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Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha; Davidson, Sharada Nia; Koop, Gary; … - In: Journal of international money and finance 130 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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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
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Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013
priors entertained for all variables at all forecasting horizons. …
Persistent link: https://www.econbiz.de/10011505823
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Monetary Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach
Vitek, Francis - 2009
This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy … forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment …
Persistent link: https://www.econbiz.de/10014403179
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Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022
The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...
Persistent link: https://www.econbiz.de/10013488603
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Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022
The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...
Persistent link: https://www.econbiz.de/10014264956
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Model averaging for global Frechet regression
Kurisu, Daisuke; Otsu, Taisuke - 2023
Persistent link: https://www.econbiz.de/10014430121
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TFP growth and commodity prices in emerging economies
Kataryniuk, Iván; Martínez-Martín, Jaime - 2017
Persistent link: https://www.econbiz.de/10011784270
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Using lasso-type penalties to model time-varying covariate effects in panel data regressions : a novel approach illustrated by the 'death of distance' in international trade
Hess, Wolfgang; Persson, Maria; Rubenbauer, Stephanie; … - 2013
When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …
Persistent link: https://www.econbiz.de/10009722024