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DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ 智库出版物
2021
作者:  Lutz Kilian
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Structural var  Single prior  Multiple prior  Posterior  Joint inference  Impulse response  Narrative restrictions  
DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 智库出版物
2021
作者:  Frank Schorfheide;  Dongho Song
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions 智库出版物
2020
作者:  Atsushi Inoue;  Lutz Kilian
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Prior  Posterior  Impulse response  Loss function  Joint inference  Absolute loss  
DP9239 Analyzing the Effects of Insuring Health Risks: On the Trade-off between Short Run Insurance Benefits vs. Long Run Incentive Costs 智库出版物
2012
作者:  Dirk Krueger
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Health  Incentives  Insurance  No-prior-condition-legislation  Wage discrimination  
DP8894 Common Drifting Volatility in Large Bayesian VARs 智库出版物
2012
作者:  Massimiliano Marcellino;  Andrea Carriero;  Todd Clark
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian vars  Forecasting  Prior specification  stochastic volatility  
DP8273 Bayesian VARs: Specification Choices and Forecast Accuracy 智库出版物
2011
作者:  Massimiliano Marcellino;  Andrea Carriero;  Todd Clark
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Bayesian vars  Forecasting  Marginal likelihood  Prior specification  
DP6145 The Role of Debt and Equity Finance over the Business Cycle 智库出版物
2007
作者:  Wouter Den Haan;  Francisco Covas
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian analysis  Dsge models  Model comparisons  Prior elicitation  Nominal rigidities  
Valuing the Cultural Monuments of Armenia: Bayesian Updating of Prior Beliefs in Contingent Valuation 智库出版物
2007
作者:  Anna Alberini;  Alberto Longo
Adobe PDF(302Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Valuation of Cultural Heritage Sites,Non-Market Valuation,Contingent Valuation,Bayesian Updating,Prior Beliefs  
DP1273 Ownership and Corporate Control in Poland: Why State Firms Defied the Odds 智库出版物
1995
作者:  Sweder van Wijnbergen;  Brian Pinto
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Convergence  Income inequalities  Panel data  Persistence  Prior distribution