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  • Search: subject:"bayesian analysis"
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Year of publication
Subject
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Bayesian analysis 600 Bayes-Statistik 273 Bayesian inference 251 Theorie 174 Theory 161 Schätzung 124 Bayesian Analysis 121 Estimation 109 Prognoseverfahren 65 Forecasting model 56 Markov chain 54 Markov-Kette 53 Monte Carlo simulation 49 Zeitreihenanalyse 48 Monte-Carlo-Simulation 47 VAR-Modell 47 Time series analysis 45 VAR model 44 bayesian analysis 44 Schock 42 Shock 38 Geldpolitik 33 Monetary policy 33 Schätztheorie 31 DSGE models 30 Dynamisches Gleichgewicht 30 Estimation theory 29 Stochastic process 27 Stochastischer Prozess 27 Business cycle 25 Impact assessment 25 Volatilität 25 Wirkungsanalyse 25 Dynamic equilibrium 24 USA 24 Volatility 24 forecasting 24 DSGE Models 23 Konjunktur 22 Portfolio-Management 22
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Online availability
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Free 415 Undetermined 315 CC license 18
Type of publication
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Article 424 Book / Working Paper 386 Other 3
Type of publication (narrower categories)
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Article in journal 225 Aufsatz in Zeitschrift 225 Working Paper 157 Graue Literatur 83 Non-commercial literature 83 Arbeitspapier 81 Article 15 Aufsatz im Buch 4 Book section 4 research-article 4 Conference Paper 2 Conference paper 2 Konferenzbeitrag 2 Congress Report 1
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Language
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English 481 Undetermined 322 Spanish 7 French 2 Romanian 1
Author
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Paap, Richard 31 Tsionas, Efthymios G. 30 Schorfheide, Frank 23 Hoogerheide, Lennart 17 Del Negro, Marco 16 Kaufmann, Sylvia 16 Dijk, Dick van 15 Doojav, Gan-Ochir 11 Smith, Simon C. 9 Block, Joern H. 8 Bos, Charles S. 8 Dijk, Herman K. van 8 van Dijk, Dick 8 Cakmakli, Cem 7 Kano, Takashi 7 Ravazzolo, Francesco 7 Thurik, Roy 7 Çakmaklı, Cem 7 Allenby, Greg M. 6 Assaf, A. Georges 6 Camehl, Annika 6 Ettmeier, Stephanie 6 Everaert, Gerdie 6 Franses, Philip Hans 6 Hauwe, Sjoerd van den 6 Kriwoluzky, Alexander 6 Paccagnini, Alessia 6 Rieth, Malte 6 Timmermann, Allan 6 Wróblewska, Justyna 6 Bäurle, Gregor 5 Chudik, Alexander 5 Dossche, Maarten 5 Fletcher, Jonathan 5 Gordon, Stephen 5 Ma, Jun 5 Magnus, Jan R. 5 Meyer-Gohde, Alexander 5 Mohaddes, Kamiar 5 Neuhoff, Daniel 5
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Institution
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International Monetary Fund (IMF) 18 Tinbergen Instituut 14 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 Tinbergen Institute 11 Erasmus University Rotterdam, Econometric Institute 7 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 7 Cowles Foundation for Research in Economics, Yale University 6 Society for Computational Economics - SCE 6 C.E.P.R. Discussion Papers 5 Department of Agricultural and Resource Economics, University of California-Berkeley 5 European Central Bank 5 Université Paris-Dauphine (Paris IX) 5 Department of Econometrics and Business Statistics, Monash Business School 4 Tilburg University, Center for Economic Research 4 Département d'Économique, Université Laval 3 EconWPA 3 Econometric Society 3 Faculteit Economie en Bedrijfskunde, Universiteit Gent 3 Society for Economic Dynamics - SED 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Banca d'Italia 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Departamento de Economía - Universidad Pública de Navarra 2 Department of Agricultural and Resource Economics, University of Connecticut 2 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 Economic Research Southern Africa (ERSA) 2 Economics Department, University of Missouri 2 Faculty of Economics, University of Cambridge 2 Federal Reserve Bank of Cleveland 2 Hong Kong Monetary Authority 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 2 Institute for Monetary and Economic Studies, Bank of Japan 2 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 2 Agricultural Economics Society - AES 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Bank of England 1 Bank of Japan 1 Berkeley Electronic Press 1
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Published in...
