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Dynamic spillovers of oil price shocks and economic policy uncertainty

Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - In: Energy economics 44 (2014), pp. 433-447

Persistent link: https://www.econbiz.de/10010457145

Predicting Inflation : Does The Quantity Theory Help?

Bachmeier, Lance J.; Swanson, Norman R. - 2003

are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC … alternative models, due to parameter estimation error, indicating that caution needs to be exercised when interpreting the results …

Persistent link: https://www.econbiz.de/10010263217

Asymmetric semi-volatility spillover effects in EMU stock markets

Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230

Persistent link: https://www.econbiz.de/10012006352

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - In: Energy economics 123 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014476462

Oil shocks and stock markets revisited : measuring connectedness from a global perspective

Zhang, Dayong - In: Energy economics 62 (2017), pp. 323-333

Persistent link: https://www.econbiz.de/10011748157

The dynamic striated Metropolis-Hastings sampler for high-dimensional models

Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao - 2014

Having efficient and accurate samplers for simulating the posterior distribution is crucial for Bayesian analysis. We develop a generic posterior simulator called the "dynamic striated Metropolis-Hastings (DSMH)" sampler. Grounded in the Metropolis-Hastings algorithm, it draws its strengths from...

Persistent link: https://www.econbiz.de/10011310190