SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bayesian inference in a time varying cointegration model · Study

ArticleShelves

ArticleBayesian inference in a time varying cointegration model

Gary M. Koop2011

Article2011

Bayesian inference in a time varying cointegration model

Gary M. Koop · Roberto León‐González · Rodney W. Strachan

63 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Statistical Methods and Bayesian Inference Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 63 citations exist upstream.

References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 2005Time Varying Structural Vector Autoregressions and Monetary Policy 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 2001Consumption, Aggregate Wealth, and Expected Stock Returns 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2006Were There Regime Switches in U.S. Monetary Policy?2002Regime Switches in Interest Rates 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

Cited by

2016The relationship between global oil price shocks and China's output: A time-varying analysis 2019Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach 2021On the “mementum” of meme stocks 2014Regime-switching cointegration 2018Bayesian Vector Autoregressions 2015

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Regime-switching cointegrationarticle · 11 shared references 2007Bayesian 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 Japanpreprint · 9 shared references 2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaksarticle · 6 shared references 2008Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertaintyarticle · 6 shared references 2007Estimation and Forecasting in Models with Multiple Breaksarticle · 5 shared references 2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomicspreprint · 5 shared references

Details

Year2011

Typearticle

Published2011-09-06

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations63

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jeconom.2011.07.007

openalex_workW1588644181

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Modelling Inflation Volatility

2013EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*

2014The Fisher effect in the presence of time-varying coefficients