Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models

Katerina Petrova

doi:10.1111/jtsa.12290

Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models

Journal of Time Series Analysis ◽

10.1111/jtsa.12290 ◽

2018 ◽

Vol 40 (1) ◽

pp. 151-157 ◽

Cited By ~ 3

Author(s):

Katerina Petrova

Keyword(s):

Bayesian Estimation ◽

Dsge Models ◽

Time Varying ◽

Estimation Of Time

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Correction to: Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models by Katerina Petrova J. Time Series Anal, Vol. 40, No. 1 (2019)

Journal of Time Series Analysis ◽

10.1111/jtsa.12533 ◽

2020 ◽

Keyword(s):

Time Series ◽

Bayesian Estimation ◽

Dsge Models ◽

Time Varying ◽

Estimation Of Time

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Joint Bayesian Estimation of Time-Varying LP Parameters and Excitation for Speech

IEEE Signal Processing Letters ◽

10.1109/lsp.2017.2662481 ◽

2017 ◽

Vol 24 (4) ◽

pp. 357-361 ◽

Cited By ~ 1

Author(s):

Srikanth Raj Chetupalli ◽

T. V. Sreenivas

Keyword(s):

Bayesian Estimation ◽

Time Varying ◽

Estimation Of Time

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Variational Bayesian Estimation of Time-Varying DOAs

2020 IEEE 23rd International Conference on Information Fusion (FUSION) ◽

10.23919/fusion45008.2020.9190217 ◽

2020 ◽

Author(s):

Florian Meyer ◽

Yongsung Park ◽

Peter Gerstoft

Keyword(s):

Bayesian Estimation ◽

Time Varying ◽

Variational Bayesian ◽

Estimation Of Time

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Bayesian Estimation of Time-Varying Reliability

10.2172/12817512 ◽

1968 ◽

Author(s):

Arthur M. Breipohl ◽

W. C. McCormick

Keyword(s):

Bayesian Estimation ◽

Time Varying ◽

Estimation Of Time

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Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2019.1565584 ◽

2019 ◽

pp. 1-16

Author(s):

Lixin Meng ◽

Jiwei Zhang ◽

Xue Zhang ◽

Guozhong Feng

Keyword(s):

Differential Equation ◽

Ordinary Differential Equation ◽

Bayesian Estimation ◽

Time Varying ◽

Varying Parameters ◽

Differential Equation Models ◽

Time Varying Parameters ◽

Time Varying Covariates ◽

Estimation Of Time

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Bayesian Estimation of Time-Varying Regression with Changing Time-Volatility for Detection of Hidden Events in Non-Stationary Signals

Signal Processing, Pattern Recognition and Applications ◽

10.2316/p.2010.678-050 ◽

2010 ◽

Author(s):

O. Krasotkina ◽

A. Kopylov ◽

V. Mottl ◽

M. Markov

Keyword(s):

Bayesian Estimation ◽

Time Varying ◽

Stationary Signals ◽

Estimation Of Time

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Research on Bayesian Estimation of Time-Varying Delay

The 19th International Conference on Industrial Engineering and Engineering Management ◽

10.1007/978-3-642-38391-5_132 ◽

2013 ◽

pp. 1251-1262

Author(s):

Meng Wang ◽

Ying Liu ◽

Ji-wang Zhang

Keyword(s):

Bayesian Estimation ◽

Time Varying ◽

Time Varying Delay ◽

Estimation Of Time ◽

Varying Delay

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HIERARCHICAL BAYESIAN ESTIMATION OF TIME VARYING VECTOR AUTOREGRESSIVE MODEL

Journal of Japan Society of Civil Engineers Ser A1 (Structural Engineering & Earthquake Engineering (SE/EE)) ◽

10.2208/jscejseee.68.738 ◽

2012 ◽

Vol 68 (3) ◽

pp. 738-753

Author(s):

Kodai MATSUOKA ◽

Kiyoyuki KAITO

Keyword(s):

Bayesian Estimation ◽

Autoregressive Model ◽

Time Varying ◽

Hierarchical Bayesian ◽

Vector Autoregressive Model ◽

Vector Autoregressive ◽

Hierarchical Bayesian Estimation ◽

Estimation Of Time

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Estimation of time-varying frequency-selective channels using a matching pursuit technique

2003 IEEE Wireless Communications and Networking, 2003. WCNC 2003. ◽

10.1109/wcnc.2003.1200498 ◽

2004 ◽

Author(s):

Yang Lui ◽

D.K. Borah

Keyword(s):

Matching Pursuit ◽

Time Varying ◽

Time Varying Frequency ◽

Frequency Selective ◽

Frequency Selective Channels ◽

Estimation Of Time

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Optimal estimation of time-varying delay

10.1109/icassp.1988.197184 ◽

2003 ◽

Cited By ~ 2

Author(s):

I.M.G. Lourtie ◽

J.M.F. Moura

Keyword(s):

Optimal Estimation ◽

Time Varying ◽

Time Varying Delay ◽

Estimation Of Time ◽

Varying Delay

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