//--> //--> //-->
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:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"pol"
~language:"tur"
~language:"ukr"
~person:"Marcellino, Massimiliano"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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:
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Developing countries
KMU
Kapitaleinkommen
Monetary policy
Volatilität
Time series analysis
6
VAR model
6
VAR-Modell
6
Zeitreihenanalyse
6
Bayes-Statistik
4
Bayesian inference
4
Estimation theory
4
Forecasting model
4
Prognoseverfahren
4
Schätztheorie
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Endogeneity
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting
2
Sampling
2
Schätzung
2
Stichprobenerhebung
2
Stochastic volatility
2
Aggregation
1
Bayesian VARs
1
Bayesian methods
1
Big Data
1
Big data
1
Causality
1
Causality analysis
1
Economic indicator
1
Factor models
1
Geldpolitik
1
Hausman test
1
IV-Schätzung
1
Identification
1
Impulse response function
1
Index
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
4
Language
All
English
Finnish
Croatian
Indonesian
Dutch
Polish
Turkish
Ukrainian
Author
All
Marcellino, Massimiliano
Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Kim, Donggyu
6
Li, Yingying
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Renault, Eric
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Demetrescu, Matei
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Rodrigues, Paulo M. M.
4
Timmermann, Allan
4
more ...
less ...
Published in...
All
Journal of econometrics
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Journal of empirical finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The B.E. journal of macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
3
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
4
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->