Similar Search Results - EconBiz

On the political economy of high skilled migration and international trade

Bougheas, Spiros P.; Nelson, Douglas R. - 2012

Persistent link: https://www.econbiz.de/10009573207

Systemic risk in banking, fire sales, and macroeconomic disasters

Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024

We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...

Persistent link: https://www.econbiz.de/10014490902

Bayesian estimation of switching ARMA models

Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255

Persistent link: https://www.econbiz.de/10001406655

Portfolio optimization based on stochastic dominance and empirical likelihood

Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186

Persistent link: https://www.econbiz.de/10012110374

Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks

Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116

Persistent link: https://www.econbiz.de/10010506080

Composite likelihood methods for large Bayesian VARs with stochastic volatility

Chan, Joshua; Eisenstat, Eric; Hou, Chenghan; Koop, Gary - 2018

Persistent link: https://www.econbiz.de/10012202274

Comparing hybrid time-varying parameter VARs

Chan, Joshua; Eisenstat, Eric - 2018

Persistent link: https://www.econbiz.de/10012202336

Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts

Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018

Persistent link: https://www.econbiz.de/10012202537

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019

Persistent link: https://www.econbiz.de/10012224001

Asymmetric conjugate priors for large Bayesian VARs

Chan, Joshua - 2019

Persistent link: https://www.econbiz.de/10012224053

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