Search Results

Usklacenost ekonomske liberalizacije,
Dušan Zbašnik, in Ekonomija Economics (2008)
Keywords: liberalizacija racuna kapitala, devizni tecaj, koordinacija politika

Napuštanje za?aranog kruga,
Dušan Zbašnik, in Ekonomija Economics (2011)
Keywords: gospodarski rast, monetarna politika, fiskalna politika, koordinacija

ASSET REVALUATION AND TRADE BALANCE UNDER LIABILITY DOLLARIZATION: THE CASE OF SOUTH KOREA,
Huiran Pan, in Journal of Economic Development (2013)
Keywords: Intertemporal Approach, Current Account, Financial Account, Asset Revaluation

Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (1996)
Keywords: INVESTISSEMENTS;RIQUES;COMPORTEMENT

Indonesia: Long Road to Recovery,
S. Radelet, from Harvard - Institute for International Development (1999)
Keywords: FINANCIAL CRISIS ; EXCHANGE RATE

Comment les comportements de Pricing-to-Market affectent l'impact d'une devaluation sur la balance commerciale: une etude empirique sur le cas allemand,
J. Melka, from Université Panthéon-Sorbonne (Paris 1) (2001)
Keywords: TAUX DE CHANGE ; BALANCE COMMERCIALE ; PRIX

EMPIRICAL INVESTIGATION OF THE MACRO-ECONOMIC DETERMINANTS OF FOREIGN INSTITUTIONAL INVESTMENT IN INDIA: AN AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH,
Shivani Inder and J.S. Pasricha, in Journal of Academic Research in Economics (2015)
Keywords: ARDL-UECM, FIIs, Equity market, Exchange rate, Cointegration

FATORES POLÍTICOS E INSTITUCIONAIS: IMPACTOS SOBRE PARADAS BRUSCAS DE FINANCIAMENTO EXTERNO,
Cristiano Prado Martins Barbosa, from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2004)

Predictive Density Simulation of the Korean Yield Curve: Pooling Method Approach (in Korean),
Ah Jin Choi and Kyu Ho Kang, in Economic Analysis (Quarterly) (2014)
Keywords: Dynamic Nelson-Seigel model, Bayesian MCMC method, Model selection, Out-of-sample forecasting

Real Exchange Rate And External Competitiveness In Bangladesh: An Autoregressive Distributed Lag Analysis,
Baban Hasnat, in Journal of Developing Areas (2019)
Keywords: Bangladesh, External Competitiveness, Real Exchange Rate, ARDL, Balassa-Samuelsson Effect, Stock-Flow Model of Exchange Rate Determination

External Constraints on Sustainable Growth in Transition Countries,
Kazimierz Laski, from The Vienna Institute for International Economic Studies, wiiw (2001)
Keywords: external debt, FDI, trade and current account balances, exchange rate regimes, fiscal and monetary policy, CEECs

Teaching the Greek crisis (and more) from the perspectives of competing models,
John T. Harvey, in Review of Keynesian Economics (2017)
Keywords: Greek crisis, monetary model, Keynes, exchange rates

Transaction costs, structural change, and the integration of international financial markets: cointegration between interest rates and price indexes in ten OECD countries, 1980-2000,
Khalifa H. Ghali and Musaed Ben Eid, in Applied Econometrics and International Development (2006)
Keywords: Financial Market Integration; Transaction Costs; Structural Change; Vector Error-Correction; Real Interest Rate Parity

Competitividad del Sector Externo Mexicano: Un análisis de la Condición Marshall-Lerner,
Rosalinda Arriaga Navarrete and Heri Oscar Landa Díaz, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2016)
Keywords: Balanza comercial, Tipo de cambio real, Condición Marshall-Lerner, Modelo Dinámico

China’s Narrowing Current Account Surplus: Evolving Trends and Policy Implications,
Sarah Chan, in Economic Alternatives (2019)
Keywords: Services, exchange rate, Current Account, China

East Asian Financial Crisis Revisited: An Econometric Analysis, 1981-2001,
M. Feridun, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: financial crises; linear probability models; East Asian crisis

