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Bayesian predictive distributions of oil returns using mixed data sampling volatility models

Virbickaite, Audrone; Nguyen, Hoang; Minh-Ngoc Tran - 2023

such as Generalized Autoregressive Conditional Heteroskedastic (GARCH), Generalized Autoregressive Score (GAS), and … inclusion of exogenous variables is beneficial for GARCH-type models while offering only a marginal improvement for GAS and SV …

Persistent link: https://www.econbiz.de/10014252427

The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations

Kim, Chang-jin (contributor); Nelson, Charles R. (contributor) - 2003 - [Elektronische Ressource].rev

Persistent link: https://www.econbiz.de/10001965242

The business cycle of European countries : Bayesian clustering of country-individual IP growth series

Kaufmann, Sylvia - 2003

Persistent link: https://www.econbiz.de/10001791349

A Bayesian approach to counterfactual analysis of structural change

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2004 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10002496905

Efficient two-stage analysis of long-run economic growth

Luoma, Arto; Luoto, Jani - 2006

Persistent link: https://www.econbiz.de/10003260039

A Bayesian approach to the estimation of environmental Kuznets curve for CO 2 emissions

Mazzanti, Massimiliano (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003602909

Modelling Okun's law - does non-Gaussianity matter?

Kiss, Tamás; Nguyen, Hoang; Österholm, Pär - 2022

In this paper, we analyse Okun's law - a relation between the change in the unemployment rate and GDP growth - using data from Australia, the euro area, the United Kingdom and the United States. More specifically, we assess the relevance of non-Gaussianity when modelling the relation. This is...

Persistent link: https://www.econbiz.de/10012799537

Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts

Siliverstovs, Boriss - 2019

Persistent link: https://www.econbiz.de/10011990793

Volatility spillovers across financial markets : the role of oil price uncertainty

Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347

Persistent link: https://www.econbiz.de/10014365776

How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital

Mu, Junlin; Yan, Lipeng - In: Applied economics letters 30 (2023) 11, pp. 1540-1560

Persistent link: https://www.econbiz.de/10014304416