Search Results - subject:"Bayesian method"

Recent Trends and Developments in Econophysics

Argyrakis, Panos (contributor) - 2024

The current Special Issue brought out the newest trends in Econophysics that have made use of the most recent available tools, such as Big Data. The emphasis of the reprint is on deciphering the effects of current world events, such as the repercussions of the recent war conflicts, the oil and...

Persistent link: https://www.econbiz.de/10015324883

Estimating pipeline pressures in new keynesian phillips curves : a bayesian VAR-GMM approach

Makabe, Yoshibumi; Matsumoto, Yosuke; Hirata, Wataru - 2023

Persistent link: https://www.econbiz.de/10014430631

Effect of Credit Easing Policy on Recovery of Iran’s Economy: Stochastic Dynamic General Equilibrium Model Approach

Mohseni, Hadiseh; Shahikitash, Nabi; Pahlavani, Mosayeb; … - In: Quarterly Journal of Applied Economics Studies Iran 11 (2023) 44, pp. 9-37

. The model has been estimated using Bayesian method and quarterly time series data during 1991 to 2017. The results of …

Persistent link: https://www.econbiz.de/10014471555

Indian buffet process factor model for counterfactual analysis

Ko, Stanley Iat-Meng - In: Econometric reviews 44 (2025) 2, pp. 141-162

Persistent link: https://www.econbiz.de/10015196594

Loss-based Bayesian sequential prediction of Value-at-Risk with a long-memory and non-linear realized volatility model

Peiris, Rangika; Minh-Ngoc Tran; Wang, Chao; Gerlach, … - In: Journal of financial econometrics 23 (2025) 4, pp. 1-26

Persistent link: https://www.econbiz.de/10015459546

A robust weight of evidence transformation method for credit risk modeling using local regression

Wang, Hui; Huang, Shirong - In: The Quarterly Journal of Finance : QJF 15 (2025) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015554107

A comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM

Kurozumi, Takushi; Oishi, Ryohei - 2022

Persistent link: https://www.econbiz.de/10014302855

Financial capital measure with item response theory: A didactic approximation

Rangel Quiñonez, Henry Sebastián; Montenegro Díaz, … - In: Entrepreneurial Business and Economics Review (EBER) 10 (2022) 1, pp. 65-80

Objective: The objective of the article is to present in a didactic and concise way the fundamental concepts of item response theory (IRT) and its possible application in the economic sciences and show the bias problem that occurred when estimating a latent variable such as financial capital in...

Persistent link: https://www.econbiz.de/10015576259

Financial capital measure with item response theory : a didactic approximation

Rangel Quiñonez, Henry Sebastián; Montenegro Díaz, … - In: Entrepreneurial business and economics review : EBER 10 (2022) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10012803310

Bonus-Malus premiums based on claim frequency and the size of claims

Moumeesri, Adisak; Pongsart, Tippatai - In: Risks : open access journal 10 (2022) 9, pp. 1-22

following the Bayesian method. Practical examples using an actual data set are provided, and the results generated are compared …

Persistent link: https://www.econbiz.de/10013555469