Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Year of publication: |
2014
|
---|---|
Authors: | Billio, Monica |
Other Persons: | Casarin, Roberto (contributor) ; Ravazzolo, Francesco (contributor) ; van Dijk, H. K. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | USA | United States | Eurozone | Euro area | VAR-Modell | VAR model | Modellierung | Scientific modelling | Schock | Shock | Konjunkturzusammenhang | Business cycle synchronization |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2326469 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Billio, Monica, (2015)
-
Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica, (2013)
-
Billio, Monica, (2015)
- More ...
-
Combining Predictive Densities Using Nonlinear Filtering with Applications to US Economics Data
Billio, Monica, (2012)
-
Combination Schemes for Turning Point Predictions
Billio, Monica, (2012)
-
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
Billio, Monica, (2012)
- More ...