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Search: subject:"unobserved components model"
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unobserved components model
50
Estimation
23
Schätzung
23
Time series analysis
19
Zeitreihenanalyse
19
State space model
15
Zustandsraummodell
15
Unobserved Components Model
13
Theorie
12
Unobserved components model
12
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11
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10
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10
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10
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9
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output gap
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trend-cycle decomposition
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4
Kalman filter
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Wirtschaftswachstum
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Lindblad, Hans
5
Sellin, Peter
5
Allegret, Jean-Pierre
4
Bazen, Stephen
4
Willems, Tim
4
Aron, Janine
3
Chan, Joshua
3
Eo, Yunjong
3
Kim, Chang-Jin
3
Manopimoke, Pym
3
Morley, James
3
Muellbauer, John
3
Poon, Aubrey
3
Sand-Zantman, Alain
3
Singh, Aarti
3
Uzeda, Luis
3
Wong, Benjamin
3
Österholm, Pär
3
Alexius, Annika
2
Basistha, Arabinda
2
Carstensen, Kai
2
Chen, Xiaoshan
2
Congregado, Emilio
2
Golpe, Antonio A.
2
Guillochon, Justine
2
Guérin, Pierre
2
Kerdelhué, Lisa
2
Kießner, Felix
2
Kim, Jaeho
2
Kupkovič, Patrik
2
Kátay, Gábor
2
Le Roux, Julien
2
Lequien, Matthieu
2
MacDonald, Ronald
2
Marimoutou, Velayoudom
2
Marimoutou, Vêlayoudom
2
Maurin, Laurent
2
Mohr, Matthias
2
Nagakura, Daisuke
2
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2
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3
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3
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2
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1
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1
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1
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1
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1
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1
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1
Central European journal of operations research
1
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Computing in Economics and Finance 2005
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Economics Bulletin
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1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FEDS Working Paper
1
FIW Working Paper
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FIW working paper
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Global COE Hi-Stat Discussion Paper Series
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IMES Discussion Paper Series
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RePEc
42
ECONIS (ZBW)
29
EconStor
15
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1
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10
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86
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1
Estimation of the TFP Gap for the Largest Five EMU Countries
Carstensen, Kai
;
Kießner, Felix
;
Rossian, Thies
-
2023
In this paper we augment the Bayesian
unobserved
components
model
of the EU Commission to estimate the cyclical …
Persistent link: https://www.econbiz.de/10014290155
Saved in:
2
Unobserved
components
model
(s): Output gaps and financial cycles
Guillochon, Justine
;
Le Roux, Julien
-
2023
unobserved
components
model
that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014374776
Saved in:
3
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong
;
Uzeda, Luis
;
Wong, Benjamin
-
2023
Persistent link: https://www.econbiz.de/10014335441
Saved in:
4
The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T.
-
2023
-
Version 4
Persistent link: https://www.econbiz.de/10014284167
Saved in:
5
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong
;
Uzeda, Luis
;
Wong, Benjamin
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 751-766
Persistent link: https://www.econbiz.de/10014338142
Saved in:
6
Unobserved
components
model
(s) : output gaps and financial cycles
Guillochon, Justine
;
Le Roux, Julien
-
2023
unobserved
components
model
that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014343145
Saved in:
7
Estimation of the potential GDP by a new robust filter method
Gyurkovics, Éva
;
Takács, Tibor
- In:
Central European journal of operations research
31
(
2023
)
4
,
pp. 1183-1207
Persistent link: https://www.econbiz.de/10014393025
Saved in:
8
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
9
Estimation of the TFP gap for the largest five EMU countries
Carstensen, Kai
;
Kießner, Felix
;
Rossian, Thies
-
2023
In this paper we augment the Bayesian
unobserved
components
model
of the EU Commission to estimate the cyclical …
Persistent link: https://www.econbiz.de/10013503372
Saved in:
10
An
unobserved
components
model
of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
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