Search Results

The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7,
Shyh-Wei Chen and Tzu-Chun Chen, in Journal of Economics and Management (2011)
Keywords: exchange rate, stock price, cointegration, causality

Determinants of the Government Bond Yield: Evidence from a Highly Euroised Small Open Economy,
Maja Mihelja ?aja, Drago Jakov?evi? and Lucija Vi?i?, in International Journal of Economic Sciences (2018)
Keywords: government bonds, macroeconomic fundamentals, structural changes, linear regression, The Republic of Croatia

Conditional Correlation on CEE Stock Markets,
Kralik Lóránd István, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: stock index returns, multivariate GARCH, conditional correlation, diagonal BEKK, financial crises

Capital Asset Pricing Model Using Fuzzy Data and Application for the Russian Stock Market,
A. Brychykova, in Journal of the New Economic Association (2019)
Keywords: fuzzy sets, fuzzy regression, capital asset pricing model, stock market

The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries,
Shabbir Ahmad, in International Journal of Energy Economics and Policy (2019)
Keywords: GCC, Stock markets, Oil price shocks, Impulse response function, Granger Causality test

Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?,
Vit Posta, in Czech Journal of Economics and Finance (Finance a uver) (2012)
Keywords: CAPM, CCAPM, multivariate GARCH-in-mean, risk premium, structural changes

Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta,
Werner Kristjanpoller Rodriguez and Carolina Liberona Maturana, in EconoQuantum, Revista de Economia y Finanzas (2010)
Keywords: CAPM, Reward Beta, Modelo tres Factores de Fama y French.

Bayesian Approach Of Decision Problems,
Dragoş Stuparu, Tomiţă Vasile and Cora-Ionela Dăniasă, in Annals of the University of Petrosani, Economics (2010)
Keywords: certitude, uncertainty, risk, decision, probability, Bayesian theory

Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana,
José Rafael Tovar Cuevas, Claudia Lorena Zúñiga Martínez and Luis Miguel Tovar Cuevas, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2022)
Keywords: emprendimiento; migración de retorno; inferencia Bayesiana; GEM; métodos empíricos de Bayes; entrepreneurship; return migration; Bayesian inference; Global Entrepreneurship Monitor (GEM); Empirical Bayes Methods

BAYESIAN APPROACH TO RISK ASSESSMENT IN KNOWLEDGE BASED AUTHENTICATION,
Dragos Palaghita and Bogdan Zurbagiu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: risk assessment, knowledge

Tratamiento de clases desbalanceadas con el método del cubo en problemas de credit scoring a través de la minería de datos,
Mauricio Beltrán Pascual, Francisco Javier Martínez de Pisón Ascacíbar and uan Antonio Vicente Vírseda, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2020)
Keywords: Método del cubo; Credit scoring; Minería de datos; Coste de clasificación

Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica,
Mauricio Beltrán Pascual, Azahara Muñoz Martínez and Ángel Muñoz Alamillos, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2014)
Keywords: Redes bayesianas; Manto de Markov; Credit scoring; Curva ROC; Multiclasificadores

A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models,
Lukasz Kwiatkowski, in Central European Journal of Economic Modelling and Econometrics (2015)
Keywords: Bayesian inference, prior coherence, prior compatibility, exponential family

Rational Beliefs and Bayesian Learning: A Note,
Carsten Nielsen, in Rivista Internazionale di Scienze Sociali (2007)
Keywords: Rational beliefs, Bayesian learning

Bayesian analysis in the case of an estimated parameter following a stochastic process,
Lev Slutskin, in Applied Econometrics (2010)
Keywords: asymptotic covariance matrix; Bayes’ rule; Gaussian process; marginal posterior distribution

A new approach to construction of objective priors: Hellinger information,
Arkady Shemyakin, in Applied Econometrics (2012)
Keywords: non-informative priors; reference priors; Jeffreys’ rule; Hellinger distance; Hellinger information.

Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability,
Lev Slutskin, in Applied Econometrics (2015)
Keywords: prior probability distributions; Bayesian methodology; Kullback–Leibler divergence; regression analysis

Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions,
Martin Neil and Norman Fenton, in Journal of Financial Transformation (2008)
Keywords: Bayesian networks; operational risk

Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors,
Nida Khan and Muhammad Aslam, in Journal of Quantitative Methods (2019)
Keywords: Bayesian estimation; noninformative prior; Jeffreys prior; loss function; Bayes estimator; Bayes risk; simulation study

Conceptos basicos de probabilidad,
Ignacio Velez-Pareja, from Master Consultores (2009)
Keywords: Probability rules, induction, deduction, random variable, independence

Statistics as a tool for the development of speech recognition automatic systems,
José Luciano Maldonado, in Economía (1998)
Keywords: Sistemass reconocedores del habla, tecnología del habla,modelos ocultos del Markov

Approximate Bayesian Computation for Partially Identified Models,
Luis Antonio Alvarez, from University Library of Munich, Germany (2023)
Keywords: Approximate Bayesian Computation; Partial Identification; Tuning parameter selection

Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes,
Oksana Snytuk and Lesia Berezhna, in Business & Management Compass (2010)

Earthquake parametric insurance with Bayesian spatial quantile regression,
Jeffrey Pai, Yunxian Li, Aijun Yang and Chenxu Li, in Insurance: Mathematics and Economics (2022)
Keywords: Earthquake risk; Parametric insurance; Quantile regression; Spatial correlation; Bayesian approaches;

Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity,
Jorge Araña and Carmelo J. Leon, from Econometric Society (2004)
Keywords: Bayesian Econometrics; Mixture of Normals; Choice Experiments

Lifting, superadditivity, mixed integer rounding and single node flow sets revisited,
Quentin Louveaux and Laurence Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: lifting, mixed integer rounding, single node flow sets

Baysian seasonal analysis with robust priors,
Rolando Gonzales, in Investigación & Desarrollo (2012)
Keywords: Seasonal analysis, Bayesian inference

Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible,
Augusta Abrahamse, Carla Quiroga, Mathew Johnson and Ruth Scipione, in Investigación & Desarrollo (2012)
Keywords: Educación Internacional, Aprendizaje Virtual, Colaboración Intercultural, Competencias Globales, Aprendizaje Activo

Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference,
Andrzej Kocięcki, from University Library of Munich, Germany (2011)
Keywords: invariant models; coherence; strong inconsistency; groups

Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models,
Mu-Chun Wang, from Verein für Socialpolitik / German Economic Association (2018)
Keywords: Bayesian inference, Bayesian VAR, Time variation

A Bayesian MCMC Algorithm for Markov Switching GARCH models,
Dhiman Das and Byoung Hark Yoo, from Econometric Society (2004)
Keywords: Markov Switching, GARCH, Bayesian

Likelihood-based estimation of latent generalised ARCH structures,
Gabriele Fiorentini, Enrique Sentana and Neil Shephard, from London School of Economics and Political Science, LSE Library (2003)
Keywords: Bayesian inference; dynamic heteroskedasticity; factor models; Markov chain Monte Carlo; simulated EM algorithm; volatility

Honorary Lecture on S. James Press and Bayesian Analysis,
Arnold Zellner, in Review of Economic Analysis (2009)
Keywords: S. James Press, Bayesian analysis, statistical inference, optimal learning models, Bayes' theorem

A Finer Point in Forensic Identification,
Halvor Mehlum, from Oslo University, Department of Economics (2003)
Keywords: Bayesian analysis; Forensic statistics

Nested Designs with AR Errors via MCMC,
Mahdi Alkhamisi, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2007)
Keywords: Bayesian statistics; Metropolis-Hastings algorithm; Markov chain Monte Carlo methods; repeated measurements; autoregressive process; Gibbs sampling

Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms,
Tsuyoshi Kunihama, Zehang Richard Li, Samuel J. Clark and Tyler H. McCormick, from School of Economics, Kwansei Gakuin University (2024)
Keywords: Bayesian factor models, Causes of death distribution, Multivariate data, Verbal autopsies, Survey data

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS,
A. Hernández-Bastida, J.m Pérez–Sánchez and E. Gómez-Deniz, from Faculty of Economics and Business (University of Granada) (2007)
Keywords: Compound collective model; Bayesian analysis; Robustness analysis.

Welfare Reform and Children's Health,
Badi Baltagi and Yin-Fang Yen, from Center for Policy Research, Maxwell School, Syracuse University (2014)
Keywords: Maternal Employment, Children's Health, Welfare, Fixed Effects

Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US,
Kelvin Balcombe and Alastair Bailey, from University Library of Munich, Germany (2006)
Keywords: Consumption Bayesian

Bayesian methods,
Luc Bauwens and Dimitris Korobilis, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: repeated auction; Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,
John Chao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1998)
Keywords: Cauchy tails, exact finite sample distributions, Jeffreys prior, just identification, limited information, posterior density, simultaneous equations model

Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression,
Brian Hanlon and Catherine Forbes, from Monash University, Department of Econometrics and Business Statistics (2002)
Keywords: Complexity theory; segmentation; break points; change points; model selection; model choice.

