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Search: subject:"time-varying-parameter"
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Schätzung
202
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197
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137
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91
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89
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83
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61
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57
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54
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50
time-varying parameter
49
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48
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Time-varying parameter
41
Time-varying parameter model
40
Time-varying parameter VAR
36
monetary policy
36
Schätztheorie
32
State space model
32
Estimation theory
31
Welt
29
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29
Oil price
26
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26
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25
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25
time-varying parameter model
25
Ölpreis
25
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24
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24
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24
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23
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22
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Koop, Gary
18
Huber, Florian
16
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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7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
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5
European Central Bank
4
Česká Národní Banka
4
CESifo
3
Rimini Centre for Economic Analysis (RCEA)
3
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3
Society for Computational Economics - SCE
3
Bank for International Settlements (BIS)
2
Crawford School of Public Policy, Australian National University
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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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Economic modelling
10
Economics letters
8
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
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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 and trade : EMFT
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
Strathclyde discussion papers in economics
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Source
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ECONIS (ZBW)
269
RePEc
144
EconStor
47
BASE
1
Showing
1
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10
of
461
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1
Inference in a stationary/nonstationary autoregressive
time-varying-parameter
model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
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