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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.; van Dijk, Herman K. - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W. - 2009
volatility in the disturbances. The risk of a liquidity trap in the USA and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10012720260
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Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.; Dijk, Herman K. van - 2010 - Version 17 May 2010
) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10011380727
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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.; Dijk, Herman K. van - Tinbergen Instituut - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10011255775
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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.; Dijk, Herman K. van - Tinbergen Institute - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10005450792
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Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
Strachan, Rodney; van Dijk, Herman K. - Faculteit der Economische Wetenschappen, Erasmus … - 2007
trap in the USA, UK and Japan is evaluated, together with the expected cost of a policy adjustment of central banks …
Persistent link: https://www.econbiz.de/10010731708
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Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.; van Dijk, Herman K. - 2010
) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
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Model uncertainty and Bayesian model averaging in vector autoregressive processes
Strachan, Rodney; van Dijk, Herman K. - Faculteit der Economische Wetenschappen, Erasmus … - 2006
Economic forecasts and policy decisions are often informed by empirical analysis based on econometric models. However, inference based upon a single model, when several viable models exist, limits its usefulness. Taking account of model uncertainty, a Bayesian model averaging procedure is...
Persistent link: https://www.econbiz.de/10010731910
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Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
Strachan, Rodney; Dijk, Herman K. van - Department of Economics, Leicester University - 2006
Economic forecasts and policy decisions are often informed by empirical analysis based on econometric models. However, inference based upon a single model, when several viable models exist, limits its usefulness. Taking account of model uncertainty, a Bayesian model averaging procedure is...
Persistent link: https://www.econbiz.de/10005125078
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Evidence on features of a DSGE business cycle model from Bayesian model
Strachan, Rodney W.; Dijk, Herman K. van - 2012
Persistent link: https://www.econbiz.de/10009722689