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Bayesian modeling of the evolution of male height in 18th century Finland from incomplete data

Penttinen, Antti; Moltchanova, Elena; Nummela, Ilkka - In: Economics and human biology 11 (2013) 4, pp. 405-415

Persistent link: https://www.econbiz.de/10010387440

A comparison of different short-term macroeconomic forecasting models : evidence from Armenia

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Some models for stochastic frontiers with endogeneity

Griffiths, William E.; Hajargasht, Gholamreza - 2015

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Triple regime stochastic volatility model with threshold and leverage effects

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DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation

Filippeli, Thomai; Harrison, Richard; Theodoridis, … - 2018

We present a new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model. We use the DSGE model priors to determine the moments of an independent Normal-Wishart prior for the VAR parameters. Two hyper-parameters...

Persistent link: https://www.econbiz.de/10011886093