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Estimación de VAR bayesianos para la economía chilena
Jaramillo, Patricio - 2008
Persistent link: https://www.econbiz.de/10003896306
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Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander - 2009
Persistent link: https://www.econbiz.de/10003897072
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Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003897081
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Real-time conditional forecasts with Bayesian VARs : an application to New Zealand
Bloor, Chris; Matheson, Troy - 2009
Persistent link: https://www.econbiz.de/10003868681
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
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Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander - 2009
Persistent link: https://www.econbiz.de/10003900085
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The "Great Moderation" in the United Kingdom
Benati, Luca (contributor) - 2007
We use a Bayesian time-varying parameters structural VAR with stochastic volatility for GDP deflator inflation, real GDP growth, a 3-month nominal rate, and the rate of growth of M4 to investigate the underlying causes of the Great Moderation in the United Kingdom. Our evidence points towards a...
Persistent link: https://www.econbiz.de/10003484192
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Intrinsic Bayesian estimation of vector autoregression impulse responses
Ni, Shawn X.; Sun, Dongchu; Sun, Xiaoqian - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 163-176
Persistent link: https://www.econbiz.de/10003463620
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A Bayesian framework for the expectations hypothesis. : How to extract additional information from the term structure of interest rates
Carriero, Andrea (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428576