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  • Search: subject:"Phase shifts."
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Year of publication
Subject
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Bayesian analysis 14 Business cycle 14 phase shifts 14 Phase shifts 9 regime-switching models 9 Konjunktur 8 Bayes-Statistik 6 Schätzung 6 Zeitreihenanalyse 6 Markov-Kette 5 Regime-switching models 5 Theorie 5 Band-pass filter 4 Bayesian inference 4 Cyclical convergence 4 Estimation 4 Kalman filter 4 Markov chain 4 Theory 4 Unobserved components time series models 4 imperfect synchronization 4 output gap 4 structural time series models 4 Time series analysis 3 USA 3 Belgien 2 Bruttoinlandsprodukt 2 EU-Staaten 2 Financial accelerator 2 Imperfect synchronization 2 Kapazitätsauslastung 2 Konjunkturzusammenhang 2 Markovscher Prozess 2 Produktionsfunktion 2 Produktionspotenzial 2 Size-sorted portfolio returns 2 Zustandsraummodell 2 1983-2004 1 Advanced Development Cycles 1 Belgium 1
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Online availability
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Free 22 Undetermined 3
Type of publication
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Book / Working Paper 18 Article 8
Type of publication (narrower categories)
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Working Paper 9 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
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Language
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English 15 Undetermined 11
Author
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Paap, Richard 14 Dijk, Dick van 8 Cakmakli, Cem 7 Çakmaklı, Cem 7 Koopman, Siem Jan 4 Moës, Philippe 4 van Dijk, Dick 4 Azevedo, Joao Valle e 2 Azevedo, João Valle e 1 Chang, Yongsung 1 Dijk, Dick J.C. van 1 Elshin, Leonid Alekseevich 1 Hallett, Andrew Hughes 1 Haslag, Joseph 1 Hsu, Yu-Chin 1 Hwang, Sunoong 1 Nikiforova, Elvira Gumarovna 1 Richter, Christian 1 Safiullin, Marat R. 1 e Azevedo, Joao Valle 1 van Dijk, Dick J.C. 1
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Institution
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Tinbergen Institute 3 Tinbergen Instituut 3 Economics Department, University of Missouri 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
Published in...
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Tinbergen Institute Discussion Papers 6 Discussion paper / Tinbergen Institute 3 Tinbergen Institute Discussion Paper 3 Brussels Economic Review 1 Central Bank Review (CBR) 1 Central Bank review / Central Bank of the Republic of Turkey 1 International Economics and Economic Policy 1 International journal of economics and financial issues : IJEFI 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Koç University-TUSIAD Economic Research Forum Working Papers 1 NBB Working Paper 1 The Review of Economics and Statistics 1 Working Paper 1 Working Paper Research 1 Working Papers / Economics Department, University of Missouri 1 Working paper / National Bank of Belgium / National Bank of Belgium 1
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Source
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RePEc 13 ECONIS (ZBW) 7 EconStor 6
Showing 1 - 10 of 26
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Modeling and estimation of synchronization in size-sorted portfolio returns
Çakmaklı, Cem; Paap, Richard; van Dijk, Dick - In: Central Bank Review (CBR) 22 (2022) 4, pp. 129-140
in concordance with the cycle of large-cap portfolio returns together with potential phase shifts. We find that a three …-regime model with distinct phase shifts across regimes characterizes the joint distribution of returns most adequately. These …
Persistent link: https://www.econbiz.de/10014547790
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Cover Image
Modeling and estimation of synchronization in size-sorted portfolio returns
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 4, pp. 129-140
in concordance with the cycle of large-cap portfolio returns together with potential phase shifts. We find that a three …-regime model with distinct phase shifts across regimes characterizes the joint distribution of returns most adequately. These …
Persistent link: https://www.econbiz.de/10013471198
Saved in:
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Methodological approaches to the diagnosis and forecast of the long-wave fluctuations in the economy
Safiullin, Marat R.; Elshin, Leonid Alekseevich; … - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1616-1624
Persistent link: https://www.econbiz.de/10011775280
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Measuring and Predicting Heterogeneous Recessions
Çakmaklı, Cem; Paap, Richard; van Dijk, Dick - 2012
suggested by the 'financial accelerator' theory. Multivariate Markov-switching models that allow for phase shifts between the …
Persistent link: https://www.econbiz.de/10010500207
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Cyclical Co-movement between Output, the Price Level, and Inflation
Haslag, Joseph; Hsu, Yu-Chin - Economics Department, University of Missouri - 2012
Over time, there has been a dramatic change in our understanding of the relationship between the price level and output over the business cycle. For several decades, the conventional wisdom maintained that the price level are procyclical. Arguably, the biggest development in our understanding...
Persistent link: https://www.econbiz.de/10010933619
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Measuring and Predicting Heterogeneous Recessions
Cakmakli, Cem; Paap, Richard; Dijk, Dick van - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2012
suggested by the ‘financial accelerator’ theory. Multivariate Markov-switching models that allow for phase shifts between the …
Persistent link: https://www.econbiz.de/10009492766
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Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Cakmakli, Cem; Paap, Richard; van Dijk, Dick J.C. - 2011
cyclical regimes in multiple variables, due to phase shifts of a single common cycle. The model has three key features: (i) the … phase shifts and regime-dependent heteroscedasticity is found to characterize the joint distribution of returns most …
Persistent link: https://www.econbiz.de/10010325961
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Cover Image
Measuring and Predicting Heterogeneous Recessions
Cakmakli, Cem; Paap, Richard; van Dijk, Dick - 2011
‘financial accelerator’ theory. MultivariateMarkov-switching models that allow for phase shifts between the cyclicalregimes of …
Persistent link: https://www.econbiz.de/10010326552
Saved in:
Cover Image
Measuring and predicting heterogeneous recessions
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10009720726
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Cover Image
Measuring and Predicting Heterogeneous Recessions
Cakmakli, Cem; Paap, Richard; Dijk, Dick van - Tinbergen Institute - 2011
suggested by the ‘financial accelerator’ theory. Multivariate Markov-switching models that allow for phase shifts between the …
Persistent link: https://www.econbiz.de/10009369369
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