Keywords: C11; C15; C22; C58; Bayesian inference; Markov chain Monte Carlo; News impact curve; Rejection sampling; Stochastic volatility;
مقالات ISI (ترجمه نشده)
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Keywords: C11; C23; C25; Bond markets; Euro crisis; Dynamic factor models; Time-varying loadings; Bayesian estimation;
Keywords: C11; C46; Pearson distributions; Likelihood function; Posterior distribution; MCMC; Bayesian inference;
Keywords: C11; C12; C13; Bayes factor; Markov switching; Persistence; Stochastic volatility; Unit root;
Keywords: C11; Q42; Biofuel incentive policy; Ethanol adoption; Gibbs sampler; Neighboring effect; Spatial autocorrelation;
Keywords: C11; C15; C16; C32; Marginal likelihood; Gibbs sampler; Time series econometrics; Bayesian econometrics; Reciprocal importance sampling;
Keywords: F47; C11; C32; Contagion; Subprime crisis; OECD housing markets; VAR/BVAR models; Bayesian shrinkage;
Keywords: C11; R41; Motor vehicle crashes; Bayesian econometrics; Cell phones; Vehicle safety;
Keywords: C11; C51; C53; State space; Unobserved components model; Precision; Sparse; Density forecast;
Keywords: Household energy; Energy efficiency; Bayesian hierarchical modeling; Q48; D12; C11;
Keywords: Turkey; Bank; Non-performing loans; Bayesian distance function; G21; D21; G23; C11;
Keywords: G15; G01; C11; C51; Financial market; Speculative bubble; Bayesian recursive estimation; Crash;
Keywords: C11; E62; H20; H30; ASEAN; Fiscal policy; Structural VAR; Time-varying VAR;
Keywords: C11; C44; D44; Auction design; Bayesian decision theory; Revenue maximizing reserve price;
Keywords: E32; E62; C11; Anticipated tax shocks; Sources of aggregate fluctuations; Bayesian estimation;
Keywords: C11; C15; C53; E37; Density forecast combination; Survey forecast; Bayesian filtering; Sequential Monte Carlo;
Keywords: Fiscal policy; Fiscal multiplier; European Economic Recovery Plan; DSGE modelling; Bayesian inference; Euro area; C11; E32; E62;
Keywords: C11; C21; Spatial Durbin error model; Spatial autoregressive model; Matrix exponential spatial specification; Smoothness prior; Marginal likelihood; Bayesian estimation;
Keywords: C11; C32; C51; C52; Business cycle; Phase shifts; Regime-switching models; Bayesian analysis; Financial accelerator;
Keywords: Business cycles; Growth; Welfare; Bayesian inference; E63; O50; H50; C11;
Keywords: D71; D82; C11; 91B06; 91B10; 00A30; 60A05; Probabilistic opinion pooling; Sen's liberal paradox; Expert rights; Liberal rights; Unanimity; General aggregation theory;
Keywords: C11; C15; C22; Conditional heteroscedasticity; Markov chain Monte Carlo; Discrete responses; State-space model;
Keywords: C11; C14; C15; C22; Dirichlet process; Markov chain Monte Carlo; Stochastic volatility; Time-varying parameters; Inflation;
Keywords: C11; C14; C15; C22; Asymmetric stochastic volatility; Dirichlet process; Markov chain Monte Carlo; Time-varying parameters; Inflation;
Keywords: Bayesian estimation; Interest rate rules; Optimal Monetary Policy; Great Moderation; Commitment; Discretion; E58; E32; C11; C51; C52; C54;
Keywords: C11; E32; E44; G10News Driven Business Cycles; Asset prices; Estimated DSGE models; Bayesian MCMC methods
Keywords: C11; G11; G13Roll strategy; Execution risk; Bayesian inference; Goldman roll
Keywords: C11; C32; E52Federal reserve; Great moderation; Bayesian estimation; Least squares learning
Keywords: C11; C38; F42; E52Comovement in monetary policy; Globalization; Dynamic latent factor model; Bayesian estimation
Keywords: I10; D84; C11; C23Focal points; Bayesian updating of expectations; Rational health expectations; Work limiting health problems
Bayesian local influence analysis: With an application to stochastic frontiers
Keywords: C11; C13; Local influence; Bayesian analysis; Marginal likelihood; Posterior moments; Markov Chain Monte Carlo;
A generalised stochastic volatility in mean VAR
Keywords: C3; C11; E3; VAR; Stochastic volatility in mean; Error covariance;
Forecasting with DSGE models: What frictions are important?
