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Search: subject:"Time-Varying Parameter"
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Subject
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Schätzung
204
Estimation
199
VAR-Modell
140
VAR model
138
Zeitreihenanalyse
90
Time series analysis
88
Monetary policy
84
Geldpolitik
71
Volatility
63
Volatilität
63
Theorie
60
Theory
59
Bayesian inference
54
Prognoseverfahren
54
Forecasting model
52
Schock
51
Bayes-Statistik
49
Shock
49
time-varying parameter
49
Time-varying parameter
42
Time-varying parameter model
40
Time-varying parameter VAR
37
monetary policy
36
Schätztheorie
32
State space model
32
Estimation theory
31
Welt
31
World
31
Oil price
27
Zustandsraummodell
26
Ölpreis
26
Impact assessment
25
Stochastic volatility
25
USA
25
United States
25
Wirkungsanalyse
25
time-varying parameter model
25
Inflation
23
Stochastic process
22
Stochastischer Prozess
22
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Online availability
All
Free
241
Undetermined
179
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All
Article
246
Book / Working Paper
221
Other
1
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Article in journal
193
Aufsatz in Zeitschrift
193
Working Paper
110
Graue Literatur
74
Non-commercial literature
74
Arbeitspapier
69
Article
5
Aufsatz im Buch
4
Book section
4
research-article
3
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1
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1
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1
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1
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1
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Language
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English
358
Undetermined
108
Portuguese
2
Author
All
Koop, Gary
19
Huber, Florian
17
Gupta, Rangan
15
Teräsvirta, Timo
13
Michaelis, Henrike
12
Korobilis, Dimitris
10
Nakajima, Jouchi
10
Baxa, Jaromír
9
Eisenstat, Eric
9
Strachan, Rodney W.
9
Ellington, Michael
8
Koopman, Siem Jan
8
Marfatia, Hardik A.
8
Amado, Cristina
7
Horváth, Roman
7
Onorante, Luca
7
Watzka, Sebastian
7
Chan, Joshua
6
Cho, Dooyeon
6
Cimadomo, Jacopo
6
Hauptmeier, Sebastian
6
Kirchner, Markus
6
Marcellino, Massimiliano
6
Vašíček, Bořek
6
Arratibel, Olga
5
Baillie, Richard
5
Buncic, Daniel
5
Campolieti, Michele
5
Gefang, Deborah
5
Gerba, Eddie
5
Guegan, Dominique
5
Hauzenberger, Klemens
5
Horvath, Roman
5
Hristov, Nikolay
5
Hülsewig, Oliver
5
Siemsen, Thomas
5
Wollmershäuser, Timo
5
Zhang, Jing
5
Akbar, Farhan
4
Blasques, Francisco
4
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HAL
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Institute for Monetary and Economic Studies, Bank of Japan
5
European Central Bank
4
Česká Národní Banka
4
CESifo
3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics and Management, University of Aarhus
3
Society for Computational Economics - SCE
3
Bank for International Settlements (BIS)
2
Crawford School of Public Policy, Australian National University
2
Departament d'Economia Aplicada, Universitat Autònoma de Barcelona
2
Department of Econometrics and Business Statistics, Monash Business School
2
Deutsche Bundesbank
2
Economics Department, University of Strathclyde
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
2
School of Economics and Political Science, Universität St. Gallen
2
Tinbergen Instituut
2
Türkiye Cumhuriyet Merkez Bankası
2
Agricultural and Applied Economics Association - AAEA
1
Banco de la Republica de Colombia
1
Bank of England
1
Bank of Japan
1
C.E.P.R. Discussion Papers
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Florida International University
1
Department of Economics, Sciences économiques
1
Department of Economics, University of Connecticut
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
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Published in...
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Economic modelling
10
Economics letters
9
Applied economics
7
CAMA working paper series
7
Journal of macroeconomics
7
Working Paper
6
ECB Working Paper
5
Energy economics
5
IMES Discussion Paper Series
5
Journal of economic dynamics & control
5
MPRA Paper
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Discussion paper / Tinbergen Institute
4
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of forecasting
4
Journal of international money and finance
4
Post-Print / HAL
4
SSE/EFI Working Paper Series in Economics and Finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Tinbergen Institute Discussion Paper
4
Working Paper Series / European Central Bank
4
Working Papers / Česká Národní Banka
4
Working paper
4
CESifo Working Paper
3
CESifo Working Paper Series
3
CESifo working papers
3
CREATES Research Papers
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Financial innovation : FIN
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
MNB Working Papers
3
Macroeconomic dynamics
3
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Source
All
ECONIS (ZBW)
273
RePEc
144
EconStor
47
Other ZBW resources
3
BASE
1
Showing
1
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10
of
468
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articles prioritized
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date (oldest first)
1
US interest rates: Are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid
time-varying
parameter
Bayesian VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014551600
Saved in:
2
Dynamic shrinkage priors for large
time-varying
parameter
regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
Revisiting real wage rigidity
Ellington, Michael
;
Martin, Christopher Ian
;
Wang, Bingsong
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014544981
Saved in:
4
Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications
Mensi, Waild
;
Gubareva, Mariya
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-27
employing a
time-varying
parameter
vector autoregression approach. We fnd that lower and upper quantile spillovers are higher …
Persistent link: https://www.econbiz.de/10014547078
Saved in:
5
Pass-through with volatile exchange rates and inflation targeting
Alexius, Annika
;
Holmberg, Mikaela
- In:
Review of world economics
160
(
2024
)
2
,
pp. 377-387
Persistent link: https://www.econbiz.de/10014557659
Saved in:
6
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
Saved in:
7
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid
time-varying
parameter
Bayesian VAR models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
8
The evolution of the response of credit spread variables to monetary policy shocks
Kim, Do-wan
-
2024
Persistent link: https://www.econbiz.de/10014455517
Saved in:
9
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
10
Exchange rate pass-through in emerging Asia and exposure to external shocks
Beirne, John
;
Renzhi, Nuobu
;
Panthi, Pradeep
-
2023
Using a
time-varying
parameter
SVAR model over the period 1994 to 2021, this paper provides estimates of exchange rate …
Persistent link: https://www.econbiz.de/10014540497
Saved in:
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