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  • Search: subject:"unobserved components-stochastic volatility model"
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Year of publication
Subject
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Nominal stability 5 Taylor rule 5 natural rate of unemployment 5 Theorie 4 Theory 4 Exchange rate 3 Exchange rate models 3 Monetary history 3 Natural rate of unemployment 3 Natürliche Arbeitslosenquote 3 Price stability 3 Taylor-Regel 3 Wechselkurs 3 monetary history 3 monetary regimes 3 price stability 3 trend inflation 3 unobserved components stochastic volatility model 3 unobserved-components stochastic-volatility model 3 Anti-inflation policy 2 Estimation 2 Forecasting model 2 Geldgeschichte 2 Geldpolitik 2 Inflation rate 2 Inflationsbekämpfung 2 Inflationsrate 2 Measurement error 2 Monetary policy 2 Monetary regimes 2 Preisstabilität 2 Prognoseverfahren 2 Schätzung 2 Time series analysis 2 Unobserved-components stochastic-volatility model 2 Volatility 2 Volatilität 2 Welt 2 World 2 Zeitreihenanalyse 2
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Online availability
All
Free 8 Undetermined 1
Type of publication
All
Book / Working Paper 8 Article 2
Type of publication (narrower categories)
All
Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 9 Undetermined 1
Author
All
Kaufmann, Daniel 10 Huber, Florian 5
Institution
All
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 1
Published in...
All
KOF Working Papers 2 KOF working papers 2 Department of Economics working paper 1 KOF Working papers 1 Swiss Journal of Economics and Statistics 1 Swiss journal of economics and statistics 1 Working Papers in Economics 1 Working papers in economics 1
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Source
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ECONIS (ZBW) 5 EconStor 4 RePEc 1
Showing 1 - 10 of 10
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012271235
Saved in:
Cover Image
Nominal stability over two centuries
Kaufmann, Daniel - In: Swiss Journal of Economics and Statistics 155 (2019) 7, pp. 1-23
transitory measurement errors, in particular in nineteenth century data, I use an unobserved-components stochastic-volatility … model to extract the permanent trends from several nominal variables. The descriptive analysis of these trends suggests that …
Persistent link: https://www.econbiz.de/10013205769
Saved in:
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012118184
Saved in:
Cover Image
Nominal stability over two centuries
Kaufmann, Daniel - In: Swiss journal of economics and statistics 155 (2019) 7, pp. 1-23
transitory measurement errors, in particular in nineteenth century data, I use an unobserved-components stochastic-volatility … model to extract the permanent trends from several nominal variables. The descriptive analysis of these trends suggests that …
Persistent link: https://www.econbiz.de/10012041708
Saved in:
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2016
Persistent link: https://www.econbiz.de/10011428052
Saved in:
Cover Image
Nominal stability and Swiss monetary regimes over two centuries
Kaufmann, Daniel - 2015
nominal GDP changes. The trends of these indicators are estimated by an unobserved-components stochastic-volatility model in …
Persistent link: https://www.econbiz.de/10011307782
Saved in:
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2015
We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011417862
Saved in:
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2015
We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
Saved in:
Cover Image
Nominal stability and Swiss monetary regimes over two centuries
Kaufmann, Daniel - 2015
nominal GDP changes. The trends of these indicators are estimated by an unobserved-components stochastic-volatility model in …
Persistent link: https://www.econbiz.de/10010508343
Saved in:
Cover Image
Nominal Stability and Swiss Monetary Regimes over two Centuries
Kaufmann, Daniel - KOF Swiss Economic Institute, Department of Management, … - 2015
nominal GDP changes. The trends of these indicators are estimated by an unobserved-components stochastic-volatility model in …
Persistent link: https://www.econbiz.de/10011240545
Saved in:
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