//--> //--> //--> //-->
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
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
A Bayesian Markov-switching co...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
622,171
Theory
607,085
Schätzung
130,352
Estimation
124,194
USA
60,998
United States
58,871
Welt
42,403
World
41,138
Volatility
40,423
Volatilität
40,245
Deutschland
37,589
Germany
34,453
Geldpolitik
32,558
Monetary policy
31,515
Wechselkurs
27,612
Schock
26,650
Exchange rate
26,405
Shock
25,961
Börsenkurs
24,192
Share price
23,777
Portfolio-Management
22,628
Wirtschaftswachstum
22,410
Portfolio selection
22,365
Risiko
22,037
Risk
21,819
Economic growth
21,657
Prognoseverfahren
21,131
Forecasting model
20,689
Zeitreihenanalyse
18,890
EU-Staaten
18,870
Kapitaleinkommen
18,799
Capital income
18,726
Time series analysis
18,349
EU countries
18,057
Schätztheorie
17,484
Mathematische Optimierung
17,422
Mathematical programming
17,314
Stochastischer Prozess
17,070
Estimation theory
17,050
Stochastic process
16,628
more ...
less ...
Online availability
All
Free
259,659
Undetermined
113,703
Type of publication
All
Book / Working Paper
431,415
Article
380,727
Journal
1,439
Other
232
Database
3
Type of publication (narrower categories)
All
Article in journal
314,676
Aufsatz in Zeitschrift
314,676
Working Paper
176,735
Graue Literatur
169,213
Non-commercial literature
169,213
Arbeitspapier
157,603
Aufsatz im Buch
54,710
Book section
54,710
Hochschulschrift
32,323
Thesis
27,806
Collection of articles of several authors
13,251
Sammelwerk
13,251
Bibliografie enthalten
11,245
Bibliography included
11,245
Lehrbuch
9,917
Textbook
9,002
Aufsatzsammlung
7,012
Konferenzschrift
5,660
Collection of articles written by one author
4,557
Sammlung
4,557
Conference proceedings
3,485
Systematic review
2,816
Übersichtsarbeit
2,816
Conference paper
2,461
Konferenzbeitrag
2,461
Rezension
2,431
Glossar enthalten
1,661
Glossary included
1,661
Amtsdruckschrift
1,650
Government document
1,650
Case study
1,443
Fallstudie
1,443
Festschrift
1,208
Reprint
1,169
Mehrbändiges Werk
1,163
Multi-volume publication
1,163
Article
1,083
Handbook
1,011
Handbuch
1,011
Forschungsbericht
916
more ...
less ...
Language
All
English
713,794
German
66,337
Undetermined
10,199
French
8,282
Spanish
5,019
Italian
4,209
Polish
1,907
Russian
1,575
Portuguese
1,227
Dutch
761
Hungarian
337
Czech
287
Danish
235
Croatian
189
Swedish
183
Norwegian
179
Finnish
90
Romanian
88
Slovak
87
Bulgarian
86
Slovenian
65
Serbian
61
Ukrainian
55
Turkish
29
Chinese
25
Lithuanian
18
Macedonian
16
Japanese
13
Indonesian
11
Modern Greek (1453-)
10
Afrikaans
8
Valencian
7
Estonian
7
Galician
7
Arabic
6
Albanian
5
Korean
4
Latin
4
Kazakh
3
Latvian
3
more ...
less ...
Author
All
Caporale, Guglielmo Maria
731
McAleer, Michael
708
Nijkamp, Peter
617
Pesaran, M. Hashem
613
Acemoglu, Daron
586
Gupta, Rangan
576
Aizenman, Joshua
568
Snower, Dennis J.
520
Güth, Werner
502
Heckman, James J.
495
Belke, Ansgar
481
Stiglitz, Joseph E.
466
Gersbach, Hans
445
Pestieau, Pierre
444
Creedy, John
421
Phillips, Peter C. B.
414
Stark, Oded
409
Wagner, Joachim
404
Koskela, Erkki
400
Zenou, Yves
393
Gil-Alaña, Luis A.
387
Franses, Philip Hans
382
Härdle, Wolfgang
374
Svensson, Lars E. O.
371
Helpman, Elhanan
370
Diebold, Francis X.
367
Frey, Bruno S.
362
Caballero, Ricardo J.
354
Broll, Udo
351
Cremer, Helmuth
341
Aghion, Philippe
335
Schneider, Friedrich
332
Woodford, Michael
329
Koopman, Siem Jan
328
Glaeser, Edward L.
327
MacDonald, Ronald
326
Artus, Patrick
325
Bahmani-Oskooee, Mohsen
323
Frankel, Jeffrey A.
322
Kaplow, Louis
321
more ...
less ...