Bilateral Trade Elasticity of Serbia: Is There a J-Curve Effect?,
Safet Kurtovic, Blerim Halili and Nehat Maxhuni, in PSL Quarterly Review (2017)
Keywords: Serbia, J-curve, Marshall-Lerner conditions, Trade balance

Vulnerabilidade externa e controle de capitais no Brasil: uma análise das inter-relações entre câmbio, fluxos de capitais, IOF, juros e risco-país [External vulnerability and capital controls in Brazil: an analysis of the interrelation between the exchange rate, capital flows, the IOF, interest rates and country risk],
Vanessa da Costa Val Munhoz, in Nova Economia (2013)
Keywords: External Vulnerability, Capital Controls, IOF

Currency crisis and external fragility: a Minskyan interpretation applied to the Brazilian economy between 1999 and 2013 [Currency crisis and external fragility: a Minskyan interpretation applied to the Brazilian economy between 1999 and 2013],
Victor Hugo Rocha Sarto and Luciana Togeiro de Almeida, in Nova Economia (2015)
Keywords: Minsky, currency crisis, external fragility, Brazilian economy

Exchange Rates and Foreign Trade - An Example Involving Japan and the USA,
Jiøí Jaroš, in Czech Journal of Economics and Finance (Finance a uver) (2000)
Keywords: Japan; current account; exchange rate

Tipo de cambio y determinantes monetarios en el periodo de flotacion en Mexico,
Leonardo Egidio Torre Cepeda, in EconoQuantum, Revista de Economia y Finanzas (2009)
Keywords: tipo de cambio, enfoque del mercado de activos, causalidad de Granger.

Bayesian Approach Of Decision Problems,
Dragoş Stuparu, Tomiţă Vasile and Cora-Ionela Dăniasă, in Annals of the University of Petrosani, Economics (2010)
Keywords: certitude, uncertainty, risk, decision, probability, Bayesian theory

Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana,
José Rafael Tovar Cuevas, Claudia Lorena Zúñiga Martínez and Luis Miguel Tovar Cuevas, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2022)
Keywords: emprendimiento; migración de retorno; inferencia Bayesiana; GEM; métodos empíricos de Bayes; entrepreneurship; return migration; Bayesian inference; Global Entrepreneurship Monitor (GEM); Empirical Bayes Methods

BAYESIAN APPROACH TO RISK ASSESSMENT IN KNOWLEDGE BASED AUTHENTICATION,
Dragos Palaghita and Bogdan Zurbagiu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: risk assessment, knowledge

Tratamiento de clases desbalanceadas con el método del cubo en problemas de credit scoring a través de la minería de datos,
Mauricio Beltrán Pascual, Francisco Javier Martínez de Pisón Ascacíbar and uan Antonio Vicente Vírseda, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2020)
Keywords: Método del cubo; Credit scoring; Minería de datos; Coste de clasificación

Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica,
Mauricio Beltrán Pascual, Azahara Muñoz Martínez and Ángel Muñoz Alamillos, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2014)
Keywords: Redes bayesianas; Manto de Markov; Credit scoring; Curva ROC; Multiclasificadores

A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models,
Lukasz Kwiatkowski, in Central European Journal of Economic Modelling and Econometrics (2015)
Keywords: Bayesian inference, prior coherence, prior compatibility, exponential family

Rational Beliefs and Bayesian Learning: A Note,
Carsten Nielsen, in Rivista Internazionale di Scienze Sociali (2007)
Keywords: Rational beliefs, Bayesian learning

Bayesian analysis in the case of an estimated parameter following a stochastic process,
Lev Slutskin, in Applied Econometrics (2010)
Keywords: asymptotic covariance matrix; Bayes’ rule; Gaussian process; marginal posterior distribution

A new approach to construction of objective priors: Hellinger information,
Arkady Shemyakin, in Applied Econometrics (2012)
Keywords: non-informative priors; reference priors; Jeffreys’ rule; Hellinger distance; Hellinger information.

Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability,
Lev Slutskin, in Applied Econometrics (2015)
Keywords: prior probability distributions; Bayesian methodology; Kullback–Leibler divergence; regression analysis

Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions,
Martin Neil and Norman Fenton, in Journal of Financial Transformation (2008)
Keywords: Bayesian networks; operational risk

Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors,
Nida Khan and Muhammad Aslam, in Journal of Quantitative Methods (2019)
Keywords: Bayesian estimation; noninformative prior; Jeffreys prior; loss function; Bayes estimator; Bayes risk; simulation study

Conceptos basicos de probabilidad,
Ignacio Velez-Pareja, from Master Consultores (2009)
Keywords: Probability rules, induction, deduction, random variable, independence

Statistics as a tool for the development of speech recognition automatic systems,
José Luciano Maldonado, in Economía (1998)
Keywords: Sistemass reconocedores del habla, tecnología del habla,modelos ocultos del Markov

Approximate Bayesian Computation for Partially Identified Models,
Luis Antonio Alvarez, from University Library of Munich, Germany (2023)
Keywords: Approximate Bayesian Computation; Partial Identification; Tuning parameter selection

Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes,
Oksana Snytuk and Lesia Berezhna, in Business & Management Compass (2010)

Earthquake parametric insurance with Bayesian spatial quantile regression,
Jeffrey Pai, Yunxian Li, Aijun Yang and Chenxu Li, in Insurance: Mathematics and Economics (2022)
Keywords: Earthquake risk; Parametric insurance; Quantile regression; Spatial correlation; Bayesian approaches;

Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity,
Jorge Araña and Carmelo J. Leon, from Econometric Society (2004)
Keywords: Bayesian Econometrics; Mixture of Normals; Choice Experiments

Lifting, superadditivity, mixed integer rounding and single node flow sets revisited,
Quentin Louveaux and Laurence Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: lifting, mixed integer rounding, single node flow sets

Baysian seasonal analysis with robust priors,
Rolando Gonzales, in Investigación & Desarrollo (2012)
Keywords: Seasonal analysis, Bayesian inference

Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible,
Augusta Abrahamse, Carla Quiroga, Mathew Johnson and Ruth Scipione, in Investigación & Desarrollo (2012)
Keywords: Educación Internacional, Aprendizaje Virtual, Colaboración Intercultural, Competencias Globales, Aprendizaje Activo

Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference,
Andrzej Kocięcki, from University Library of Munich, Germany (2011)
Keywords: invariant models; coherence; strong inconsistency; groups

Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models,
Mu-Chun Wang, from Verein für Socialpolitik / German Economic Association (2018)
Keywords: Bayesian inference, Bayesian VAR, Time variation

A Bayesian MCMC Algorithm for Markov Switching GARCH models,
Dhiman Das and Byoung Hark Yoo, from Econometric Society (2004)
Keywords: Markov Switching, GARCH, Bayesian

Likelihood-based estimation of latent generalised ARCH structures,
Gabriele Fiorentini, Enrique Sentana and Neil Shephard, from London School of Economics and Political Science, LSE Library (2003)
Keywords: Bayesian inference; dynamic heteroskedasticity; factor models; Markov chain Monte Carlo; simulated EM algorithm; volatility

Honorary Lecture on S. James Press and Bayesian Analysis,
Arnold Zellner, in Review of Economic Analysis (2009)
Keywords: S. James Press, Bayesian analysis, statistical inference, optimal learning models, Bayes' theorem

Welfare Reform and Children's Health,
Badi Baltagi and Yin-Fang Yen, from Center for Policy Research, Maxwell School, Syracuse University (2014)
Keywords: Maternal Employment, Children's Health, Welfare, Fixed Effects

Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US,
Kelvin Balcombe and Alastair Bailey, from University Library of Munich, Germany (2006)
Keywords: Consumption Bayesian

Bayesian methods,
Luc Bauwens and Dimitris Korobilis, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods

Bayesian Estimation of Atkinson Inequality Measures,
Duangkamon Chotikapanich and John Creedy, from The University of Melbourne (2000)
Keywords: DISTRIBUTION ; INCOME ; INFORMATION

