Narrow search
Showing 1 - 10 of 817,393
Cover Image
Model Uncertainty in Panel Vector Autoregressive Models
Koop, Gary - 2014
We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our …
Persistent link: https://www.econbiz.de/10013048434
Cover Image
Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems
Pacifico, Antonio - In: Econometrics : open access journal 7 (2019) 1/8, pp. 1-24
This paper provides an overview of a time-varying Structural Panel Bayesian Vector Autoregression model that deals with …
Persistent link: https://www.econbiz.de/10012025648
Cover Image
Determinants of economic growth : a Bayesian panel data approach
Moral-Benito, Enrique - In: The review of economics and statistics 94 (2012) 2, pp. 566-579
Persistent link: https://www.econbiz.de/10009660695
Cover Image
Transmission of uncertainty shocks: learning from heterogeneous responses on a panel of EU countries
Claeys, Peter; Vašíček, Bořek - 2017
Persistent link: https://www.econbiz.de/10011816332
Cover Image
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? : a Bayesian approach
Christou, Christina; Gupta, Rangan; Hassapis, Christis - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 50-60
Persistent link: https://www.econbiz.de/10011792448
Cover Image
Transmission of uncertainty shocks : learning from heterogeneous responses on a panel of EU countries
Claeys, Peter; Vašíček, Bořek - In: International review of economics & finance : IREF 64 (2019), pp. 62-83
Persistent link: https://www.econbiz.de/10012322285
Cover Image
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of multinational financial management 40 (2017), pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Cover Image
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha; Davidson, Sharada Nia; Koop, Gary; … - In: Journal of international money and finance 130 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Cover Image
Uncertainty shocks in emerging economies : a global to local approach for identification
Miescu, Mirela S. - In: European economic review : EER 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014438352
Cover Image
Evaluating CPB's published GDP growth forecasts : a comparison with individual and pooled VAR based forecasts
Elbourne, Adam; Kranendonk, Henk C.; Luginbuhl, Rob; … - 2008
Persistent link: https://www.econbiz.de/10003767628