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Search: subject:"Unobserved components"
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Subject
All
Zeitreihenanalyse
136
Time series analysis
127
unobserved components
118
Schätzung
115
Estimation
113
State space model
93
Zustandsraummodell
92
Theorie
90
Theory
81
Kalman filter
74
Unobserved components
68
unobserved components model
62
Business cycle
55
Konjunktur
55
Unobserved Components
47
Unobserved components model
46
Inflation
43
Phillips curve
42
unobserved components models
37
Prognoseverfahren
32
Bruttoinlandsprodukt
31
Bayes-Statistik
30
Gross domestic product
30
Bayesian inference
29
Stochastischer Prozess
29
Forecasting model
27
Phillips-Kurve
27
Stochastic process
26
USA
26
Geldpolitik
23
Monetary policy
23
Potential output
22
Unobserved Components Model
22
Volatilität
22
Volatility
21
Dekompositionsverfahren
20
Produktionspotenzial
20
business cycles
20
Bayesian estimation
19
Decomposition method
19
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All
Free
351
Undetermined
111
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Book / Working Paper
362
Article
168
Other
2
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All
Working Paper
151
Article in journal
99
Aufsatz in Zeitschrift
99
Graue Literatur
82
Non-commercial literature
82
Arbeitspapier
76
Article
4
Conference Paper
3
Conference paper
3
Konferenzbeitrag
3
research-article
3
Konferenzschrift
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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1
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English
336
Undetermined
190
German
2
Spanish
2
French
1
Turkish
1
Author
All
Koopman, Siem Jan
74
Weber, Enzo
20
Hindrayanto, Irma
12
Klinger, Sabine
12
Li, Mengheng
11
Kaufmann, Daniel
10
Mendieta-Muñoz, Ivan
10
Pedregal, Diego J.
10
Basturk, Nalan
9
Ceyhan, Pinar
9
Flaig, Gebhard
9
Proietti, Tommaso
9
Berger, Tino
8
Bos, Charles S.
8
Lee, Kai Ming
8
Lucas, André
8
Sinclair, Tara M.
8
Apel, Mikael
7
Brand, Claus
7
Chan, Joshua
7
Chen, Xiaoshan
7
Jansson, Per
7
Wada, Tatsuma
7
Allegret, Jean-Pierre
6
Cakmakli, Cem
6
Dijk, Herman K. van
6
Hartl, Tobias
6
Ooms, Marius
6
Perron, Pierre
6
Webel, Karsten
6
van Dijk, Herman K.
6
Bradley, Michael D.
5
Commandeur, Jacques
5
Congregado, Emilio
5
Gnan, Ernest
5
Huber, Florian
5
Jacobs, Jan
5
Jungbacker, Borus
5
Kempa, Bernd
5
Lindblad, Hans
5
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Institution
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Tinbergen Instituut
20
Tinbergen Institute
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Faculty of Economics, University of Cambridge
7
EconWPA
6
Society for Computational Economics - SCE
6
Department of Economics, Boston University
5
European Central Bank
5
Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
Sveriges Riksbank
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
C.E.P.R. Discussion Papers
3
CESifo
3
Crawford School of Public Policy, Australian National University
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit Economie en Bedrijfskunde, Universiteit Gent
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
HAL
3
London School of Economics (LSE)
3
School of Economics, UNSW Business School
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Banca d'Italia
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Departamento de Economía, Facultad de Ciencias Sociales
2
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Department of Economics, College of Business and Economics
2
Department of Economics, University of Stirling
2
Econometric Society
2
Institute for the Study of Labor (IZA)
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
2
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics
2
Oesterreichische Nationalbank
2
BANCO DE LA REPÚBLICA
1
Banco de España
1
Banco de la Republica de Colombia
1
Banque de France
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Centro de Estudios Andaluces, Government of Andalusia
1
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Tinbergen Institute Discussion Papers
36
Tinbergen Institute Discussion Paper
22
Discussion paper / Tinbergen Institute
21
MPRA Paper
11
ECB Working Paper
9
Working Paper
9
Empirical Economics
8
Macroeconomic dynamics
8
CAMA working paper series
7
Cambridge Working Papers in Economics
7
