Showing 1 - 10 of 2,407
The main objective of this study is to look for the best model for forecasting inflation rate and real growth for each CEMAC country. Using AR, VAR and BVAR models, it is clear from our study that forecasts made from Bayesian models have a higher predictive power than those made by classical...
Persistent link: https://www.econbiz.de/10015269552
Stochastic volatility models, aka SVOL, are more difficult to estimate than standard time-varying volatility models (ARCH). Advances in the literature now offer well tested estimators for a basic univariate SVOL model. However, the basic model is too restrictive for many economic and finance...
Persistent link: https://www.econbiz.de/10005100719
We use a multivariate hazard model to analyse the ratification behaviour of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian...
Persistent link: https://www.econbiz.de/10008479238
Persistent link: https://www.econbiz.de/10001612511
Persistent link: https://www.econbiz.de/10001371199
Persistent link: https://www.econbiz.de/10001517791
Persistent link: https://www.econbiz.de/10001518827
Persistent link: https://www.econbiz.de/10001724241
Persistent link: https://www.econbiz.de/10001077553
Persistent link: https://www.econbiz.de/10001449769