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Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan

Strachan, Rodney W. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003484038

Forecasting value-at-risk using block structure multivariate stochastic volatility models

Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009619566

Predictive gains from forecast combinations using time varying model weights

Ravazzolo, Francesco (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003746745

Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income

Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001722263

On Bayesian structural inference in a Simultaneous Equation Model

Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678732

The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States : A Fractional Integration and Cointegration Analysis

Caporale, Guglielmo Maria - 2015

This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of both series are found to vary considerably across...

Persistent link: https://www.econbiz.de/10013019858