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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Kapetanios, George"
~person:"Lucas, André"
~person:"Schorfheide, Frank"
~subject:"Bayes-Statistik"
~subject:"Markov chain"
~subject:"Multivariate Analyse"
~subject:"Prognoseverfahren"
~subject:"Simulation"
~subject:"State space model"
~subject:"VAR model"
~type_genre:"Working Paper"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
Markov chain
Multivariate Analyse
Prognoseverfahren
Simulation
State space model
VAR model
Bayesian inference
16
VAR-Modell
12
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Theorie
6
Theory
6
Forecasting model
5
Estimation theory
4
Schätztheorie
4
Bayes-Entscheidungstheorie
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate analysis
3
Time series analysis
3
Zeitreihenanalyse
3
1995-2008
2
Exchange rate
2
Forecast
2
Prognose
2
USA
2
United States
2
Vektor-autoregressives Modell
2
Wechselkurs
2
Welt
2
World
2
Yield curve
2
Zinsstruktur
2
Zustandsraummodell
2
Adaptive algorithms
1
Allgemeines Gleichgewicht
1
Bayesian Computations
1
Bayesian Model Selection
1
Bayesian estimation
1
DSGE model
1
DSGE-Modell
1
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12
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4
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16
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16
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13
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13
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12
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12
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English
16
Author
All
Kapetanios, George
Lucas, André
Schorfheide, Frank
Marcellino, Massimiliano
23
Carriero, Andrea
17
Clark, Todd E.
12
Canova, Fabio
10
Giacomini, Raffaella
5
Havránek, Tomáš
5
Baumeister, Christiane
4
Fernández-Villaverde, Jesús
4
Giannone, Domenico
4
Hamilton, James D.
4
Timmermann, Allan
4
Ciccarelli, Matteo
3
Del Negro, Marco
3
Gamerman, Dani
3
Guerrón-Quintana, Pablo A.
3
Haimanko, Ori
3
Havránková, Zuzana
3
Herbst, Edward P.
3
Huber, Florian
3
Kilian, Lutz
3
Kitagawa, Toru
3
Kliem, Martin
3
Lenza, Michele
3
Matthes, Christian
3
Mertens, Elmar
3
Moreira, Ajax
3
Temple, Jonathan
3
Vilsmeier, Johannes
3
Alonso, Ricardo
2
Antolin-Diaz, Juan
2
Aruoba, S. Borağan
2
Bayer, Christian
2
Bettendorf, Timo
2
Born, Benjamin
2
Böhl, Gregor
2
Cerqueira, Vinícius dos Santos
2
Chang, Yongsung
2
Eilat, Ran
2
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European University Institute / Department of Law
3
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
EUI working paper / ECO
Finance and economics discussion series
International journal of forecasting
Journal of econometrics
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
6
Working papers / Penn Institute for Economic Research
5
Discussion paper / Tinbergen Institute
4
Staff reports / Federal Reserve Bank of New York
4
Working paper series / Federal Reserve Bank of Atlanta
2
Working papers / Federal Reserve Bank of Atlanta
2
CAEPR working papers
1
CEPR - EABCN
1
Cowles Foundation discussion paper
1
FRB of Philadelphia Working Paper
1
International finance discussion papers
1
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Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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1
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
2
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
3
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
4
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
5
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012314239
Saved in:
6
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003960521
Saved in:
7
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
8
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
Saved in:
9
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003787656
Saved in:
10
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003976662
Saved in:
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