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  • Search: subject:"State Space"
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Year of publication
Subject
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State space model 3,756 Zustandsraummodell 3,725 Theorie 1,547 Theory 1,523 Zeitreihenanalyse 1,455 Time series analysis 1,446 Schätzung 1,041 Estimation 1,031 Prognoseverfahren 645 Forecasting model 633 Volatility 495 Volatilität 494 Kalman filter 456 Schätztheorie 386 Estimation theory 382 USA 350 Stochastischer Prozess 346 Stochastic process 340 United States 337 Bayesian inference 316 Bayes-Statistik 305 Business cycle 294 Konjunktur 288 Aktienmarkt 271 Stock market 271 Monetary policy 227 Börsenkurs 225 Share price 225 Geldpolitik 220 Kapitaleinkommen 209 Welt 209 Capital income 208 World 207 Inflation 206 Yield curve 203 Zinsstruktur 199 Markov chain 182 Markov-Kette 178 Monte Carlo simulation 170 Correlation 169
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Online availability
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Free 2,175 Undetermined 1,337
Type of publication
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Article 2,543 Book / Working Paper 2,299 Other 6
Type of publication (narrower categories)
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Article in journal 2,152 Aufsatz in Zeitschrift 2,152 Working Paper 1,211 Graue Literatur 1,103 Non-commercial literature 1,103 Arbeitspapier 1,050 Aufsatz im Buch 83 Book section 83 Hochschulschrift 69 Thesis 59 Article 26 Collection of articles written by one author 16 Sammlung 16 Conference paper 10 Konferenzbeitrag 10 Forschungsbericht 8 Collection of articles of several authors 7 Sammelwerk 7 research-article 4 Amtsdruckschrift 3 Aufsatzsammlung 3 Bibliografie enthalten 3 Bibliography included 3 Government document 3 Konferenzschrift 2 Lehrbuch 2 Systematic review 2 Textbook 2 Übersichtsarbeit 2 Amtliche Publikation 1 Conference Paper 1 Congress Report 1 Einführung 1 Rezension 1
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Language
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English 4,210 Undetermined 563 German 20 Spanish 20 French 13 Portuguese 9 Czech 3 Polish 3 Romanian 3 Hungarian 1 Russian 1 Slovak 1 Slovenian 1
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Author
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Koopman, Siem Jan 211 Koop, Gary 60 Tiwari, Aviral Kumar 50 Proietti, Tommaso 43 Lucas, André 38 Grassi, Stefano 33 Chan, Joshua 32 Kapetanios, George 32 Schwaab, Bernd 30 Snyder, Ralph D. 30 Bos, Charles S. 28 Gupta, Rangan 27 Martin, Gael M. 27 Hyndman, Rob J. 25 Schorfheide, Frank 24 Dijk, Herman K. van 23 Ooms, Marius 23 Pozzi, Lorenzo 23 Crowley, Patrick M. 22 Harvey, Andrew C. 22 Schlicht, Ekkehart 22 Zadrozny, Peter A. 22 Lucas, Andre 20 Marcellino, Massimiliano 20 Wel, Michel van der 20 Chan, Joshua C. C. 19 Hindrayanto, Irma 19 Marczak, Martyna 19 Casarin, Roberto 18 Nakajima, Jouchi 17 Forbes, Catherine Scipione 16 Raknerud, Arvid 16 Scharth, Marcel 16 Shephard, Neil G. 16 Strachan, Rodney W. 16 Wohar, Mark E. 16 Björk, Tomas 15 Fernández-Villaverde, Jesús 15 Hammoudeh, Shawkat 15 Jungbacker, Borus 15
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 35 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 33 Tinbergen Instituut 30 Tinbergen Institute 24 National Bureau of Economic Research 18 Econometric Society 12 Department of Economics, Oxford University 9 European Central Bank 9 Scottish Institute for Research in Economics (SIRE) 9 Society for Computational Economics - SCE 8 Crawford School of Public Policy, Australian National University 7 Department of Economics, University of Pennsylvania 7 Economics Department, University of Strathclyde 7 Faculteit Economie en Bedrijfskunde, Universiteit Gent 7 School of Economics and Management, University of Aarhus 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 Statistisk Sentralbyrå, Government of Norway 7 EconWPA 6 Erasmus University Rotterdam, Econometric Institute 6 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 6 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 6 C.E.P.R. Discussion Papers 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 Department Volkswirtschaftlehre, Universität Bern 5 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 5 HAL 5 Institute of Economic Research, Hitotsubashi University 5 School of Economics and Finance, Queen Mary 5 School of Economics and Political Science, Universität St. Gallen 5 University of Strathclyde / Department of Economics 5 de Nederlandsche Bank 5 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 4 Economics Group, Nuffield College, University of Oxford 4 Faculty of Economics, University of Cambridge 4 Queen Mary College / Department of Economics 4 Banco de España 3 Banco de la Republica de Colombia 3 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, European University Institute 3 Department of Economics, Faculty of Economic and Management Sciences 3
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Published in...
