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Search: subject:"Monte Carlo"
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Bayesian inference
10,239
Bayes-Statistik
10,159
Theorie
6,377
Monte Carlo simulation
6,329
Theory
6,244
Monte-Carlo-Simulation
5,711
Schätzung
2,305
Estimation
2,273
Schätztheorie
2,150
Estimation theory
2,120
Prognoseverfahren
1,961
Forecasting model
1,939
VAR-Modell
1,485
VAR model
1,480
Zeitreihenanalyse
1,425
Time series analysis
1,397
Markov chain
1,301
Markov-Kette
1,285
Stochastischer Prozess
1,084
Stochastic process
1,065
Simulation
1,037
USA
1,000
Volatilität
984
United States
979
Volatility
977
Monte Carlo
830
Dynamisches Gleichgewicht
814
Dynamic equilibrium
807
Monetary policy
739
Geldpolitik
736
Modellierung
735
Scientific modelling
721
Regression analysis
718
Regressionsanalyse
718
Optionspreistheorie
684
Option pricing theory
675
Panel
611
Schock
603
Bayesian estimation
601
Shock
600
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Free
8,621
Undetermined
5,469
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Article
10,041
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9,597
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52
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2
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Article in journal
7,377
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7,377
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4,943
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4,466
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4,466
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4,437
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434
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434
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310
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270
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132
research-article
79
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64
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54
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25
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23
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9
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English
16,371
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2,930
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269
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46
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38
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10
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9
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7
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5
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3
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3
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2
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2
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1
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1
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1
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1
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Author
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Koop, Gary
171
Dijk, Herman K. van
165
Ravazzolo, Francesco
137
Casarin, Roberto
117
Schorfheide, Frank
115
Koopman, Siem Jan
111
Tsionas, Efthymios G.
97
Kapetanios, George
85
Marcellino, Massimiliano
72
Strachan, Rodney W.
72
Hoogerheide, Lennart
71
Bauwens, Luc
65
Frühwirth-Schnatter, Sylvia
65
Korobilis, Dimitris
65
Billio, Monica
64
Pesaran, M. Hashem
64
Carriero, Andrea
61
Clark, Todd E.
61
Kaufmann, Sylvia
61
Robert, Christian P.
58
Kohn, Robert
55
Chan, Joshua
54
Reed, W. Robert
54
Huber, Florian
53
Chib, Siddhartha
51
Dufour, Jean-Marie
50
Österholm, Pär
50
Canova, Fabio
48
Leon-Gonzalez, Roberto
48
Gupta, Rangan
46
Paap, Richard
46
Del Negro, Marco
45
Bos, Charles S.
44
Crespo Cuaresma, Jesús
44
Joshi, Mark S.
44
Martin, Gael M.
44
Havránek, Tomáš
43
Hoogerheide, Lennart F.
43
McAleer, Michael
43
Villani, Mattias
42
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
National Bureau of Economic Research
91
International Monetary Fund (IMF)
62
EconWPA
52
HAL
49
Université Paris-Dauphine (Paris IX)
39
Tinbergen Instituut
35
Society for Computational Economics - SCE
27
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Tinbergen Institute
25
Department of Econometrics and Business Statistics, Monash Business School
20
Institute for the Study of Labor (IZA)
20
Erasmus University Rotterdam, Econometric Institute
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
19
Agricultural and Applied Economics Association - AAEA
18
Rimini Centre for Economic Analysis (RCEA)
18
Econometric Society
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
Economics Department, Queen's University
16
Département de Sciences Économiques, Université de Montréal
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
Finance Discipline Group, Business School
14
C.E.P.R. Discussion Papers
13
Centre for Analytical Finance <Århus>
13
Department of Economics, Oxford University
13
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
12
Econometrisch Instituut <Rotterdam>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
University of British Columbia / Finance Division
12
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
11
School of Economics, Singapore Management University
11
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
11
Department of Economics and Finance, College of Business and Economics
10
Department of Economics, University of Victoria
10
Department of Economics, University of Warwick
10
European Central Bank
10
Facoltà di Economia, Università degli Studi dell'Insubria
10
Faculty of Economics, University of Cambridge
10
Oesterreichische Nationalbank
10
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Published in...
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Physica A: Statistical Mechanics and its Applications
348
Journal of econometrics
292
Discussion paper / Tinbergen Institute
205
Working paper
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
European journal of operational research : EJOR
144
Mathematics and Computers in Simulation (MATCOM)
144
International journal of forecasting
140
Economics letters
138
Journal of applied econometrics
121
Economic modelling
118
Econometric reviews
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
Journal of economic dynamics & control
102
Applied economics
99
Computational economics
99
MPRA Paper
98
Journal of the American Statistical Association : JASA
89
NBER working paper series
82
Working paper series / European Central Bank
82
CAMA working paper series
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Tinbergen Institute Discussion Paper
78
Working Paper
76
Working paper / National Bureau of Economic Research, Inc.
76
Management science : journal of the Institute for Operations Research and the Management Sciences
75
CEMMAP working papers / Centre for Microdata Methods and Practice
74
Journal of forecasting
74
Discussion papers / CEPR
73
NBER Working Paper
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
International journal of production research
72
Working papers
72
Computational Statistics & Data Analysis
70
CESifo working papers
68
IMF Working Papers
67
IMF working papers
65
Discussion paper
64
Discussion paper / Centre for Economic Policy Research
64
Energy economics
64
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Source
All
ECONIS (ZBW)
15,298
RePEc
3,371
EconStor
650
BASE
150
Other ZBW resources
106
USB Cologne (EcoSocSci)
69
USB Cologne (business full texts)
43
OLC EcoSci
3
ArchiDok
2
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Showing
41
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19,692
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41
Sequential
Monte
Carlo
samplers to fit and compare insurance loss models
Goffard, Pierre-Olivier
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 765-787
Persistent link: https://www.econbiz.de/10014383968
Saved in:
42
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain
Monte
Carlo
Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
43
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
44
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
45
Opioid mortality in the US : quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
- In:
Letters in spatial and resource sciences : LSRS
16
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014330458
Saved in:
46
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
47
Opioid mortality in the US: quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
-
2023
Persistent link: https://www.econbiz.de/10014321672
Saved in:
48
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
49
Has the reaction function of the European Central Bank changed over time?
Tatar, Balint
-
2023
-
This version: May 2, 2023
-varying parameter framework in conjunction with the Hamiltonian
Monte
Carlo
algorithm. I find that the estimated policy response has …
Persistent link: https://www.econbiz.de/10014252499
Saved in:
50
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
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