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Tinbergen Institute Discussion Papers 25 IMF Working Papers 17 Working Paper 17 Discussion paper / Tinbergen Institute 15 Tinbergen Institute Discussion Paper 15 European journal of operational research : EJOR 13 MPRA Paper 12 Marketing Science 10 Computational Statistics & Data Analysis 9 Journal of Applied Statistics 9 PharmacoEconomics 9 Econometric Institute Report 7 Econometric Institute Research Papers 7 Economics letters 7 Journal of econometrics 7 Management Science 7 Psychometrika 7 Quantitative Marketing and Economics 7 Cowles Foundation Discussion Papers 6 ECB Working Paper 6 CEPR Discussion Papers 5 Cahiers de recherche 5 Central European Journal of Economic Modelling and Econometrics 5 Economics Papers from University Paris Dauphine 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Staff Report 5 Working Paper Series / European Central Bank 5 Working paper 5 Working papers / Studienzentrum Gerzensee 5 Annals of the Institute of Statistical Mathematics 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Discussion Papers 4 Econometric Reviews 4 Econometrics 4 Econometrics : open access journal 4 Economic modelling 4 Federal Reserve Bank of Cleveland working paper series 4 International journal of production research 4 International review of financial analysis 4 Journal of empirical finance 4
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Source
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RePEc 395 ECONIS (ZBW) 316 EconStor 93 BASE 5 Other ZBW resources 4
Showing 421 - 430 of 813
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Best Management Practices to Enhance Water Quality: Who is Adopting Them?
Ghazalian, Pascal L.; Larue, Bruno; West, Gale E. - In: Journal of Agricultural and Applied Economics 41 (2009) 03
This study investigates the determinants affecting producers’ adoption of some Best Management Practices (BMPs). Priors about the signs of certain variables are explicitly accounted for by testing for inequality restrictions through importance sampling. Education, gender, age, and on-farm...
Persistent link: https://www.econbiz.de/10008474531
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Benchmark Priors Revisited:on Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging
Feldkircher, Martin; Zeugner, Stefan - International Monetary Fund (IMF) - 2009
work on the hyper-g-prior is complemented by posterior expressions essential to fully Bayesian analysis and to sound …
Persistent link: https://www.econbiz.de/10008559278
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Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.; Wolf, Zoltán - 2009
This paper contributes to the productivity literature by using results from firm-level productivity studies to improve forecasts of macro-level productivity growth. The paper employs current research methods on estimating firm-level productivity to build times-series components that capture the...
Persistent link: https://www.econbiz.de/10011378362
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A study of the powerplay in one-day cricket
Silva, Rajitha M.; Manage, Ananda B.W.; Swartz, Tim B. - In: European Journal of Operational Research 244 (2015) 3, pp. 931-938
This paper investigates the powerplay in one-day cricket. The rules concerning the powerplay have been tinkered with over the years, and therefore the primary motivation of the paper is the assessment of the impact of the powerplay with respect to scoring. The form of the analysis takes a...
Persistent link: https://www.econbiz.de/10011264326
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Constructions for a bivariate beta distribution
Olkin, Ingram; Trikalinos, Thomas A. - In: Statistics & Probability Letters 96 (2015) C, pp. 54-60
We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.
Persistent link: https://www.econbiz.de/10011115959
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Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Lo, Ming Chien; Morley, James - In: Journal of International Money and Finance 51 (2015) C, pp. 285-302
We investigate the persistence of real exchange rates using Bayesian methods. First, an algorithm for Bayesian estimation of nonlinear threshold models is developed. Unlike standard grid-based estimation, the Bayesian approach fully captures joint parameter uncertainty and uncertainty about...
Persistent link: https://www.econbiz.de/10011190175
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Probabilistic approach to decision-making under uncertainty during volcanic crises: retrospective application to the El Hierro (Spain) 2011 volcanic crisis
Sobradelo, Rosa; Martí, Joan; Kilburn, Christopher; … - In: Natural Hazards 76 (2015) 2, pp. 979-998
<Para ID="Par1"> Understanding the potential evolution of a volcanic crisis is crucial for designing effective mitigation strategies. This is especially the case for volcanoes close to densely populated regions, where inappropriate decisions may trigger widespread loss of life, economic disruption, and public...</para>
Persistent link: https://www.econbiz.de/10011241102
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Identifying future defaulters: A hierarchical Bayesian method
Liu, Fan; Hua, Zhongsheng; Lim, Andrew - In: European Journal of Operational Research 241 (2015) 1, pp. 202-211
Traditional methods of applying classification models into the area of credit scoring may ignore the effect from censoring. Survival analysis has been introduced with its ability to deal with censored data. The mixture cure model, one important branch of survival models, is also applied in the...
Persistent link: https://www.econbiz.de/10010939775
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Bayesian Inference for Partially Observed Branching Processes
Rousseau, Judith; Donnet, Sophie - Université Paris-Dauphine (Paris IX) - 2015
Poisson processes are used in various application fields applications (public health biology, reliability and so on). In their homogeneous version, the intensity process is a deterministic constant. In their inhomogeneous version, it depends on time. To allow for an endogenous evolution of the...
Persistent link: https://www.econbiz.de/10011228177
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Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan; Hua, Zhongsheng; Lim, Andrew - In: European journal of operational research : EJOR 241 (2015) 1, pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
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