//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of macroeconomics"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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:"State space"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
State space model
36
Zustandsraummodell
36
Theorie
24
Theory
24
Time series analysis
23
Zeitreihenanalyse
23
Estimation
18
Schätzung
18
Business cycle
9
Konjunktur
9
Forecasting model
8
Kalman filter
8
Volatilität
8
Stochastic process
7
Stochastischer Prozess
7
Estimation theory
5
Schätztheorie
5
Bayes-Statistik
4
Bayesian inference
4
Cointegration
4
Geldpolitik
4
Kointegration
4
Monetary policy
4
VAR model
4
VAR-Modell
4
ARCH model
3
ARCH-Modell
3
Business cycles
3
Decomposition method
3
Dekompositionsverfahren
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Großbritannien
3
Inflation expectations
3
Inflationserwartung
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Jawadi, Fredj
2
Audrino, Francesco
1
Biolsi, Christopher
1
Bu, Ruijun
1
Chan, Joshua
1
Corsi, Fulvio
1
Crowley, Patrick M.
1
Demirel, Ufuk Devrim
1
E. Bouwman, Kees
1
Filipova, Kameliya
1
Forbes, Catherine Scipione
1
Ftiti, Zied
1
Hughes Hallett, Andrew
1
Jacobs, Jan
1
Kajuth, Florian
1
Koopman, Siem Jan
1
Li, Yuyi
1
Louhichi, Waël
1
Mahieu, Ronald J.
1
Martin, Gael M.
1
Mesters, G.
1
Ooms, Marius
1
Otterson, James
1
Proietti, Tommaso
1
Tims, Ben
1
Wright, Jill
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of macroeconomics
International journal of forecasting
52
Discussion paper / Tinbergen Institute
42
Journal of forecasting
34
Energy economics
26
Economic modelling
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
14
Applied economics
13
CAMA working paper series
12
Computational economics
12
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of financial analysis
10
Journal of empirical finance
10
Tinbergen Institute Discussion Paper
10
European journal of operational research : EJOR
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
CESifo working papers
6
Finmap working paper
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Econometrics : open access journal
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of applied econometrics
5
Journal of banking & finance
5
Research paper series / Swiss Finance Institute
5
The econometrics journal
5
Working papers
5
CREATES research paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim
;
Otterson, James
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
Saved in:
2
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
3
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
4
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
7
Identifying the Phillips curve through shifts in volatility
Kajuth, Florian
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 975-991
Persistent link: https://www.econbiz.de/10009703312
Saved in:
8
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
9
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
10
Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK
Crowley, Patrick M.
;
Hughes Hallett, Andrew
- In:
Journal of macroeconomics
44
(
2015
),
pp. 82-97
Persistent link: https://www.econbiz.de/10011570305
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->