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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

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

Semi-parametric single-index predictive regression models with cointegrated regressors

Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015073842

Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts

Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10013272977

Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach

Fan, Rui; Lee, Ji Hyung; Shin, Youngki - In: Journal of econometrics 237 (2023) 2,3, pp. 1-19

Persistent link: https://www.econbiz.de/10014471819

Testing cointegration in quantile regressions with an application to the term structure of interest rates

Kuriyama, Nina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10011507436

Quantile cointegration in the autoregressive distributed-lag modeling framework

Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300

Persistent link: https://www.econbiz.de/10011500352

Extended two-way fixed effects quantile cointegration regression and its application

Kim, Ki-ho - 2023

Persistent link: https://www.econbiz.de/10014455249

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010359435

Inference in vector autoregressive models with an informative prior on the steady state

Villani, Mattias - 2005

Vector autoregressions have steadily gained in popularity since their introduction in econometrics 25 years ago. A drawback of the otherwise fairly well developed methodology is the inability to incorporate prior beliefs regarding the system's steady state in a satisfactory way. Such prior...

Persistent link: https://www.econbiz.de/10011585058

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