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subject:"Schock"
subject:"Volatilität"
~person:"Cecen, A. A."
~person:"Chan, Joshua"
~person:"Chen, Cathy W. S."
~subject:"Inflation forecast"
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Schock
Volatilität
Inflation forecast
Estimation
49
Schätzung
49
Theorie
28
Theory
28
Bayes-Statistik
25
Bayesian inference
25
Volatility
23
Time series analysis
22
Zeitreihenanalyse
22
State space model
21
Zustandsraummodell
21
Stochastic process
17
Stochastischer Prozess
17
Forecasting model
12
Prognoseverfahren
12
VAR model
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VAR-Modell
12
ARCH model
9
ARCH-Modell
9
Bayesian model comparison
9
Business cycle
7
Estimation theory
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Inflation
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
7
Schätztheorie
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USA
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United States
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Inflation expectations
6
Inflationserwartung
6
Inflation rate
5
Inflationsrate
5
Modellierung
5
Phillips curve
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5
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7
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English
24
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Cecen, A. A.
Chan, Joshua
Chen, Cathy W. S.
Gupta, Rangan
98
McAleer, Michael
88
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
57
Mumtaz, Haroon
49
Belke, Ansgar
46
Bollerslev, Tim
44
Gambetti, Luca
36
Christiano, Lawrence J.
35
Todorov, Viktor
35
Buch, Claudia M.
34
Forni, Mario
34
Bahmani-Oskooee, Mohsen
33
Döpke, Jörg
32
Eickmeier, Sandra
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
Gil-Alaña, Luis A.
30
Asai, Manabu
29
Pistaferri, Luigi
29
Wohar, Mark E.
29
Bouri, Elie
28
Härdle, Wolfgang
28
Ma, Feng
27
Pesaran, M. Hashem
27
Sala, Luca
27
Lütkepohl, Helmut
26
Marcellino, Massimiliano
26
Chang, Chia-Lin
25
Engle, Robert F.
25
Rodriguez, Gabriel
25
Theodoridis, Konstantinos
25
Caporin, Massimiliano
24
Cheung, Yin-Wong
24
Koopman, Siem Jan
24
Tiwari, Aviral Kumar
24
Uhlig, Harald
24
Huber, Florian
23
Ramey, Valerie A.
23
Andersen, Torben
22
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CAMA working paper series
8
International journal of forecasting
3
Econometric reviews
2
GRIPS discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CAMA Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
24
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
5
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
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