Search Results - subject:"Bayesian"

Information spillover in multiple zero-sum games

Pahl, Lucas - In: International journal of game theory 53 (2024) 1, pp. 71-104

Persistent link: https://www.econbiz.de/10014512327

Stock price index analysis of four OPEC members : a Bayesian approach

Hatamerad, Saman; Asgharpur, Hossain; Adrangi, Bahram; … - In: Financial innovation : FIN 10 (2024), pp. 1-29

-exporting members. Bayesian model averaging (BMA) and regularized linear regression (RLR) are employed to address uncertainties arising …

Persistent link: https://www.econbiz.de/10014548148

Bayesian equilibrium : from local to global

Levy, Yehuda John - In: Journal of mathematical economics 113 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015071930

Invariant equilibrium in discontinuous bayesian games

Allison, Blake A.; Lepore, Jason J. - In: Games 15 (2024) 23, pp. 1-14

We provide sufficient conditions on the primitives of a class of discontinuous Bayesian games such that all games in … the class share equilibria. If a Bayesian game in the class also satisfies a weak efficiency condition, then we show its … normal form is better-reply secure. The invariance property then provides an existence result for all Bayesian games in the …

Persistent link: https://www.econbiz.de/10014636250

Bayesian forecasting in the 21st century : a modern review

Martin, Gael M.; Frazier, David T.; Loiza-Maya, Ruben; … - 2023

Persistent link: https://www.econbiz.de/10014315412

Optimal investment in ambiguous financial markets with learning

Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410

Persistent link: https://www.econbiz.de/10014562844

Estimating time-varying potential output and NAIRU using a multivariate filter for Türkiye

Gökcü, Mert - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 2, pp. 1-12

This paper extends the multivariate filter approach for estimating potential output and NAIRU developed for Türkiye by integrating the capacity utilization block into the model. The model gives more negative estimates of the output gap and smaller estimates of NAIRU in recession periods...

Persistent link: https://www.econbiz.de/10014574478

Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms

Kunihama, Tsuyoshi; Li, Zehang Richard; Clark, Samuel J.; … - 2024

Persistent link: https://www.econbiz.de/10014506748

Does the RBNZ respond to exchange rate fluctuations?

Van Florenstein Mulder, Thomas; Wesselbaum, Dennis - In: New Zealand economic papers 58 (2024) 1, pp. 87-94

Persistent link: https://www.econbiz.de/10014511892

Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach

Tabash, Mosab I.; Navas, T. Muhammed; Thayyib, P. V.; … - In: Journal of open innovation : technology, market, and … 10 (2024) 2, pp. 1-16

identification of the best potential duration model among a set of four models using Bayesian approach. We test three models that …

Persistent link: https://www.econbiz.de/10014581582

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