Filters
Sensitivity analysis of a DSGE model with time-varying parameters identified by a nonlinear particle filter
that are assumed to be time-varying. For that purpose, the model is estimated in three different configurations of the time-varying and constant parameters. Second, we examine the sensitivity of the t...
AH - Ekonomie
- 2015 •
- D •
- Link
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D - Stať ve sborníku
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A Semiparametric Approach to Modeling Time-Varying Quantiles
Main topics of the document: generalized autoregressive score model; quantile regression; time-varying quantile...
Statistics and probability
- 2018 •
- D •
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Forecasting non-performing loans ratio with the use of state space models
This article employs state-space models with time varying parameters to examine level. Performance of the state space models with time varying parameters are also compared with simpler model
AH - Ekonomie
- 2015 •
- D •
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D - Stať ve sborníku
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Modeling time-varying accumulative elements in PSpice
A method of behavioral modeling of time-varying capacitor and inductor in PSpice is described in the paper.
JA - Elektronika a optoelektronika, elektrotechnika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Nonlinear DSGE Model of the Czech Economy with Time-varying Parameters
Europe-wide trends we also compare the time-varying estimates of the Czech economy and the euro area. Second order approximation of a nonlinear DSGE model with time-varying......
AH - Ekonomie
- 2014 •
- O •
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O - Ostatní výsledky
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Parameter tracking with partial forgetting method
This paper concerns the Bayesian tracking of slowly varying parameters of a linear stochastic regression model. The modelled and predicted system output is assumed to possess time-varying mean value, where...
BB - Aplikovaná statistika, operační výzkum
- 2012 •
- Jx •
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Modeling time-varying storage components in PSpice
enables direct modeling of the time-varying capacitances and inductances.The paper describes a method of modeling linear non-stationary capacitors and inductors in PSpice. The capacitance or inductance is generall...
JA - Elektronika a optoelektronika, elektrotechnika
- 2007 •
- D
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D - Stať ve sborníku
Definition Kirchhoff´s laws by means of scalar product of time varying functions
Paper deals with Kirchhoff´s laws for time varying values of current and voltage of elementary circuit model for electromagnetic phenomenon. By means of scalar product of time varying functions are defined...
BA - Obecná matematika
- 2003 •
- D
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D - Stať ve sborníku
Modeling of selected 3D electroheat coupled problems with time-varying geometries
Novel approach to modeling of 3D coupled electroheat problems with time-varying geometries is presented. Instead of time-expensive remeshing of the whole system in every time step it is used the initial me...
JA - Elektronika a optoelektronika, elektrotechnika
- 2016 •
- O •
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O - Ostatní výsledky
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Modeling of financial processes with a space-time fractional diffusion equation of varying order
be modeled by the space-time fractional diffusion equation of varying order of this equation can vary on different time intervals, their ratio remains constant and thusIn this paper, a new model ...
BA - Obecná matematika
- 2016 •
- Jx •
- Link
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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