Search Results - subject:"Bayesian Structural Time Series"

Do earthquakes shake the stock market? : causal inferences from Turkey's earthquake

Khan, Khalid; Cifuentes-Faura, Javier; Shahbaz, Muhammad - In: Financial innovation : FIN 10 (2024), pp. 1-19

This study's main purpose is to use Bayesian structural time-series models to investigate the causal effect of an …

Persistent link: https://www.econbiz.de/10015361546

Short-term forecasting for airline industry : the case of Indian air passenger and air cargo

Meena Madhavan; Ali Sharafuddin, Mohammed; Pairach … - In: Global business review 24 (2023) 6, pp. 1145-1179

Persistent link: https://www.econbiz.de/10014432718

Evaluating travel behavior resilience across urban and rural areas during the COVID-19 pandemic : contributions of vaccination and epidemiological indicators

Xi, Haoning; Nelson, John D.; Hensher, David A.; Hu, Songhua - 2023

Persistent link: https://www.econbiz.de/10014371960

Measuring the causal effect of Panama Canal expansion on Latin America and the Caribbean's economic growth : a Bayesian structural time series approach

Miller, Kahuina; Clayton, Andrea - In: Marine economics and management : MAEM 6 (2023) 2, pp. 37-58

-Panamax and post-Panamax vessels. Design/methodology/approach - This study uses the Bayesian structural time Series (BSTS) model …

Persistent link: https://www.econbiz.de/10014445251

The impact of COVID-19 outbreak on the Mauritian export trade : a disaggregated analysis

Jaffur, Zameelah Rifkha Khan; Seetanah, Boopen; … - In: International trade, politics and development 6 (2022) 1, pp. 14-44

subsequently employ the Bayesian structural time series (BSTS) framework for causal analysis to estimate the impact of the COVID-19 …

Persistent link: https://www.econbiz.de/10013325403

Central bank independence and monetary policy outcomes in Ghana : a Bayesian structural time series approach

Bentum-Ennin, Isaac; Takyi, Paul Owusu - In: International journal of monetary economics and finance … 17 (2024) 4, pp. 280-300

Persistent link: https://www.econbiz.de/10015066149

From 30- to 5-minute settlement rule in the NEM : an early evaluation

Mwampashi, Muthe Mathias; Nikitopoulos, Christina Sklibosios - In: Energy policy : the international journal of the … 194 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015149607

The impact of the Turkish presidential system on the Turkish Lira

Akarsu, Mahmut Zeki - In: Journal of banking and financial economics 1 (2021) 15, pp. 14-24

structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …. Therefore, in this study, the impact of the new presidential system on the Turkish Lira is investigated using the Bayesian …

Persistent link: https://www.econbiz.de/10012887831

Structural analysis and forecast of gold price returns

Chai, Jian; Zhao, Chenyu; Hu, Yi; Zhang, Zhe George - In: Journal of management science and engineering 6 (2021) 2, pp. 135-145

structural time series model to predict the gold price returns, and compare their performance with the benchmark models. The … relationship between the gold price returns and its affecting factors. Then we use the STL-ETS, neural network and Bayesian …

Persistent link: https://www.econbiz.de/10013206193

Financial cycles : how long and how certain?

Gonzalez, Rodrigo Barbone; Marinho, Leonardo Sousa Gomes; … - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014253206