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The time-varying impact of foreign capital flows on house prices : evidence from South Africa
Baba, Boubekeur - In: Journal for studies in economics and econometrics : SEE 47 (2023) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10014319324
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Inference based on time-varying SVARs identified with sign restrictions
Arias, Jonas; Rubio-Ramírez, Juan Francisco; Shin, Minchul - 2024
We propose an approach for Bayesian inference in \TV SVARs identified with sign restrictions. The linchpin of our approach is a class of rotation-invariant \TV SVARs in which the prior and posterior densities of any sequence of structural parameters belonging to the class are invariant to...
Persistent link: https://www.econbiz.de/10014481197
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Time variation in Okun's law in Sweden
Österholm, Pär - In: Applied economics letters 23 (2016) 4/6, pp. 436-439
Persistent link: https://www.econbiz.de/10011430768
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Panel conditional and multinomial logit with time-varying parameters
Lee, Myoung-jae - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 317-337
Persistent link: https://www.econbiz.de/10011339431
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Fiscal behaviours in EMU countries : a dynamic approach
Schalck, Christophe - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 3, pp. 345-354
Persistent link: https://www.econbiz.de/10011482020
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It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano; Santucci de Magistris, Paolo - In: Journal of empirical finance 30 (2015), pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
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The impact of economic uncertainty and inflation uncertainty on the Greek economy
Balfoussia, Hiona; Louzis, Dimitrios P. - In: Economic bulletin 53 (2021), pp. 49-67
Persistent link: https://www.econbiz.de/10012802930
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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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Estimating and testing the multicountry endogenous growth model
De Visscher, Steff; Eberhardt, Markus; Everaert, Gerdie - In: Journal of international economics 125 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012590794