Institution
All
National Bureau of Economic Research
9,997
International Monetary Fund (IMF)
1,352
International Monetary Fund
644
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
580
Forschungsinstitut zur Zukunft der Arbeit
479
Edward Elgar Publishing
415
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
348
C.E.P.R. Discussion Papers
335
OECD
335
Ekonomiska forskningsinstitutet <Stockholm>
318
Springer Fachmedien Wiesbaden
295
Center for Economic Research <Tilburg>
294
European University Institute / Department of Economics
271
World Bank
230
Institut für Weltwirtschaft
224
IGI Global
214
Internationaler Währungsfonds / Research Department
169
Centre for Economic Policy Research
158
Foerder Institute for Economic Research <Tēl-Āvîv>
132
Umeå universitet
130
EconWPA
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
121
Zentrum für Europäische Wirtschaftsforschung
117
University of Exeter / Department of Economics
113
Federal Reserve Bank of St. Louis
112
Social Systems Research Institute
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
107
Federal Reserve System / Board of Governors
96
Massachusetts Institute of Technology / Department of Economics
93
William Davidson Institute <Ann Arbor, Mich.>
93
Centre for Analytical Finance <Århus>
92
HAL
92
Bank of Canada
91
European Central Bank
91
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
88
Federal Reserve Bank of San Francisco
87
Universitetet i Oslo / Økonomisk institutt
87
Columbia University / Department of Economics
86
Johns Hopkins University / Department of Economics
86
more ...
less ...
Published in...
All
NBER working paper series
9,745
Working paper / National Bureau of Economic Research, Inc.
9,464
NBER Working Paper
8,838
Economics letters
6,153
Discussion paper / Centre for Economic Policy Research
6,126
European journal of operational research : EJOR
5,260
CESifo working papers
5,115
Discussion paper series / IZA
5,095
Working paper
3,879
Applied economics
3,535
Journal of economic theory
2,963
Discussion paper / Tinbergen Institute
2,888
Economic modelling
2,812
IZA Discussion Paper
2,752
Journal of economic dynamics & control
2,750
The American economic review
2,708
CESifo Working Paper
2,667
Discussion paper
2,584
IZA Discussion Papers
2,581
Journal of economic behavior & organization : JEBO
2,450
Computers & operations research : and their applications to problems of world concern ; an international journal
2,398
Applied economics letters
2,392
Europäische Hochschulschriften / 5
2,275
Journal of econometrics
2,268
European economic review : EER
2,215
CESifo Working Paper Series
2,172
Journal of banking & finance
2,073
International journal of production research
2,026
Energy economics
2,002
IMF working papers
2,002
The economic journal : the journal of the Royal Economic Society
2,000
Games and economic behavior
1,931
Journal of public economics
1,907
SpringerLink / Bücher
1,904
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,853
Discussion papers / CEPR
1,831
Discussion paper / Center for Economic Research, Tilburg University
1,792
Management science : journal of the Institute for Operations Research and the Management Sciences
1,697
Journal of international money and finance
1,682
Journal of monetary economics
1,655
more ...
less ...
Source
All
ECONIS (ZBW)
777,774
EconStor
20,721
RePEc
11,396
USB Cologne (EcoSocSci)
2,515
BASE
580
OLC EcoSci
434
USB Cologne (business full texts)
315
ArchiDok
62
Other ZBW resources
19
more ...
less ...
Showing
1
-
10
of
813,816
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
2
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
3
Fat-tails in VAR models
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2014
volatility
and Student-t disturbances outperforms restricted alternatives that feature either attributes. The VAR model with …
Persistent link: https://www.econbiz.de/10010339759
Saved in:
4
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2001
methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic
volatility
, heavy taileddisturbance …
Persistent link: https://www.econbiz.de/10011313921
Saved in:
5
Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic
volatility
model
Hartwig, Benny
-
2020
Cholesky multivariate stochastic
volatility
model. It establishes that systematically different dynamic restrictions are … divergent when
volatility
clusters idiosyncratically. It is illustrated that this property is important for empirical … indicate that conclusions may critically hinge on a selected ordering of variables. The dynamic
correlation
Cholesky …
Persistent link: https://www.econbiz.de/10012424283
Saved in:
6
Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny
-
2020
Cholesky multivariate stochastic
volatility
model.It establishes that systematically different dynamic restrictions are imposed … divergent when
volatility
clusters idiosyncratically.It is illustrated that this property is important for empirical … indicate that conclusions may critically hinge on a selectedordering of variables. The dynamic
correlation
Cholesky …
Persistent link: https://www.econbiz.de/10012250452
Saved in:
7
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
Saved in:
8
Multivariate stochastic
volatility
with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
9
Bayesian inference for a periodic stochastic
volatility
model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
10
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->