EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Bayesian inference"
Narrow search

Narrow search

Year of publication
Subject
All
Bayesian inference 9,280 Bayes-Statistik 8,732 Theorie 3,654 Theory 3,646 Estimation 1,601 Schätzung 1,597 Prognoseverfahren 1,413 Forecasting model 1,407 VAR-Modell 1,134 VAR model 1,132 Estimation theory 1,016 Schätztheorie 1,016 Time series analysis 859 Zeitreihenanalyse 859 Markov-Kette 742 Markov chain 741 Dynamisches Gleichgewicht 686 Dynamic equilibrium 683 Monte Carlo simulation 644 Monte-Carlo-Simulation 643 USA 636 United States 632 Monetary policy 596 Geldpolitik 587 Modellierung 538 Scientific modelling 535 Volatility 527 Volatilität 527 Bayesian estimation 482 Stochastic process 482 Stochastischer Prozess 481 Schock 454 Shock 453 Regression analysis 419 Regressionsanalyse 419 Business cycle 413 Konjunktur 410 Spieltheorie 381 Game theory 380 Statistische Verteilung 352
more ... less ...
Online availability
All
Free 4,200 Undetermined 2,343
Type of publication
All
Book / Working Paper 4,757 Article 4,598 Other 8 Journal 1
Type of publication (narrower categories)
All
Article in journal 4,123 Aufsatz in Zeitschrift 4,123 Working Paper 2,974 Graue Literatur 2,911 Non-commercial literature 2,911 Arbeitspapier 2,868 Aufsatz im Buch 259 Book section 259 Hochschulschrift 163 Thesis 118 Collection of articles written by one author 44 Sammlung 44 Collection of articles of several authors 40 Sammelwerk 40 Commentary 37 Kommentar 37 Conference paper 32 Konferenzbeitrag 32 Article 23 Amtsdruckschrift 22 Government document 22 Konferenzschrift 13 Lehrbuch 13 Forschungsbericht 11 Systematic review 11 Textbook 11 Übersichtsarbeit 11 Aufsatzsammlung 10 Case study 7 Fallstudie 7 Bibliografie enthalten 4 Bibliography included 4 Reprint 4 Amtliche Publikation 3 Bibliografie 3 Conference Paper 3 Festschrift 3 Handbook 3 Handbuch 3 Rezension 3
more ... less ...
Language
All
English 8,909 Undetermined 364 German 36 French 20 Spanish 13 Portuguese 8 Polish 7 Czech 2 Italian 2 Russian 2 Danish 1 Dutch 1 Romanian 1 Turkish 1
more ... less ...
Author
All
Koop, Gary 124 Dijk, Herman K. van 121 Ravazzolo, Francesco 110 Casarin, Roberto 91 Schorfheide, Frank 90 Tsionas, Efthymios G. 76 Korobilis, Dimitris 60 Hoogerheide, Lennart 59 Villani, Mattias 58 Carriero, Andrea 57 Marcellino, Massimiliano 57 Bauwens, Luc 56 Strachan, Rodney W. 55 Clark, Todd E. 48 Billio, Monica 46 Chan, Joshua 43 Grassi, Stefano 41 Gupta, Rangan 41 Kohn, Robert 41 Robert, Christian P. 39 Crespo Cuaresma, Jesús 38 Havránek, Tomáš 38 Huber, Florian 38 Paap, Richard 36 Lang, Stefan 35 Martin, Gael M. 35 Canova, Fabio 34 Doppelhofer, Gernot 33 Feldkircher, Martin 33 Hoogerheide, Lennart F. 33 Del Negro, Marco 32 Leon-Gonzalez, Roberto 32 Amisano, Gianni 31 Basturk, Nalan 30 Coenen, Günter 30 Hamilton, James D. 30 Koopman, Siem Jan 30 Pettenuzzo, Davide 30 Steel, Mark F. J. 30 Fernández-Villaverde, Jesús 29
more ... less ...
Institution
All
National Bureau of Economic Research 50 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 18 Sveriges Riksbank 13 University of British Columbia / Finance Division 12 Econometrisch Instituut <Rotterdam> 11 Departamento de Estadistica, Universidad Carlos III de Madrid 10 European Central Bank 10 University of Strathclyde / Department of Economics 8 Université Paris-Dauphine (Paris IX) 7 Erasmus University Rotterdam, Econometric Institute 6 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 6 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 6 Dipartimento di Economia, Università Ca' Foscari Venezia 5 EconWPA 5 Tinbergen Instituut 5 University of Warwick / Department of Economics 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 C.E.P.R. Discussion Papers 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 4 European University Institute / Department of Law 4 Faculteit Economie en Bedrijfskunde, Universiteit Gent 4 Federal Reserve Bank of St. Louis 4 HAL 4 Johns Hopkins University / Department of Economics 4 Rimini Centre for Economic Analysis (RCEA) 4 School of Economics and Management, University of Aarhus 4 University of Cambridge / Department of Applied Economics 4 Department of Economics, Oxford University 3 Econometric Society 3 Federal Reserve Bank of New York 3 Graduate School of Economics, Hitotsubashi University 3 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 3 Iowa State University / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Tinbergen Institute 3 Türkiye Cumhuriyet Merkez Bankası 3 University of Canterbury / Dept. of Economics and Finance 3 University of Chicago / Graduate School of Business 3 University of New England / Department of Econometrics 3 University of Sheffield / Department of Economics 3
more ... less ...
