Similar Search Results

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - Economics Department, University of Strathclyde - 2009

This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with...

Persistent link: https://www.econbiz.de/10008629508

Monetary policy and financial exclusion in an estimated DSGE model of Sub-Saharan African economies

Takyi, Paul Owusu; Leon-Gonzalez, Roberto - In: International economic journal 34 (2020) 2, pp. 317-346

Persistent link: https://www.econbiz.de/10012261360

Implementing Box-Cox Quantile Regression

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - In: Econometric reviews 29 (2010) 2, pp. 158-182

Persistent link: https://www.econbiz.de/10008349859

On the evolution of the monetary policy transmission mechanism

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of economic dynamics & control 33 (2009) 4, pp. 997

Persistent link: https://www.econbiz.de/10008175451

Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 370-380

Persistent link: https://www.econbiz.de/10008434823

Bayesian estimation and model selection in the generalized stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-36

Persistent link: https://www.econbiz.de/10009949978

Bayesian model averaging in the instrumental variable regression model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - In: Journal of econometrics 171 (2012) 2, pp. 237-251

Persistent link: https://www.econbiz.de/10010034690

Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer

Leon-Gonzalez, Roberto; Scarpa, Riccardo - In: Journal of environmental economics and management : … 56 (2008) 1, pp. 50-68

Persistent link: https://www.econbiz.de/10008068103

Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer

Leon-Gonzalez, Roberto; Scarpa, Riccardo - In: Journal of environmental economics and management : … 56 (2008) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10008850567

On the evolution of the monetary policy transmission mechanism

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of economic dynamics & control 33 (2009) 4, pp. 997-1018

Persistent link: https://www.econbiz.de/10008884853