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  • Search: subject:"Bayesian Approach"
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Year of publication
Subject
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Bayesian approach 126 Bayes-Statistik 58 Bayesian inference 57 Theorie 40 Theory 39 Bayesian Approach 18 Estimation 13 Schätzung 13 Time series analysis 11 Zeitreihenanalyse 11 Estimation theory 10 Forecasting model 10 Prognoseverfahren 10 Schätztheorie 10 Exchange rate 8 Volatility 8 Volatilität 8 Wechselkurs 8 Geldpolitik 6 Monetary policy 6 Monte Carlo simulation 6 Risiko 6 Risk 6 VAR model 6 VAR-Modell 6 Financial market 5 Finanzmarkt 5 Markov chain 5 Markov-Kette 5 Monte-Carlo-Simulation 5 Neoclassical synthesis 5 Neoklassische Synthese 5 Nichtlineare Regression 5 Nonlinear regression 5 Simulation 5 Stochastic process 5 Stochastischer Prozess 5 CAPM 4 Coronavirus 4 DSGE model 4
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Online availability
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Free 85 Undetermined 67 CC license 9
Type of publication
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Article 122 Book / Working Paper 47 Other 1
Type of publication (narrower categories)
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Article in journal 65 Aufsatz in Zeitschrift 65 Working Paper 22 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 12 Article 9 research-article 3
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Language
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English 102 Undetermined 62 Portuguese 4 French 1 Russian 1
Author
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Rietveld, Piet 8 Benbachir, Saâd 4 Chin, Kuo-Hsuan 4 Habachi, Mohamed 4 Ouwersloot, Hans 4 Torres, Cristian A. C. 4 Wu, Chien-Wei 4 Brunnert, Marcus 3 Cerqueira, Vinícius dos Santos 3 Grzenda, Wioletta 3 Hebák, Petr 3 Jin, Ding 3 Laskar, Daniel 3 Mevissen, Heinz-Theodor 3 Migon, Hélio dos Santos 3 Mroczek, Teresa 3 Thiele, Ralf 3 Urfer, Wolfgang 3 Abbes, Mouna Boujelbène 2 Achcar, Jorge Alberto 2 Antolín-Díaz, Juan 2 Arbelo, Antonio 2 Arbelo-Pérez, Marta 2 Asl, Mahdi Ghaemi 2 Bacchiocchi, Emanuele 2 Bak, Yuhyeon 2 Bastianin, Andrea 2 Brown, Sarah 2 Christian, Timothy F. 2 Chukiat Chaiboonsri 2 Croghan, Thomas W. 2 Czyżewska, Marta 2 Duong Tien Ha My 2 Fernandes, Adji Achmad Rinaldo 2 Fonseca, Thaís C. O. da 2 Ghasemoghli, Ali 2 Ghosh, Pulak 2 Gillen, David 2 Henning, Christian H. C. A. 2 Higuchi, T. 2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Mathematica Policy Research 2 Tinbergen Institute 2 Tinbergen Instituut 2 Department of Economics, University of Sheffield 1 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Finance Discipline Group, Business School 1 Fondazione ENI Enrico Mattei (FEEM) 1 HAL 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Latvijas Banka 1 School of Economics, Faculty of Arts and Social Sciences 1 Technology Management, Economics and Policy Program (TEMEP), Seoul National University 1 UNIVERSIDAD EAFIT 1 University of Toronto, Department of Economics 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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International journal of production research 5 Journal of Applied Statistics 5 Tinbergen Institute Discussion Papers 4 Acta Oeconomica Pragensia 3 Annals of the Institute of Statistical Mathematics 3 MPRA Paper 3 Natural Hazards 3 Bulletin of the Czech Econometric Society 2 Computational Economics 2 Discussion paper / Tinbergen Institute 2 Economic modelling 2 Iranian economic review : journal of University of Tehran 2 Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education 2 Mathematica Policy Research Reports 2 Montenegrin journal of economics 2 Quantile 2 Statistical Papers / Springer 2 Statistics in Transition New Series 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Texto para Discussão 2 Texto para discussão / Instituto de Pesquisa Econômica Aplicada 2 The Problems of Economy 2 Tinbergen Institute Discussion Paper 2 Water Resources Management 2 Working Paper 2 Проблемы экономики 2 "e-Finanse" 1 Agrekon 1 Annals of economics and statistics 1 Applied Econometrics 1 Applied economics 1 Applied economics letters 1 Asia-Pacific journal of risk and insurance : APJRI 1 Asian economic journal : journal of the East Asian Economic Association 1 Asian journal of economics and banking : AJEB 1 Borradores de economía 1 Central European journal of economic modelling and econometrics 1 Cogent Business & Management 1 Cogent business & management 1 Computational Statistics 1
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Source
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ECONIS (ZBW) 79 RePEc 67 EconStor 20 Other ZBW resources 3 BASE 1
Showing 1 - 10 of 170
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Bayesian analysis for functional coefficient conditional autoregressive range model with applications
Wang, Bin; Qian, Yixin; Yu, Enping - In: Economic modelling 144 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015193856
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Avaliação da produção energética de um projeto eólico offshore no litoral fluminense
Pessanha, Jose Francisco Moreira; Medrano, Luis Alberto … - 2024
This work presents a Bayesian approach for inferring the capacity factor of an offshore wind farm. The application of …
Persistent link: https://www.econbiz.de/10014519001
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Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
, building on the robust Bayesian approach developed for set-identified SVARs. To illustrate our proposal, we present an …
Persistent link: https://www.econbiz.de/10014577305
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Data Analysis for Risk Management – Economics, Finance and Business
Jajuga, Krzysztof (contributor);  … - 2024
This reprint concerns methods of data analysis for risk management in economics, finance, and business. The presented papers contain research on data analysis methods, including classical statistical methods, and machine learning methods that have emerged from statistics and are being...
Persistent link: https://www.econbiz.de/10015324884
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Forecasting exchange rate in a large Bayesian VAR model : the case of Taiwan
Chin, Kuo-Hsuan; Lee, Zi-Mei - In: Review of Economic Analysis : REA 16 (2024) 3, pp. 287-308
-variable vector autoregression (VAR) model. The Bayesian approach is applied to the large-scale VAR model (LBVAR), and its …
Persistent link: https://www.econbiz.de/10015376001
Saved in:
Cover Image
Avaliação da produção energética de um projeto eólico offshore no litoral fluminense
Pessanha, Jose Francisco Moreira; Medrano, Luis Alberto … - 2024
This work presents a Bayesian approach for inferring the capacity factor of an offshore wind farm. The application of …
Persistent link: https://www.econbiz.de/10014517627
Saved in:
Cover Image
Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
, building on the robust Bayesian approach developed for set-identified SVARs. To illustrate our proposal, we present an …
Persistent link: https://www.econbiz.de/10014556642
Saved in:
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The Bayesian vector autoregressive model as an analysis of the government expenditure shocks while the covid-19 pandemic to macroeconomic factors
Devianto, Dodi; Yollanda, Mutia; Maryati, Sri; Maiyastri; … - In: Journal of open innovation : technology, market, and … 9 (2023) 4, pp. 1-12
improving economic activity by using the Bayesian approach as the alternative model combined with the vector autoregression (VAR …
Persistent link: https://www.econbiz.de/10014506698
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The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha - In: Quantitative finance and economics 7 (2023) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
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A dynamic baseline calibration procedure for CGE models
Hedtrich, Johannes; Jin, Ding; Thube, Sneha; Henning, … - In: Computational economics 61 (2023) 4, pp. 1331-1368
Persistent link: https://www.econbiz.de/10014327059
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