Search Results - subject:"Bayesian estimation"

Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong

Baltagi, Badi H.; Egger, Peter H.; Kesina, Michaela - 2022

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large …

Persistent link: https://www.econbiz.de/10013177613

A model for predicting Finnish household loan stocks

Nyholm, Juho; Silvo, Aino - 2022

We propose a new Bayesian VAR model for forecasting household loan stocks in Finland. The model is designed to work as a satellite model of a larger DSGE model for the Finnish economy, the Aino 2.0 model. The forecasts produced with the BVAR model can be conditioned on projections of several...

Persistent link: https://www.econbiz.de/10013284378

Trend inflation in Sweden

Österholm, Pär; Poon, Aubrey - 2022

data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the …

Persistent link: https://www.econbiz.de/10013331913

Ensemble MCMC sampling for robust bayesian inference

Böhl, Gregor - In: CeNDEF working paper (2022) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10014377678

Monitoring the economy in real time : trends and gaps in real activity and prices

Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2022

Persistent link: https://www.econbiz.de/10012820395

Mis-specified forecasts and myopia in an estimated new Keynesian model

Hajdini, Ina - 2022

Persistent link: https://www.econbiz.de/10012822287

A DSGE model with partial euroization : the case of the Macedonian economy

Copaciu, Mihai; Madjoska, Joana; Mitesk, Mite - 2022

This paper describes the theoretical structure and estimation results for a DSGE model for the Macedonian economy. Having as benchmark the model of Copaciu et al. (2015), modified to allow for a fixed exchange rate, we are able to match relatively well the volatility observed in the data. Given...

Persistent link: https://www.econbiz.de/10012817051