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source:"econis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Welt"
~subject:"Zustandsraummodell"
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Search: subject_exact:"Time series analysis"
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Ben-David, Dan
1
Benveniste, Lawrence M.
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Carriero, Andrea
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Christiansen, Charlotte
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Delle Monache, Davide
1
Den Haan, Wouter J.
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Doz, Catherine
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Adaptive state space models with applications to the business cycle and financial stress
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2016
Persistent link: https://www.econbiz.de/10011586667
Saved in:
2
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
4
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2010
Persistent link: https://www.econbiz.de/10003969312
Saved in:
5
The time-varying systematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderlind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003875726
Saved in:
6
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
7
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2007
Persistent link: https://www.econbiz.de/10003413769
Saved in:
8
Why the link between volatility and growth is both positive and negative
Imbs, Jean
-
2002
Persistent link: https://www.econbiz.de/10013424100
Saved in:
9
Does a currency union affect trade? : the time series evidence
Glick, Reuven
-
2001
Persistent link: https://www.econbiz.de/10013423469
Saved in:
10
mark-ups, entry regulation and trade : does country size matter?
Hoekman, Bernard M.
-
2001
Persistent link: https://www.econbiz.de/10013423474
Saved in:
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