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Improving inference and forecasting in VAR models using cross-sectional information

Prüser, Jan; Blagov, Boris - 2022

We propose a prior for VAR models that exploits the panel structure of macroeconomic time series while also providing shrinkage towards zero to address overfitting concerns. The prior is flexible as it detects shared dynamics of individual variables across endogenously determined groups of...

Persistent link: https://www.econbiz.de/10013359163

Conditional Distribution of the Colombian Exchange Rate Returns : An Empirical Exercise Using Multivariate GARCH Models

Gómez, Karoll; Gallón, Santiago - 2008

A set of multivariate GARCH models is estimated and its empirical validity is compared from the calculation of the Value at Risk. Data used are the daily returns of the nominal exchange rate of the Colombian peso vis-a-vis the American dollar, euro, sterling and Japanese yen for the period...

Persistent link: https://www.econbiz.de/10014220508

Multipliers of taxes and public spending in Colombia : SVAR and local projections approaches

Restrepo-Ángel, Sergio; Rincón Castro, Hernán; … - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-22

This paper estimates and analyzes multipliers for tax revenue and public spending for Colombia using structural …

Persistent link: https://www.econbiz.de/10013393435

Pollution and Weather Trade-offs for Endurance Events

Nath, Purnendu - 2021

This paper addresses the trade-off between unfavourable air pollution levels and favourable weather conditions for selecting a date for the staging of an outdoor event. For an event date that has been fixed, it presents a personal preference-based data-driven decision framework for individual...

Persistent link: https://www.econbiz.de/10013213886

A dynamical systems approach to modeling human development

Ranganathan, Shyam; Swain, Ranjula Bali; Sumpter, David … - 2014

A key aim of economics is to set goals and investigate the relationship between various socio-economic indicators. By fitting time series data using a Bayesian dynamical systems approach we identify non-linear interactions between GDP, child mortality, fertility rate and female education. We...

Persistent link: https://www.econbiz.de/10010425735

Labour Market Imbalances and Adjustments : Applied Forecast Model with RAS Component

Cohen, S. I. - 2015

types against educational levels. The model is applied and validated to Colombia, Korea, and Pakistan making use of plans …

Persistent link: https://www.econbiz.de/10013015327

With Exclusion to the Community

Radej, Bojan - 2022

Recent wave of mass popular dissent reminds us that it is necessary to understand social dynamics also from the perspective of social exclusion. Landauer (1900) inquired how to create alternative community with “the inclusion of the excluded as excluded” (Agamben, 1999). Antisystem movements...

Persistent link: https://www.econbiz.de/10013291678

Planning for the future : a land-use and transport interaction model for Switzerland : conference paper at 54th ERSA Congress, 26-29 August 2014

Bodenmann, Balz R.; Sanchez, Breogan; Bode, J.; Zeiler, … - 2014

Spatial and transport planners, authorities, real estate developers, investors, re-locating residents and businesses … have different questions related to space and transport. These questions may concern specific land parcels, or cover a much … integrated transport and land use simulation tool FaLC (Facility Location Choice Simulation Tool). FaLC incorporates interactions …

Persistent link: https://www.econbiz.de/10011490599

Transport investment appraisal and the environment

Nijkamp, Peter; Ubbels, Barry; Verhoef, Erik T. - 2002

This review considers the role of environmental effects in transport investment appraisal, mainly from the perspective …

Persistent link: https://www.econbiz.de/10011327843

Economic effects of transportation infrastructure quantity and quality : a study of German counties

Gaus, Dennis; Link, Heike - 2020

accounting for endogeneity. We find, in line with existing research, a positive impact of the quantity of transport …

Persistent link: https://www.econbiz.de/10012156021