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  • Search: subject:"Unobserved components model"
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Year of publication
Subject
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unobserved components model 62 Estimation 52 Schätzung 52 Unobserved components model 46 Time series analysis 43 Zeitreihenanalyse 43 State space model 30 Zustandsraummodell 30 Business cycle 25 Konjunktur 25 Theorie 25 Theory 24 Unobserved Components Model 23 Bruttoinlandsprodukt 19 Gross domestic product 18 Inflation 16 Phillips curve 16 Bayes-Statistik 14 Bayesian estimation 14 Geldpolitik 14 Monetary policy 14 Bayesian inference 13 Phillips-Kurve 13 Prognoseverfahren 13 Forecasting model 12 Potential output 10 Produktionspotenzial 10 Inflation targeting 8 Output gap 8 Schock 8 Decomposition method 7 Dekompositionsverfahren 7 EU countries 7 EU-Staaten 7 Economic growth 7 Euro area 7 Inflationssteuerung 7 National income 7 Nationaleinkommen 7 Shock 7
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Online availability
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Free 89 Undetermined 36
Type of publication
All
Book / Working Paper 90 Article 61
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Working Paper 34 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 19 Article 2
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Language
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English 106 Undetermined 43 French 1 Turkish 1
Author
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Wada, Tatsuma 7 Allegret, Jean-Pierre 6 Perron, Pierre 6 Chen, Xiaoshan 5 Congregado, Emilio 5 Lindblad, Hans 5 MacDonald, Ronald 5 Sellin, Peter 5 Aron, Janine 4 Basistha, Arabinda 4 Bazen, Stephen 4 Chan, Joshua 4 Golpe, Antonio A. 4 Muellbauer, John 4 Poon, Aubrey 4 Sand-Zantman, Alain 4 Singh, Aarti 4 Vitek, Francis 4 Willems, Tim 4 Österholm, Pär 4 Eo, Yunjong 3 Guérin, Pierre 3 Kim, Chang-Jin 3 Kim, Jaeho 3 Manopimoke, Pym 3 Maurin, Laurent 3 Mohr, Matthias 3 Morley, James 3 Nagakura, Daisuke 3 Sobiech, Izabela 3 Startz, Richard 3 Uzeda, Luis 3 Wong, Benjamin 3 Abu-Alfoul, Mohammed N. 2 Al Salamat, Wasfi A. 2 Alexius, Annika 2 Carstensen, Kai 2 Chan, Joshua C.C. 2 Chon, Sora 2 Donayre, Luiggi 2
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Institution
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Department of Economics, Boston University 5 HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 C.E.P.R. Discussion Papers 2 Department of Economics, College of Business and Economics 2 EconWPA 2 London School of Economics (LSE) 2 School of Economics, UNSW Business School 2 Society for Computational Economics - SCE 2 Sveriges Riksbank 2 Banque de France 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Oxford University 1 Department of Economics, University of Stirling 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 Düsseldorf Institute for Competition Economics (DICE), Wirtschaftswissenschaftliche Fakultät 1 European Central Bank 1 Faculty of Economics, University of Cambridge 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Institute of Economic Research, Korea University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 School of Economics, Faculty of Arts and Social Sciences 1 Scottish Institute for Research in Economics (SIRE) 1 Spatial Economics Research Centre, LSE 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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Boston University - Department of Economics - Working Papers Series 5 Macroeconomic dynamics 4 CAMA working paper series 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Finance and economics discussion series 3 IZA Discussion Papers 3 Journal of money, credit and banking : JMCB 3 MPRA Paper 3 Post-Print / HAL 3 Working Paper 3 CEPR Discussion Papers 2 Discussion Papers / School of Economics, UNSW Business School 2 ECB Working Paper 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Journal of economic dynamics & control 2 LSE Research Online Documents on Economics 2 Macroeconomics 2 Sveriges Riksbank Working Paper Series 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / Sveriges Riksbank 2 Working Papers / Department of Economics, College of Business and Economics 2 Banka Slovenije working papers 1 CAMA Working Papers 1 CESifo Working Paper 1 CESifo working papers 1 Cahiers d'etudes / Banque Centrale du Luxembourg 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Central Bank Review 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research 1 China economic review : an international journal 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2002 1 Computing in Economics and Finance 2005 1 DICE Discussion Papers 1
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Source
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RePEc 68 ECONIS (ZBW) 66 EconStor 17
Showing 1 - 10 of 151
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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
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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/10015077780
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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
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Unobserved components model(s): Output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
unobserved components model that follows a production function approach. The results show that exploiting the information content …
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Preview
Persistent link: https://www.econbiz.de/10014374776
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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
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The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T. - 2023 - Version 4
Persistent link: https://www.econbiz.de/10014284167
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Understanding trend inflation through the lens of the goods and services sectors
Eo, Yunjong; Uzeda, Luis; Wong, Benjamin - In: Journal of applied econometrics 38 (2023) 5, pp. 751-766
Persistent link: https://www.econbiz.de/10014338142
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Unobserved components model(s) : output gaps and financial cycles
Guillochon, Justine; Le Roux, Julien - 2023
unobserved components model that follows a production function approach. The results show that exploiting the information content …
Preview
Preview
Persistent link: https://www.econbiz.de/10014343145
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Estimation of the potential GDP by a new robust filter method
Gyurkovics, Éva; Takács, Tibor - In: Central European journal of operations research 31 (2023) 4, pp. 1183-1207
Persistent link: https://www.econbiz.de/10014393025
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Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
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