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subject:"Volatility"
type_genre:"Graue Literatur"
~person:"Chan, Joshua"
~subject:"Geldpolitik"
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Volatility
Geldpolitik
Estimation
18
Schätzung
18
State space model
12
Zustandsraummodell
12
Stochastic process
11
Stochastischer Prozess
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Volatilität
11
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stochastic volatility
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Chan, Joshua
Belke, Ansgar
62
McAleer, Michael
47
Caporale, Guglielmo Maria
34
Mumtaz, Haroon
29
Gupta, Rangan
25
Pierdzioch, Christian
22
Härdle, Wolfgang
20
Hautsch, Nikolaus
19
Lütkepohl, Helmut
19
Herwartz, Helmut
18
Pesaran, M. Hashem
18
Wolters, Jürgen
17
Eickmeier, Sandra
15
Haque, Qazi
15
Theodoridis, Konstantinos
15
Buch, Claudia M.
14
Christiano, Lawrence J.
14
Gil-Alaña, Luis A.
14
Huber, Florian
14
Rodriguez, Gabriel
14
Siklos, Pierre L.
14
Chang, Chia-Lin
13
Döpke, Jörg
13
Hayo, Bernd
13
Klose, Jens
13
Koopman, Siem Jan
13
Lindé, Jesper
13
Dreger, Christian
12
Marcellino, Massimiliano
12
Asai, Manabu
11
Eichenbaum, Martin S.
11
Hafner, Christian M.
11
Allen, David E.
10
Bohl, Martin T.
10
Bollerslev, Tim
10
Caporin, Massimiliano
10
Castelnuovo, Efrem
10
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2
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ECONIS (ZBW)
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1
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:
2
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:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
4
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:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
8
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
9
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
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