//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Institute of Economic Research, Hitotsubashi University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"multivariate stochastic volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ináation Persistence
1
Multivariate Stochastic Volatility
1
Time Varying Monetary Policy Rule
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Kim, Dukpa
1
Yamamoto, Yohei
1
Institution
All
Institute of Economic Research, Hitotsubashi University
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Tinbergen Instituut
4
Department of Economics and Finance, College of Business and Economics
3
Institute of Economic Research, Kyoto University
3
Dipartimento di Economia, Università Ca' Foscari Venezia
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, European University at St. Petersburg
1
East Asian Bureau of Economic Research (EABER)
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
School of Economics and Political Science, Universität St. Gallen
1
School of Economics, Singapore Management University
1
Statistisk Sentralbyrå, Government of Norway
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Global COE Hi-Stat Discussion Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
Kim, Dukpa
;
Yamamoto, Yohei
-
Institute of Economic Research, Hitotsubashi University
-
2013
multivariate
stochastic
volatility
. Our model has a smaller number of free parameters thereby yielding tighter confidence intervals …
Persistent link: https://www.econbiz.de/10011144002
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->