//--> //--> //--> //-->
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:"BIS working papers"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Florax, Raymond J. G. M."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~person:"Venditti, Fabrizio"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type:"book"
~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
| 29 applied filters
Year of publication
From:
To:
Subject
All
Factor analysis
Kreditrisiko
Meta-Analyse
Prognoseverfahren
Schätzung
Simulation
United States
Volatilität
Wirtschaftswachstum
World
Theorie
115
Theory
115
Time series analysis
57
Zeitreihenanalyse
57
State space model
47
Zustandsraummodell
47
Forecasting model
33
Estimation
28
Stochastic process
28
Stochastischer Prozess
28
Volatility
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Welt
20
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Bayes-Statistik
13
Bayesian inference
13
Credit risk
13
Statistical distribution
13
Statistische Verteilung
13
Business cycle
12
Konjunktur
12
Faktorenanalyse
10
Kalman filter
10
ARCH model
9
ARCH-Modell
9
EU countries
9
EU-Staaten
9
Financial crisis
9
Finanzkrise
9
USA
9
more ...
less ...
Online availability
All
Free
100
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
108
Working Paper
108
Graue Literatur
104
Language
All
English
Author
All
Florax, Raymond J. G. M.
Heckman, James J.
Koopman, Siem Jan
Ravazzolo, Francesco
Venditti, Fabrizio
McAleer, Michael
81
Lucas, André
49
Franses, Philip Hans
37
Chang, Chia-Lin
35
Dijk, Herman K. van
35
Nijkamp, Peter
28
Groot, Henri L. F. de
25
Borio, Claudio E. V.
21
Dijk, Dick van
21
Hommes, Cars H.
18
Stracca, Livio
17
Blasques, Francisco
16
Francois, Joseph F.
15
Schwaab, Bernd
15
Bos, Charles S.
14
Teulings, Coen N.
14
Hoogerheide, Lennart
13
Perotti, Enrico C.
13
Vries, Casper G. de
13
Wijnbergen, Sweder van
13
Bergh, Jeroen C. J. M. van den
12
Dées, Stéphane
12
Knapp, Sabine
12
Legerstee, Rianne
12
Schmitz, Martin
12
Georgiadis, Georgios
11
Mehl, Arnaud
11
Paap, Richard
11
Fratzscher, Marcel
10
Habib, Maurizio Michael
10
Pesaran, M. Hashem
10
Chen, Chi-chung
9
Marrewijk, Charles van
9
Allen, David E.
8
Butter, Frank A. G. den
8
Diks, Cees G. H.
8
more ...
less ...
Published in...
All
BIS working papers
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Econometric Institute research papers
Research memorandum / METEOR
Study paper
Working paper series / European Central Bank
Working papers / Federal Reserve Bank of Boston
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper series / IZA
14
Working paper / Norges Bank
7
Bozen economics & management paper series : BEMPS
4
CAMP working paper series
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CAMA working paper series
3
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Working papers
3
CESifo working papers
2
Discussion papers / CEPR
2
Technical working paper / National Bureau of Economic Research
2
Temi di discussione / Banca d'Italia
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Discussion paper / Statistics Netherlands
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / LSE Financial Markets Group
1
Documentos de trabajo / Banco de España
1
Economics - working papers
1
Estudos e documentos de trabalho
1
Federal Reserve Bank of Cleveland working paper series
1
NBER working paper series
1
SAFE Working Paper
1
SAFE working paper
1
UCD Geary Institute discussion paper series
1
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
1
Working paper / IFAU - Institute for Labour Market Policy Evaluation
1
Working papers series / Federal Reserve Bank of San Francisco
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
51
-
60
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
The evolution of forecast density combinations in economics
Aastveit, Knut Are
;
Mitchell, James
;
Ravazzolo, Francesco
; …
-
2018
Increasingly, professional forecasters and academic researchers present model-based and subjective or judgment-based forecasts in economics which are accompanied by some measure of uncertainty. In its most complete form this measure is a probability density function for future values of the...
Persistent link: https://www.econbiz.de/10011895935
Saved in:
52
Environmental regulation and competitiveness
Mulatu, Abay
;
Florax, Raymond J. G. M.
;
Withagen, Cees
-
2001
The potential relationship between domestic environmental regulation and internationalcompetitiveness has evoked various speculations. The common neoclassical train of thought is thatstrict environmental regulation is detrimental to the competitiveness of industry, and that itinduces phenomena...
Persistent link: https://www.econbiz.de/10011316876
Saved in:
53
The empirical economic growth literature
Florax, Raymond J. G. M.
;
Groot, Henri L. F. de
; …
-
2002
The empirical economic growth literature is criticized for its lack ofrobustness. For different definitions of robustness, conclusions vary from 'almost everycorrelation is fragile' to 'a substantial number of explanatory variables are robust.' Were-analyze the empirical results of the economic...
Persistent link: https://www.econbiz.de/10011326970
Saved in:
54
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
The linear Gaussian state space model for which the common variance istreated as a stochastic time-varying variable is considered for themodelling of economic time series. The focus of this paper is on thesimultaneous estimation of parameters related to the stochasticprocesses of the mean part...
Persistent link: https://www.econbiz.de/10011327834
Saved in:
55
In-sample bounds for time-varying parameters of observation driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
-
2015
We study the performance of two analytical methods and one simulation method for computing in-sample confidence bounds for time-varying parameters. These in-sample bounds are designed to reflect parameter uncertainty in the associated filter. They are applicable to the complete class of...
Persistent link: https://www.econbiz.de/10010484891
Saved in:
56
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
We introduce a new model for time-varying spatial dependence. The model extends the well-known static spatial lag model. All parameters can be estimated conveniently by maximum likelihood. We establish the theoretical properties of the model and show that the maximum likelihood estimator for the...
Persistent link: https://www.econbiz.de/10010391531
Saved in:
57
Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
-
2014
The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...
Persistent link: https://www.econbiz.de/10010391543
Saved in:
58
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:
59
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed distributions. The model adopts generalized autoregressive score dynamics to obtain a time-varying covariance matrix of the multivariate...
Persistent link: https://www.econbiz.de/10011380135
Saved in:
60
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:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->