Bayesian near-boundary analysis in basic macroeconomic time-series models☆

DOI10.1016/S0731-9053(08)23011-2MaRDI QIDQ3572032zbMATH OpenOpenAlexFDO

Authors Michiel de Pooter, Francesco Ravazzolo, Rene Segers, 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

Mathematics Subject Classification ID

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)

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Cited in

(7)

• 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
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
• A Bayesian approach to dynamic macroeconomics
• Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
• Bayesian inference of latent threshold models with application to Japanese macroeconomic data

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