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A Bayesian estimation of the relationship among economic fundamentals and stock market performance in Nigeria

Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 189-208

Persistent link: https://www.econbiz.de/10010353717

Estimating DSGE model parameters in a small open economy : do real-time data matter?

Čapek, Jan - In: Národohospodářský obzor : časopis věnovaný … 15 (2015) 1, pp. 89-114

Persistent link: https://www.econbiz.de/10010518699

Estimating a DSGE model for Japan in a data-rich environment

Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55

Persistent link: https://www.econbiz.de/10011380592

The interaction between monetary and fiscal policies in Turkey : an estimated New Keynesian DSGE model

Çebi, Cem - In: Economic modelling 29 (2012) 4, pp. 1258-1267

Persistent link: https://www.econbiz.de/10009667386

Identification of prior information via moment-matching

Sacht, Stephen - 2014

estimation of a standard hybrid New-Keynesian model. In particular, we shed a light on the impact of micro- and macropriors on … the estimation outcome. First, we investigate the impact of the transformation of those model parameters which are bounded …-stage estimation procedure – the so-called Moment-Matching based Bayesian (MoMBay) estimation approach – where we take the point …

Persistent link: https://www.econbiz.de/10010234025

Returns to scale at large banks in the US : a random coefficient stochastic frontier approach

Feng, Guohua; Zhangaohui, Xi - In: Journal of banking & finance 39 (2014), pp. 135-145

Persistent link: https://www.econbiz.de/10010340764

Accuracy of mortgage portfolio risk forecasts during financial crises

Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456

Persistent link: https://www.econbiz.de/10011436707

Consumer spending patterns across firms and categories : application to the size- and share-of-wallet

Jang, Sungha; Prasad, Ashutosh; Ratchfordn, Brian T. - In: International journal of research in marketing : IJRM ; … 33 (2016) 1, pp. 123-139

Persistent link: https://www.econbiz.de/10011490865

Evolving wage cyclicality in Latin America

Gambetti, Luca; Messina, Julián - 2016

This paper examines the evolution of the cyclicality of real wages and employment in four Latin American economies (Brazil, Chile, Colombia and Mexico) during the period 1980-2010. Wages are highly pro-cyclical during the 1980s and early 1990s, a period characterized by high inflation. As...

Persistent link: https://www.econbiz.de/10011519079

Small sample properties of Bayesian estimators of labor income processes

Nakata, Taisuke; Tonetti, Christopher - In: Journal of applied economics 18 (2015) 1, pp. 121-148

Persistent link: https://www.econbiz.de/10011554883