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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Economic forecast"
~subject:"Markov-Kette"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
~subject:"State space model"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
DSGE model
Economic forecast
Markov-Kette
Prognoseverfahren
Scientific modelling
State space model
Stochastic process
Bayesian inference
394
Theorie
191
Theory
191
Forecasting model
154
Estimation
100
Schätzung
99
Time series analysis
99
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99
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84
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84
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80
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80
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47
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44
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44
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43
Dynamisches Gleichgewicht
43
Modellierung
39
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39
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39
Bayesian estimation
37
Regression analysis
34
Regressionsanalyse
34
Stochastischer Prozess
34
Wirtschaftsprognose
33
Zustandsraummodell
30
Forecasting
28
DSGE-Modell
26
Statistical distribution
25
Statistische Verteilung
25
Nichtparametrisches Verfahren
22
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170
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393
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393
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394
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Koop, Gary
11
Carriero, Andrea
8
Zhang, Xinyu
8
Dijk, Herman K. van
7
Schorfheide, Frank
6
Ando, Tomohiro
5
Casarin, Roberto
5
Chan, Joshua
5
Gallant, A. Ronald
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Korobilis, Dimitris
5
Maheu, John M.
5
Marcellino, Massimiliano
5
Ravazzolo, Francesco
5
Tsionas, Efthymios G.
5
Zellner, Arnold
5
Billio, Monica
4
Blasques, Francisco
4
Giannone, Domenico
4
Hoogerheide, Lennart
4
Huber, Florian
4
Kohn, Robert
4
Lenza, Michele
4
Li, Yong
4
Lucas, André
4
Onorante, Luca
4
Pettenuzzo, Davide
4
Poon, Aubrey
4
Yu, Jun
4
Zou, Guohua
4
Łasak, Katarzyna
4
Chib, Siddhartha
3
Clark, Todd E.
3
Forbes, Catherine Scipione
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gupta, Rangan
3
Hong, Han
3
Hou, Chenghan
3
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
International journal of forecasting
Journal of econometrics
Journal of economic dynamics & control
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Economic modelling
87
Journal of applied econometrics
87
European journal of operational research : EJOR
77
Journal of the American Statistical Association : JASA
73
Economics letters
68
Econometric reviews
64
Journal of economic theory
61
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of forecasting
56
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
International journal of production research
47
Insurance / Mathematics & economics
46
Journal of macroeconomics
46
Games and economic behavior
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometrics : open access journal
38
Energy economics
38
Journal of marketing research : JMR
37
Computational economics
36
Operations research
36
Macroeconomic dynamics
35
European economic review : EER
32
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of international money and finance
29
Applied economics letters
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
The econometrics journal
25
Journal of economic behavior & organization : JEBO
24
Quantitative marketing and economics : QME
24
Risks : open access journal
24
Theoretical economics : TE ; an open access journal in economic theory
24
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ECONIS (ZBW)
394
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41
Macroeconomic forecasting in the Euro area using predictive combinations of DSGE models
Čapek, Jan
;
Crespo Cuaresma, Jesús
;
Hauzenberger, Niko
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1820-1838
Persistent link: https://www.econbiz.de/10014465357
Saved in:
42
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
43
Measuring the trend real interest rate in a data-rich environment
Fu, Bowen
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249732
Saved in:
44
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
45
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
46
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
47
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
48
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
49
Disciplining expectations and the forward guidance puzzle
Müller, Tobias
;
Christoffel, Kai
;
Mazelis, Falk
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
Saved in:
50
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
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