Search Results - subject:"Dynamic Linear Models"

Dynamic linear models for policy monitoring : the case of maternal and neonatal mortality in Ghana

Adebanji, Atinuke; Ríos Insua, David; Ruggeri, Fabrizio - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013363732

Optimal asset allocation with multivariate Bayesian dynamic linear models

Carvalho, Carlos M.; Fisher, Jared D.; Pettenuzzo, Davide - 2018

Persistent link: https://www.econbiz.de/10011966506

Corn yield dynamics and weather shocks : climate change implications for the U.S. corn belt

McFadden, Jonathan R.; Miranowski, John A. - In: Climate change economics 11 (2020) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012227518

A two-stage model to forecast elections in new democracies

Bunker, Kenneth - In: International journal of forecasting 36 (2020) 4, pp. 1407-1419

Persistent link: https://www.econbiz.de/10012546797

Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis

Hassan, Andrés Ramírez; Robayo, Javier Pantoja - UNIVERSIDAD EAFIT - 2013

between Latin American and U.S. stock markets, using dynamic linear models at the regional level. In particular, we uncover …

Persistent link: https://www.econbiz.de/10010762773

Co-movements between Latin American and US stock markets : convergence after the financial crisis?

Ramírez Hassan, Andrés; Pantoja, Javier Orlando - In: Latin American business review : journal of the … 19 (2018) 2, pp. 157-172

Persistent link: https://www.econbiz.de/10011965328

Distributional Kalman filters for Bayesian forecasting and closed form recurrences

Smith, Jim Q.; Freeman, G. - In: Journal of Forecasting 30 (2011) 1, pp. 210-224

Over the last 50 years there has been an enormous explosion in developing full distributional analogues of the Kalman filter. In this paper we explore how some of the second-order processes discovered by Kalman have their analogues in Bayesian state space models. Many of the analogues in the...

Persistent link: https://www.econbiz.de/10008774199

Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions

Caraiani, Petre - In: Romanian Economic Journal 13 (2010) 38, pp. 53-65

I use the Bayesian approach in order to derive an estimation of Okun coefficient for Romania. The data used is at quarterly frequency and it consists in the unemployment rate and GDP between 2000 and 2009. I use three different priors, a normal one, a beta prior and a uniform prior for the...

Persistent link: https://www.econbiz.de/10010791389

Improved Baseline Sales

Jetta, Kurt A.; Rengifo, Erick W. - Economics Department, Fordham University - 2009

Linear Models and a Multiple Structural Change Model (DLM/MSCM). We first discuss the value of utilizing aggregated (chain …This paper develops a more accurate and robust baseline sales (sales in the absence of price promotion) using Dynamic …

Persistent link: https://www.econbiz.de/10005260564

Role of advertising and consumer interest in the motion picture industry

Huang, Dongling; Strijnev, Andrei; Ratchford, Brian Thomas - In: Review of marketing science 13 (2015) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011378616