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subject:"VAR model"
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Search: subject_exact:"Bayessche Statistik"
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VAR model
Theory
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Bayes-Statistik
87
Bayesian inference
87
Estimation
37
Schätzung
37
Bayesian estimation
30
Theorie
29
Dynamic equilibrium
26
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26
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Gupta, Rangan
2
Hur, Joonyoung
2
Afrin, Sadia
1
Al-Azzam, Moh’d
1
Arampatzidis, Ioannis
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
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1
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1
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1
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Economic modelling
Journal of econometrics
107
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
International journal of forecasting
77
Working paper
56
Econometric reviews
49
European journal of operational research : EJOR
49
Working paper series / European Central Bank
44
CAMA working paper series
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Journal of the American Statistical Association : JASA
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Journal of applied econometrics
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Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
32
Journal of macroeconomics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometrics : open access journal
28
Energy economics
28
Federal Reserve Bank of Cleveland working paper series
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24
CAMA Working Paper
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Discussion paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
NBER working paper series
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Operations research
22
Working paper / National Bureau of Economic Research, Inc.
22
Applied economics
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
41
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1
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
2
On the significance of quality-of-capital news shocks
Herrera, Luis
;
Vázquez, Jesús
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463173
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
5
Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy
Górajski, Mariusz
;
Kuchta, Zbigniew
; …
- In:
Economic modelling
122
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014388635
Saved in:
6
Risk and uncertainty : the role of financial frictions
Higgins, C. Richard
- In:
Economic modelling
119
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014249482
Saved in:
7
Households' assets, sentiment shocks and business cycles
Miura, Shogo
- In:
Economic modelling
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014229218
Saved in:
8
Does inattentiveness matter for DSGE modeling? : an empirical investigation
Chou, Jenyu
;
Easaw, Joshy Z.
;
Minford, Patrick
- In:
Economic modelling
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014229222
Saved in:
9
Macroeconomic effects of bank lending in an emerging economy : evidence from Turkey
Büyükbaşaran, Tayyar
;
Karasoy-Can, Gökçe
; …
- In:
Economic modelling
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014228681
Saved in:
10
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
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