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~person:"Chan, Joshua"
~person:"Cross, Jamie"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Search: subject_exact:"State space model"
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Stochastischer Prozess
USA
State space model
32
Zustandsraummodell
32
Estimation
23
Schätzung
23
Stochastic process
19
Time series analysis
19
Zeitreihenanalyse
19
Bayes-Statistik
18
Bayesian inference
18
Theorie
18
Theory
18
Volatility
17
Volatilität
17
Bayesian model comparison
9
Forecasting model
9
Prognoseverfahren
9
VAR model
8
VAR-Modell
8
Inflation
7
United States
7
Inflation rate
6
Inflationsrate
6
Markov chain
5
Markov-Kette
5
Estimation theory
4
Inflation expectations
4
Inflationserwartung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Phillips curve
4
Phillips-Kurve
4
Schätztheorie
4
state space
4
Co-heteroscedasticity
3
Economic forecast
3
Factor analysis
3
Faktorenanalyse
3
Flexible Parametric Model
3
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14
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14
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11
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English
25
Author
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Chan, Joshua
Cross, Jamie
Koopman, Siem Jan
53
Crowley, Patrick M.
11
Lucas, André
11
Bos, Charles S.
10
Martin, Gael M.
10
Zadrozny, Peter A.
10
Chan, Joshua C. C.
8
Chen, Baoline
8
Shephard, Neil G.
8
Wel, Michel van der
8
Forbes, Catherine Scipione
7
Koop, Gary
7
Scharth, Marcel
7
Strachan, Rodney W.
7
Laubach, Thomas
6
Maneesoonthorn, Worapree
6
Nason, James Michael
6
Ooms, Marius
6
Poon, Aubrey
6
Williams, John C.
6
Gupta, Rangan
5
Liesenfeld, Roman
5
Pozzi, Lorenzo
5
Smith, Gregor W.
5
Andreasen, Martin Møller
4
Blasques, Francisco
4
Chang, Yoosoon
4
Creal, Drew
4
Dessertaine, A.
4
Dordonnat, V.
4
Driver, Rebecca L.
4
Eisenstat, Eric
4
Ghysels, Eric
4
Grant, Angelia L.
4
Greenslade, Jennifer V.
4
Hughes Hallett, Andrew
4
Jensen, Mark J.
4
Kam, Timothy
4
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CAMA working paper series
10
GRIPS discussion papers
2
Journal of applied econometrics
2
Journal of econometrics
2
CAMP working paper series
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
25
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1
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
4
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
Saved in:
5
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
7
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
8
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
10
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
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