Search Results

THE MAIN CONCEPTS OF THE EQCM MODEL AND DATA-BASED DVAR SYSTEMS,
Madalina-Gabriela Anghel, Constantin Anghelache, Georgiana Nita and Gyorgy Bodo, in Romanian Statistical Review Supplement (2017)
Keywords: forecast, econometric model, price, indicator, macroeconomic balance

Inflation Forecasting Using Machine Learning Methods,
Ivan Baybuza, in Russian Journal of Money and Finance (2018)
Keywords: inflation forecast, machine learning, boosting, random forest

ASSESSING THE FUTURE MIGRATION POTENTIAL OF THE EU CANDIDATE COUNTRIES,
Assoc. Prof. Ph.D Vesna Bucevska, in Revista Tinerilor Economisti (The Young Economists Journal) (2010)
Keywords: international migration, gravity model, pooled data, EU candidate countries

Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock,
João Gabe and Marcelo Savino Portugal, in Brazilian Review of Finance (2004)
Keywords: volatility, options, conditional variance, FIGARCH, Black-Scholes

Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models,
Douglas Gomes dos Santos and Flávio Augusto Ziegelmann, in Brazilian Review of Finance (2012)
Keywords: volatility, semiparametric additive models, GARCH models, crisis

Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models,
Emmanuel Antwi, Emmanuel Numapau Gyamfi and Kwabena A. Kyei, in Journal of Developing Areas (2019)
Keywords: Inflation, Nonlinear Models, Self-Exciting Threshold Autoregression Model, Logistics Smooth Threshold Autoregression Model, Forecasting

The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech),
Jan Kodera, in Czech Journal of Economics and Finance (Finance a uver) (2004)
Keywords: applied econometrics, dynamic models, production function, consumption function, demand models

Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo),
Hassan Mehrmanesh and Seyed Rahim Safavi Mirmahalleh, in International Review of Management and Marketing (2017)
Keywords: Supply Chain, Relationships, Supply Chain, Distributors’ Performance, NoshinCo

Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil),
Hassan Mehrmanesh and Seyed Rahim Safavi Mirmahalleh, in International Review of Management and Marketing (2017)
Keywords: Character, Phantasm, Environment, Client’s Loyalty, Hotel, Ardabil

Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan,
Mahdi Rezapour and Mehraban Hadi Peykani, in International Review of Management and Marketing (2017)
Keywords: Customer Satisfaction, Service Quality, State Banks, Private Banks, Altered Banks

Forecasting Economic Variables Using Disaggregated Data for Consumer Expectations: A Comparison of Forecast Combination Methods (in Korean),
Ha-Hyun Jo and Sun-Oong Hwang, in Economic Analysis (Quarterly) (2009)
Keywords: Consumer expectation index, Forecast combination, Clustering method, Bayesian method, Principal component method

The Predictive Power of Interest Rates Spread for Economic Activity,
Raffaele Passaro, in Rivista di Politica Economica (2007)

Examining the Effect of Social and Intellectual Value on Organizational Performance Based on the Balanced Evaluation Method and Structural Equations in the Iranian Oil Terminals Company,
Abbas Taleb Bidokhti and Ali Akbar Esmailpour, in International Journal of Economics and Financial Issues (2017)
Keywords: Social Value, Intellectual Value, Organizational Performance, Balanced Evaluation Card

Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran (in Persian),
Hamed Atrianfar and ,, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2014)

(in Persian),
Saeed Bayat and Seyed Mahdi Barakchian, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2014)

Threshold Effects in Sticky Information Philips Curve: Evidence from Iran,
Maryam Hematy and Mehdi Pedram , in Journal of Money and Economy (2015)
Keywords: Degree of information stickiness, Sticky information Philips Curve, Out of sample forecasting, Threshold model, Bootstrap

Interdependencies between Expected Default Frequency and the Macro Economy,
Per Asberg Sommar and Hovick Shahnazarian, in International Journal of Central Banking (2009)

Combinación de pronósticos.Una aplicación a la inflación de Bolivia,
Julio Humérez Quiroz, in Revista de Análisis del BCB (2012)
Keywords: Pronósticos, combinación de pronósticos, modelos de factores, política monetaria, englobamiento

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

MUSE: The Bank of Canada's New Projection Model of the U.S. Economy,
Marc-André Gosselin and René Lalonde, from Bank of Canada (2005)
Keywords: Economic models; Business fluctuations and cycles

Comparing forecasts for tourism dynamics in Medellín, Colombia,
Marisol Valencia Cárdenas, Juan Gabriel Vanegas López, Juan Carlos Correa Morales and Jorge Aníbal Restrepo Morales, in Lecturas de Economía (2017)
Keywords: tourism demand, model evaluation and selection, forecasting and prediction methods, Bayesian statistics, Medellín

GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?,
Ouael El Jebari and Abdelati Hakmaoui, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2018)
Keywords: volatility forecasting; volatility modeling; stylized facts; GARCH family models; EWMA; pronósticos de volatilidad; modelización de volatilidad; hechos estilizados; modelos de la familia GARCH; EWMA

Adaptive Trees: a new approach to economic forecasting,
Nicolas Woloszko, from OECD Publishing (2020)
Keywords: business cycles, concept drift, feature engineering, forecasting, GDP growth, interpretable AI, machine learning, short-term forecasts, structural change

Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio,
Asmara Jamaleh, in Rivista di Politica Economica (2001)

A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring,
Mojtaba Ganjali, T. Baghfalaki and D. Berridge, in International Econometric Review (IER) (2014)
Keywords: Accelerated Failure Time Model, Bayesian Analysis, Interval Censoring, Kaplan-Meier Method, MCMC.

