Search Results - subject:"Bayesian Model Averaging"

Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows

Assenmacher, Katrin; Pesaran, M Hashem - Schweizerische Nationalbank (SNB) - 2008

This paper uses vector error correction models of Switzerland for forecasting output, inflation and the short-term interest rate. It considers three different ways of dealing with forecast uncertainties. First, it investigates the effect on forecasting performance of averaging over forecasts...

Persistent link: https://www.econbiz.de/10005069889

A Spatial Bayesian Hedonic Pricing Model of Farmland Values

Cotteleer, Geerte; Stobbe, Tracy; Kooten, G. Cornelis van - European Association of Agricultural Economists - EAAE - 2008

and quantify ALR specific measures. Bayesian Model Averaging in combination with Markov Chain Monte Carlo Model …

Persistent link: https://www.econbiz.de/10005804830

(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate

Slacík, Tomás - FIW - 2008

the Bayesian Model Averaging technique. In order to carry out this analysis, we also estimate the time-varying natural …

Persistent link: https://www.econbiz.de/10005558198

Are any growth theories linear? Why we should care about what the evidence tells us

Henderson, Daniel J.; Papageorgiou, Chris; Parmeter, … - Volkswirtschaftliche Fakultät, … - 2008

results and use them to motivate more intriguing specifications within the traditional studies that use Bayesian Model … Averaging or other model selection criteria. We find that the inclusion of nonlinearities is necessary for determining the …

Persistent link: https://www.econbiz.de/10005789428

A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics

Conigliani, Caterina - Dipartimento di Economia, Università degli Studi di Roma 3 - 2008

-effectiveness analyses, we consider an approach based on Bayesian model averaging in the particular case of weak prior informations about the … marginal densities required by Bayesian model averaging are undetermined. However in accordance with the theory of partial …

Persistent link: https://www.econbiz.de/10005449331

Three Empirical Essays on the Determinants of Economic Growth

Röhn, Oliver - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10008520720

Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows

Assenmacher, Katrin; Pesaran, M Hashem - Schweizerische Nationalbank (SNB) - 2008

Persistent link: https://www.econbiz.de/10008925026

(How) will the Euro affect inflation in the Czech Republic? : a contribution to the current debate

Slačík, Tomáš - 2008

the Bayesian Model Averaging technique. In order to carry out this analysis, we also estimate the time-varying natural …

Persistent link: https://www.econbiz.de/10011347044

Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators

Babecký, Jan; Havránek, Tomáš; Matějů, Jakub; … - In: Journal of Financial Stability 15 (2014) C, pp. 1-17

uncertainty by means of Bayesian model averaging. The most consistent result across the various specifications and time horizons …

Persistent link: https://www.econbiz.de/10011116612

Hits and runs: Determinants of the cross-country variation in the severity of impact from the 2008–09 financial crisis

Dwyer, Shane; Tan, Chih Ming - In: Journal of Macroeconomics 42 (2014) C, pp. 69-90

model averaging (BMA) to verify Rose–Spiegel’s conclusions under model uncertainty, confirming their findings. We then … success with various indicators, Rose and Spiegel (2009a,b) find that almost no indicators are robust. We employ Bayesian …

Persistent link: https://www.econbiz.de/10011117985