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DP13171 Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach 智库出版物
2018
作者:  Cem Çakmaklı;  Sumru G. Altug
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Financial conditions index  Coincident economic index  Dynamic factor model  Markov switching  Business cycle  Bayesian inference  
DP10936 World Asset Markets and the Global Financial Cycle 智库出版物
2015
作者:  Helene Rey;  Silvia Miranda-Agrippino
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Bayesian var  Dynamic factor model  International financial flows  monetary policy  
DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 智库出版物
2014
作者:  Domenico Giannone;  Marta Banbura;  Michele Lenza
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayesian shrinkage  Conditional forecast  Dynamic factor model  Large cross-sections  Vector autoregression  
DP7567 Endogenous Market Structure and Foreign Market Entry 智库出版物
2009
作者:  James Markusen;  Frank Stähler
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian favar  Dynamic factor model  Friedman schwartz hypothesis  Great depression  monetary policy  
DP7368 Doux Commerces: Does Market Competition Cause Trust? 智库出版物
2009
作者:  Tanguy van Ypersele;  Patrick Francois
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Bayesian dynamic factor model  Calvo model  Menu cost  Rational inattention  Sticky information  
DP7190 Commodity Price Volatility and World Market Integration since 1700 智库出版物
2009
作者:  Jeffrey G. Williamson;  Kevin O'Rourke;  David Jacks
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian analysis  Dynamic stochastic general equilibrium model  Factor-augmented vector autoregression  Model evaluation