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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

Hammoudeh, Shawkat; McAleer, Michael; Yuan, Yuan, Y.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2009

precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system …

Persistent link: https://www.econbiz.de/10010732605

The Vector Floor and Ceiling Model

Koop, Gary; Potter, Simon - Department of Economics, Leicester University - 2000

Floor and Ceiling model. Bayesian and classical methods for estimation and testing are developed and compared in the context … of an application involving U.S. macroeconomic data. In terms of statistical significance both classical and Bayesian …

Persistent link: https://www.econbiz.de/10005385072

A new model of trend inflation

Chan, Joshua; Koop, Gary; Potter, Simon - Volkswirtschaftliche Fakultät, … - 2012

This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this...

Persistent link: https://www.econbiz.de/10011112353

A flexible approach to parametric inference in nonlinear and time varying time series models

Koop, Gary; Potter, Simon - HAL - 2010

transition autoregressive models or time varying parameter models). Bayesian econometric methods for inference are developed for …

Persistent link: https://www.econbiz.de/10010821083

Forecasting the Price of Gold Using Dynamic Model Averaging

Aye, Goodness; Gupta, Rangan; Hammoudeh, Shawkat; Kim, … - Institut de Préparation à l'Administration et à la … - 2014

linear model (such as random walk) but also the Bayesian model averaging (BMA) model for examining possible predictors of the …

Persistent link: https://www.econbiz.de/10010891025

Forecasting the Price of Gold Using Dynamic Model Averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - Department of Economics, Faculty of Economic and … - 2014

linear model (such as random walk) but also the Bayesian model averaging (BMA) model for examining possible predictors of the …

Persistent link: https://www.econbiz.de/10010891726

What is the Causal Effect of Information and Learning about a Public Good on Willingness to Pay?

Czajkowski, Mikolaj; Hanley, Nicholas; LaRiviere, Jacob; … - Department of Economics, University of Stirling - 2014

: non-informative updating, Bayesian updating, and incomplete updating. We find causal evidence that agents imperfectly …

Persistent link: https://www.econbiz.de/10010894650

What is the Causal Effect of Information and Learning about a Public Good on Willingness to Pay?

Czajkowski, Mikolaj; Hanley, Nick; LaRiviere, Jacob; … - Scottish Institute for Research in Economics (SIRE) - 2014

: non-informative updating, Bayesian updating, and incomplete updating. We find causal evidence that agents imperfectly …

Persistent link: https://www.econbiz.de/10010907881

The effects of experience on preference uncertainty: theory and empirics for environmental goods

Czajkowski, Mikołaj; Hanley, Nick; LaRiviere, Jacob - Australian Agricultural and Resource Economics Society … - 2013

consumption experiences. We develop a theoretical model of Bayesian updating, perform comparative statics over the model, and show …

Persistent link: https://www.econbiz.de/10011070406

The Effects of Experience on Preference Uncertainty: Theory and Empirics for Public and Quasi-Public Goods

Czajkowski, Mikolaj; Hanley, Nicholas; LaRiviere, Jacob - Department of Economics, University of Stirling - 2012

consumption experiences. We develop a theoretical model of Bayesian updating, perform comparative statics over the model, and show …

Persistent link: https://www.econbiz.de/10011010136