//--> //--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"NBER working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Grassi, Stefano"
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~person:"Schwaab, Bernd"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Zustandsraummodell"
~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
EU countries
Estimation
Forecasting model
Kreditrisiko
Markov-Kette
Maximum-Likelihood-Schätzung
Meta-Analyse
Schätzung
USA
Volatilität
Zustandsraummodell
Theorie
134
Theory
134
Time series analysis
61
Zeitreihenanalyse
61
State space model
46
Stochastic process
32
Stochastischer Prozess
32
Volatility
31
Prognoseverfahren
29
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Maximum likelihood estimation
18
Statistical distribution
16
Statistische Verteilung
16
Credit risk
15
United States
15
Welt
15
World
15
Bayesian inference
13
Bayes-Statistik
12
Simulation
12
Business cycle
11
EU-Staaten
11
Konjunktur
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Kalman filter
10
importance sampling
9
Economic growth
8
more ...
less ...
Online availability
All
Free
110
Undetermined
1
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
122
Working Paper
122
Graue Literatur
117
Language
All
English
Author
All
Blasques, Francisco
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Grassi, Stefano
Heckman, James J.
Koopman, Siem Jan
Ooms, Marius
Scharth, Marcel
Schwaab, Bernd
Lucas, André
52
Dijk, Herman K. van
36
McAleer, Michael
23
Bos, Charles S.
18
Nijkamp, Peter
16
Dijk, Dick van
15
Groot, Henri L. F. de
15
Hoogerheide, Lennart
15
Hommes, Cars H.
14
Teulings, Coen N.
13
Vries, Casper G. de
13
Giannone, Domenico
9
Ravazzolo, Francesco
9
Wijnbergen, Sweder van
9
Diks, Cees G. H.
8
Gooijer, Jan G. de
8
Paap, Richard
8
Amisano, Gianni
7
Dées, Stéphane
7
Mooij, Ruud A. de
7
Zhang, Xin
7
Bańbura, Marta
6
Chang, Chia-Lin
6
Creal, Drew
6
Klaassen, Franc
6
Lenza, Michele
6
Monteiro, André Antonio
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Wel, Michel van der
6
Allen, David E.
5
Angrist, Joshua D.
5
Busse, Matthias
5
more ...
less ...
Institution
All
Hamburgisches Welt-Wirtschafts-Archiv
1
National Bureau of Economic Research
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
HWWA discussion paper
NBER working paper series
Technical working paper / National Bureau of Economic Research
Working paper series / European Central Bank
Working paper / National Bureau of Economic Research, Inc.
21
CESifo working papers
14
Discussion paper series / IZA
14
Economics and finance working paper series
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
7
CREATES research paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
EUI working paper / ECO
3
Department of Economics working papers
2
Research series / Universiteit van Amsterdam
2
Sveriges Riksbank working paper series
2
Tinbergen Institute research series
2
UCD Geary Institute discussion paper series
2
Working paper
2
Working paper / Norges Bank
2
Working papers
2
Working papers / Federal Reserve Bank of Boston
2
BIS working papers
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
DNB working paper
1
Department of Economics working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Statistics Netherlands
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
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
Discussion papers / University of Kent, School of Economics
1
Estudos e documentos de trabalho
1
Global COE Hi-Stat discussion paper series
1
Hohenheim discussion papers in business, economics and social sciences
1
Research memorandum / METEOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
117
Showing
51
-
60
of
117
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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:
52
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:
53
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:
54
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:
55
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:
56
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:
57
Models with time-varying mean and variance : a robust analysis of US industrial production
Bos, Charles S.
;
Koopman, Siem Jan
-
2010
Many seasonal macroeconomic time series are subject to changes in their means and variances over a long time horizon. In this paper we propose a general treatment for the modelling of time-varying features in economic time series. We show that time series models with mean and variance functions...
Persistent link: https://www.econbiz.de/10011379641
Saved in:
58
Modeling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A.D.
;
Koopman, Siem Jan
; …
-
2010
The basic structural time series model has been designed for the modelling and forecasting of seasonal economic time series. In this paper we explore a generalisation of the basic structural time series model in which the time-varying trigonometric terms associated with different seasonal...
Persistent link: https://www.econbiz.de/10011379642
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...
//-->