Статті в журналах з теми "Bayesian VARX"
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Belomestny, Denis, Ekaterina Krymova, and Andrey Polbin. "Bayesian TVP-VARX models with time invariant long-run multipliers." Economic Modelling 101 (August 2021): 105531. http://dx.doi.org/10.1016/j.econmod.2021.105531.
Повний текст джерелаElias, Intisar, and Taha Hussein Ali. "Choosing an Appropriate Wavelet for VARX Time Series Model Analysis." Journal of Economics and Administrative Sciences 31, no. 146 (2025): 174–96. https://doi.org/10.33095/px3b7908.
Повний текст джерелаMarchev, Angel, and Boyan Lomev. "Forecasting of the Event-driven Processes Using LSTM Network in the Context of Time of Arrival of On-demand City Transport." IOP Conference Series: Materials Science and Engineering 1317, no. 1 (2024): 012006. http://dx.doi.org/10.1088/1757-899x/1317/1/012006.
Повний текст джерелаOo, May Zun, Chukiat Chaiboonsri, and Kanchana Chokethaworn. "The Impact of Political Transition on Myanmar's Border Trade with Thailand, China, and India after 2021 Myanmar Military Coup: A Panel Analysis." International Journal of Science and Social Science Research 3, no. 1 (2025): 119–28. https://doi.org/10.5281/zenodo.15385589.
Повний текст джерелаMarcos, Vinícius Monteiro da Rocha. "OS STAKEHOLDERS DAS COOPERATIVAS." Revistaft 28, no. 131 (2024): 21. https://doi.org/10.5281/zenodo.10695021.
Повний текст джерелаEraker, Bjørn, Ching Wai (Jeremy) Chiu, Andrew T. Foerster, Tae Bong Kim, and Hernán D. Seoane. "Bayesian Mixed Frequency VARs." Journal of Financial Econometrics 13, no. 3 (2014): 698–721. http://dx.doi.org/10.1093/jjfinec/nbu027.
Повний текст джерелаBillio, Monica, Roberto Casarin, and Luca Rossini. "Bayesian nonparametric sparse VAR models." Journal of Econometrics 212, no. 1 (2019): 97–115. http://dx.doi.org/10.1016/j.jeconom.2019.04.022.
Повний текст джерелаYoon, Byung-Jo. "A Study on Economic Policy Uncertainty and Stock Market Using Bayesian Time-Varying Parameter VAR Model." INTERNATIONAL BUSINESS REVIEW 24, no. 3 (2020): 85–93. http://dx.doi.org/10.21739/ibr.2020.09.24.3.85.
Повний текст джерелаChan, Joshua C. C. "Asymmetric conjugate priors for large Bayesian VARs." Quantitative Economics 13, no. 3 (2022): 1145–69. http://dx.doi.org/10.3982/qe1381.
Повний текст джерелаCarriero, Andrea, Todd E. Clark, and Massimiliano Marcellino. "Common Drifting Volatility in Large Bayesian VARs." Journal of Business & Economic Statistics 34, no. 3 (2016): 375–90. http://dx.doi.org/10.1080/07350015.2015.1040116.
Повний текст джерелаCarriero, Andrea, Michael P. Clements, and Ana Beatriz Galvão. "Forecasting with Bayesian multivariate vintage-based VARs." International Journal of Forecasting 31, no. 3 (2015): 757–68. http://dx.doi.org/10.1016/j.ijforecast.2014.05.007.
Повний текст джерелаKoop, Gary M. "Forecasting with Medium and Large Bayesian VARS." Journal of Applied Econometrics 28, no. 2 (2011): 177–203. http://dx.doi.org/10.1002/jae.1270.
Повний текст джерелаCarriero, Andrea, Todd E. Clark, and Massimiliano Marcellino. "Bayesian VARs: Specification Choices and Forecast Accuracy." Journal of Applied Econometrics 30, no. 1 (2013): 46–73. http://dx.doi.org/10.1002/jae.2315.
Повний текст джерелаKorobilis, Dimitris. "VAR FORECASTING USING BAYESIAN VARIABLE SELECTION." Journal of Applied Econometrics 28, no. 2 (2011): 204–30. http://dx.doi.org/10.1002/jae.1271.
Повний текст джерелаShaffer, Michael J. "Bayesianism, Convergence and Social Epistemology." Episteme 5, no. 2 (2008): 203–19. http://dx.doi.org/10.3366/e1742360008000324.
