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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Documento de trabajo"
~subject:"1977-1983"
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Volatilität
1977-1983
Monte-Carlo-Simulation
United States
Estimation theory
9
Schätztheorie
9
Estimation
8
Schätzung
8
Volatility
6
Bayes-Statistik
5
Bayesian inference
5
Stochastic Volatility
5
Time series analysis
5
VAR model
5
VAR-Modell
5
Zeitreihenanalyse
5
Schock
4
Shock
4
Stochastic process
4
Stochastischer Prozess
4
Business cycle
3
Impact assessment
3
Konjunktur
3
Macroeconomic Fluctuations
3
Peru
3
Wirkungsanalyse
3
Bayesian Estimation and Comparison
2
External Shocks
2
Risiko
2
Risk
2
ARCH model
1
ARCH-Modell
1
Autoregressive Vectors with Time Varying Parameters
1
Autoregressive Vectors with Time- Varying Parameters
1
Autoregressive vectors with time-varying parameters
1
Bayesian Estimation
1
Bayesian Estimation and Comparison of Models
1
Bayesian Estimation and Comparison,Peruvian Economy
1
Bias
1
Capital income
1
Commodities
1
Deviance Information Criterion
1
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6
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Working Paper
Arbeitspapier
Graue Literatur
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Non-commercial literature
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English
6
Spanish
1
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Rodriguez, Gabriel
5
Alvarado, Mauricio
1
Calero, Roberto
1
Fernández Prada Saucedo, Jean Pierre
1
Gazzan, Andrea
1
Lorenzo Segovia, María J.
1
Ojeda Cunya, Junior Alex
1
Salcedo Cisneros, Rodrigo
1
Vassallo, Renato
1
Vicondoa, Alejandro
1
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Documento de trabajo
Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
45
CREATES research paper
27
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Discussion paper series / IZA
19
Technical working paper / National Bureau of Economic Research
16
Working paper
16
Discussion paper / Centre for Economic Policy Research
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Discussion papers / CEPR
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working papers
11
CESifo working papers
10
SFB 649 discussion paper
10
Finance and economics discussion series
9
NBER working paper series
9
Report / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
KBI
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working papers / Rutgers University, Department of Economics
8
Discussion paper / Department of Economics, University of California San Diego
7
Discussion paper series
7
CORE discussion paper : DP
6
CORE discussion papers : DP
6
Cowles Foundation discussion paper
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
ERID working paper
6
Economics discussion papers
6
GRIPS discussion papers
6
Staff reports / Federal Reserve Bank of New York
6
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Deutsche Bundesbank
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economics working paper
5
IES working paper
5
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ECONIS (ZBW)
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
3
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
4
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
5
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
6
Bridge Proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency
Vicondoa, Alejandro
;
Gazzan, Andrea
-
2020
Persistent link: https://www.econbiz.de/10012252220
Saved in:
7
Sistemas completos de demanda para la economía española : una aplicación a la imposición optima
Lorenzo Segovia, María J.
-
1987
Persistent link: https://www.econbiz.de/10000738028
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