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Contagion : how to measure it?
Rigobón, Roberto - In: Preventing currency crises in emerging markets, (pp. 269-329). 2002
Persistent link: https://www.econbiz.de/10001723586
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Measuring the impact intradaily events have on the persistent nature of volatility
Jensen, Mark J.; Whitcher, Brandon - In: Wavelet applications in economics and finance, (pp. 103-129). 2014
Persistent link: https://www.econbiz.de/10010411180
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A parametric approach for estimating core inflation and interpreting the inflation process
Apel, Mikael; Jansson, Per - In: Measures of underlying inflation and their role in the …, (pp. 1-22). 1999
Persistent link: https://www.econbiz.de/10001461753
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Difficulties in inflation measurement and monetary policy in emerging market economies
Yorukoglu, Mehmet - In: Monetary policy and the measurement of inflation : …, (pp. 369-389). 2009
Persistent link: https://www.econbiz.de/10003975294
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Measuring systemic risk in emerging markets using CoVaR
Drakos, Anastassios A.; Kouretas, Georgios P. - In: Emerging markets and the global economy, (pp. 271-307). 2014
Persistent link: https://www.econbiz.de/10010434651
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Averting crisis? : Assessing measures to manage financial integration in emerging economies
Grabel, Ilene - In: Financialization and the world economy, (pp. 357-383). 2005
Persistent link: https://www.econbiz.de/10003169560
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Country risk components, the cost of capital, and returns in emerging markets
Harvey, Campbell R. - In: Country and political risk : practical insights for …, (pp. 71-102). 2004
Persistent link: https://www.econbiz.de/10003401167
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Measuring actual economic integration : a Bayesian state-space approach
Rayp, Glenn; Standaert, Samuel - In: Indicator-based monitoring of regional economic …, (pp. 341-360). 2017
Persistent link: https://www.econbiz.de/10011698571
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Macroeconomic nowcasting using Google probabilities
Koop, Gary; Onorante, Luca - 2019
Persistent link: https://www.econbiz.de/10012244142
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Sequential Monte Carlo sampling for state space models
Wüthrich, Mario V. - In: Robustness in econometrics, (pp. 25-50). 2017
The aim of these notes is to revisit sequential Monte Carlo (SMC) sampling. SMC sampling is a powerful simulation tool for solving non-linear and/or non-Gaussian state space models. We illustrate this with several examples.
Persistent link: https://www.econbiz.de/10011800920