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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Geldpolitik"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
~type_genre:"Rezension"
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Geldpolitik
Zeitreihenanalyse
State space model
35
Zustandsraummodell
35
Theorie
20
Theory
20
Time series analysis
19
Forecasting model
18
Prognoseverfahren
18
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
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Volatilität
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Markov chain
5
Markov-Kette
5
Australia
4
Australien
4
Bayesian Markov chain Monte Carlo
3
Börsenkurs
3
Dynamic price and volatility jumps
3
Financial crisis
3
Financial market
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Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Nonlinear state space model
3
Share price
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Stochastic volatility
3
Bayesian consistency
2
Demand
2
Estimation theory
2
Hawkes process
2
Likelihood-free methods
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Nachfrage
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Non-Gaussian Time Series
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Saisonkomponente
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Schätztheorie
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Working Paper
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Snyder, Ralph D.
8
Martin, Gael M.
6
Hyndman, Rob J.
5
Koehler, Anne B.
5
Forbes, Catherine Scipione
3
McCabe, Brendan Peter Martin
3
Ord, John Keith
3
Beaumont, Adrian
2
De Livera, Alysha M.
2
De Silva, Ashton
2
Frazier, David T.
2
Leung, Patrick
2
Maneesoonthorn, Worapree
2
Akram, Muhammad
1
Archibald, Blyth
1
Athanasopoulos, George
1
Feigin, Paul D.
1
Gould, Phillip
1
King, Maxwell L.
1
Leeds, Mark
1
Loiza-Maya, Ruben
1
McCabe, Brendon P. M.
1
McLaren, Keith Robert
1
Osman, Ahmad Farid
1
Robert, Christian P.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
60
CAMA working paper series
19
Discussion paper
12
Finance and economics discussion series
11
Bank of Finland research discussion papers
9
CREATES research paper
9
Working paper series / European Central Bank
9
CESifo working papers
8
Discussion paper / Centre for Economic Policy Research
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
6
Discussion paper / Central Bureau voor de Statistiek
5
Finmap working paper
5
Working paper
5
CFS working paper series
4
Discussion paper / Statistics Netherlands
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / University of Kent, School of Economics
4
KOF working papers
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Temi di discussione / Banca d'Italia
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper / Türkiye Cumhuriyet Merkez Bankası
4
Biltoki : documentos de trabajo
3
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3
CEMFI working paper
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Cambridge working papers in economics
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ECONIS (ZBW)
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Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
4
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
5
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
6
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781245
Saved in:
7
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
8
Forecasting compositional time series with exponential smoothing methods
Koehler, Anne B.
;
Snyder, Ralph D.
;
Ord, John Keith
; …
-
2010
Persistent link: https://www.econbiz.de/10008759301
Saved in:
9
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
Athanasopoulos, George
;
De Silva, Ashton
-
2010
Persistent link: https://www.econbiz.de/10008661746
Saved in:
10
Automatic forecasting with a modified exponential smoothing state space framework
De Livera, Alysha M.
-
2010
Persistent link: https://www.econbiz.de/10008661658
Saved in:
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