My bibliography
Save this item
Bayesian Reference Analysis Of Cointegration
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011.
"Bayesian inference in a time varying cointegration model,"
Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
- Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series 23_08, Rimini Centre for Economic Analysis.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers 2011-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," GRIPS Discussion Papers 08-01, National Graduate Institute for Policy Studies.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008. "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers 2008-60, Scottish Institute for Research in Economics (SIRE).
- Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013.
"Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series 44_09, Rimini Centre for Economic Analysis.
- Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).
- Karlsson, Sune, 2013.
"Forecasting with Bayesian Vector Autoregression,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
Elsevier.
- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2016.
"Trends and Cycles in China's Macroeconomy,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 1-84.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 1-84, National Bureau of Economic Research, Inc.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper 2015-5, Federal Reserve Bank of Atlanta.
- Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015. "Trends and Cycles in China's Macroeconomy," NBER Working Papers 21244, National Bureau of Economic Research, Inc.
- Kaiji Chen, 2015. "Trends and Cycles in China's Macroeconomy," 2015 Meeting Papers 145, Society for Economic Dynamics.
- Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
- Warne, Anders & Villani, Mattias, 2003.
"Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs,"
Working Paper Series
296, European Central Bank.
- Villani, Mattias & Warne, Anders, 2003. "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series 156, Sveriges Riksbank (Central Bank of Sweden).
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008.
"Bayesian inference in a cointegrating panel data model,"
Advances in Econometrics, in: Bayesian Econometrics, pages 433-469,
Emerald Group Publishing Limited.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007. "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series 02_07, Rimini Centre for Economic Analysis.
- Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
- Andrea Silvestrini, 2010.
"Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration,"
Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
- Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques.
- SILVESTRINI, Andrea, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Reprints CORE 2220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- SILVESTRINI, Andrea, 2007. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Discussion Papers CORE 2007080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019.
"Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
- Dimitrios Anastasiou & Helen Louri & Mike G. Tsionas, 2016. "Non-performing loans in the euro area: are core-periphery banking markets fragmented?," Working Papers 219, Bank of Greece.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008.
"Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, March.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 341-367, March.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics 05/3, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York.
- Rodney Strachan & Herman K. van Dijk, "undated".
"Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan,"
MRG Discussion Paper Series
1407, School of Economics, University of Queensland, Australia.
- Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Meilina Retno Hapsari & Suci Astutik & Loekito Adi Soehono, 2020. "Estimation of VECM Parameter Using Bayesian Approach: An Application to Analysis of Macroeconomic Variables," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 113-113, November.
- Deborah Gefang, 2012. "Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 131-151, February.
- Dison, Will & Theodoridis, Konstantinos, 2017. "Do macro shocks matter for equities?," Bank of England working papers 692, Bank of England.
- Helmut Lütkepohl, 2013.
"Vector autoregressive models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 6, pages 139-164,
Edward Elgar Publishing.
- Helmut Luetkepohl, 2011. "Vector Autoregressive Models," Economics Working Papers ECO2011/30, European University Institute.
- Justyna Wróblewska, 2015. "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(2), pages 91-110, June.
- Ciobotaru, Corina & Mazza, Christian, 2022. "Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
- Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
- Radchenko, Stanislav & Tsurumi, Hiroki, 2006.
"Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 31-49, July.
- Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, University Library of Munich, Germany.
- Ioanna Konstantakopoulou, 2020. "Further Evidence on Import Demand Function and Income Inequality," Economies, MDPI, vol. 8(4), pages 1-12, October.
- Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Luoto, Jani, 2011. "Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data," Journal of Development Economics, Elsevier, vol. 94(2), pages 181-191, March.
- Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
- Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650.