Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
Olfa Kaabia; Ilyes Abid; Khaled Guesmi
| Year of publication: |
2013
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|---|---|
| Authors: | Kaabia, Olfa ; Abid, Ilyes ; Guesmi, Khaled |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 423-432
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| Subject: | Contagion | Subprime crisis | OECD housing markets | VAR/BVAR models | Bayesian shrinkage | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis | OECD-Staaten | OECD countries | Bayes-Statistik | Bayesian inference | Wohnungsmarkt | Housing market | Immobilienpreis | Real estate price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729031