Повний текст джерелаHuber, Florian, Tamás Krisztin, and Philipp Piribauer. "FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS." Bulletin of Economic Research 69, no. 3 (2016): 288–308. http://dx.doi.org/10.1111/boer.12094.
Повний текст джерелаBodnar, Taras, Mathias Lindholm, Vilhelm Niklasson, and Erik Thorsén. "Bayesian portfolio selection using VaR and CVaR." Applied Mathematics and Computation 427 (August 2022): 127120. http://dx.doi.org/10.1016/j.amc.2022.127120.
Повний текст джерелаSun, Dongchu, and Shawn Ni. "A Bayesian analysis of normalized VAR models." Journal of Multivariate Analysis 124 (February 2014): 247–59. http://dx.doi.org/10.1016/j.jmva.2013.11.004.
Повний текст джерелаGeorge, Edward I., Dongchu Sun, and Shawn Ni. "Bayesian stochastic search for VAR model restrictions." Journal of Econometrics 142, no. 1 (2008): 553–80. http://dx.doi.org/10.1016/j.jeconom.2007.08.017.
Повний текст джерелаChin, Kuo-Hsuan, and Xue Li. "Bayesian forecast combination in VAR-DSGE models." Journal of Macroeconomics 59 (March 2019): 278–98. http://dx.doi.org/10.1016/j.jmacro.2018.12.004.
Повний текст джерелаChan, Joshua C. C. "Minnesota-type adaptive hierarchical priors for large Bayesian VARs." International Journal of Forecasting 37, no. 3 (2021): 1212–26. http://dx.doi.org/10.1016/j.ijforecast.2021.01.002.
Повний текст джерелаChan, Joshua C. C. "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure." Journal of Business & Economic Statistics 38, no. 1 (2018): 68–79. http://dx.doi.org/10.1080/07350015.2018.1451336.
Повний текст джерелаCobb, Marcus P. A. "Aggregate density forecasting from disaggregate components using Bayesian VARs." Empirical Economics 58, no. 1 (2019): 287–312. http://dx.doi.org/10.1007/s00181-019-01720-6.
Повний текст джерелаGefang, Deborah, Gary Koop, and Aubrey Poon. "Computationally efficient inference in large Bayesian mixed frequency VARs." Economics Letters 191 (June 2020): 109120. http://dx.doi.org/10.1016/j.econlet.2020.109120.
Повний текст джерелаCarriero, A., G. Kapetanios, and M. Marcellino. "Forecasting exchange rates with a large Bayesian VAR." International Journal of Forecasting 25, no. 2 (2009): 400–417. http://dx.doi.org/10.1016/j.ijforecast.2009.01.007.
Повний текст джерелаFadlilah, Annastia Abqiatul, and Mahrus Lutfi Adi Kurniawan. "Analisis Struktural Perdagangan di Indonesia: Pendekatan Bayesian VAR." Cendekia Niaga 8, no. 1 (2024): 1–12. https://doi.org/10.52391/jcn.v8i1.875.
Повний текст джерелаYun, Seong-Jun, and Hee-Chan Lee. "Estimating the influence of COVID-19 on domestic tourism demand in Korea using the Bayesian VAR model: Difference in influence of indoor/outdoor, man-made/natural, large/small tourist attractions." Journal of Tourism Sciences 46, no. 1 (2022): 83–104. http://dx.doi.org/10.17086/jts.2022.46.1.83.104.
Повний текст джерелаÖsterholm, Pär, and Helge Berger. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs." IMF Working Papers 08, no. 76 (2008): 1. http://dx.doi.org/10.5089/9781451869385.001.
Повний текст джерелаBerger, H., and P. Osterholm. "Does Money matter for U.S. Inflation? Evidence from Bayesian VARs." CESifo Economic Studies 57, no. 3 (2011): 531–50. http://dx.doi.org/10.1093/cesifo/ifr001.
Повний текст джерелаSeong, Byunghee. "Forecasting with the Optimal Choice of Hyperparameters for Bayesian VARs." Journal of Money & Finance 38, no. 3 (2024): 71–99. http://dx.doi.org/10.21023/jmf.38.3.3.
Повний текст джерелаGupta, Rangan, and Xiaojin Sun. "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs." Economics Letters 186 (January 2020): 108677. http://dx.doi.org/10.1016/j.econlet.2019.108677.
Повний текст джерелаChan, Joshua C. C., Eric Eisenstat, Chenghan Hou, and Gary Koop. "Composite likelihood methods for large Bayesian VARs with stochastic volatility." Journal of Applied Econometrics 35, no. 6 (2020): 692–711. http://dx.doi.org/10.1002/jae.2793.
