Search Results - subject:"Bayesian estimation"

Preferred habitat and the term structure of interest rates in DSGE models

Costa Júnior, Celso José - In: Journal of Applied Economics 22 (2019) 1, pp. 581-601

The aim of the present study is to use an alternative approach to derive the term structure of interest rates in DSGE models, which is based on the theory of preferred habitat. We show that this approach yields a substantial term premium which is time-variant. In particular, by introducing bonds...

Persistent link: https://www.econbiz.de/10015334054

Preferred habitat and the term structure of interest rates in DSGE models

Costa Júnior, Celso José - 2019

Persistent link: https://www.econbiz.de/10012157448

Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model

Portilla, Jhonatan; Rodriguez, Gabriel; Castillo B., Paul - In: CESifo economic studies : a joint initiative of the … 68 (2022) 1, pp. 98-126

Persistent link: https://www.econbiz.de/10012876576

On the subprime crisis and the Latin American financial markets : a regime switching skew-normal approach

Ferreira, Diego; Palma, Andreza Aparecida - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3300-3314

Persistent link: https://www.econbiz.de/10013329865

Estimating nonlinear heterogeneous agents models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022

Persistent link: https://www.econbiz.de/10013263361

Economic Growth : Theory and Numerical Solution Methods

Novales, Alfonso; Fernández, Esther; Ruíz, Jesús - 2022 - 3rd ed. 2022.

Economies: Numerical Solutions -- Empirical Methods 1: Frequentist Estimation -- Empirical Methods 2: Bayesian Estimation … corrects a few typographical errors, includes two new and original chapters on frequentist and Bayesian estimation, and …

Persistent link: https://www.econbiz.de/10012814667