//--> //--> //--> //-->
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:"Department of Economics working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Working paper"
~language:"eng"
~person:"Allen, David E."
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Scharth, Marcel"
~person:"Wijnbergen, Sweder van"
~source:"econis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Welt"
~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
| 31 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Schätzung
USA
United States
Volatilität
Welt
Theorie
160
Theory
160
Time series analysis
75
Zeitreihenanalyse
75
Estimation
51
State space model
44
Zustandsraummodell
44
Volatility
38
World
38
Stochastic process
33
Stochastischer Prozess
33
Forecasting model
27
Prognoseverfahren
27
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Maximum likelihood estimation
18
Business cycle
16
Finanzkrise
16
Konjunktur
16
Börsenkurs
15
Credit risk
15
Financial crisis
15
Share price
15
Cointegration
13
EU countries
13
EU-Staaten
13
Kointegration
13
Meta-analysis
13
Capital income
12
Kapitaleinkommen
12
Simulation
12
Economic growth
11
more ...
less ...
Online availability
All
Free
122
Undetermined
5
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
135
Working Paper
135
Graue Literatur
130
Language
All
English
Author
All
Allen, David E.
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Poot, Jacques
Scharth, Marcel
Wijnbergen, Sweder van
McAleer, Michael
71
Lucas, André
49
Caporale, Guglielmo Maria
30
Chang, Chia-Lin
27
Nijkamp, Peter
25
Groot, Henri L. F. de
23
Bosetti, Valentina
22
De Cian, Enrica
19
Fontagné, Lionel
19
Francois, Joseph F.
19
Tavoni, Massimo
18
Carraro, Carlo
17
Stracca, Livio
17
Bosello, Francesco
16
Mignon, Valérie
16
Mumtaz, Haroon
15
Schwaab, Bernd
15
Bos, Charles S.
14
Furceri, Davide
14
Martinez-Vazquez, Jorge
14
Mehl, Arnaud
14
Perotti, Enrico C.
14
Schmitz, Martin
14
Stavins, Robert N.
14
Georgiadis, Georgios
13
Kose, M. Ayhan
13
Mayer, Thierry
13
Teulings, Coen N.
13
Tol, Richard S. J.
13
Eichengreen, Barry
12
Manera, Matteo
12
Michaelowa, Axel
12
Toubal, Farid
12
Vries, Casper G. de
12
Blasques, Francisco
11
Dées, Stéphane
11
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
Department of Economics working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Discussion papers / CEPR
Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
HWWA discussion paper
Working paper series / European Central Bank
Working paper
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper series / IZA
20
CESifo working papers
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
3
DNB working papers
3
EUI working paper / ECO
3
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Population Studies Centre, The University of Waikato
2
Econometric Institute research papers
2
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
2
Technical working paper / National Bureau of Economic Research
2
Working paper in economics
2
Department of Economics working paper series
1
Discussion paper / Statistics Netherlands
1
Discussion paper series
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / The Centre for International Macroeconomics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
NBER working paper series
1
Policy research working paper : WPS
1
Research memorandum / METEOR
1
Research series / Universiteit van Amsterdam
1
School of Economics and Finance working paper series
1
Seminar paper / Institute for International Economic Studies, University of Stockholm
1
Sheffield economic research paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
61
-
70
of
130
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Risk-taking, competition and uncertainty : do CoCo bonds increase the risk appetite of banks?
Wijnbergen, Sweder van
;
Fatouh, Mahmoud
;
Neamtu, Ioana
-
2020
Persistent link: https://www.econbiz.de/10012217408
Saved in:
62
Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction
Li, Mengheng
;
Koopman, Siem Jan
-
2018
We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...
Persistent link: https://www.econbiz.de/10011809984
Saved in:
63
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:
64
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:
65
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:
66
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:
67
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:
68
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:
69
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:
70
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
This paper has been accepted for publication in the 'Review of Economics and Statistics'.We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range of families of parametric distributions, may be...
Persistent link: https://www.econbiz.de/10011383248
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->