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~person:"Nakajima, Jouchi"
~subject:"Bayesian inference"
~subject:"Makroökonomik"
~type_genre:"Article in journal"
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Search: subject:"Markov-Chain Monte Carlo"
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Bayesian inference
Makroökonomik
Bayes-Statistik
6
Volatility
5
Volatilität
5
Estimation
3
Schätzung
3
VAR model
3
VAR-Modell
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1981-2008
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Latent threshold dynamic models
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Nakajima, Jouchi
Tsionas, Efthymios G.
71
Koop, Gary
47
Gupta, Rangan
33
Assaf, A. Georges
28
Schorfheide, Frank
25
Huber, Florian
22
Ravazzolo, Francesco
22
Chan, Joshua
21
Österholm, Pär
21
Allenby, Greg M.
20
Dijk, Herman K. van
20
Crespo Cuaresma, Jesús
19
Korobilis, Dimitris
18
Casarin, Roberto
16
Gallant, A. Ronald
16
Caraiani, Petre
15
Lesage, James P.
15
Carriero, Andrea
14
Feldkircher, Martin
14
Poon, Aubrey
14
Strachan, Rodney W.
14
Tobias, Justin L.
14
Geweke, John
13
Havránek, Tomáš
13
Marcellino, Massimiliano
13
Zhang, Xinyu
13
Bauwens, Luc
12
Li, Yong
12
Steel, Mark F. J.
12
Canova, Fabio
11
Billio, Monica
10
Bradlow, Eric T.
10
Chen, Cathy W. S.
10
Hoogerheide, Lennart
10
Kang, Kyu Ho
10
Piribauer, Philipp
10
Rodriguez, Gabriel
10
Zellner, Arnold
10
Ansari, Asim
9
Chib, Siddhartha
9
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International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Monetary and economic studies
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ECONIS (ZBW)
6
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1
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
2
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
3
Dynamic factor volatility modeling : a Bayesian latent threshold approach
Nakajima, Jouchi
;
West, Mike
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 116-153
Persistent link: https://www.econbiz.de/10009708923
Saved in:
4
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi
;
Kasuya, Munehisa
;
Watanabe, Toshiaki
- In:
Journal of the Japanese and international economies : …
25
(
2011
)
3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10009310792
Saved in:
5
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
- In:
Monetary and economic studies
29
(
2011
),
pp. 107-142
Persistent link: https://www.econbiz.de/10009385289
Saved in:
6
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
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