Search Results - subject:"Bayesian Vector Auto-Regression"

Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - 2016

corresponding Bayesian vector auto-regression models after relaxing the theory-implied cross-coefficient restrictions. The estimated … parameter distributions are broadly in line with the empirical literature. Yet, a Bayesian vector auto-regression with loose …

Persistent link: https://www.econbiz.de/10011522242

Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood

Schoder, Christian - 2016

Persistent link: https://www.econbiz.de/10011427887

Modeling mortality with a Bayesian vector autoregression

Njenga, Carolyn Ndigwako; Sherris, Michael - In: Insurance / Mathematics & economics 94 (2020), pp. 40-57

Persistent link: https://www.econbiz.de/10012419110

Linkage between financial inclusion and economic growth : an empirical study of the emerging Indian economy

Dahiya, Suman; Kumar, Manoj - In: Vision : the journal of business perspective 24 (2020) 2, pp. 184-193

Persistent link: https://www.econbiz.de/10012229810

What Happens After A Technology Shock? A Bayesian Perspective

Mikhail, Ossama - EconWPA - 2005

This paper investigates the effect of a positive technology shock on per capita hours worked within the class of Bayesian Vector Auto-Regressive [BVAR] models. Such a framework avoids the current debate regarding the specification issue of per capita hours [level versus first-difference...

Persistent link: https://www.econbiz.de/10005412608