Search Results - subject:"Bayesian methods." - EconBiz

Management practices and takeover decisions

Delēs, Manthos D.; Kazakis, Pantelis; Zopounidis, … - 2021

Persistent link: https://www.econbiz.de/10012668491

Structural panel Bayesian VAR with multivariate time-varying volatility to jointly deal with structural changes, policy regime shifts, and endogeneity issues

Pacifico, Antonio - In: Econometrics : open access journal 9 (2021) 2, pp. 1-35

shifts and structural changes. Bayesian methods are used to select the best model solution for examining if international …

Persistent link: https://www.econbiz.de/10012547425

A generalized approach to indeterminacy in linear rational expectations models

Bianchi, Francesco; Nicolò, Giovanni - In: Quantitative economics : QE ; journal of the … 12 (2021) 3, pp. 843-868

We propose a novel approach to deal with the problem of indeterminacy in linear rational expectations models. The method consists of augmenting the original state space with a set of auxiliary exogenous equations to provide the adequate number of explosive roots in presence of indeterminacy. The...

Persistent link: https://www.econbiz.de/10012598516

Incorporating search and sales information in demand estimation

Hortaçsu, Ali; Natan, Olivia R.; Parsley, Hayden; … - 2021

Persistent link: https://www.econbiz.de/10012807915

The importance of supply and demand for oil prices : evidence from non-Gaussianity

Braun, Robin - 2021

Persistent link: https://www.econbiz.de/10012800922

The macroeconomic effects of falling long-term inflation expectations

Neri, Stefano - 2021

Persistent link: https://www.econbiz.de/10013191899

Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D

De Silva, Dakshina G.; Hubbard, Timothy P.; Schiller, … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 278-294

Persistent link: https://www.econbiz.de/10014428069

The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates

Bianchi, Francesco; Bianchi, Giada; Song, Dongho - In: Journal of economic dynamics & control 146 (2023), pp. 1-34

Persistent link: https://www.econbiz.de/10014478499

Reconciled estimates of monthly GDP in the United States

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 563-577

Persistent link: https://www.econbiz.de/10014448358

Time-varying impact of fiscal shocks over GDP growth in Peru : an empirical application using hybrid TVP-VAR-SV models

Jiménez, Alvaro; Rodriguez, Gabriel; Ataurima … - In: Structural change and economic dynamics : SC+ED 64 (2023), pp. 314-332

Persistent link: https://www.econbiz.de/10014463949

A service of the