Manipulation Robustness of Collaborative Filtering Systems,
Benjamin Van Roy and Xiang Yan, from NET Institute (2009)
Keywords: recommendation system, collaborative filtering, manipulation, information theory, statistics

Fractional bayes factors for the analysis of autoregressive models with possible unit roots,
Maria Maddalena Barbieri and Caterina Conigliani, from Department of Economics - University Roma Tre (2000)
Keywords: Autoregressive model, fractional Bayes factor, model selection, time series, unit root

An alternative bayes factor for testing for unit autoregressive roots,
Caterina Conigliani and F. Spezzaferri, from Department of Economics - University Roma Tre (2002)
Keywords: Autoregressive model, bayes factor, model selection, noninformative prior distributions time series, unit root

Semi-parametric modelling for costs of helt care technologies,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2003)
Keywords: Healthcare cost data, semiparametric modelling, mixture models, generalised Pareto distribution.

A bayesian semi-parametric approach for cost-effectiveness analysis in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2005)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, semiparametric modelling.

Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2006)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, Bayesian model averaging

Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression,
Brian Hanlon and Catherine Forbes, from Monash University, Department of Econometrics and Business Statistics (2002)
Keywords: Complexity theory; segmentation; break points; change points; model selection; model choice.

Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?,
Yuan Liao and Anna Simoni, from Rutgers University, Department of Economics (2016)
Keywords: partial identication, Bayesian credible sets, support function, moment inequality models, Bernstein-von Mises theorem

Sticking It Out: Entrepreneurial Survival and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1993)
Keywords: entrepreneurship, liquidity constraints

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: repeated auction; Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS,
A. Hernández-Bastida, J.m Pérez–Sánchez and E. Gómez-Deniz, from Faculty of Economics and Business (University of Granada) (2007)
Keywords: Compound collective model; Bayesian analysis; Robustness analysis.

Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,
John Chao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1998)
Keywords: Cauchy tails, exact finite sample distributions, Jeffreys prior, just identification, limited information, posterior density, simultaneous equations model

A Finer Point in Forensic Identification,
Halvor Mehlum, from Oslo University, Department of Economics (2003)
Keywords: Bayesian analysis; Forensic statistics

Nested Designs with AR Errors via MCMC,
Mahdi Alkhamisi, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2007)
Keywords: Bayesian statistics; Metropolis-Hastings algorithm; Markov chain Monte Carlo methods; repeated measurements; autoregressive process; Gibbs sampling

Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms,
Tsuyoshi Kunihama, Zehang Richard Li, Samuel J. Clark and Tyler H. McCormick, from School of Economics, Kwansei Gakuin University (2024)
Keywords: Bayesian factor models, Causes of death distribution, Multivariate data, Verbal autopsies, Survey data

Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială,
Horobeţ Alexandra, in Revista OEconomica (2005)
Keywords: exchange rate, exchange rate risk, risk exposure, profitability, market efficiency

Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects,
Jorge Chami Batista and Nelson Isaac Abrahão Junior, in Economia (2005)
Keywords: Homogeneous Products, Differentiated Product, Pass-Through, Pricing-to-Market, Law of One Price

Public Indebtedness in Developing Cuntries: Romanian Case,
Dobranschi Marian, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: Public debt sustainability, crowding-uot effect, level of indebtedness, sovereign debt crisis, current account deficit

Održivost srpskog i hrvatskog platnobilansnog deficita i njihovog finansiranja u okruženju svetske finansijske krize,
Ivan Milenkovic, Dragana Milenkovic and Saša Obradovic, in Ekonomija Economics (2009)
Keywords: deficit tekuceg bilansa, platni bilans, tekuci bilans, Srbija, Hrvatska

Koliko košta ekonomski razvoj u Bosni i Hercegovini?,
Jasmin Halebi?, in Ekonomija Economics (2010)
Keywords: bilanca pla?anja, temeljni devizni transfer, deficit robne razmjene, Bosna i Hercegovina

CEFTA – Member Countries’ Current Accounts Deficits – The Case of Serbia,
Ivan Milenkovic and Dragana Milenkovic, in Romanian Economic Journal (2011)
Keywords: current account deficit, balance of payment, capital account, Serbia

