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  • Search: subject:"Bayesian vector autoregressive"
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Year of publication
Subject
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VAR model 7 VAR-Modell 7 Bayes-Statistik 6 Bayesian inference 6 Time series analysis 4 Zeitreihenanalyse 4 Theorie 3 Theory 3 Bayesian Vector Autoregressive 2 Bayesian Vector Autoregressive Models 2 Bayesian vector autoregressive 2 Bayesian vector autoregressive models 2 Business cycle 2 Estimation theory 2 Forecasting 2 Forecasting model 2 Gibbs sampler 2 Konjunktur 2 MCMC 2 Marginal likelihood 2 Prior specification 2 Prognoseverfahren 2 RTGS 2 Schätztheorie 2 Small-scale and large-scale models 2 bidirectional casualty 2 economic growth 2 factor stochastic volatility 2 financial innovation 2 uncertainty shocks 2 Argentina 1 Argentinien 1 Bayesian Vector Autoregressive (BVAR) model 1 Bayesian Vector Autoregressive Model 1 Bayesian Vector Autoregressive model 1 Bayesian Vector Autoregressive model (BVAR) 1 Bayesian dynamic model averaging 1 Bayesian vector autoregressive model 1 Bruttoinlandsprodukt 1 Czech Republic 1
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Online availability
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Free 13 CC license 2
Type of publication
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Book / Working Paper 11 Article 2
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 10 Undetermined 3
Author
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Böck, Maximilian 2 Gómez Aguirre, Maximiliano 2 Hauzenberger, Niko 2 Matkovskyy, Roman 2 Pfarrhofer, Michael 2 Rooj, Debasis 2 Sengupta, Reshmi 2 Stelzer, Anna 2 Zens, Gregor 2 Cubadda, Gianluca 1 Garegnani, Lorena 1 Garegnani, María Lorena 1 Grassi, Stefano 1 Guardabascio, Barbara 1 Gupta, Rangan 1 Han, Joohun 1 Hebák, Petr 1 Karel, Tomáš 1 Ng'ombe, John N. 1 Reid, Monique 1 Rossi, Luca 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
Published in...
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MPRA Paper 2 ADBI Working Paper Series 1 Agricultural and Food Economics : AFE 1 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 ESRB Working Paper Series 1 IDB Working Paper Series 1 International journal of economic sciences : IJES 1 Temi di discussione / Banca d'Italia 1 Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Working paper 1 Working paper series 1 Working papers / ADB Institute 1
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Source
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ECONIS (ZBW) 7 EconStor 3 RePEc 3
Showing 1 - 10 of 13
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Uncovering the inventory-business cycle nexus
Rossi, Luca - 2025
Persistent link: https://www.econbiz.de/10015406421
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024
Persistent link: https://www.econbiz.de/10014515646
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The relation between wheat, soybean, and hemp acreage : a Bayesian time series analysis
Han, Joohun; Ng'ombe, John N. - In: Agricultural and Food Economics : AFE 11 (2023) 1, pp. 1-12
The 2018 United States Farm Bill has opened the possibility for farmers to increase their profits through hemp cultivation. The literature suggests hemp has the potential to replace soybeans in soybean-wheat double-cropping because hemp shares key attributes of soybeans as a rotation crop...
Persistent link: https://www.econbiz.de/10014281455
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The real-time impact on real economy: A multivariate bvar analysis of digital payment systems and economic growth in India
Rooj, Debasis; Sengupta, Reshmi - 2020
multivariate Bayesian vector autoregressive (BVAR) model. Using monthly observations on the value and the volume of RTGS, we show …
Persistent link: https://www.econbiz.de/10012610023
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Cover Image
The real-time impact on real economy : a multivariate bvar analysis of digital payment systems and economic growth in India
Rooj, Debasis; Sengupta, Reshmi - 2020
multivariate Bayesian vector autoregressive (BVAR) model. Using monthly observations on the value and the volume of RTGS, we show …
Persistent link: https://www.econbiz.de/10012212688
Saved in:
Cover Image
Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to …
Persistent link: https://www.econbiz.de/10011984863
Saved in:
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Forecasting inflation in Argentina
Garegnani, María Lorena; Gómez Aguirre, Maximiliano - 2018
In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with good estimates of relevant macroeconomic variables is crucial for making pertinent corrections in order to reach the desired policy goals. This paper develops a group of models...
Persistent link: https://www.econbiz.de/10012141917
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Forecasting Czech GDP using Bayesian dynamic model averaging
Karel, Tomáš; Hebák, Petr - In: International journal of economic sciences : IJES 7 (2018) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10011877916
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Forecasting inflation in Argentina
Garegnani, Lorena; Gómez Aguirre, Maximiliano - 2018
In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with good estimates of relevant macroeconomic variables is crucial for making pertinent corrections in order to reach the desired policy goals. This paper develops a group of models...
Persistent link: https://www.econbiz.de/10011882797
Saved in:
Cover Image
Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to …
Persistent link: https://www.econbiz.de/10011978764
Saved in:
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