Keywords: C11; C53; D58; E37; DSGE model; Macroeconomic forecasting; Forecast evaluation; Model confidence set;
“On the (Ab)use of Omega?”
Keywords: C10; C11; G12; Performance measure; Omega; Return distribution; Risk; Stochastic dominance;
Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data
Keywords: Density predictions; Endogeneity; Equity premium; Realized volatility; Stochastic volatility; C11; C22; C51; Q41;
Forecasting the WTI crude oil price by a hybrid-refined method
Keywords: C11; C15; C53; E31; Q43; Q47; Crude oil price; Combination forecasting; PPM; BMA; TVTP-MRS; TVP-STSM;
Robust linear static panel data models using ε-contamination
Keywords: C11; C23; C26; ε-contamination; Hyper g-priors; Type-II maximum likelihood posterior density; Panel data; Robust Bayesian estimator; Three-stage hierarchy;
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty
Keywords: Common business cycles; Common stochastic volatility; Time-varying dynamic factor models; Quantile-on-quantile regressions; C11; C22; C32; E30; R10;
Specification tests based on MCMC output
Keywords: C11; C12; G12; Specification test; Point hypothesis test; Latent variable models; Markov chain Monte Carlo; Power enhancement technique; Information matrix;
Bayesian nonparametric vector autoregressive models
Keywords: C11; C15; C52; C53; C58; Vector autoregressive models; Dirichlet process prior; Infinite mixtures; Markov chain Monte Carlo;
Convergence in CO2 emissions: A spatial economic analysis with cross-country interactions
Keywords: Dynamic spatial panels; Spatial Green Solow model; CO2 emissions; Convergence; C11; C23; C14; O44; Q53; Q56;
A generalized Schwartz model for energy spot prices - Estimation using a particle MCMC method
Keywords: Energy prices; Forward prices; Multi-factor model; Stochastic volatility; Spikes; C11; C15; C5; C52; Q4;
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
Keywords: C11; C52; E32; Trend–cycle decomposition; HP filter; Structural break;
DRG system design: A financial risk perspective
Keywords: C11; C23; D24; I18; Risk premium in service industry; Health economics; Coherent risk measures; Applied probability;
Pair trading based on quantile forecasting of smooth transition GARCH models
Keywords: C11; C22; C51; C53; C58; Pair trading; Bayesian inference; Smooth transition GARCH model; Second-order logistic transition function; Markov chain Monte Carlo methods; Out-of-sample forecasts; Quantile forecasting;
On the choice of monetary policy rules for China: A Bayesian DSGE approach
Keywords: Money; Interest rate; Monetary policy rule; DSGE model; Bayesian methods; C11; E43; E51; E52;
Elastic constants of epitaxial cubic MoNx(001) layers
Keywords: Molybdenum nitride; Stiffness; Elastic constant; Brillouin scattering; C11; C44;
Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR
Keywords: C11; C32; E44; G12; Stock market liquidity; House market liquidity; Liquidity shocks; Time-varying parameter VAR;
The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model
Keywords: Dynamic factor model; Bond yields convergence; European monetary union; International finance; C32; C11; E42; E44; E4; F3;
Embracing heterogeneity: the spatial autoregressive mixture model
Keywords: C11; C21; R21; Mixture distributions; Spatial heterogeneity; Spatial models;