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subject:"Prognoseverfahren"
~person:"Casarin, Roberto"
~person:"Koop, Gary"
~subject:"ARCH-Modell"
~subject:"Bayesian estimation"
~subject:"Markov-Kette"
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Prognoseverfahren
ARCH-Modell
Bayesian estimation
Markov-Kette
Bayes-Statistik
233
Bayesian inference
233
Theorie
136
Theory
134
Forecasting model
103
Zeitreihenanalyse
78
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76
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73
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Casarin, Roberto
Koop, Gary
Ravazzolo, Francesco
87
Dijk, Herman K. van
72
Marcellino, Massimiliano
46
Carriero, Andrea
39
Schorfheide, Frank
39
Clark, Todd E.
38
Korobilis, Dimitris
38
Huber, Florian
36
Gupta, Rangan
33
Billio, Monica
30
Poon, Aubrey
29
Hoogerheide, Lennart
28
Martin, Gael M.
27
Bauwens, Luc
26
Paap, Richard
26
Hoogerheide, Lennart F.
23
Tsionas, Efthymios G.
23
Grassi, Stefano
22
Ardia, David
21
Chan, Joshua
21
Giannone, Domenico
21
Dijk, Dick van
18
Dufays, Arnaud
18
Kapetanios, George
18
Aastveit, Knut Are
16
Del Negro, Marco
16
Forbes, Catherine Scipione
16
Amisano, Gianni
15
Kaufmann, Sylvia
15
Pettenuzzo, Davide
15
Zhu, Dan
15
van Dijk, H. K.
15
Cross, Jamie
14
Lenza, Michele
14
Maneesoonthorn, Worapree
14
Mitchell, James
14
Paccagnini, Alessia
14
Österholm, Pär
14
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9
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8
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7
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7
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6
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5
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4
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4
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3
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2
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2
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2
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Norges Bank Working Paper 11 | 2014
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Norges Bank Working Paper 3 | 2015
1
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
141
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1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
Modeling corporate CDS spreads using Markov switching regressions
Baltodano López, Ovielt
;
Bulfone, Giacomo
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10014631928
Saved in:
3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
4
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
5
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
6
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
7
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
8
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
9
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
10
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
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