Pages that link to "Item:Q2439062"

The following pages link to Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062):

Displaying 16 items.

• Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
• Global prediction of recessions (Q529785) (← links)
• Are European business cycles close enough to be just one? (Q959645) (← links)
• Institutions and growth: a GMM/IV panel VAR approach (Q1668008) (← links)
• Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
• Bayesian nonparametric sparse VAR models (Q2323368) (← links)
• Do Islamic and conventional banks really differ? A panel data statistical analysis (Q2416188) (← links)
• Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
• G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? (Q3182102) (← links)
• Some statistical aspects of methods for detection of turning points in business cycles (Q3592562) (← links)
• Model-based approach for scenario design: stress test severity and banks' resiliency (Q5041674) (← links)
• Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies (Q5049435) (← links)
• Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models (Q5861043) (← links)
• A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies (Q6104139) (← links)