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~person:"Forbes, Catherine Scipione"
~person:"Koop, Gary"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Phillips curve"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"State space model"
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Bayesian inference
Estimation
Phillips curve
Prognoseverfahren
Theory
State space model
50
Zustandsraummodell
45
Theorie
29
Bayes-Statistik
25
Time series analysis
22
Zeitreihenanalyse
22
Forecasting model
16
Bayesian
12
Volatility
12
Volatilität
12
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10
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10
Stochastischer Prozess
10
Bayesian VAR
9
Inflation targeting
9
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9
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9
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state space model
9
Markov chain
7
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forecasting
7
state-space model
7
time-varying coefficients
7
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6
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5
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Inflationsrate
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Phillips-Kurve
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VAR model
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VAR-Modell
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Bayesian Markov chain Monte Carlo
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42
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Forbes, Catherine Scipione
Koop, Gary
Koopman, Siem Jan
110
Tiwari, Aviral Kumar
30
Chan, Joshua
28
Proietti, Tommaso
22
Martin, Gael M.
18
Schorfheide, Frank
18
Zadrozny, Peter A.
18
Chan, Joshua C. C.
17
Grassi, Stefano
17
Gupta, Rangan
17
Harvey, Andrew C.
16
Lucas, André
16
Shephard, Neil G.
15
Wel, Michel van der
15
Snyder, Ralph D.
14
Fernández-Villaverde, Jesús
13
Nakajima, Jouchi
13
Strachan, Rodney W.
13
Bos, Charles S.
12
Hyndman, Rob J.
12
Woodford, Michael
12
Aguiar-Conraria, Luís
11
Crowley, Patrick M.
11
Dijk, Herman K. van
11
Hindrayanto, Irma
11
Marczak, Martyna
11
Martins, Manuel Mota Freitas
11
Ooms, Marius
11
Soares, Maria Joana
11
Dungey, Mardi H.
10
Jungbacker, Borus
10
Koehler, Anne B.
10
Maneesoonthorn, Worapree
10
Mertens, Elmar
10
Rubio-Ramírez, Juan Francisco
10
Schwaab, Bernd
10
Svensson, Lars E. O.
10
Wohar, Mark E.
10
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5
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2
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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5
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3
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
41
RePEc
3
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44
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1
Bayesian dynamic variable selection in high dimensions
Koop, Gary
;
Korobilis, Dimitris
- In:
International economic review
64
(
2023
)
3
,
pp. 1047-1074
Persistent link: https://www.econbiz.de/10014330280
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Macroeconomic nowcasting using Google probabilities
Koop, Gary
;
Onorante, Luca
-
2019
Persistent link: https://www.econbiz.de/10012244142
Saved in:
7
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
9
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:
10
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
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