Economic modelling
6
IAB-Discussion Paper
6
Studies in Nonlinear Dynamics & Econometrics
6
Boston University - Department of Economics - Working Papers Series
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IZA Discussion Papers
5
Working Paper Series / European Central Bank
5
Working Papers / Institute for International Economic Policy (IIEP), Elliott School of International Affairs
5
CESifo Working Paper
4
CESifo working papers
4
Discussion paper
4
Econometrics
4
Economic Modelling
4
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
4
Journal of economic dynamics & control
4
Journal of macroeconomics
4
Journal of money, credit and banking : JMCB
4
Sveriges Riksbank Working Paper Series
4
University of Regensburg Working Papers in Business, Economics and Management Information Systems
4
Working Paper Series / Sveriges Riksbank
4
Working papers / Department of Economics, University of Utah
4
Applied economics
3
Applied economics letters
3
CAMA Working Papers
3
CEPR Discussion Papers
3
CESifo Working Paper Series
3
Cambridge working papers in economics
3
Computing in Economics and Finance 2005
3
Discussion Papers / School of Economics, UNSW Business School
3
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Source
All
RePEc
259
ECONIS (ZBW)
184
EconStor
82
BASE
4
Other ZBW resources
3
Showing
1
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10
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532
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1
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
-
2024
introduce novel
unobserved
components
(UC) models that consider hysteresis as a sequence of lagged effects, thus separating the …
Persistent link: https://www.econbiz.de/10014581848
Saved in:
2
Should I open to forecast? : implications from a multi-country
unobserved
components
model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
-
2024
introduce novel
unobserved
components
(UC) models that consider hysteresis as a sequence of lagged effects, thus separating the …
Persistent link: https://www.econbiz.de/10014483593
Saved in:
4
The impact of climate, socio-political and COVID-19 shocks on Tunisia's potential growth
Dridi, Kamel
-
2024
This study estimated Tunisia's potential growth with a Cobb-Douglas production function using an unobservable component model within structural changes context for the period 1989-2023. It investigated the major shocks' effects on the potential growth and its components. In contrast with most...
Persistent link: https://www.econbiz.de/10015073301
Saved in:
5
Structural shocks and trend inflation
Fu, Bowen
;
Mendieta-Muñoz, Ivan
-
2023
We propose an
unobserved
components
model with stochastic volatility and structural shocks to explore the relevant …
Persistent link: https://www.econbiz.de/10014581886
Saved in:
6
Estimation of the TFP Gap for the Largest Five EMU Countries
Carstensen, Kai
;
Kießner, Felix
;
Rossian, Thies
-
2023
In this paper we augment the Bayesian
unobserved
components
model of the EU Commission to estimate the cyclical …
Persistent link: https://www.econbiz.de/10014290155
Saved in:
7
Towards seasonal adjustment of infra-monthly time series with JDemetra+
Webel, Karsten
;
Smyk, Anna
-
2023
Infra-monthly economic time series have become increasingly popular in official statistics in recent years. This evolution has been largely fostered by official statistics' digital transformation during the last decade. The COVID-19 pandemic outbreak in 2020 has added fuel to the fire as many...
Persistent link: https://www.econbiz.de/10014339488
Saved in:
8
Unobserved
components
model(s): Output gaps and financial cycles
Guillochon, Justine
;
Le Roux, Julien
-
2023
gaps incorporating financial variables. The estimates are based both on small
unobserved
components
models and a large …
unobserved
components
model that follows a production function approach. The results show that exploiting the information content …
Persistent link: https://www.econbiz.de/10014374776
Saved in:
9
Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong
;
Uzeda, Luis
;
Wong, Benjamin
-
2023
Persistent link: https://www.econbiz.de/10014335441
Saved in:
10
The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T.
-
2023
-
Version 4
Persistent link: https://www.econbiz.de/10014284167
Saved in:
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