Published in...
All
Journal of econometrics 159 Discussion paper / Tinbergen Institute 128 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 99 International journal of forecasting 95 Journal of applied econometrics 82 Economic modelling 74 European journal of operational research : EJOR 74 Journal of the American Statistical Association : JASA 73 Working paper 71 Economics letters 66 Econometric reviews 64 Working paper series / European Central Bank 64 CAMA working paper series 62 Working paper / Department of Econometrics and Business Statistics, Monash University 61 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 57 Journal of economic dynamics & control 57 Journal of economic theory 57 Working papers 56 Discussion papers / CEPR 55 CESifo working papers 52 Management science : journal of the Institute for Operations Research and the Management Sciences 52 Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences 52 Discussion paper / Centre for Economic Policy Research 51 NBER working paper series 47 Insurance / Mathematics & economics 46 International journal of production research 45 Journal of forecasting 45 Journal of macroeconomics 45 Working paper / National Bureau of Economic Research, Inc. 43 Applied economics 40 Games and economic behavior 39 ECB Working Paper 38 Energy economics 37 Journal of marketing research : JMR 37 Working papers in economics and statistics 37 Econometrics : open access journal 36 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 36 Working paper series 34 Macroeconomic dynamics 33 Econometric Institute research papers 32
more ... less ...
Source
All
ECONIS (ZBW) 8,784 RePEc 429 EconStor 132 BASE 16 USB Cologne (EcoSocSci) 2 Other ZBW resources 1
Showing 1 - 50 of 9,364
Cover Image
A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto; Ravazollo, Francesco; Grassi, Stefano; … - 2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://ebtypo.dmz1.zbw/10012816959
Saved in:
Cover Image
Graphical model inference with external network data
Jewson, Jack; Li, Li; Battaglia, Laura; Hansen, Stephen; … - 2022
A frequent challenge when using graphical models in applications is that the sample size is limited relative to the number of parameters to be learned. Our motivation stems from applications where one has external data, in the form of networks between variables, that provides valuable...
Persistent link: https://ebtypo.dmz1.zbw/10013438625
Saved in:
Cover Image
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://ebtypo.dmz1.zbw/10013332662
Saved in:
Cover Image
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2021
A Bayesian dynamic compositional model is introduced that can deal with combining a large set of predictive densities. It extends the mixture of experts and the smoothly mixing regression models by allowing for combination weight dependence across models and time. A compositional model with...
Persistent link: https://ebtypo.dmz1.zbw/10012431874
Saved in:
Cover Image
Bayes estimates of multimodal density features using DNA and Economic Data
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2021
In several scientific fields, like bioinformatics, financial and macro-economics, important theoretical and practical issues exist that involve multimodal data distributions. We propose a Bayesian approach using mixtures distributions to approximate accurately such data distributions. Shape and...
Persistent link: https://ebtypo.dmz1.zbw/10012431876
Saved in:
Cover Image
Bayesian predictive analysis of natural disaster losses
Deng, Min; Aminzadeh, Mostafa; Ji, Min - In: Risks : open access journal 9 (2021) 1/12, pp. 1-23
Different types of natural events hit the United States every year. The data of natural hazards from 1900 to 2016 in the US shows that there is an increasing trend in annul natural disaster losses after 1980. Climate change is recognized as one of the factors causing this trend, and predictive...
Persistent link: https://ebtypo.dmz1.zbw/10012422965
Saved in:
Cover Image
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane; Casarin, Roberto; … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012542739
Saved in:
Cover Image
A hitchhiker's guide to empirical macro models
Ferroni, Filippo; Canova, Fabio - 2021
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other models with classical or Bayesian methods. The toolbox allows a researcher to conduct inference under various prior assumptions on the parameters, to produce point and density...
