Bayesian near-boundary analysis in basic macroeconomic time-series models☆
DOI10.1016/S0731-9053(08)23011-2zbMATH Open1189.91168OpenAlexW2146868790MaRDI QIDQ3572032FDOQ3572032
Francesco Ravazzolo, Rene Segers, Michiel de Pooter, Herman K. Van Dijk
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23011-2
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Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)
Cited In (6)
- Bayesian inference of latent threshold models with application to Japanese macroeconomic data
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
- A Bayesian approach to dynamic macroeconomics
- Exploring economic time series: a Bayesian graphical approach
- Bayesian reconciliation of return predictability
- Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
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