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A Bayesian estimation of the relationship among economic fundamentals and stock market performance in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10010353717
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Examining the relationship between electricity consumption, financial development and economic growth in ASEAN countries : evidence from a Bayesian analysis
Canh Chi Hoang - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 49-56
Persistent link: https://www.econbiz.de/10012605555
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The impact of the CAP Health Check on the price relations of the EU food supply chain : a dynamic panel data cointegration analysis
Rezitis, Anthony N.; Rokopanos, Andreas - In: International journal of computational economics and … 11 (2021) 3, pp. 280-303
Persistent link: https://www.econbiz.de/10012597700
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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - 2012 - November 2011, updated October 2012
The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...
Persistent link: https://www.econbiz.de/10010357151
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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - In: American journal of agricultural economics 95 (2013) 4, pp. 900-916
Persistent link: https://www.econbiz.de/10010203445
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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Monetary policy responses to exogenous perturbations : the case of a small open economy (2007-2018)
Warburton, Christopher E. S.; Jackson, E. A. - In: PSL quarterly review 73 (2020) 293, pp. 181-201
response of monetary policy to exogenous perturbations is generally weak and less persistent. Granger-causality tests reveal …
Persistent link: https://www.econbiz.de/10012288324
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Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian; Zörner, Thomas - In: International journal of forecasting 35 (2019) 2, pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
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A Bayesian approach to modeling time-varying cointegration and cointegrating rank
Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 267-277
Persistent link: https://www.econbiz.de/10011894727
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593