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Discussion paper / Tinbergen Institute 102 Economic modelling 86 Journal of econometrics 58 Computational economics 57 Economics letters 57 International journal of forecasting 57 Energy economics 55 Tinbergen Institute Discussion Papers 54 Tinbergen Institute Discussion Paper 52 Finance research letters 47 Journal of forecasting 47 Journal of economic dynamics & control 44 Applied economics 42 CAMA working paper series 38 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 36 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 36 Working paper / Department of Econometrics and Business Statistics, Monash University 36 Monash Econometrics and Business Statistics Working Papers 35 The North American journal of economics and finance : a journal of financial economics studies 34 Applied economics letters 33 International review of economics & finance : IREF 33 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 33 Working paper 28 MPRA Paper 27 International review of financial analysis 23 Discussion paper / Centre for Economic Policy Research 22 ECB Working Paper 22 Econometric reviews 22 Journal of applied econometrics 22 Working paper series / European Central Bank 21 Finance and economics discussion series 20 Journal of empirical finance 20 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 19 CREATES research paper 17 Computational Statistics 17 International journal of finance & economics : IJFE 17 Journal of macroeconomics 17 CESifo working papers 16 Research in international business and finance 16 Bank of Finland research discussion papers 15
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Source
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ECONIS (ZBW) 3,917 RePEc 714 EconStor 188 BASE 20 Other ZBW resources 7 ArchiDok 2
Showing 91 - 100 of 4,848
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Impossible trinity in a small open economy : a state-space model informed policy simulation
Bhatta, Guna Raj; Nepal, Rabindra; Jayanthakumaran, Kankesu - 2021
Persistent link: https://www.econbiz.de/10012586491
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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
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Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628986
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Affine mortality : a Github repository for estimation, analysis and projection of affine mortality models
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628991
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Nelson-Siegel decay factor and term premia in Japan
Koeda, Junko; Sekine, Atsushi - 2021
Persistent link: https://www.econbiz.de/10012617816
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2021 - This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
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Estimating the competitive storage model with stochastic trends in commodity prices
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; … - In: Econometrics : open access journal 9 (2021) 4, pp. 1-24
We propose a State-Space Model (SSM) for commodity prices that combines the competitive storage model with a stochastic …
Persistent link: https://www.econbiz.de/10012697516
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Expectations, unemployment and inflation : an empirical investigation
Galstyan, Vahagn - 2021
Persistent link: https://www.econbiz.de/10012793112
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An empirical assessment of the U.S. Phillips curve over time
Vlekke, Marente; Koopman, Siem Jan; Mellens, Martin C. - 2021
include stochastic volatility for the observation errors. Our estimation results are based on practical Bayesian state space …
Persistent link: https://www.econbiz.de/10012665848
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