Search Results - subject:"Bayesian structural timeseries"

Narrow search

Do earthquakes shake the stock market? : causal inferences from Turkey's earthquake

Khan, Khalid; Cifuentes-Faura, Javier; Shahbaz, Muhammad - In: Financial innovation : FIN 10 (2024), pp. 1-19

This study's main purpose is to use Bayesian structural time-series models to investigate the causal effect of an …

Persistent link: https://www.econbiz.de/10015361546

The impact of the Turkish presidential system on the Turkish Lira

Akarsu, Mahmut Zeki - In: Journal of Banking and Financial Economics (JBFE) (2021) 15, pp. 14-24

structural time-series model in R software. According to the literature search, this study is the first article that analyzes how …. Therefore, in this study, the impact of the new presidential system on the Turkish Lira is investigated using the Bayesian …

Persistent link: https://www.econbiz.de/10015330096

The impact of the Turkish presidential system on the Turkish Lira

Akarsu, Mahmut Zeki - In: Journal of banking and financial economics 1 (2021) 15, pp. 14-24

Persistent link: https://www.econbiz.de/10012887831

Big data in transportation : an economics perspective

Selod, Harris; Soumahoro, Souleymane - 2020

This paper reviews the emerging big data literature applied to urban transportation issues from the perspective of economic research. It provides a typology of big data sources relevant to transportation analyses and describes how these data can be used to measure mobility, associated...

Persistent link: https://www.econbiz.de/10012257276

Causal statistics of structural dependence space-based trend simulations for the coalition of rice exporters : the cases of India, Thailand, and Vietnam

Anuphak Saosaovaphak; Chukiat Chaiboonsri; Satawat Wannapan - In: International journal of computational economics and … 12 (2022) 1/2, pp. 4-28

Persistent link: https://www.econbiz.de/10012939557

Using a bayesian structural time-series model to infer the causal impact on cigarette sales of partial and total bans on public smoking

Negrín, Jaime Pinilla, Miguel; González … - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 5, pp. 423-439

Persistent link: https://www.econbiz.de/10011954729