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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Documento de trabajo"
~subject:"Panel"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatilität
Panel
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Zeitreihenanalyse
Estimation theory
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Schätztheorie
9
Estimation
8
Schätzung
8
Volatility
6
Bayes-Statistik
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Bayesian inference
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Stochastic Volatility
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Time series analysis
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VAR model
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Stochastischer Prozess
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Macroeconomic Fluctuations
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Peru
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Wirkungsanalyse
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Bayesian Estimation and Comparison
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External Shocks
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Risiko
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Risk
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1977-1983
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ARCH model
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Autoregressive Vectors with Time Varying Parameters
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Autoregressive Vectors with Time- Varying Parameters
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Autoregressive vectors with time-varying parameters
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Bayesian Estimation
1
Bayesian Estimation and Comparison of Models
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Bayesian Estimation and Comparison,Peruvian Economy
1
Bias
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Capital income
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Deviance Information Criterion
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Rodriguez, Gabriel
5
Alvarado, Mauricio
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Calero, Roberto
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Carro, Jesus M.
1
Fernández Prada Saucedo, Jean Pierre
1
Gazzan, Andrea
1
Ojeda Cunya, Junior Alex
1
Salcedo Cisneros, Rodrigo
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Discussion paper / Tinbergen Institute
127
Working paper / Department of Econometrics and Business Statistics, Monash University
87
CREATES research paper
73
CEMMAP working papers / Centre for Microdata Methods and Practice
57
CESifo working papers
48
Cowles Foundation discussion paper
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
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36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
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35
Working paper / National Bureau of Economic Research, Inc.
34
SFB 649 discussion paper
33
Working paper series
31
Discussion paper / Center for Economic Research, Tilburg University
29
Technical working paper / National Bureau of Economic Research
26
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24
Discussion paper
23
Working papers
23
Discussion papers of interdisciplinary research project 373
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Discussion papers / CEPR
21
Discussion papers in economics
19
Report / Econometric Institute, Erasmus University Rotterdam
19
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
Documentos de trabajo / Banco de España, Servicio de Estudios
18
Queen's Economics Department working paper
18
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18
Discussion papers / Department of Economics, University of Copenhagen
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16
CORE discussion paper : DP
15
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Working papers series in theoretical and applied economics
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14
Cambridge working papers in economics
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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
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:
6
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:
7
State dependence and heterogeneity in health using a bias corrected fixed effects estimator
Carro, Jesus M.
;
Traferri, Alejandra
-
2011
Persistent link: https://www.econbiz.de/10009382388
Saved in:
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