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  • Search: subject:"Bayesian Model Averaging"
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Year of publication
Subject
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Bayesian model averaging 578 Bayes-Statistik 361 Bayesian inference 347 Bayesian Model Averaging 181 Theorie 126 Theory 117 Welt 98 Schätzung 95 World 94 Estimation 87 Prognoseverfahren 85 Forecasting model 72 Meta-analysis 72 Wirtschaftswachstum 72 meta-analysis 71 Economic growth 68 Meta-Analyse 65 model uncertainty 54 publication bias 45 Regressionsanalyse 34 economic growth 34 Financial crisis 33 Model uncertainty 33 Regression analysis 33 Finanzkrise 29 Modellierung 28 Scientific modelling 26 EU-Staaten 24 Panel 24 Panel study 22 EU countries 21 Publication bias 20 Zeitreihenanalyse 20 Markov chain 19 Markov-Kette 19 Risiko 19 Credit risk 18 Model Uncertainty 18 Risk 18 Bias 17
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Online availability
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Free 509 Undetermined 225 CC license 18
Type of publication
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Book / Working Paper 463 Article 336 Other 10
Type of publication (narrower categories)
All
Article in journal 238 Aufsatz in Zeitschrift 238 Working Paper 238 Graue Literatur 114 Non-commercial literature 114 Arbeitspapier 110 Article 20 Conference Paper 3 Thesis 3 Hochschulschrift 2 research-article 2 Aufsatz im Buch 1 Book section 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1
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Language
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English 594 Undetermined 214 French 1
Author
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Havránek, Tomáš 57 Havranek, Tomas 29 Horváth, Roman 25 Havránková, Zuzana 23 Moral-Benito, Enrique 22 Ravazzolo, Francesco 21 Irsova, Zuzana 16 Crespo Cuaresma, Jesús 15 Feldkircher, Martin 15 Karlsson, Sune 14 Leon-Gonzalez, Roberto 14 Korobilis, Dimitris 13 Dijk, Herman K. van 12 Koop, Gary 12 Vašíček, Bořek 12 Babecký, Jan 11 Rusnak, Marek 11 Rusnák, Marek 11 Sokolova, Anna 11 Šmídková, Kateřina 11 Bajzik, Josef 10 Elminejad, Ali 10 Tondl, Gabriele 10 Zigraiova, Diana 10 Eklund, Jana 9 Hoogerheide, Lennart 9 Li, Guangjie 9 Matějů, Jakub 9 Röhn, Oliver 9 Billio, Monica 8 Casarin, Roberto 8 Cheung, Yin-Wong 8 Antonakakis, Nikolaos 7 Asatryan, Zareh 7 Cuaresma, Jesús Crespo 7 Feld, Lars P. 7 Gnimassoun, Blaise 7 Meyer, Moritz 7 Rondina, Francesca 7 Temple, Jonathan 7
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Institut ekonomických studií, Univerzita Karlova v Praze 11 Česká Národní Banka 8 C.E.P.R. Discussion Papers 7 European Central Bank 7 Banco de España 6 CESifo 6 School of Economics, Finance and Management, University of Bristol 6 William Davidson Institute, University of Michigan 6 EconWPA 5 BANCO DE LA REPÚBLICA 4 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 4 Erasmus University Rotterdam, Econometric Institute 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Tinbergen Instituut 4 Department of Econometrics and Business Statistics, Monash Business School 3 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 3 Economics Section, Cardiff Business School 3 FIW 3 Faculty of Economics, University of Cambridge 3 Handelshögskolan, Örebro Universitet 3 Norges Bank 3 Scottish Institute for Research in Economics (SIRE) 3 Tinbergen Institute 3 Barcelona Graduate School of Economics (Barcelona GSE) 2 Birkbeck, Department of Economics, Mathematics & Statistics 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 2 Department of Economics and Finance, College of Business and Economics 2 Department of Economics, Adam Smith Business School 2 Department of Economics, Leicester University 2 Department of Resource Economics, University of Nevada-Reno 2 Dipartimento di Economia, Università degli Studi di Roma 3 2 Economics Department, University of Nevada-Reno 2 Economics Department, University of Strathclyde 2 Fachbereich Sozial- und Wirtschaftswissenschaften, Paris-Lodron Universität Salzburg 2 Institute for the Study of Labor (IZA) 2 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 2 London School of Economics (LSE) 2 Rimini Centre for Economic Analysis (RCEA) 2
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Published in...
