Similar Search Results - EconBiz

Measuring international uncertainty using global vector autoregressions with drifting parameters

Pfarrhofer, Michael - 2019

vector autoregressive (GVAR) specification with drifting coefficients and factor stochastic volatility in the errors to model … Bayesian techniques for estimation, and introduce a set of hierarchical global-local shrinkage priors. The adopted priors …

Persistent link: https://www.econbiz.de/10012052678

Reviewing demand regimes in open economies with Penn World Table data

Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751

Persistent link: https://www.econbiz.de/10013414312

Time-varying investment dynamics in the USA

Mendieta-Muñoz, Ivan - 2024

We study the time-varying effects of Tobin's q and cash flow on investment dynamics in the USA using a vector autoregression model with drifting parameters and stochastic volatilities estimated via Bayesian methods. We find significant variation over time of the response of investment to shocks...

Persistent link: https://www.econbiz.de/10014483612

Topics in applied time series analysis and panel econometrics

Gorenflo, Marcel - 2013

Persistent link: https://www.econbiz.de/10009744295

Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013273010

Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models

Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273080

Credit spread and employment growth : a time-varying relationship?

Nordström, Martin - In: Applied economics letters 28 (2021) 1, pp. 23-31

Persistent link: https://www.econbiz.de/10012415041

Large hybrid time-varying parameter VARs

Chan, Joshua - 2019

Persistent link: https://www.econbiz.de/10012224555

A new time-varying parameter autoregressive model for U.S. inflation expectations

Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995

Persistent link: https://www.econbiz.de/10011946516

Measurement errors and monetary policy : then and now

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011817602

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