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subject:"Volatility"
~isPartOf:"Documento de trabajo"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Arbeitspapier"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
9
Schätztheorie
9
Estimation
8
Schätzung
8
Volatilität
6
Bayes-Statistik
5
Bayesian inference
5
Stochastic Volatility
5
Time series analysis
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VAR model
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VAR-Modell
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Zeitreihenanalyse
5
Schock
4
Shock
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Stochastic process
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Stochastischer Prozess
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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
1977-1983
1
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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Arbeitspapier
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Rodriguez, Gabriel
5
Alvarado, Mauricio
1
Calero, Roberto
1
Fernández Prada Saucedo, Jean Pierre
1
Gazzan, Andrea
1
Ojeda Cunya, Junior Alex
1
Salcedo Cisneros, Rodrigo
1
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Vicondoa, Alejandro
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Documento de trabajo
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Discussion paper / Tinbergen Institute
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Discussion papers of interdisciplinary research project 373
45
Working paper / Department of Econometrics and Business Statistics, Monash University
44
SFB 649 discussion paper
39
Discussion paper series / IZA
36
Cowles Foundation discussion paper
34
CREATES research paper
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Boston College working papers in economics
23
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
20
KBI
20
Working paper
19
Working papers series in theoretical and applied economics
18
ECARES working paper
15
CORE discussion papers : DP
14
Econometrics papers
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Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper
12
Working papers
12
Department of Economics working paper series / McMaster University, Department of Economics
11
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10
Research paper series / Swiss Finance Institute
10
CORE discussion paper : DP
9
Série des documents de travail
9
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9
CESifo working papers
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
CIE working paper series
7
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
7
Discussion papers in economics
7
GRIPS discussion papers
7
Working paper / University of Toronto, Department of Economics
7
Working papers / Rutgers University, Department of Economics
7
CoFE discussion papers
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
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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
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