Persistent link: https://ebtypo.dmz1.zbw/10012617682
Saved in:
Cover Image
Economic theories and macroeconomic reality
Loria, Francesca; Matthes, Christian; Wang, Mu-Chun - 2021
Economic theories are often encoded in equilibrium models that cannot be directly estimated because they lack features that, while inessential to the theoretical mechanism that is central to the specific theory, would be essential to fit the data well. We propose an econometric approach that...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012792815
Saved in:
Cover Image
Wage growth in Lithuania from 2008 to 2020 : observed drivers and underlying shocks
Garcia-Louzao, Jose; Jouvanceau, Valentin - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013479593
Saved in:
Cover Image
Robust dynamic space-time panel data models using [epsilon]-contamination : an application to crop yields and climate change
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013483248
Saved in:
Cover Image
An empirical analysis of economic growth in countries exposed to coastal risks : implications for their ecosystems
Gasmi, Farid; Recuero Virto, Laura; Couvet, Denis - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013486259
Saved in:
Cover Image
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51
Persistent link: https://ebtypo.dmz1.zbw/10013490951
Saved in:
Cover Image
DSGE model forecasting : rational expectations vs. adaptive learning
Warne, Anders - 2023
This paper compares within-sample and out-of-sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets and Wouters model is the chosen laboratory using quarterly real-time euro area data vintages, covering 2001Q1-2019Q4. The adaptive learning model...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013492913
Saved in:
Cover Image
Estimation of the TFP gap for the largest five EMU countries
Carstensen, Kai; Kießner, Felix; Rossian, Thies - 2023
In this paper we augment the Bayesian unobserved components model of the EU Commission to estimate the cyclical component of total factor productivity (TFP gap) with a factor structure to include a wide array of business cycle indicators. We demonstrate that this model extension considerably...
Persistent link: https://ebtypo.dmz1.zbw/10013503372
Saved in:
Cover Image
Agreed and disagreed uncertainty
Gambetti, Luca; Korobilis, Dimitris; Tsoukalas, John D.; … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013532340
Saved in:
Cover Image
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012373015
Saved in:
Cover Image
Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012321946
Saved in:
Cover Image
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012384654
Saved in:
Cover Image
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane; Casarin, Roberto; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012437577
Saved in:
Cover Image
A dynamic network model to measure exposure diversification in the Austrian interbank market
Hledik, Juraj; Rastelli, Riccardo - 2020
We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model focuses on the level of diversi- fication of financial institutions; that is, whether they are more inclined to distribute their assets equally among partners, or if they rather...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012200823
Saved in:
Cover Image
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges; Lacroix, Guy; Arshad Rahman, Mohammad - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012162345
Saved in:
Cover Image
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://ebtypo.dmz1.zbw/10013356469
Saved in:
Cover Image
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://ebtypo.dmz1.zbw/10013356509
Saved in:
Cover Image
One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks
Beetsma, Roel; Cimadomo, Jacopo; Van Spronsen, Josha - 2022
This paper proposes a central fiscal capacity for the euro area that generates transfers in response to euro area, country, and region-specific shocks. The main novelty of this fiscal capacity is that it allows a joint response to these three types of shocks within a single scheme. Based on...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013367997
Saved in:
Cover Image
Locally- but not Globally-identified SVARs
Bacchiocchi, Emanuele; Kitagawa, Toru - 2022
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally equivalent under the imposed restrictions. Although the...
Persistent link: https://ebtypo.dmz1.zbw/10013394355
Saved in:
Cover Image
Avaliando a qualidade dos serviços de distribuição de energia elétrica no Brasil
De Mendonça, Mário Jorge Cardoso; Pereira Júnior, … - 2022
Among the aspects related to the quality of electric power supply, continuity stands out, evaluated based on the DEC and FEC indicators that express, respectively, the duration and frequency of supply interruptions. Regarding the continuity of supply, this study aims to present an alternative...
Persistent link: https://ebtypo.dmz1.zbw/10013400239
Saved in:
Cover Image
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://ebtypo.dmz1.zbw/10012817747
Saved in:
Cover Image
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2022
This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large number of cross-sectional units is observed over a short period of time, and cross-sectional units are interdependent in more than a single network domain. The latter provides...
Persistent link: https://ebtypo.dmz1.zbw/10012817934
Saved in:
Cover Image
Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://ebtypo.dmz1.zbw/10012818429
Saved in:
Cover Image
The spillover of euro area shocks to the Maltese economy
Gatt, William; Ruisi, Germano - 2022
This paper develops a two-block Structural Vector Autoregression (SVAR) to estimate the spillover of external shocks to the Maltese economy. The model focuses on five broad macroeconomic shocks hitting the euro area; an aggregate demand shock, two aggregate supply shocks which respectively proxy...
