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  • Search: subject:"Bayesian vector autoregressive"
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Year of publication
Subject
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VAR model 17 VAR-Modell 17 Bayes-Statistik 13 Bayesian inference 13 Time series analysis 10 Zeitreihenanalyse 10 Bayesian vector autoregressive model 8 Forecasting model 8 Prognoseverfahren 8 South Africa 7 Bayesian vector autoregressive 4 Event study 4 Forecasting 4 Macroeconomic surprises 4 Stock returns 4 Theorie 4 Theory 4 Bayesian vector autoregressive models 3 Business cycle 3 Economic growth 3 Estimation 3 Forecast 3 Inflation 3 Konjunktur 3 Prognose 3 Schätzung 3 Wirtschaftswachstum 3 BVAR 2 Bayesian Vector Autoregressive 2 Bayesian Vector Autoregressive Model 2 Bayesian Vector Autoregressive Models 2 Bayesian vector autoregressive (BVAR) model 2 Brasilien 2 Brazil 2 Bruttoinlandsprodukt 2 Cointegration 2 Demand 2 Economic forecast 2 Estimation theory 2 Event Study 2
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Online availability
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Free 13 Undetermined 10 CC license 2
Type of publication
All
Article 16 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 research-article 1
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Language
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English 22 Undetermined 8
Author
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Gupta, Rangan 11 Reid, Monique 6 Böck, Maximilian 2 Chukiat Chaiboonsri 2 Ghodsi, Zara 2 Gómez Aguirre, Maximiliano 2 Hassani, Hossein 2 Hauzenberger, Niko 2 Matkovskyy, Roman 2 Pfarrhofer, Michael 2 Rooj, Debasis 2 Satawat Wannapan 2 Sengupta, Reshmi 2 Stelzer, Anna 2 Waal, Annari de 2 Zens, Gregor 2 Ampountolas, Apostolos 1 Barlas, Ali B. 1 Cerulli, Giovanni 1 Chaiboonsri, Chukiat 1 Chaitip, Prasert 1 Cubadda, Gianluca 1 Eyden, Renee van 1 Garegnani, Lorena 1 Garegnani, María Lorena 1 Grassi, Stefano 1 Guardabascio, Barbara 1 Guerreiro, João 1 Han, Joohun 1 Hebák, Petr 1 Isa, Berk Orkun 1 Karel, Tomáš 1 Lau, Chi Keung 1 Lima Filho, Roberto Ivo da Rocha 1 Mert, Seda Guler 1 Moreira, Ricardo Ramalhete 1 Ng'ombe, John N. 1 Ortiz, Alvaro 1 Plakandaras, Vasilios 1 Rodrigo, Tomasa 1
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
Published in...
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Studies in Economics and Finance 3 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 3 MPRA Paper 2 Tourism economics : the business and finance of tourism and recreation 2 ADBI Working Paper Series 1 Agricultural and Food Economics : AFE 1 Applied economics 1 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 Computational economics 1 ESRB Working Paper Series 1 Economic research 1 IDB Working Paper Series 1 International journal of computational economics and econometrics : IJCEE 1 International journal of economic sciences : IJES 1 International journal of monetary economics and finance 1 International journal of production economics 1 International journal of trade and global markets 1 Journal of forecasting 1 Studies in economics and finance 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) 18 RePEc 8 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 30
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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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Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.; Mert, Seda Guler; Isa, Berk Orkun; … - In: Journal of forecasting 43 (2024) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
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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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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:
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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
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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
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