Nothing Special   »   [go: up one dir, main page]
create a website
Rare Events and Risk Perception: Evidence from Fukushima Accident. (2016). Wozniak, Tomasz .
In: Department of Economics - Working Papers Series.
RePEc:mlb:wpaper:2021.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 37

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bańbura, M., Giannone, D., & Reichlin, L. (2010). Large Bayesian Vector Auto Regressions. Journal of Applied Econometrics, 92, 71– 92.

  2. Bauwens, L., Richard, J., & Lubrano, M. (1999). Bayesian inference in dynamic econometric models. Oxford University Press, USA.
    Paper not yet in RePEc: Add citation now
  3. Canova, F. (2007). Methods for Applied Macroeconomic Research. Princeton University Press.
    Paper not yet in RePEc: Add citation now

  4. Carriero, A., Clark, T. E., & Marcellino, M. (2015). Bayesian VARs: Specification Chioces and Forecast Accuracy. Journal of Applied Econometrics, 30, 46–73.

  5. Corander, J., & Villani, M. (2006). A Bayesian Approach to Modelling Graphical Vector Autoregressions. Journal of Time Series Analysis, 53, 160.

  6. De Mol, C., Giannone, D., & Reichlin, L. (2008). Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? Journal of Econometrics, 146, 318–328.

  7. Del Negro, M., & Schorfheide, F. (2004). Priors from General Equilibrium Models for VARs. International Economic Review, 45, 643–673.

  8. Del Negro, M., & Schorfheide, F. (2011). Bayesian Macroeconometrics. In J. Geweke, G. Koop, & H. K. van Dijk (Eds.), The Oxford Handbook of Bayesian Econometrics. Oxford University Press, USA.

  9. Doan, T., Litterman, R. B., & Sims, C. A. (1984). Forecasting and Conditional Projection Using Realistic Prior Distributions. Econometric Reviews, 3, 1–100.
    Paper not yet in RePEc: Add citation now
  10. Fomby, T. B., Kilian, L., & Murphy, A. (Eds.) (2013). V AR Models in Macroeconomics New Developments and Applications: Essays in Honor of Christopher A. Sims volume 32 of Advances in Econometrics. Emerald Insight.
    Paper not yet in RePEc: Add citation now

  11. George, E. I., Sun, D., & Ni, S. (2008). Bayesian Stochastic Search for VAR Model Restrictions. Journal of Econometrics, 142, 553–580.

  12. Giacomini, R. (2013). The Relationship Between DSGE and VAR Models. Advances in Econometrics, 32, 1–25.

  13. Giannone, D., Lenza, M., & Primiceri, G. E. (2015). Prior selection for vector autoregressions. Review of Economics and Statistics, 97, 436–451.

  14. Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37, 424–438.

  15. Greenberg, E. (2007). Introduction to Bayesian Econometrics. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  16. Hajargasht, G., & Woźniak, T. (2016). Variational Bayes Inference for Large Vector Autoregressions. University of Melbourne Working Papers Series.
    Paper not yet in RePEc: Add citation now
  17. Hamilton, J. D. (1994). Time Series Analysis. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  18. Jarociński, M., & Maćkowiak, B. (2013). Granger-Causal-Priority and Choice of Variables in Vector Autoregressions. European Central Bank Working Paper Series.
    Paper not yet in RePEc: Add citation now

  19. Kadiyala, K. R., & Karlsson, S. (1997). Numerical Methods for Estimation and Inference in Bayesian Var-Models. Journal of Applied Econometrics, 12, 99–132.

  20. Karlsson, S. (2013). Forecasting with Bayesian Vector Autoregression. In G. Elliott, & A. Timmermann (Eds.), Handbook of Economic Forecasting (pp. 791–897). Elsevier B.V. volume 2.

  21. Koop, G. (2004). Bayesian Econometrics. John Wiley & Sons Ltd.
    Paper not yet in RePEc: Add citation now

  22. Koop, G. (2013). Forecasting with Medium and Large Bayesian VARs. Journal of Applied Econometrics, 28, 177–203.

  23. Koop, G., & Korobilis, D. (2010). Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Foundations and Trends in Econometrics, 3, 267–358.

  24. Korobilis, D. (2008). Forecasting in Vector Autoregressions with Many Predictors. Advances in Econometrics, 23, 403–431.

  25. Litterman, R. B. (1986). Forecasting with Bayesian Vector Autoregressions: Five Years of Experience. Journal of Business & Economic Statistics, 4, 25–38.

  26. Lütkepohl, H. (1996). Handbook of Matrices. John Wiley & Sons, Ltd.
    Paper not yet in RePEc: Add citation now
  27. Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
    Paper not yet in RePEc: Add citation now

  28. Lütkepohl, H., & Poskitt, D. S. (1996). Testing for Causation Using Infinite Order Vector Autoregressive Processes. Econometric Theory, 12, 61–87.

  29. Sims, C. A. (1972). Money, Income, and Causality. The American Economic Review, 62, 540 – 552.

  30. Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48, 1–48.

  31. Sims, C. A. (1993). A Nine-Variable Probabilistic Macroeconomic Forecasting Model. In J. H. Stock, & M. W. Watson (Eds.), Business Cycles, Indicators and Forecasting (pp. 179–212). Chicago: University of Chicago Press for NBER.

