VAR-Modell
3
Bayesian inference
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Forecast
2
National income
2
Nationaleinkommen
2
Prognose
2
Schätztheorie
2
Aggregate demand
1
Aggregate supply
1
Aggregation
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Autoregressive models
1
Bayesian methods
1
Bayesian mixed-frequency VAR
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bruttoinlandsprodukt
1
Business cycle
1
Börsenkurs
1
Capital income
1
Cereal prices
1
more ...
less ...
Online availability
All
Free
5
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
5
Non-commercial literature
5
Language
All
English
11
Author
All
Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Paccagnini, Alessia
Chan, Joshua
14
Koop, Gary
11
Leybourne, Stephen James
8
Franses, Philip Hans
7
Ghysels, Eric
7
Pagan, Adrian R.
6
Perron, Pierre
6
Strachan, Rodney W.
6
Taylor, Robert
6
Wong, Benjamin
6
Haque, Qazi
5
Harvey, David I.
5
Li, Wai Keung
5
Marcellino, Massimiliano
5
Steel, Mark F. J.
5
Bauwens, Luc
4
Castelnuovo, Efrem
4
Engle, Robert F.
4
Gupta, Rangan
4
Harvey, Andrew C.
4
Kim, Chang-jin
4
Koopman, Siem Jan
4
Leon-Gonzalez, Roberto
4
Stock, James H.
4
Andrews, Donald W. K.
3
Baillie, Richard
3
Bera, Anil K.
3
Caggiano, Giovanni
3
Chan, Joshua C. C.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Gil-Alaña, Luis A.
3
Gregory, Allan W.
3
Gribisch, Bastian
3
Gómez, Víctor
3
Hall, Alastair R.
3
Hamilton, James D.
3
more ...
less ...
Published in...
All
CAMA working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Working paper
6
Journal of econometrics
5
Economics letters
4
International journal of forecasting
4
Applied economics
3
CAMA Working Paper
3
Journal of economic dynamics & control
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of applied econometrics
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
Working paper series
2
A companion to economic forecasting
1
An Elgar reference collection
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CREATES research paper
1
DAE working paper
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
1
Econometric theory
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of monetary economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2021
Persistent link: https://www.econbiz.de/10012586470
Saved in:
4
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:
5
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
6
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Saved in:
9
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
10
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->