Entity usage

Showing below up to 50 results in range #1 to #50.

1. Interfuel substitution and inflation dynamics in India: Label: en
2. Examining the impact of energy policies on \(\mathrm{CO}_2\) emissions with information and communication technologies and renewable energy: Label: en
3. Stability in threshold VAR models: Label: en
4. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis: Label: en
5. Co-jumping of treasury yield curve rates: Label: en
6. Welfare cost of inflation, when credit card transaction services are included among monetary services: Label: en
7. Bayesian flexible local projections: Label: en
8. Posterior manifolds over prior parameter regions: beyond pointwise sensitivity assessments for posterior statistics from MCMC inference: Label: en
9. A dynamic latent-space model for asset clustering: Label: en
10. Bayesian reconciliation of return predictability: Label: en
11. Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics: Label: en
12. Combining large numbers of density predictions with Bayesian predictive synthesis: Label: en
13. Modeling corporate CDS spreads using Markov switching regressions: Label: en
14. Sequential Monte Carlo with model tempering: Label: en
15. Matrix autoregressive models: generalization and Bayesian estimation: Label: en
16. Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods: Label: en
17. Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework: Label: en
18. Challenges and opportunities for twenty first century Bayesian econometricians: a personal view: Label: en
19. Editorial introduction of the special issue of studies in nonlinear dynamics and econometrics in honor of Herman van Dijk: Label: en
20. Volatility and dependence in cryptocurrency and financial markets: a copula approach: Label: en
21. High dimensional threshold model with a time-varying threshold based on Fourier approximation: Label: en
22. Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility: Label: en
23. Estimating uncertainty spillover effects across euro area using a regime dependent VAR model: Label: en
24. On testing for bubbles during hyperinflations: Label: en
25. Bayesian VARs and prior calibration in times of COVID-19: Label: en
26. A new test for non-linear hypotheses under distributional and local parametric misspecification: Label: en
27. Modelling volatility dependence with score copula models: Label: en
28. Analysis of heterogeneous duopoly game with information asymmetry based on extrapolative mechanism: Label: en
29. Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution: Label: en
30. Bayesian inference for order determination of double threshold variables autoregressive models: Label: en
31. Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging: Label: en
32. Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets: Label: en
33. Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate: Label: en
34. Middle-income traps and complexity in economic development: Label: en
35. The impact of forward guidance and large-scale asset purchase programs on commodity markets: Label: en
36. Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective: Label: en
37. Anticipating extreme losses using score-driven shape filters: Label: en
38. Approximate Bayesian inference for agent-based models in economics: a case study: Label: en
39. Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression: Label: en
40. Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations: Label: en
41. On the nonlinear relationships between shadow economy and the three pillars of sustainable development: new evidence from panel threshold analysis: Label: en
42. What will drive global economic growth in the digital age?: Label: en
43. Panel data models with two threshold variables: Label: en
44. Clean energy consumption and economic growth in China: a time-varying analysis: Label: en
45. On determination of the number of factors in an approximate factor model: Label: en
46. Expected, unexpected, good and bad aggregate uncertainty: Label: en
47. Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions: Label: en
48. Controlling chaos in New Keynesian macroeconomics: Label: en
49. Unrestricted, restricted, and regularized models for forecasting multivariate volatility: Label: en
50. Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects: Label: en