Persistent link: https://ebtypo.dmz1.zbw/10012818649
Saved in:
Cover Image
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485
Persistent link: https://ebtypo.dmz1.zbw/10012819475
Saved in:
Cover Image
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012820395
Saved in:
Cover Image
Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012822269
Saved in:
Cover Image
Mis-specified forecasts and myopia in an estimated new Keynesian model
Hajdini, Ina - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012822287
Saved in:
Cover Image
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://ebtypo.dmz1.zbw/10012796284
Saved in:
Cover Image
Talking about the likelihood of risks : an agent-based simulation of discussion processes in risk workshops
Harten, Clemens; Meyer, Matthias; … - In: Journal of accounting & organizational change : JAOC 18 (2022) 1, pp. 153-173
Purpose: This paper aims to explore drivers of the effectiveness of risk assessments in risk workshops. Design/methodology/approach: This study uses an agent-based model to simulate risk assessments in risk workshops. Combining the notions of transactive memory and the ideal speech situation,...
Persistent link: https://ebtypo.dmz1.zbw/10012797774
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10012799537
Saved in:
Cover Image
An approach for variable selection and prediction model for estimating the Risk-Based Capital (RBC) based on machine learning algorithms
Park, Jaewon; Shin, Minsoo - In: Risks : open access journal 10 (2022) 1, pp. 1-20
The risk-based capital (RBC) ratio, an insurance company's financial soundness system, evaluates the capital adequacy needed to withstand unexpected losses. Therefore, continuous institutional improvement has been made to monitor the financial solvency of companies and protect consumers' rights,...
Persistent link: https://ebtypo.dmz1.zbw/10012805414
Saved in:
Cover Image
New definition of default - recalibration of credit risk models using Bayesian approach
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: Risks : open access journal 10 (2022) 1, pp. 1-16
After the financial crisis, the European Banking Authority (EBA) has established tighter standards around the definition of default (Capital Requirements Regulation CRR Article 178, EBA/GL/2017/16) to increase the degree of comparability and consistency in credit risk measurement and capital...
Persistent link: https://ebtypo.dmz1.zbw/10012805453
Saved in:
Cover Image
The anatomy of small open economy trends
Görtz, Christoph; Theodoridis, Konstantinos; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012878884
Saved in:
Cover Image
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong; Yu, Jisang - In: The econometrics journal 25 (2022) 1, pp. 215-232
Persistent link: https://ebtypo.dmz1.zbw/10012878909
Saved in:
Cover Image
Big data forecasting of South African inflation
Botha, Byron; Burger, Rulof; Kotzé, Kevin; Rankin, Neil; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012879763
Saved in:
Cover Image
Modeling Bayesian inspection game for non-performing loan problems
Widodo, Erwin; Rochmadhan, Oryza Akbar; Lukmandono; Januardi - In: Operations research perspectives 9 (2022), pp. 1-12
This study compiled a Bayesian inspection game as a branch in game theory to deal with non-performing loans (NPLs). Three types of games are analyzed, which are false alarm (FA), non-detection (ND), and bull's eye (BE). A Bayesian Nash equilibrium calculation process took place to formulate the...
Persistent link: https://ebtypo.dmz1.zbw/10012880419
Saved in:
Cover Image
Reverse Bayesianism and act independence
Chakravarty, Surajeet; Kelsey, David; Teitelbaum, Joshua C. - 2022
Karni and Vierø (2013) propose a model of belief revision under growing awareness- reverse Bayesianism- which posits that as a person becomes aware of new acts, conse- quences, or act-consequence links, she revises her beliefs over an expanded state space in a way that preserves the relative...
Persistent link: https://ebtypo.dmz1.zbw/10012938976
Saved in:
Cover Image
Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model
Stefán Thórarinsson - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012940002
Saved in:
Cover Image
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012498662
Saved in:
Cover Image
Bayesian comparative statics
Mekonnen, Teddy; Leal Vizcaíno, René - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 1, pp. 219-251
We study how changes to the informativeness of signals in Bayesian games and single‐agent decision problems affect the distribution of equilibrium actions. Focusing on supermodular environments, we provide conditions under which a more precise private signal for one agent leads to an...
Persistent link: https://ebtypo.dmz1.zbw/10012806926
Saved in:
Cover Image
Equilibrium contracts and boundedly rational expectations
Schumacher, Heiner; Thysen, Heidi Christina - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 1, pp. 371-414
We study a principal‐agent framework in which the agent forms beliefs about the principal's project based on a misspecified subjective model. She fits this model to the objective probability distribution to predict output under alternative actions. Misspecifications in the subjective model may...
Persistent link: https://ebtypo.dmz1.zbw/10012806946
Saved in:
Cover Image
Uncertain identification
Giacomini, Raffaella; Kitagawa, Toru; Volpicella, Alessio - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 95-123
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice. This paper considers uncertainty over models that impose different identifying assumptions, which can lead to a mix of point‐ and set‐identified models. We propose...
Persistent link: https://ebtypo.dmz1.zbw/10012807735
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...