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~isPartOf:"Journal of applied econometrics"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Markovsche Kette"
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Monte-Carlo-Simulation
Prognoseverfahren
VAR-Modell
Markov chain
24
Markov-Kette
24
Estimation
13
Schätzung
13
USA
10
United States
10
Theorie
9
Theory
9
Time series analysis
7
Zeitreihenanalyse
7
Bayes-Statistik
6
Bayesian inference
6
Börsenkurs
6
Monte Carlo simulation
6
Share price
6
VAR model
4
Stochastic process
3
Stochastischer Prozess
3
Causality analysis
2
Financial crisis
2
Finanzkrise
2
Großbritannien
2
Kausalanalyse
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Nichtlineare Regression
2
Nonlinear regression
2
Structural break
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Strukturbruch
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United Kingdom
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1953-2014
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1959-2012
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1984-2009
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2007-2013
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2010-2011
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Arbeitsmarktintegration
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Asymmetric information
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Aufsatz in Zeitschrift
Hochschulschrift
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English
9
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Ahelegbey, Daniel Felix
1
Billio, Monica
1
Casarin, Roberto
1
Chib, Siddhartha
1
Droumaguet, Matthieu
1
Everaert, Gerdie
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Gospodinov, Nikolaj
1
Jacobi, Liana
1
Lkhagvasuren, Damba
1
Lütkepohl, Helmut
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Netšunajev, Aleksei
1
Nonejad, Nima
1
Pamminger, Christoph
1
Pozzi, Lorenzo
1
Schoonackers, Ruben
1
Warne, Anders
1
Weber, Andrea
1
Winter-Ebmer, Rudolf
1
Woźniak, Tomasz
1
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Journal of applied econometrics
Journal of econometrics
54
International journal of forecasting
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of forecasting
32
Energy economics
24
Economics letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
European journal of operational research : EJOR
18
Economic modelling
16
Applied economics
14
Econometric reviews
14
Journal of economic dynamics & control
13
Quantitative finance
13
Risks : open access journal
12
Applied economics letters
11
Computational economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of banking & finance
11
Journal of empirical finance
11
Finance research letters
9
International review of financial analysis
9
Journal of risk and financial management : JRFM
9
Journal of the American Statistical Association : JASA
9
The North American journal of economics and finance : a journal of financial economics studies
8
Macroeconomic dynamics
7
Insurance / Mathematics & economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Econometrics : open access journal
5
Global finance journal
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
The European journal of finance
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Applied financial economics
4
International Journal of Energy Economics and Policy : IJEEP
4
International journal of production research
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
3
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
5
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Saved in:
6
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Saved in:
7
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
8
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
9
Labor market entry and earnings dynamics : Bayesian inference using mixtures-of-experts Markov chain clustering
Frühwirth-Schnatter, Sylvia
;
Pamminger, Christoph
; …
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1116-1137
Persistent link: https://www.econbiz.de/10009677973
Saved in:
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