Model uncertainty in Panel Vector Autoregressive models
Year of publication: |
January 2016
|
---|---|
Authors: | Koop, Gary ; Korobilis, Dimitris |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 81.2016, p. 115-131
|
Subject: | Bayesian model averaging | Stochastic search variable selection | Financial contagion | Sovereign debt crisis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory | Modellierung | Scientific modelling | Öffentliche Schulden | Public debt | Panel | Panel study | Ansteckungseffekt | Contagion effect |
-
Model uncertainty in Panel Vector Autoregressive models
Koop, Gary, (2014)
-
Intraday dynamics of euro area sovereign credit risk contagion
Komárek, Luboš, (2016)
-
Bank-sovereign contagion in the Eurozone : a panel VAR Approach
Georgoutsos, Demetris A., (2017)
- More ...
-
Exchange rate predictability and dynamic Bayesian learning
Schüssler, Rainer, (2018)
-
Forecasting with High-Dimensional Panel VARs
Koop, Gary, (2019)
-
Exchange rate predictability and dynamic Bayesian learning
Beckmann, Joscha, (2020)
- More ...