Search Results - subject:"Bayesian technique"

Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler

Muteba Mwamba, John - In: Risk management, strategic thinking and leadership in …, (pp. 103-121). 2017

Persistent link: https://www.econbiz.de/10011597244

The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics

Bask, Mikael; Madeira, João - Nationalekonomiska Institutionen, Uppsala Universitet - 2011

We outline a dynamic stochastic general equilibrium (DSGE) model with trend extrapolation in asset pricing that we fit to quarterly U.S. macroeconomic time series with Bayesian techniques. To be more precise, we modify the DSGE model in Smets and Wouters (2007) by incorporating asset traders who...

Persistent link: https://www.econbiz.de/10009145665

The increased importance of asset price misalignments for business cycle dynamics

Bask, Mikael; Madeira, João - 2011

We outline a dynamic stochastic general equilibrium (DSGE) model with trend extrapo-lation in asset pricing that we fit to quarterly U.S. macroeconomic time series with Baye-sian techniques. To be more precise, we modify the DSGE model in Smets and Wouters (2007) by incorporating asset traders...

Persistent link: https://www.econbiz.de/10010321374

Macroeconomic shocks and fluctuations in African economies

Rasaki, Mutiu Gbade; Malikane, Christopher - In: Economic systems 39 (2015) 4, pp. 675-696

Persistent link: https://www.econbiz.de/10011532480