Search Results - subject:"Bayesian vector autoregressive"

Tourism growth and regional resilience : the "beach disease" and the consequences of the global crisis of 2007

Romão, João; Guerreiro, João; Rodrigues, Paulo M. M. - In: Tourism economics : the business and finance of tourism … 22 (2016) 4, pp. 699-714

Persistent link: https://www.econbiz.de/10011645408

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis

Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - Department of Economics, Faculty of Economic and … - 2014

Accurate forecasts of home sales can provide valuable information for not only, policy makers, but also financial institutions and real estate professionals. Given this, our analysis compares the ability of two different versions of Singular Spectrum Analysis (SSA) methods, namely Recurrent SSA...

Persistent link: https://www.econbiz.de/10011106695

Analysing monetary policy's transmission mechanisms through effective and expected interest rates : an application of MS-models, Bayesian VAR and cointegration approaches for Brazil

Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 7 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010531300

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Eyden, Renee van; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

African variables than a vector error correction model (VECM) and a Bayesian vector autoregressive (BVAR) model augmented with …

Persistent link: https://www.econbiz.de/10010891727

Macroeconomic surprises and stock returns in South Africa

Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) 3, pp. 266-282

, and then use a Bayesian vector autoregressive (BVAR) analysis, which provides insight into the dynamic effects of the …

Persistent link: https://www.econbiz.de/10015014252

Macroeconomic surprises and stock returns in South Africa

Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282

, and then use a Bayesian vector autoregressive (BVAR) analysis, which provides insight into the dynamic effects of the …

Persistent link: https://www.econbiz.de/10010691564

Macroeconomic surprises and stock returns in South Africa

Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282

, and then use a Bayesian vector autoregressive (BVAR) analysis, which provides insight into the dynamic effects of the …

Persistent link: https://www.econbiz.de/10010711288

Macroeconomic surprises and stock returns in South Africa

Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282

Persistent link: https://www.econbiz.de/10009772954

Macroeconomic Surprises and Stock Returns in South Africa

Gupta, Rangan; Reid, Monique - Department of Economics, Faculty of Economic and … - 2012

immediate impact of macroeconomic shocks on the stock market indices, and then use a Bayesian Vector Autoregressive (BVAR …

Persistent link: https://www.econbiz.de/10010565808