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IES Working Paper 30 IES working paper 24 Economic modelling 14 Working Paper 12 CESifo Working Paper 11 ECB Working Paper 11 Econometrics 11 MPRA Paper 11 Working Papers IES 11 Applied economics 8 Econometrics : open access journal 8 Journal of macroeconomics 8 Working Papers / Česká Národní Banka 8 CEPR Discussion Papers 7 CESifo working papers 7 Cardiff Economics Working Papers 7 Economic systems 7 European economic review : EER 7 International journal of forecasting 7 Tinbergen Institute Discussion Papers 7 Working Paper Series / European Central Bank 7 Banco de España Working Papers 6 Bristol Economics Discussion Papers 6 CESifo Working Paper Series 6 Discussion papers / CEPR 6 IZA Discussion Papers 6 William Davidson Institute Working Papers Series 6 Applied economics letters 5 Discussion paper 5 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 5 Focus on European Economic Integration 5 Journal of International Money and Finance 5 Journal of international money and finance 5 Working paper series / Czech National Bank 5 BOFIT Discussion Papers 4 BORRADORES DE ECONOMIA 4 Bundesbank Discussion Paper 4 Computational Statistics & Data Analysis 4 Discussion paper / Tinbergen Institute 4 Econometric Institute Report 4
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Source
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ECONIS (ZBW) 358 RePEc 285 EconStor 151 BASE 12 Other ZBW resources 3
Showing 621 - 630 of 809
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Country credit risk determinants with model uncertainty
Maltritz, Dominik; Molchanov, Alexander - In: International Review of Economics & Finance 29 (2014) C, pp. 224-234
using sovereign yield spreads as risk indicators. We document a high degree of model uncertainty and apply Bayesian Model … Averaging to deal with this issue. GDP growth and external debt to GDP ratio are highly likely to influence default risk in …
Persistent link: https://www.econbiz.de/10010729755
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An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
Guarín, Alexander; González, Andrés; Skandalis, Daphné - In: ENSAYOS SOBRE POLÍTICA ECONÓMICA (2014)
model averaging method. As we employ panel data, the estimates may be used to predict booms of countries which are not … countries between 1996 and 2011. In order to capture simultaneously model and parameter uncertainty, we implement the Bayesian …
Persistent link: https://www.econbiz.de/10010799006
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Portfolio Capital Flows in Thailand: A Bayesian Model Averaging Approach
Yupho, Somrasri; Huang, Xianguo - In: Emerging Markets Finance and Trade 50 (2014) 2S, pp. 89-99
the Bayesian model averaging method, the determinants are evaluated by a set of models instead of a single specification …
Persistent link: https://www.econbiz.de/10010812090
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TFP growth and its determinants: a model averaging approach
Danquah, Michael; Moral-Benito, Enrique; Ouattara, Bazoumana - In: Empirical Economics 47 (2014) 1, pp. 227-251
-parametric measure of TFP growth with Bayesian model averaging techniques in order to address both issues. Our empirical findings suggest …
Persistent link: https://www.econbiz.de/10010845916
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Improvement of Multi-Satellite Real-Time Precipitation Products for Ensemble Streamflow Simulation in a Middle Latitude Basin in South China
Jiang, Shanhu; Ren, Liliang; Hong, Yang; Yang, Xiaoli; … - In: Water Resources Management 28 (2014) 8, pp. 2259-2278
The real-time availability of several satellite-based precipitation products has recently provided hydrologists with an unprecedented opportunity to improve current hydrologic prediction capability for vast river basins, particularly for ungauged regions. However, the accuracy of real-time...
Persistent link: https://www.econbiz.de/10010847304
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Determinants of health-system efficiency: evidence from OECD countries
Cos, Pablo; Moral-Benito, Enrique - In: International Journal of Health Care Finance and Economics 14 (2014) 1, pp. 69-93
This paper analyzes the most important determinants of healthcare efficiency across OECD countries. As previously documented in the literature, we first provide evidence of significant differences in the cross-country level of efficiency in healthcare provision. We then investigate how...
Persistent link: https://www.econbiz.de/10010863334
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European Economic Review 71 (2014) C, pp. 101-116
We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a financial conditions index that can accurately track expectations about growth in key US macroeconomic variables. Time-variation in the models׳ parameters allows for the...
Persistent link: https://www.econbiz.de/10011048625
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Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of Econometrics 178 (2014) P2, pp. 352-367
principle components and other shrinkage techniques, including Bayesian model averaging and various bagging, boosting, least …
Persistent link: https://www.econbiz.de/10011052271
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The effect of the prior distribution in the Bayesian Adjustment for Confounding algorithm
Lefebvre, Geneviève; Atherton, Juli; Talbot, Denis - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 227-240
The effect of the prior distribution of the outcome and exposure models’ covariate inclusion indicators in the Bayesian Adjustment for Confounding (BAC) algorithm is studied. The investigative approach is to analytically describe the posterior probabilities of the outcome models in terms of...
Persistent link: https://www.econbiz.de/10011056562
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Model Uncertainty in Panel Vector Autoregressive Models.
Koop, Gary; Korobilis, Dimitris - Scottish Institute for Research in Economics (SIRE) - 2014
We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our …
Persistent link: https://www.econbiz.de/10011075682
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