Showing 1 - 10 of 1,057
statistical inference, and the simulation uses the Hamiltonian Monte Carlo (HMC) algorithm of Markov Chain Monte Carlo (MCMC) to …
Persistent link: https://www.econbiz.de/10014581582
Persistent link: https://www.econbiz.de/10011389911
Persistent link: https://www.econbiz.de/10011390012
Stylized facts show that the average growth rates of US per capitaconsumption and income differ in recession and expansion periods.Since a linear combination of such series does not have to be a constant meanprocess, standard cointegration analysis between the variables, toexamine the permanent...
Persistent link: https://www.econbiz.de/10011301165
Persistent link: https://www.econbiz.de/10010496421
Most economic time series, such as GDP, real exchange rate and banking series are irregular by nature as they may be affected by a variety of discrepancies, including political changes, policy reforms, import-export market instability, etc. When such changes entail serious consequences for time...
Persistent link: https://www.econbiz.de/10012655765
Persistent link: https://www.econbiz.de/10012415259
Persistent link: https://www.econbiz.de/10012418877
Persistent link: https://www.econbiz.de/10012170648
Persistent link: https://www.econbiz.de/10012200829