SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting, Structural Time Series Models and the Kalman Filter.
0 references·13 citing·47 second hop
Forecasting, Structural Time Series Models and the Kalman Filter. (1991)Forecasting, Structural Time Series Model…Local Projections (2024)Local ProjectionsA time series approach to player churn and conversion in videogames (2021)A time series approach to pla…Interest Rates Under Falling Stars (2017)Interest Rates Under Falling …Quantifying Confidence (2014)Quantifying ConfidenceDynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications (2013)Dynamic Herding Behavior in P…Bayesian Variable Selection for Nowcasting Economic Time Series (2013)Bayesian Variable Selection f…Posterior Predictive Analysis for Evaluating DSGE Models (2012)Posterior Predictive Analysis…Estimation and extrapolation of time trends in registry data — Borrowing strength from related populations (2011)Estimation and extrapolation …Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions (2010)Real-Time Macroeconomic Monit…Macro Factors in the Term Structure of Credit Spreads (2007)Macro Factors in the Term Str…Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates (2005)Alternative volatility models…Internet Adoption by Swiss Hotels: The Dynamics of Domain Name Registration (2004)Internet Adoption by Swiss Ho…Patterns of Transnational Terrorism, 1970-1999: Alternative Time-Series Estimates (2002)Patterns of Transnational Ter…An equilibrium characterization of the term structure (1977)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)A Framework for Assessing the Systemic Risk of Major Financial Institutions (2009)A reduced form model of default spreads with Markov-switching macroeconomic factors (2011)The World Business Cycle and Expected Returns (2012)Predicting the Present with Google Trends (2010)Predicting the Present with Google Trends (2012)The Impact of Unemployment Insurance on Job Search: Evidence from Google Search Data (2013)Predicting the present with Bayesian structural time series (2014)Using Social Media to Measure Labor Market Flows (2014)Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Macroeconomics and Reality (1980)Time to Build and Aggregate Fluctuations (1982)The equity premium: A puzzle (1985)Introduction to Multiple Time Series Analysis (1993)Journal of the American Statistical Association (1995)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)On Terrorism and Electoral Outcomes (2006)“Draining the Swamp”: An Empirical Examination of the Production of International Terrorism, 1968—1998 (2007)What We Have Learned about Terrorism since 9/11 (2019)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Modeling and Forecasting U. S. Mortality (1992)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)The Impact of Multiple Structural Changes on Mortality Predictions (2014)Bayesian Poisson log-bilinear models for mortality projections with multiple populations (2015)Relative Education and the Advantage of a College Degree (2018)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Analysis of Financial Time Series (2006)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Investor mood, herding and the Ramadan effect (2015)Peer effects in the diffusion of innovations: Theory and simulation (2016)Investors’ fear and herding in the stock market (2018)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Common risk factors in the returns on stocks and bonds (1993)Comparing Predictive Accuracy (1994)Expectations and the neutrality of money (1972)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Managing Beliefs about Monetary Policy under Discretion (2016)Male-Female Wage Differentials in Urban Labor Markets (1973)Wage Discrimination: Reduced Form and Structural Estimates (1973)Biases in Dynamic Models with Fixed Effects (1981)Monetary policy reaction to geopolitical risks in unstable environments (2025)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2002Patterns of Transnational Terrorism, 1970-1999: Alternative Time-Series Estimates283 cited
  • 2013Bayesian Variable Selection for Nowcasting Economic Time Series137 cited
  • 2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications120 cited
  • 2011Estimation and extrapolation of time trends in registry data — Borrowing strength from related populations72 cited
  • 2007Macro Factors in the Term Structure of Credit Spreads53 cited
  • 2005Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates28 cited
  • 2014Quantifying Confidence26 cited
  • 2024Local Projections23 cited
  • 2012Posterior Predictive Analysis for Evaluating DSGE Models18 cited
  • 2017Interest Rates Under Falling Stars16 cited
  • 2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions15 cited
  • 2021A time series approach to player churn and conversion in videogames13 cited
  • 2004Internet Adoption by Swiss Hotels: The Dynamics of Domain Name Registration11 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work