  32. Sims, C. A., & Uhlig, H. (1991). Understanding Unit Rooters: A Helicopter Tour. Econometrica, 59, 1591–1599.

  33. Sims, C. A., & Zha, T. (1998). Bayesian Methods for Dynamic Multivariate Models. International Economic Review, 39, 949–968.

  34. Uhlig, H. (1994). What Macroeconomists Should Know About Unit Roots. A Bayesian Perspective. Econometric Theory, 10, 645–671.

  35. Villani, M. (2009). Steady-State Priors for Vector Autoregressions. Journal of Applied Econometrics, 24, 630– 650.

  36. Wright, J. H. (2013). Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior. Journal of Applied Econometrics, 28, 762–776.

  37. Zellner, A. (1971). An Introduction to Bayesian Inference in Econometrics. John Wiley & Sons.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Framework for Macroprudential Stress Testing. (2022). Shaw, Frances ; Rice, Jonathan ; Morell, Joe.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/22.

    Full description at Econpapers || Download paper

  2. Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs.
    In: Working Papers.
    RePEc:ltv:wpaper:202001.

    Full description at Econpapers || Download paper

  3. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

    Full description at Econpapers || Download paper

  4. The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet.
    In: Papers.
    RePEc:arx:papers:2006.12724.

    Full description at Econpapers || Download paper

  5. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

    Full description at Econpapers || Download paper

  6. Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
    In: Papers.
    RePEc:arx:papers:1912.12527.

    Full description at Econpapers || Download paper

  7. Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe.
    In: Papers.
    RePEc:arx:papers:1912.04146.

    Full description at Econpapers || Download paper

  8. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
    In: Papers.
    RePEc:arx:papers:1912.02231.

    Full description at Econpapers || Download paper

  9. Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:17.

    Full description at Econpapers || Download paper

  10. Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Caruso, Alberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1167.

    Full description at Econpapers || Download paper

  11. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-30.

    Full description at Econpapers || Download paper

  12. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84866.

    Full description at Econpapers || Download paper

  13. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84865.

    Full description at Econpapers || Download paper

  14. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:84275.

    Full description at Econpapers || Download paper

  15. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:38:p:104-119.

    Full description at Econpapers || Download paper

  16. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:282.

    Full description at Econpapers || Download paper

  17. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

    Full description at Econpapers || Download paper

  18. Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

    Full description at Econpapers || Download paper

  19. Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

    Full description at Econpapers || Download paper

  20. Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

    Full description at Econpapers || Download paper

  21. The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182147.

    Full description at Econpapers || Download paper

  22. Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:27047.

    Full description at Econpapers || Download paper

  23. An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6818.

    Full description at Econpapers || Download paper

  24. Measuring Macroeconomic Uncertainty in Germany. (2018). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:19:y:2018:i:1:p:46-50.

    Full description at Econpapers || Download paper

  25. The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6928.

    Full description at Econpapers || Download paper

  26. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/1.

    Full description at Econpapers || Download paper

  27. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
    In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки.
    RePEc:scn:guhrje:2017_4_04.

    Full description at Econpapers || Download paper

  28. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:845.

    Full description at Econpapers || Download paper

  29. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis.. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:820.

    Full description at Econpapers || Download paper

  30. Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-022.

    Full description at Econpapers || Download paper

  31. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:313.

    Full description at Econpapers || Download paper

  32. South Africa’s Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). Bara, Alex ; le Roux, Pierre.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-48.

    Full description at Econpapers || Download paper

  33. Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

    Full description at Econpapers || Download paper

  34. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2017/18.

    Full description at Econpapers || Download paper

  35. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael S.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434.

    Full description at Econpapers || Download paper

  36. Identifying Demand Effects in a Large Network of Product Categories. (2016). Gelper, Sarah ; Croux, Christophe ; Wilms, Ines.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:92:y:2016:i:1:p:25-39.

    Full description at Econpapers || Download paper

  37. The impact of brand familiarity on online and offline media synergy. (2016). Pauwels, Koen ; Srinivasan, Shuba ; Yildirim, Gokhan ; Demirci, Ceren.
    In: International Journal of Research in Marketing.
    RePEc:eee:ijrema:v:33:y:2016:i:4:p:739-753.

    Full description at Econpapers || Download paper

  38. The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:6:p:895-914.

    Full description at Econpapers || Download paper

  39. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0453.

    Full description at Econpapers || Download paper

  40. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

    Full description at Econpapers || Download paper

  41. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

    Full description at Econpapers || Download paper

  42. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

    Full description at Econpapers || Download paper

  43. Monetary Policy, Capital Inflows, and the Housing Boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1141.

    Full description at Econpapers || Download paper

  44. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  45. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

    Full description at Econpapers || Download paper

  46. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

    Full description at Econpapers || Download paper

  47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0405.

    Full description at Econpapers || Download paper

  48. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

    Full description at Econpapers || Download paper

  49. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

    Full description at Econpapers || Download paper

  50. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2002). Kabundi, Alain ; GUPTA, RANGAN.
    In: EcoMod2009.
    RePEc:ekd:000215:21500048.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 14:52:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.