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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Markov-Kette"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Markov-Kette
Theory
Zeitreihenanalyse
Bayes-Statistik
51
Bayesian inference
51
Theorie
23
VAR model
18
VAR-Modell
18
Forecasting model
13
Prognoseverfahren
13
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United States
12
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8
Schätzung
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Bayes-Entscheidungstheorie
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Dynamic equilibrium
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Leading indicator
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Panel
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Panel study
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Regression analysis
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Regressionsanalyse
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Vektor-autoregressives Modell
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Wirtschaftswachstum
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1983-2003
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Marcellino, Massimiliano
4
Schorfheide, Frank
4
Canova, Fabio
3
Ciccarelli, Matteo
3
Carriero, Andrea
2
Chang, Yongsung
2
Giacomini, Raffaella
2
Giannone, Domenico
2
Kapetanios, George
2
Pettenuzzo, Davide
2
Timmermann, Allan
2
Valkanov, Rossen I.
2
An, Sungbae
1
Antolin-Diaz, Juan
1
Carreiro, Andrea
1
Casarin, Roberto
1
Ciccone, Antonio
1
Clark, Todd E.
1
Del Negro, Marco
1
Doh, Taeyoung
1
Foroni, Claudia
1
Gomes Neto, João Batista F.
1
Guerrón-Quintana, Pablo A.
1
Inoue, Atsushi
1
Jarociński, Marek
1
Kanbur, Ravi
1
Kilian, Lutz
1
Kitagawa, Toru
1
Lenza, Michele
1
Mol, Christine de
1
Petrella, Ivan
1
Primiceri, Giorgio E.
1
Ravazzolo, Francesco
1
Reichlin, Lucrezia
1
Rockey, James
1
Rubio-Remírez, Juan Francisco
1
Snell, Andy
1
Spiegler, Ran
1
Temple, Jonathan
1
Van Zandt, Timothy
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
107
Discussion paper / Tinbergen Institute
94
International journal of forecasting
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
European journal of operational research : EJOR
51
Working paper
48
Econometric reviews
47
Journal of the American Statistical Association : JASA
44
Journal of forecasting
41
Journal of economic dynamics & control
40
Working paper / Department of Econometrics and Business Statistics, Monash University
38
Journal of applied econometrics
37
Working papers
36
CAMA working paper series
35
Economic modelling
35
Economics letters
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of economic theory
35
Discussion papers / CEPR
33
Insurance / Mathematics & economics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Working paper series / European Central Bank
32
Econometrics : open access journal
27
CESifo working papers
25
Computational economics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of macroeconomics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Operations research
25
Federal Reserve Bank of Cleveland working paper series
23
Energy economics
22
International journal of production research
22
Working papers in economics and statistics
22
Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
CAMA Working Paper
20
Discussion paper
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NBER working paper series
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ECONIS (ZBW)
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Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
2
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
3
Inequality indices as tests of fairness
Kanbur, Ravi
;
Snell, Andy
-
2017
Persistent link: https://www.econbiz.de/10011654993
Saved in:
4
Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2016
Persistent link: https://www.econbiz.de/10011502293
Saved in:
5
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
6
Growth econometrics for agnostics and true believers
Rockey, James
;
Temple, Jonathan
-
2015
Persistent link: https://www.econbiz.de/10011289245
Saved in:
7
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
8
Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella
-
2014
Persistent link: https://www.econbiz.de/10010461819
Saved in:
9
Inference about non-identified SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
-
2014
Persistent link: https://www.econbiz.de/10010465647
Saved in:
10
Bayesian networks and boundedly rational expectations
Spiegler, Ran
-
2014
Persistent link: https://www.econbiz.de/10010395094
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