Повний текст джерелаKung, Syang Ke, and Chi Hsiu Wang. "Forecasting Performance Comparison by Using Power Transformation between VAR and Bayesian VAR Models." Applied Mechanics and Materials 529 (June 2014): 621–24. http://dx.doi.org/10.4028/www.scientific.net/amm.529.621.
Повний текст джерелаSiklar, Ilyas. "Bayesian VAR Estimates for the Fiscal Multipliers in Turkiye." International Journal of Economics, Business and Management Research 08, no. 12 (2024): 43–59. https://doi.org/10.51505/ijebmr.2024.81204.
Повний текст джерелаÖsterholm, Pär. "A structural Bayesian VAR for model-based fan charts." Applied Economics 40, no. 12 (2008): 1557–69. http://dx.doi.org/10.1080/00036840600843947.
Повний текст джерелаGefang, Deborah. "Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage." International Journal of Forecasting 30, no. 1 (2014): 1–11. http://dx.doi.org/10.1016/j.ijforecast.2013.04.004.
Повний текст джерелаThioune, Thierno. "Écart de production dans la zone UEMOA : analyse comparative d'une estimation par la fonction de production, le filtre de Kalman et le var structurel bayésien." Revue Internationale des Économistes de Langue Française 6, no. 2 (2021): 77–105. http://dx.doi.org/10.18559/rielf.2021.2.4.
Повний текст джерелаAhelegbey, Daniel Felix. "Inference of Impulse Responses via Bayesian Graphical Structural VAR Models." Econometrics 13, no. 2 (2025): 15. https://doi.org/10.3390/econometrics13020015.
Повний текст джерелаLouzis, Dimitrios P. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs." Empirical Economics 53, no. 2 (2016): 569–98. http://dx.doi.org/10.1007/s00181-016-1128-y.
Повний текст джерелаBerg, Tim O., and Steffen R. Henzel. "Point and density forecasts for the euro area using Bayesian VARs." International Journal of Forecasting 31, no. 4 (2015): 1067–95. http://dx.doi.org/10.1016/j.ijforecast.2015.03.006.
Повний текст джерелаChan, Joshua C. C., Liana Jacobi, and Dan Zhu. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation." Journal of Forecasting 39, no. 6 (2020): 934–43. http://dx.doi.org/10.1002/for.2660.
Повний текст джерелаChan, Joshua C. C., and Eric Eisenstat. "Bayesian model comparison for time‐varying parameter VARs with stochastic volatility." Journal of Applied Econometrics 33, no. 4 (2018): 509–32. http://dx.doi.org/10.1002/jae.2617.
Повний текст джерелаDjurovic, Gordana, Vasilije Djurovic, and Martin M. Bojaj. "The macroeconomic effects of COVID-19 in Montenegro: a Bayesian VARX approach." Financial Innovation 6, no. 1 (2020). http://dx.doi.org/10.1186/s40854-020-00207-z.
Повний текст джерелаBanbura, Marta, Domenico Giannone, and Lucrezia Reichlin. "Large Bayesian VARs." SSRN Electronic Journal, 2008. http://dx.doi.org/10.2139/ssrn.1292332.
Повний текст джерелаVieira, Jordy Oliveira, and Hitalo Joseferson Batista Nascimento. "Modelagem Bayesiana aplicada ao desenvolvimento de jogos de computadores: Um estudo de caso em MMORPGS." June 1, 2021. https://doi.org/10.5281/zenodo.13310807.
Повний текст джерелаFerreira, Leonardo N., Silvia Miranda-Agrippino, and Giovanni Ricco. "Bayesian Local Projections." Review of Economics and Statistics, May 29, 2023, 1–45. http://dx.doi.org/10.1162/rest_a_01334.
Повний текст джерелаChan, Joshua CC. "Asymmetric Conjugate Priors for Large Bayesian VARs." SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3424437.
Повний текст джерелаCarriero, Andrea, Todd E. Clark, and Massimiliano Giuseppe Marcellino. "Bayesian VARs: Specification Choices and Forecast Accuracy." SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.1830163.
Повний текст джерелаDomit, Silvia, Francesca Monti, and Andrej Sokol. "A Bayesian VAR Benchmark for COMPASS." SSRN Electronic Journal, 2016. http://dx.doi.org/10.2139/ssrn.2721620.
Повний текст джерелаQuilis, Enrique M. "BayVAR_R: Bayesian VAR Modeling in R." SSRN Electronic Journal, 2022. http://dx.doi.org/10.2139/ssrn.4000589.
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