Search Results - subject:"bayesian analysis"

Breaks in the Phillips curve : evidence from panel data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2023 - Draft: March 25, 2023

Persistent link: https://www.econbiz.de/10014284088

Odd log-logistic generalised Lindley distribution with properties and applications

Ranjbar, Vahid; Eftekharian, Abbas; Kharazmi, Omid; … - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 71-90

empirically by means of two real data sets. Finally, Bayesian analysis and Gibbs sampling are performed based on the two real data …

Persistent link: https://www.econbiz.de/10015114967

How regional business cycles diffuse across space and time : evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland

Rabiej, Agnieszka; Sikora, Dominika; Torój, Andrzej - 2023

Persistent link: https://www.econbiz.de/10014305142

Actions speak louder than words : imputing users' reputation from transaction history

Deng, Jiaying; Ghasemkhani, Hossein; Tan, Yong; … - In: Production and operations management : the flagship … 32 (2023) 4, pp. 1096-1111

Persistent link: https://www.econbiz.de/10014266237

Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting

Mamatzakis, Emmanuel C. - In: Tourism economics : the business and finance of tourism … 31 (2025) 1, pp. 14-23

Persistent link: https://www.econbiz.de/10015191911

Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method

Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society 76 (2025) 2, pp. 229-253

Persistent link: https://www.econbiz.de/10015325298

Breaks in the Phillips curve : evidence from panel data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2025

Persistent link: https://www.econbiz.de/10015372733

Organizational changes in the public sector and employee presenteeism : does (change) leadership matter?

Krøtel, Sarah Maria Lysdal; Løkke, Ann-Kristina - In: Public management review 27 (2025) 5, pp. 1245-1268

Persistent link: https://www.econbiz.de/10015409962

Macroeconomic effects of COVID-19 in a commodity-exporting economy: Evidence from Mongolia

Doojav, Gan-Ochir - 2022

This paper examines macroeconomic effects and transmission mechanisms of COVID19 in Mongolia, a developing and commodity-exporting economy, by estimating a Bayesian structural vector autoregression on quarterly data. We find strong cross-border spillover effects of COVID-19. Our estimates...

Persistent link: https://www.econbiz.de/10013472147

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-25

This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is assumed that the financial market at each point in time is defined by a hidden Markov model, which is characterized by the overall equity market returns and volatility. The risk...

Persistent link: https://www.econbiz.de/10014332538