The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, robust Bayesian dynamic models (RBDMs) do not assume a regular pattern or stability of the underlying system but can include points of statement breaks. In...

Puerto Rico vive un periodo de contracción económica desde el año 2006, iniciando así un poco antes de la contracción económica mundial. Este estudio examina el comportamiento de los préstamos otorgados por la banca comercial y la relación de los mismos con el número de quiebras...

Purpose The purpose of this paper is to investigate the relationship between single-state municipal bond fund risk and water scarcity in the USA. Design/methodology/approach The authors compare the risk profiles of funds from states with limited water resources with those from states without...

The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, robust Bayesian dynamic models (RBDMs) do not assume a regular pattern or stability of the underlying system but can include points of statement breaks. In...