This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation risks. The proposed parametric methodology bridges the empirically established benefits of TVP regressions for forecasting in ation with the ability of quantile regression to...

En este trabajo utilizamos datos administrativos para estudiar la brecha salarial entre empleados de los sectores público y privado en España, diferenciando por sexo, nivel de formación y tipo de contrato. Estimamos distribuciones salariales condicionadas por características observadas por...

This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation risks. The proposed parametric methodology bridges the empirically established benefits of TVP regressions for forecasting in ation with the ability of quantile regression to...

Compared to the conditional mean or median, conditional quantiles provide a more comprehensive picture of a variable in various scenarios. A semi-parametric quantile estimation method for a double threshold auto-regression with exogenous regressors and heteroskedasticity is considered, allowing...

The influence of maternal health problems on child's worrying status is important in practice in terms of the intervention of maternal health problems early for the influence on child's worrying status. Conventional methods apply symmetric prior distributions such as a normal distribution or a...