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Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha; Nardari, Federico; Shephard, Neil - 2002
). 'Markov chain Monte Carlo methods for stochastic volatility models', Journal of Econometrics, 108(2), 281-316. [Available at …
Persistent link: https://www.econbiz.de/10009441450
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Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
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Chapter 15. Forecasting with Bayesian Vector Autoregression
Karlsson, Sune - 2013
This chapter reviews Bayesian methods for inference and forecasting with VAR models. Bayesian inference and, by extension, forecasting depends on numerical methods for simulating from the posterior distribution of the parameters and special attention is given to the implementation of the...
Persistent link: https://www.econbiz.de/10014025233
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Export instability and economic growth in Nigeria: a time series analysis
Oladipo, Olajide S. - In: International Journal of Economics and Business Research 7 (2014) 4, pp. 476-501
The primary products and commodities provide food and livelihood for families and communities, are sources of raw material, and export earnings for many governments in sub-Saharan African (SSA) countries and most especially, Nigeria. However, over the years, global prices of primary products and...
Persistent link: https://www.econbiz.de/10010795463
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Cointegration: An Introduction to the Literature
Perman, Roger - In: Journal of Economic Studies 18 (1991) September, pp. 3-30
An overview of the cointegration approach to econometric specification and estimation is provided. A non … knowledge of the subject but with some limited knowledge of econometrics. Particular emphases are given to the rationale for … using cointegration techniques in the estimation of economic relationships, to providing intuitive explanations of the …
Persistent link: https://www.econbiz.de/10008459576
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The Doctrine of Relative Purchasing Power Parity Re-examined
Beach, Elsworth D.; Kruse, Nancy Cottrell; Uri, Noel D. - In: Journal of Economic Studies 20 (1993) September, pp. 3-23
are obtained via appropriate autoregressive integrated moving average filters and, second, where cointegration techniques …
Persistent link: https://www.econbiz.de/10004987088
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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Applied econometrics and implications for energy economics research
Smyth, Russell; Narayan, Paresh Kumar - In: Energy economics 50 (2015), pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
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Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel - 2016
Persistent link: https://www.econbiz.de/10011399615
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Market efficiency and price risk management of agricultural commodity prices in India
R. L., Manogna; Mishra, Aswini Kumar - In: Journal of modelling in management 18 (2023) 1, pp. 190-211
Persistent link: https://www.econbiz.de/10014334640