Efficient estimation of Bayesian VARMAs with time†varying coefficients
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DOI: 10.1002/jae.2576
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Cited by:
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022.
"The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
- Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020.
"Identifying noise shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018. "Identifying Noise Shocks," Working Paper Series 41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
- Marie-Christine Duker & David S. Matteson & Ruey S. Tsay & Ines Wilms, 2024. "Vector AutoRegressive Moving Average Models: A Review," Papers 2406.19702, arXiv.org.
- Osman Doğan & Süleyman Taşpınar & Anil K. Bera, 2021. "Bayesian estimation of stochastic tail index from high-frequency financial data," Empirical Economics, Springer, vol. 61(5), pages 2685-2711, November.
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