Search Results - subject:"Bayesian Vector Autoregressive (BVAR) model"

The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model

Matkovskyy, Roman - Volkswirtschaftliche Fakultät, … - 2012

This paper proposes an approach to explore the strength of the financial system of a country against the possibility of financial perturbations appearing based on the construction of the Index of Financial Safety (IFS) of a country. The Markov Chain Monte Carlo (MCMC) and Gibbs sampler technique...

Persistent link: https://www.econbiz.de/10011114113

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Eyden, Renee van; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

African variables than a vector error correction model (VECM) and a Bayesian vector autoregressive (BVAR) model augmented with …

Persistent link: https://www.econbiz.de/10010891727