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subject:"Markov-Kette"
~isPartOf:"CAMA working paper series"
~subject:"Schätzung"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Markov chain"
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Markov-Kette
Schätzung
Markov chain
15
Bayes-Statistik
5
Bayesian inference
5
Business cycle
5
Konjunktur
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Time series analysis
5
Zeitreihenanalyse
5
State space model
4
Theorie
4
Theory
4
USA
4
United States
4
Zustandsraummodell
4
Estimation
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Cointegration
2
Finanzpolitik
2
Fiscal policy
2
Forecasting model
2
Kointegration
2
Markov Switching
2
Modellierung
2
Neoclassical synthesis
2
Neoklassische Synthese
2
Oil price
2
Probit model
2
Probit-Modell
2
Prognoseverfahren
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
Ölpreis
2
1890-2010
1
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Free
15
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Book / Working Paper
15
Type of publication (narrower categories)
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Graue Literatur
Non-commercial literature
15
Arbeitspapier
10
Working Paper
10
Language
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English
15
Author
All
Bjørnland, Hilde Christiane
2
Chan, Joshua
2
Chan, Joshua C. C.
2
Harding, Don
2
Nason, James Michael
2
Strachan, Rodney W.
2
Bao Hoang Nguyen
1
Boschi, M.
1
Casarin, Roberto
1
D'Addona, Stefano
1
Dennis, Richard J.
1
Doucet, Arnaud
1
Eisenstat, Eric
1
Eo, Yunjong
1
Goenka, Aditya
1
Guerrón-Quintana, Pablo A.
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Koop, Gary
1
Larsen, Vegard Høghaug
1
Leon-Gonzalez, Roberto
1
León-González, Roberto
1
Lorusso, Marco
1
Maih, Junior
1
Morley, James C.
1
Pagan, Adrian R.
1
Ravazzolo, Francesco
1
Tallman, Ellis W.
1
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CAMA working paper series
Discussion paper / Tinbergen Institute
65
Working paper
45
Discussion paper / Centre for Economic Policy Research
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Working paper / National Bureau of Economic Research, Inc.
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Working papers
29
CESifo working papers
25
Discussion paper
19
SSE EFI working paper series in economics and finance
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Working paper series / European Central Bank
17
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
14
Econometric Institute research papers
14
SFB 649 discussion paper
14
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
14
Discussion paper series / IZA
13
Working papers / Federal Reserve Bank of Atlanta
13
Discussion paper series / Harvard Institute of Economic Research
12
EUI working paper / ECO
12
Sveriges Riksbank working paper series
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economics working paper
11
CORE discussion papers : DP
10
CREATES research paper
10
Finance and economics discussion series
10
Kiel working paper
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers / TSE : WP
10
Working papers in economics and statistics
10
Working paper series
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working papers / Penn Institute for Economic Research
9
Cowles Foundation discussion paper
8
Discussion paper series
8
Documentos de trabajo / Banco de España
8
Research memorandum / METEOR
8
Working paper series / European Central Bank ; Eurosystem
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ECONIS (ZBW)
15
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1
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10
of
15
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articles prioritized
date (newest first)
date (oldest first)
1
Does the survey of professional forecasters help predict the shape of recessions in real time?
Eo, Yunjong
;
Morley, James C.
-
2023
Persistent link: https://www.econbiz.de/10014308968
Saved in:
2
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10012542739
Saved in:
3
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10012202136
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
5
Oil and macroeconomic (in)stability
Bjørnland, Hilde Christiane
;
Larsen, Vegard Høghaug
; …
-
2017
Persistent link: https://www.econbiz.de/10012201125
Saved in:
6
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
7
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
8
Asset prices, business cycles, and Markov-Perfect fiscal policy when agents are risk-sensitive
Dennis, Richard J.
-
2013
Persistent link: https://www.econbiz.de/10010211792
Saved in:
9
Business cycles and financial crises : the roles of credit supply and demand shocks
Nason, James Michael
;
Tallman, Ellis W.
-
2012
Persistent link: https://www.econbiz.de/10009665986
Saved in:
10
Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.
;
Nason, James Michael
-
2012
Persistent link: https://www.econbiz.de/10009561198
Saved in:
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