//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,"
~isPartOf:"Boston College working papers in economics"
~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~person:"Basu, Susanto"
~person:"Daníelsson, Jón"
~person:"Dijk, Herman K. van"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Lanne, Markku"
~person:"Poot, Jacques"
~person:"Praag, Bernard M. S. van"
~person:"Teulings, Coen N."
~subject:"Credit risk"
~subject:"Konjunkturtheorie"
~subject:"Simulation"
~subject:"USA"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 25 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Konjunkturtheorie
Simulation
USA
Theorie
251
Theory
251
Time series analysis
96
Zeitreihenanalyse
96
Estimation
66
Schätzung
66
State space model
48
Zustandsraummodell
48
Bayesian inference
41
Forecasting model
41
Prognoseverfahren
41
Bayes-Statistik
40
Monte Carlo simulation
38
Monte-Carlo-Simulation
38
Volatility
37
Volatilität
37
Stochastic process
34
Stochastischer Prozess
34
Statistical distribution
29
Statistische Verteilung
29
United States
26
Welt
24
World
24
ARCH model
19
ARCH-Modell
19
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Cointegration
17
Kointegration
17
Einheitswurzeltest
16
Unit root test
16
Markov chain
15
Markov-Kette
15
Business cycle
14
Konjunktur
14
Sampling
14
Stichprobenerhebung
14
Risikomaß
13
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
49
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
51
Working Paper
51
Graue Literatur
49
Language
All
English
Author
All
Basu, Susanto
Daníelsson, Jón
Dijk, Herman K. van
Dreher, Axel
Gil-Alaña, Luis A.
Koopman, Siem Jan
Lanne, Markku
Poot, Jacques
Praag, Bernard M. S. van
Teulings, Coen N.
Lucas, André
20
Giesecke, Kay
6
Schwaab, Bernd
6
Caporale, Guglielmo Maria
4
Gautier, Pieter
4
Härdle, Wolfgang
4
Perotti, Enrico C.
4
Sönmez, Tayfun
4
Vries, Casper G. de
4
Weder, Mark
4
Arping, Stefan
3
Blasques, Francisco
3
Bos, Charles S.
3
Groot, Henri L. F. de
3
Hoogerheide, Lennart
3
Kemptner, Daniel
3
Monteiro, André Antonio
3
Nijkamp, Peter
3
Ünver, M. Utku
3
Albrecht, James W.
2
Banachewicz, Konrad
2
Burda, Michael C.
2
Chahrour, Ryan
2
Creal, Drew
2
Dur, Robert A. J.
2
Fernandes, Marcelo
2
Florax, Raymond J. G. M.
2
Gottschalk, Peter
2
Hoffmann, Mathias
2
Holz, Franziska
2
Hommes, Cars H.
2
Iacoviello, Matteo
2
Koetse, Mark J.
2
Kräussl, Roman
2
Laan, Gerard van der
2
more ...
less ...
Published in...
All
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
Boston College working papers in economics
Department of Economics working papers
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Discussion papers / Deutsches Institut für Wirtschaftsforschung
EUI working paper / ECO
CESifo working papers
9
Working paper / National Bureau of Economic Research, Inc.
8
EUI working paper
5
Economics and finance working paper series
5
Discussion paper series / IZA
3
Econometric Institute research papers
3
International finance discussion papers
3
Working papers / Federal Reserve Bank of Boston
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion papers / Department of Economics, University of Helsinki
2
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
Discussion papers of interdisciplinary research project 373
2
Working paper series / European Central Bank
2
BIS papers
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
CREATES research paper
1
Cege discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
1
Estudos e documentos de trabalho
1
HWWA discussion paper
1
Kiel working paper
1
Research memorandum / METEOR
1
Research working papers / Federal Reserve Bank of Kansas City
1
School of Economics and Finance discussion paper
1
Sheffield economic research paper series
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
1
Warwick economic research papers
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
Working papers / Centre for Competitive Advantage in the Global Economy
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers series / Federal Reserve Bank of San Francisco
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2015
area sovereign debt crises. We find that macro and default-specific
world
factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Saved in:
2
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
3
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
4
Possibly III-behaved posteriors in econometric models : on the connection between model structures, non-elliptical credible sets and neural network simulation techniques
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003706017
Saved in:
5
Uncertainty shocks in a model of effective demand
Basu, Susanto
;
Bundick, Brent
-
2011
This paper examines the role of uncertainty shocks in a one-sector, representative-agent dynamic stochastic general-equilibrium model. When prices are flexible, uncertainty shocks are not capable of producing business-cycle comovements among key macro variables. With countercyclical markups...
Persistent link: https://www.econbiz.de/10009312762
Saved in:
6
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic...
Persistent link: https://www.econbiz.de/10011373822
Saved in:
7
Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2008
Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on income...
Persistent link: https://www.econbiz.de/10011374406
Saved in:
8
The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
-
2008
In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is...
Persistent link: https://www.econbiz.de/10011376640
Saved in:
9
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2010
We determine the magnitude and nature of systematic default risk using 1971{2009) default data from Moody's. We disentangle systematic risk factors due to business cycle effects, common default dynamics (frailty), and industry-specific dynamics (including contagion). To quantify the contribution...
Persistent link: https://www.econbiz.de/10011379607
Saved in:
10
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->