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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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United States
Zustandsraummodell
Time series analysis
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7
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Sensier, Marianne
3
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Centre for Analytical Finance <Århus>
Centre for Growth and Business Cycle Research <Manchester>
National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
9
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4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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4
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3
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
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ECONIS (ZBW)
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Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
3
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
4
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
5
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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