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Credit constraints and the propagation of the Great Depression in Germany
Adam, Marc C.; Jansson, Walter - 2019
We evaluate the role played by loan supply shocks in the decline of investment and industrial production during the Great Depression in Germany from 1927 to 1932. We identify loan supply shocks in the context of a time varying parameter vector autoregression with stochastic volatility. Our...
Persistent link: https://www.econbiz.de/10012040313
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Updating ambiguity averse preferences
Hanany, Eran; Klibanoff, Peter - 2008
Dynamic consistency leads to Bayesian updating under expected utility. We ask what it implies for the updating of more …
Persistent link: https://www.econbiz.de/10010266275
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Space-varying regression models: Specifications and simulation
Gamerman, Dani; Moreira, Ajax Reynaldo Bello; Rue, Håvard - 2015
allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus …
Persistent link: https://www.econbiz.de/10012234115
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Bayesian analysis of econometric time series models using hybrid integration rules
Moreira, Ajax Reynaldo Bello; Gamerman, Dani - 2015
This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In …
Persistent link: https://www.econbiz.de/10012234118
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Multivariate spatial regression models
Gamerman, Dani; Moreira, Ajax Reynaldo Bello - 2015
This paper describes the inference procedures required to perform Bayesian inference to some multivariate econometric … models. These models have a spatial component built into commonly used multivariate models. In particular, the seemingly …
Persistent link: https://www.econbiz.de/10012234129