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  • Search: subject:"Bayesian vector autoregressive model"
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Year of publication
Subject
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Bayesian vector autoregressive model 8 VAR model 7 VAR-Modell 7 Bayes-Statistik 4 Bayesian inference 4 Event study 4 Macroeconomic surprises 4 South Africa 4 Stock returns 4 Forecasting model 3 Prognoseverfahren 3 Time series analysis 3 Zeitreihenanalyse 3 Bayesian Vector Autoregressive Model 2 Bruttoinlandsprodukt 2 Economic growth 2 Estimation 2 Event Study 2 Gross domestic product 2 Macroeconomic Surprises 2 Schätzung 2 Stock Returns 2 Tourism 2 Tourismus 2 Wirtschaftswachstum 2 Ankündigungseffekt 1 Announcement effect 1 Artificial intelligence 1 BVAR 1 Bayesian Vector Autoregressive model 1 Bayesian Vector Autoregressive model (BVAR) 1 Bayesian dynamic model averaging 1 Big Data 1 Big data 1 Business cycle 1 Capital income 1 Causality analysis 1 Cointegration 1 Czech Republic 1 Data Mining 1
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Online availability
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Undetermined 6 Free 4 CC license 1
Type of publication
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Article 10 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 research-article 1
Language
All
English 8 Undetermined 5
Author
All
Gupta, Rangan 6 Reid, Monique 6 Chukiat Chaiboonsri 2 Satawat Wannapan 2 Barlas, Ali B. 1 Cerulli, Giovanni 1 Guerreiro, João 1 Han, Joohun 1 Hebák, Petr 1 Isa, Berk Orkun 1 Karel, Tomáš 1 Matkovskyy, Roman 1 Mert, Seda Guler 1 Ng'ombe, John N. 1 Ortiz, Alvaro 1 Rodrigo, Tomasa 1 Rodrigues, Paulo M. M. 1 Romão, João 1 Songsak Sriboonchitta 1 Soybilgen, Baris 1 Yazgan, Mustafa Ege 1
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Studies in Economics and Finance 3 Agricultural and Food Economics : AFE 1 International journal of computational economics and econometrics : IJCEE 1 International journal of economic sciences : IJES 1 International journal of trade and global markets 1 Journal of forecasting 1 MPRA Paper 1 Studies in economics and finance 1 Tourism economics : the business and finance of tourism and recreation 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1 Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
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Source
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ECONIS (ZBW) 7 RePEc 5 Other ZBW resources 1
Showing 1 - 10 of 13
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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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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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Economic and business cycles with time varying in India : evidence from ICT sectors
Chukiat Chaiboonsri; Satawat Wannapan; Cerulli, Giovanni - In: International journal of computational economics and … 10 (2020) 4, pp. 366-379
Persistent link: https://www.econbiz.de/10012507536
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Identification of the connection between tourism demand and economic growth in ASEAN-3
Satawat Wannapan; Chukiat Chaiboonsri; Songsak Sriboonchitta - In: International journal of trade and global markets 11 (2018) 1/2, pp. 12-20
Persistent link: https://www.econbiz.de/10011973780
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Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
Matkovskyy, Roman - Volkswirtschaftliche Fakultät, … - 2012
In this article the theoretical analysis and practical application of Bayesian approach for vector autoregressive model parameters estimation with different priors have been peformed. The time series was from 2001Q1 to 2010Q4 and included the following variables: GDP, CPI, exchange rate,...
Persistent link: https://www.econbiz.de/10011259746
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Macroeconomic Surprises and Stock Returns in South Africa
Gupta, Rangan; Reid, Monique - Department of Economics, Fakulteit Ekonomiese en … - 2012
The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to a various unanticipated...
Persistent link: https://www.econbiz.de/10010834055
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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
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) 3, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry‐specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry‐specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10015014252
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10010691564
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