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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of macroeconomics"
~language:"eng"
~subject:"State space model"
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Search: subject_exact:"Bayes rule"
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State space model
Bayes-Statistik
150
Bayesian inference
150
Theorie
61
Theory
61
Estimation
57
Schätzung
57
VAR model
42
VAR-Modell
42
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35
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Oil price
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Monte Carlo simulation
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DSGE model
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Chan, Joshua
8
Grant, Angelia L.
3
Eisenstat, Eric
2
Koop, Gary
2
Nason, James Michael
2
Potter, Simon M.
2
Caraiani, Petre
1
Chai, Jian
1
Chan, Joshua C. C.
1
Czudaj, Robert
1
Guerrón-Quintana, Pablo A.
1
Görtz, Christoph
1
Lammerding, Marc
1
Li, Yuze
1
Lu, Quanying
1
Mertens, Elmar
1
Pozzi, Lorenzo
1
Stephan, Patrick
1
Strachan, Rodney W.
1
Theodoridis, Konstantinos
1
Thoenissen, Christoph
1
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CAMA working paper series
Energy economics
Journal of macroeconomics
Journal of econometrics
18
Discussion paper / Tinbergen Institute
16
Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economic dynamics & control
5
Journal of forecasting
5
Economics letters
4
Journal of applied econometrics
4
CESifo working papers
3
Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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The econometrics journal
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ANU working papers in economics and econometrics
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Federal Reserve Bank of Cleveland working paper series
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International finance discussion papers
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International review of financial analysis
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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KAIST College of Business Working Paper Series
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KOF working papers
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SFB 649 discussion paper
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Strathclyde discussion papers in economics
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper series / European Central Bank
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ECONIS (ZBW)
17
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1
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
4
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
5
Crude oil price analysis and forecasting : a perspective of "new triangle"
Lu, Quanying
;
Li, Yuze
;
Chai, Jian
;
Wang, Shouyang
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512285
Saved in:
6
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
7
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
9
Crude oil futures trading and uncertainty
Czudaj, Robert
- In:
Energy economics
80
(
2019
),
pp. 793-811
Persistent link: https://www.econbiz.de/10012173728
Saved in:
10
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
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