Search Results - subject:"bayesian Time-Varying VAR"

Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach

Olayungbo, D. O.; Akinlo, A. E. - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-19

This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the period of 1970-2013. Insurance demand is measured by insurance penetration which accounts for income differences across the sample countries. A Bayesian Time Varying Parameter...

Persistent link: https://www.econbiz.de/10011559201

Insurance penetration and economic growth in Africa : dynamic effects analysis using Bayesian TVP-VAR approach

Olayungbo, D. O.; Akinlo, Anthony Enisan - In: Cogent economics & finance 4 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011531077

International stock market efficiency : a non-Bayesian time-varying model approach

Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 46 (2014) 22/24, pp. 2744-2754

Persistent link: https://www.econbiz.de/10010417158