This paper reviews recent advances in the specification and estimation of Bayesian Vector Autoregressive models (BVARs …). After describing the Bayesian principle of estimation, we first present the methodology originally developed by Litterman … issues in forecasting and structural analysis. An application to the estimation of a system of time-varying reaction …

investigated their patterns of persistence over time. The empirical analysis is implemented by exploring the autocorrelation …The paper investigates the patterns of persistence of innovation and of the properties of firms' knowledge base (KB …

investigated their patterns of persistence over time. The empirical analysis is implemented by exploring the autocorrelation …The paper investigates the patterns of persistence of innovation and of the properties of firms' knowledge base (KB …

Wind speed persistence is a measure of the mean wind speed duration over a given period of time at any location. This … definition implies that wind speed persistence means a positive serial correlation in time series. The wind speed persistence …. Therefore, wind speed persistence should be taken into account in many studies such as weather forecast, site selection for wind …

strong degree of autocorrelation. Over the period 1994-1998, significant effects of specific news categories on the … news category and by financial market. It is demonstrated that most of the volatility persistence, as observed by GARCH …