US current account deficit: No reason to panic!,
Bernhard Gräf, in CESifo Forum (2007)
Keywords: Zahlungsbilanzungleichgewicht, US-Dollar, Vereinigte Staaten, Balance of payments imbalances, US Dollar, United States

Possible depreciation of the US dollar for unsustainable current account deficit in the United States,
Eiji Ogawa and Takeshi Kudo, in CESifo Forum (2007)
Keywords: Zahlungsbilanzungleichgewicht, US-Dollar, Vereinigte Staaten, Balance of payments imbalances, US Dollar, United States

The US current account deficits and the dollar standard’s sustainability: A monetary approach,
Ronald Ian McKinnon, in CESifo Forum (2007)
Keywords: Zahlungsbilanzungleichgewicht, US-Dollar, Vereinigte Staaten, Balance of payments imbalances, US Dollar, United States

Why a large US deficit is likely to persist,
Richard N. Cooper, in CESifo Forum (2007)
Keywords: Zahlungsbilanzungleichgewicht, US-Dollar, Vereinigte Staaten, Balance of payments imbalances, US Dollar, United States

The dollar and the global imbalances,
C. Fred Bergsten, in CESifo Forum (2007)
Keywords: Zahlungsbilanzungleichgewicht, US-Dollar, Vereinigte Staaten, Balance of payments imbalances, US Dollar, United States

The effects of intercompany lending on the current account balances of selected economies in the Western Balkans,
Ivana Durovic, in Public Sector Economics (2017)
Keywords: intercompany lending, foreign direct investment, Jackknife model averaging

Uluslararası Sermaye Hareketlerini Etkileyen Faktörler: Türkiye Örneği,
Sevcan Güneş, in Sosyoekonomi Journal (2007)
Keywords: Financial Liberalization, Short Term Capital Flows, Real Exchange Rate and Real Interest Rate Arbitrages.

Global aspects of the twin deficit hypothesis,
Maria Panova, in Economic Thought journal (2018)

Sustainability of the Malawian Current Account Deficit: Application of Structural and Solvency Approaches,
Onelie Nkuna, from University Library of Munich, Germany (2013)
Keywords: Current Account deficit; External Sustainability; Malawi

Is foreign portfolio Investment beneficial to India’s balance of Payments?: An Exploratory analysis,
Justine George, from University Library of Munich, Germany (2016)
Keywords: BoP, FPI

Developments in external borrowing by individual sectors,
Péter Koroknai and Rita Lénárt-Odorán, in MNB Bulletin (discontinued) (2012)
Keywords: current account, financial flow, financial saving, external financing.

The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members,
Natalya Ketenci, from University Library of Munich, Germany (2010)
Keywords: Feldstein-Horioka puzzle, saving-investment association, capital mobility, cointegration, structural breaks, EU.

Poverty-reducing or Poverty-inducing? A CGE-based Analysis of Foreign Capital Inflows in Pakistan,
Rizwana Siddiqui and Abdul Razzaq Kemal, from University Library of Munich, Germany (2006)
Keywords: Capital inflow; Poverty; Pakistan

Capital Control, Speculation and Exchange Rate Volatility,
Mei-Lie Chu, from Econometric Society (2004)
Keywords: Capital Controls, Speculation, Exchange Rate Volatility

Reversibility of Different Types of Capital Flows to Emerging Markets,
Ozan Sula and Thomas D. Willett, from University Library of Munich, Germany (2006)
Keywords: Capital flows; currency crises; volatility of capital flows; reversibility of capital flows; Emerging Markets; private loans; portfolio flows; foreign direct investment

The Feldstein Horioka Puzzle by groups of OECD members: the panel approach,
Natalya Ketenci, from University Library of Munich, Germany (2010)
Keywords: Feldstein-Horioka puzzle, capital mobility, structural breaks, panel estimations, OECD.

Sudden Stops and Liability Dollarization: Evidence from East Asian Financial Intermediaries,
Timothy Chue and David Cook, from Econometric Society (2004)
Keywords: Stops, Liability Dollarization, Financial Intermediaries, Asian Financial Crisis.