Nonparametric Bayesian Survival Analysis,
J-M Rolin, from Catholique de Louvain - Institut de statistique (1997)
Keywords: STATISTICS

Bayesian Evaluation of a Semi-Parametric Binary Response Model,
E. Scheihing and M. Mouchart, from Catholique de Louvain - Institut de statistique (1998)
Keywords: ECONOMETRICS ; STATISTICAL ANALYSIS ; ESTIMATION OF PARAMETERS ; TESTING

MCMC in econometrics,
Dani Gamermam, in Economia (2000)
Keywords: Bayesian, Dynamic, Hiperparameters, Gibbs Sampling, Markov Chain Monte Carlo, Metropolis-Hastings Algorithm, Spatial Models

BayesRandomForest: An R implementation of Bayesian Random Forest for Regression Analysis of High-dimensional Data,
Oyebayo Ridwan Olaniran and Mohd Asrul Affendi Bin Abdullah, in Romanian Statistical Review (2018)
Keywords: Random Forest, Bayesian Additive Regression Trees, High-dimensional, R

Bayesian Method with Clustering Algorithm for Credit Card Transaction Fraud Detection,
Luis Jose S. Santos and Shirlee R. Ocampo, in Romanian Statistical Review (2018)
Keywords: credit card transaction, fraud detection, Naive Bayes Classifier, clustering algorithms, Markov Modulated Poisson Process data simulation

Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process,
Andrew G. Chapple, in Journal of Economics and Econometrics (2018)
Keywords: Marked Point Process, Bayesian Analysis, Reversible Jump, ISIL.

Interest Rate Channel and Real Economy in Nigeria: A Bayesian Vector Autoregression Approach,
Kemisola Christianah Osundina, Sheriffdeen A. Tella and Bolaji A. Adesoye, in International Journal of Economics and Financial Issues (2018)
Keywords: Minnesota/Litterman Prior, Bayesian.

The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach,
Young Min Kim and Seojin Lee, in Economic Analysis (Quarterly) (2017)
Keywords: Bayesian MCMC algorithm, Exchange rate, Unobservable fundamentals, Currency risk premium, Capital flows

Robust Bayesian Inference,
John Kenny, in Journal of Economics and Econometrics (2019)
Keywords: Model error, Model misspecification, Clustering, Power likelihood

Variational Bayesian Methods and Frequentist Consistency,
Cliff Severin and Katie Sierminski, in Journal of Economics and Econometrics (2019)
Keywords: Asymptotic normality, Bayesian inference, Consistency

Meta-Analysis of Diagnostic Tests,
Douglas MacLean, in Journal of Economics and Econometrics (2019)
Keywords: Diagnostic tests, Bayesian hierarchical model, Missing data, Multiple tests, Meta-analysis

Bayesian Uncertainty Directed Designs,
Stephen Madsen, in Journal of Economics and Econometrics (2019)
Keywords: Information theory, Decision theory, Trials, Response-adaptive designs

Estimación de la distribución multivariada de los rendimientos de los tipos de cambio contra el dólar de las criptomonedas Bitcoin, Ripple y Ether,
Beatriz Mota Aragón and José Antonio Núñez Mora, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2019)
Keywords: leptokurtosis, skewness, Variance-Gamma, Multivariate

Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem),
Miros³aw Szreder, in Problemy Zarzadzania (2015)
Keywords: probability, interpretation of probability, risk

Multiple Hypotheses Testing with Partial Prior Information,
J. Zhang, from Catholique de Louvain - Institut de statistique (1998)
Keywords: TESTING ; INFORMATION

Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data,
Miguel A. Negrín, María Martel and Francisco J. Vázquez-Polo, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2015)
Keywords: análisis bayesiano, Farlie-Gumbel-Morgenstern link, meta-análisis, Bayesian analysis, Farlie-Gumbel-Morgenstern link, meta-analysis

Eventology versus contemporary theories of uncertainty,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2009)
Keywords: uncertainty, probability, event, co-being, eventology, imprecise event

Causation, Prediction, and Search, 2nd Edition,
Peter Spirtes, Clark Glymour and Richard Scheines, from The MIT Press (2001)
Keywords: Bayes networks, causal models, Simpson's paradox, regressions models

Bayesian inference does not lead you astray…on average,
Alejandro Francetich and David Kreps, in Economics Letters (2014)
Keywords: Bayesian inference; Submartingale; Log Posterior;

Classroom Games: Understanding Bayes' Rule,
Charles Holt and Lisa Anderson, in Journal of Economic Perspectives (1996)