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Large Bayesian VARMAs

Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Journal of econometrics 192 (2016) 2, pp. 374-390

Persistent link: https://www.econbiz.de/10011704723

A computationally efficient method for vector autoregression with mixed frequency data

Qian, Hang - In: Journal of econometrics 193 (2016) 2, pp. 433-437

Persistent link: https://www.econbiz.de/10011704991

The estimation and decomposition of tourism productivity

Assaf, A. Georges; Tsionas, Efthymios G. - In: Tourism management : research, policies, practice 65 (2018), pp. 131-142

Persistent link: https://www.econbiz.de/10011775107

Assessing fair lending risks using race/ethnicity proxies

Zhang, Yan - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 178-197

Persistent link: https://www.econbiz.de/10011819246

Consumption and wealth in the long run : an integrated unobserved component approach

Gardberg, Malin; Pozzi, Lorenzo - 2018 - Revision: September 2018

The ratio of consumption to total household wealth (i.e., tangible assets plus unobserved human wealth) is commonly calculated from the estimation of a log-linear version of the household intertemporal budget constraint as a cointegrating relationship between consumption, assets and earnings...

Persistent link: https://www.econbiz.de/10011844588

The role of socio-cultural factors in static trade panel models

Lesage, James P.; Fischer, Manfred M. - 2018 - Revised version: May 16, 2018

Persistent link: https://www.econbiz.de/10011926379

Taming volatile high frequency data with long lag structure : an optimal filtering approach for forecasting

Drechsel, Dirk; Neuwirth, Stefan - 2016 - Preliminary version

We propose a Bayesian optimal filtering setup for improving out-of-sample forecasting performance when using volatile …

Persistent link: https://www.econbiz.de/10011490594

State-dependent effects of fiscal policy

Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315

Persistent link: https://www.econbiz.de/10011317161

Measuring the natural rates, gaps, and deviation cycles

Murasawa, Yasutomo - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 495-522

Persistent link: https://www.econbiz.de/10010391160

Payout yield, risk, and mispricing : a Bayesian analysis

Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152

Persistent link: https://www.econbiz.de/10009622431