Search Results - subject:"Bayesian averaging"

Regulations and economic growth: some empirical evidence based on the Bayesian model pooling

Próchniak, Mariusz; Witkowski, Bartosz - In: Collegium of Economic Analysis Annals (2013) 30, pp. 139-154

The paper aims to assess the impact of regulations (measured by the Heritage Foundation index of economic freedom) on economic growth. The method of the analysis is based on growth regressions where economic freedom is included in the set of explanatory variables, along with some other control...

Persistent link: https://www.econbiz.de/10011010395

The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging

Próchniak, Mariusz; Witkowski, Bartosz - Narodowy Bank Polski - 2013

The study examines the relationship between the regulatory variables and economic growth on the basis of Bayesian model pooling applied to Blundell and Bond’s GMM system estimator. The areas of regulations (institutions) are measured by the following indicators: index of economic freedom,...

Persistent link: https://www.econbiz.de/10010722614

Utilisation de Google Trends dans les enquêtes mensuelles sur le Commerce de Détail de la Banque de France

Robin, François - In: Economie et statistique 503/504 (2018), pp. 35-63

Persistent link: https://www.econbiz.de/10012253100

Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

Białowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Contemporary Economics 6 (2012) 1, pp. 60-69

regressors, Bayesian Averaging of Classical Estimators (BACE) is employed. The models are atheoretical (i.e. they do not reflect … additional assumptions concerning the values of predictor variables in the forecast period. Bayesian Averaging of Classical …

Persistent link: https://www.econbiz.de/10010436074

Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data

Próchniak, Mariusz; Witkowski, Bartosz - In: Collegium of Economic Analysis Annals (2012) 26, pp. 45-60

In this paper, β convergence analysis for the 27 EU member countries and the 1993-2010 period is conducted. The analysis uses an Bayesian model averaging (BMA) approach applied to Blundell and Bond’s GMM system estimator with the existence of structural breaks. In order to account for the...

Persistent link: https://www.econbiz.de/10011010341

International Development Aid Allocation Determinants

Mishra, Tapas; Ouattara, Bazoumana; Parhi, Mamata - In: Economics Bulletin 32 (2012) 2, pp. 1385-1403

aid recipient countries over the period 1990-2007 and employ Bayesian Averaging of Classical Estimates Approach (BACE …

Persistent link: https://www.econbiz.de/10011278581

What really matters for income growth in the Philippines: Empirical evidence from provincial data

Mapa, Dennis S.; Balisacan, Arsenio; Briones, Kristine … - Volkswirtschaftliche Fakultät, … - 2009

correlated with provincial income growth in the Philippines. The extreme bound analysis and Bayesian averaging of classical …

Persistent link: https://www.econbiz.de/10008541496

Model averaging estimation of generalized linear models with imputed covariates

Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of Econometrics 184 (2015) 2, pp. 452-463

regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood …

Persistent link: https://www.econbiz.de/10011117415

Model averaging estimation of generalized linear models with imputed covariates

Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of econometrics 184 (2015) 2, pp. 452-463

Persistent link: https://www.econbiz.de/10011339273

Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data

Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015

forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian … averaging of classical estimates (BACE) framework and dynamic factor models (DFM). Two methods for regressor selection were …

Persistent link: https://www.econbiz.de/10011349021