Bayesian Estimation of Atkinson Inequality Measures,
Duangkamon Chotikapanich and John Creedy, from The University of Melbourne (2000)
Keywords: DISTRIBUTION ; INCOME ; INFORMATION

Manipulation Robustness of Collaborative Filtering Systems,
Benjamin Van Roy and Xiang Yan, from NET Institute (2009)
Keywords: recommendation system, collaborative filtering, manipulation, information theory, statistics

Fractional bayes factors for the analysis of autoregressive models with possible unit roots,
Maria Maddalena Barbieri and Caterina Conigliani, from Department of Economics - University Roma Tre (2000)
Keywords: Autoregressive model, fractional Bayes factor, model selection, time series, unit root

An alternative bayes factor for testing for unit autoregressive roots,
Caterina Conigliani and F. Spezzaferri, from Department of Economics - University Roma Tre (2002)
Keywords: Autoregressive model, bayes factor, model selection, noninformative prior distributions time series, unit root

Semi-parametric modelling for costs of helt care technologies,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2003)
Keywords: Healthcare cost data, semiparametric modelling, mixture models, generalised Pareto distribution.

A bayesian semi-parametric approach for cost-effectiveness analysis in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2005)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, semiparametric modelling.

Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2006)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, Bayesian model averaging

Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?,
Yuan Liao and Anna Simoni, from Rutgers University, Department of Economics (2016)
Keywords: partial identication, Bayesian credible sets, support function, moment inequality models, Bernstein-von Mises theorem

Sticking It Out: Entrepreneurial Survival and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1993)
Keywords: entrepreneurship, liquidity constraints

What-If Analysis Tools in Excel,
Cosma Emil, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: analysis, table, pmt, ipmt

Pivot Table: A Tool to Calculate, Summarize, and Analyze Data,
Emil Cosma, in Ovidius University Annals, Economic Sciences Series (2019)
Keywords: table, pivot, Excel

Has the Basel Committee Got it Right? Evidence from Commodity Positions in Turmoil,
Adrián F. Rossignolo and Víctor A. Álvarez, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2015)
Keywords: Value at Risk, Extreme Value Theory, Commodities, Capital Requirements, stressed VaR, Simplified Approach

Of Inflation and Growth Nexus in BRIMC Economies,
Waseem Khadim, Saddam Ilyas and Bilal Mehmood, in International Journal of Economics and Empirical Research (IJEER) (2016)
Keywords: : Cointegration, Threshold model, Growth, Inflation

Enlace de modelos econométricos regionales,
Emilio Fontela, Antonio Pulido and Ana del Sur, in EKONOMIAZ. Revista vasca de Economía (1988)
Keywords: Modelización regional, modelos econométricos

Canales de Transmisión de la Política Monetaria: Una Revisión Para El Caso Colombiano,
Paula Andrea Garizado Román and Harold Londoño, in Revista de Economía y Administración (2004)
Keywords: Canal del dinero, Canal del crédito, Vectores Autorregresivos.

Generalised Wald type Test of nonlinear restrictions,
Zaka Ratsimalahelo, from CRESE (2017)
Keywords: nonlinear restrictions, de?cient rank, singular covariance matrix, generalised Wald test.

Explorations in NISE Estimation,
Eric Blankmeyer, from University Library of Munich, Germany (2021)
Keywords: simultaneity bias, instrumental variables, least squares regression

A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes,
Takamitsu Kurita, in Economics Bulletin (2009)
Keywords: Parameter Constancy, Cointegraed Vector Autoregression, Near I(2) Variable.

Improving the accuracy of the analytical indirect inference estimator for MA models,
Patrick Richard, in Economics Bulletin (2009)
Keywords: MA models, Analytical indirect inference, GLS.

Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads,
Charles Shaw, from University Library of Munich, Germany (2019)
Keywords: time-series, regime-switching, Levy model, OAS

Value-at-Risk models and Basel capital charges,
Adrian F. Rossignolo, Meryem Duygun Fethi and Mohamed Shaban, in Journal of Financial Stability (2012)
Keywords: Value-at-Risk; Extreme Value Theory; Emerging and Frontier markets; Capital Requirements; Stressed VaR;

Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data,
Michaela Draganska and Dipak Jain, from Society for Computational Economics (2002)
Keywords: endogeneity, competitive strategy, pricing

Foreign direct investment and corruption in developing economies: Evidence from linear and non-linear panel Granger causality tests,
Roland Craigwell and Allan Wright, in Economics Bulletin (2011)

A small-size macroeconometric model for Pakistan economy,
Muhammad Hanif, Zulfiqar Hyder, M Amin Khan Lodhi, Mahmood ul Hassan Khan and Irem Batool, from University Library of Munich, Germany (2010)
Keywords: Macroeconometric Model, Pakistan

Can green finance reform and innovation policies promote corporate carbon performance?,
Ziwei Li, Xingyu Wang and Zhuang Wu, in Finance Research Letters (2024)
Keywords: Green financial policy; Enterprises; Carbon performance; The difference-in-differences method;

First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study,
Kazuhiko Hayakawa, in Economics Bulletin (2009)
Keywords: dynamic panel data model, first difference, forward orthogonal deviation, GMM

Median voter model cannot solve all the problems of voting system,
Jamal Islam, Dr Haradhan Mohajan and Pahlaj Moolio, from University Library of Munich, Germany (2011)
Keywords: Median voter, Single-peakedness, Single-crossing and Top monotonicity.

Methods of voting system and manipulation of voting,
Jamal Islam, Dr Haradhan Mohajan and Pahlaj Moolio, from University Library of Munich, Germany (2010)
Keywords: Voting system, voting paradox, manipulation of voting, Condorcet winner, dictatorship, strategy-proofness.

Single transferable vote in local and national elections,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2012)
Keywords: Single transferable vote, Tie-breaking in STV, ERS97, Hare and Droop quota.

Minkowski geometry and space-time manifold in relativity,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Causal structure, Geodesics, Ideal points, Minkowski metric, Space-time manifold

Friedmann, Robertson-Walker (FRW) Models in Cosmology,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Big bang, FRW models, homogeneous and isotropic universe, Hubble constant.

General upper limit of the age of the Universe,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Einstein equation, geodesic, Hubble constant, space-time manifold, universe.

Mock Theta Conjectures,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Mock theta, rank of partition.

Upper Limit of the Age of the Universe with Cosmological Constant,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Einstein equation, Geodesic, Hubble constant, Spacetime manifold, Universe

Generating Functions for and,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Irrelevant, decreasing order, p-parts

Mock Theta Conjectures,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Mock theta, rank of partition.

Generating Functions for P1r (n) and P2r (n),
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Generating functions, number of partitions.

Large-sample inference on spatial dependence,
Peter Robinson, from London School of Economics and Political Science, LSE Library (2008)

The Strange Case of Dr. “Unemployed” and Mr “Hidden” in Italy,
Gaetano Lisi, in Economics Bulletin (2010)
Keywords: underground /hidden /informal /shadow employment (economy), unemployment, models with panel data, simultaneous equations models

Long-run strong-exogeneity,
Christophe Rault, in Economics Bulletin (2011)
Keywords: cointegration, exogeneity, weak exogeneity

TWIN DEFICITS HYPOTHESIS AND HORIOKA-FELDSTEIN PUZZLE IN TRANSITION ECONOMIES,
Aleksander Aristovnik, from University Library of Munich, Germany (2005)

By the Time I Get to Arizona: Estimating the Impact of the Legal Arizona Workers Act on Migrant Outflows,
Wayne Liou and Timothy Halliday, in Economics Bulletin (2016)
Keywords: Migration

Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation,
Robert Moffitt, from National Bureau of Economic Research, Inc (1996)

Two-Sample Instrumental Variables Estimators,
Atsushi Inoue and Gary Solon, from National Bureau of Economic Research, Inc (2005)

Testing for Unit Roots with Stationary Covariates,
Graham Elliott and Michael Jansson, from Department of Economics and Business Economics, Aarhus University
Keywords: Unit roots, power envelope, structural VAR's

Technology Modeling: Curvature is not Sufficient for Regularity,
William Barnett, Milka Kirova and Meenakshi Pasupathy, from University Library of Munich, Germany (1999)
Keywords: regularity quadratic technology curvature monotonicity