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Maximum-Entropie-Spektralanalyse ökonomischer Zeitreihen
Geyer, Alois - 1985
Persistent link: https://www.econbiz.de/10004037345
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Statistical inference in dynamic economic models
Koopmans, Tjalling C. (ed.); Marschak, Jacob (contributor) - 1958 - 3. print.
Persistent link: https://www.econbiz.de/10014416456
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Estimation robuste en contamination asymétrique et application aux processus autorégressifs
Barthoulot, Joseph - 1983
Persistent link: https://www.econbiz.de/10004048330
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Flexible Wechselkurse, Wechselkursvolatilität und Welthandel
Schubert, Michael - 1992
Persistent link: https://www.econbiz.de/10004128136
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Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo - 2006
Persistent link: https://www.econbiz.de/10004920247
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Now-casting and the real-time data flow
Banbura, Marta; Giannone, Domenico; Modugno, Michele; … - C.E.P.R. Discussion Papers - 2012
The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and recently also in economics In this paper we survey recent developments on economic now-casting with special focus on those models that formalize key features of how market...
Persistent link: https://www.econbiz.de/10011084671
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Lineare versus nichtlineare Modelle für univariate Zeitreihen : Diagnoseverfahren und Tests
Schuhr, Roland - 1991
Persistent link: https://www.econbiz.de/10000830424
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Athens Conference on Applied Probability and Time Series Analysis
1996
Persistent link: https://www.econbiz.de/10000981761
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Macroeconomic Impacts Of Oil Price Levels And Volatility On Indonesia
Gozali, Marcel - 2010
This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …
Persistent link: https://www.econbiz.de/10009449289
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IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
Byrne, Joseph P.; Kaneez, Fatima; Kontonikas, Alexandros - Scottish Institute for Research in Economics (SIRE) - 2010
utilising a dynamic factor model with stochastic volatility to account for shifts in the variance of inflation and endogenously …
Persistent link: https://www.econbiz.de/10010553681