Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective

DOI10.1214/16-EJS1165MaRDI QIDQ309573zbMATHFDO

Authors Pietro Muliere, Filippo Taddei, A. Lijoi, I. Prünster

Publication date 7 September 2016

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1468954727

zbMATH Keywords

asymptoticsBayesian nonparametricseconomic growthaggregate volatilityPoisson-Dirichlet process

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Random measures (60G57) Economic growth models (91B62)

Recommendations

• Uncertainty-driven growth
• On the link between volatility and growth
• Growth, volatility and learning
• Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics
• On the probability distribution of economic growth

Cites work

• scientific article; zbMATH DE number 2041499 (Why is no real title available?)
• scientific article; zbMATH DE number 2214054 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A Bayesian mixed logit-probit model for multinomial choice
• A Bayesian nonparametric approach to modeling market share dynamics
• A Representation of Independent Increment Processes without Gaussian Components
• Bayesian Nonparametric Estimation of the Probability of Discovering New Species
• Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
• Bayesian nonparametric estimators derived from conditional Gibbs structures
• Combinatorial Methods in Discrete Distributions
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Dynamic density estimation with diffusive Dirichlet mixtures
• Exchangeable and partially exchangeable random partitions
• Financial Modelling with Jump Processes
• Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
• Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors
• Introduction to modern economic growth.
• Modelling long-term investment returns via Bayesian infinite mixture time series models
• On option pricing under a completely random measure via a generalized Esscher transform
• Order-Based Dependent Dirichlet Processes
• Random variate generation for exponentially and polynomially tilted stable distributions
• Semiparametric Bayesian Inference in Autoregressive Panel Data Models
• Semiparametric Bayesian inference for stochastic frontier models
• Stationary Autoregressive Models via a Bayesian Nonparametric Approach
• Stick-breaking autoregressive processes
• Tempering stable processes
• The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
• The sampling theory of selectively neutral alleles
• Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models

Cited in

(1)

• Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process

This page was built for publication: Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q309573)