This paper presents a software package that implements Bayesian model averaging for Gnu Regression, Econometrics and Time-series Library - gretl. The Bayesian Model Averaging (BMA) is a model-building strategy that takes account of model uncertainty into conclusions about estimated parameters....

In this paper, we revisit the well-known UK inflation model by Hendry (Journal of Applied Econometrics 2001, 16:255-275. doi:10.1002/jae.615). We replicate the results in a narrow sense using the gretl and PcGive programs. In a wide sense, we extend the study of model uncertainty using the...

In this paper, we revisit the well-known UK inflation model by Hendry (Journal of Applied Econometrics 2001, 16:255-275. doi:10.1002/jae.615). We replicate the results in a narrow sense using the gretl and PcGive programs. In a wide sense, we extend the study of model uncertainty using the...

This paper presents a software package that implements Bayesian Model Averaging for Autoregressive Distributed Lag models BMA_ADL ver.~0.9 in gretl. Gretl (the GNU regression, econometrics and time-series library) is an increasingly popular free, open-source software for econometric analysis...

In recent economic literature it has been emphasized that across both advanced countries and emerging markets, high levels of debt-to-gross domestic product (GDP) ratio (90% and above) are associated with notably lower growth outcomes. On the other hand, much lower levels of external debt-to-GDP...

We propose to apply a time series-based nonlinear mechanism in the threshold autoregression form in order to examine the possible relationship between economic growth rate and its potential determinants included debt-to-GDP indicator. Our approach employs threshold variables instead of exogenous...

We propose to apply a time series-based nonlinear mechanism in the threshold autoregression form in order to examine the possible relationship between economic growth rate and its potential determinants included debt-to-GDP indicator. Our approach employs threshold variables instead of exogenous...

In recent economic literature it has been emphasized that across both advanced countries and emerging markets, high levels of debt-to-gross domestic product (GDP) ratio (90% and above) are associated with notably lower growth outcomes. On the other hand, much lower levels of external debt-to-GDP...