System Priors for Econometric Time Series /

System Priors for Econometric Time Series /

The paper introduces 'system priors', their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool to incorporate prior knowledge into an economic model. Unlike priors about in...

Descrizione completa

Dettagli Bibliografici
Autore principale:	Andrle, Michal
Altri autori:	Plaail, Miroslav
Natura:	Periodico
Lingua:	English
Pubblicazione:	Washington, D.C. : International Monetary Fund, 2016.
Serie:	IMF Working Papers; Working Paper ; No. 2016/231
Soggetti:	Time Series WP
Accesso online:	Full text available on IMF

Documenti analoghi

System Priors : Formulating Priors about DSGE Models' Properties /
di: Andrle, Michal
Pubblicazione: (2013)

Volatility and time series econometrics

Avoid Filling Swiss Cheese with Whipped Cream : Imputation Techniques and Evaluation Procedures for Cross-Country Time Series /
di: Weber, Michael
Pubblicazione: (2011)

An Algorithmic Crystal Ball : Forecasts-based on Machine Learning /
di: Jung, Jin-Kyu
Pubblicazione: (2018)

Implementation of time series approaches to financial data
di: Sadat, Noshin Nawar
Pubblicazione: (2016)

Analysis of financial time series /
di: Tsay, Ruey S., 1951-
Pubblicazione: (2005)

Modelling nonlinear economic time series
di: Teräsvirta, Timo

Cointegration and Long-Horizon Forecasting /
di: Diebold, Francis
Pubblicazione: (1997)

Understanding DSGE Filters in Forecasting and Policy Analysis /
di: Andrle, Michal
Pubblicazione: (2013)

A Model-Based Analysis of Spillovers : The Case of Poland and the Euro Area /
di: Andrle, Michal
Pubblicazione: (2014)

Hedonic Imputation versus Time Dummy Hedonic Indexes /
di: Diewert, W. E.
Pubblicazione: (2007)

Stock market prediction using time series analysis
di: Hira, Farhan Islam, et al.
Pubblicazione: (2019)

Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods /
di: Mirestean, Alin
Pubblicazione: (2009)

Time-Series Forecasting of Ethereum Price using Long Short-Term Memory (LSTM) Networks
di: Al-Wasee, Mohammad Samin, et al.
Pubblicazione: (2022)

Breaking Bad : A Disaggregated Analysis of Inflation Inertia /
di: Cevik, Serhan
Pubblicazione: (2022)

Stock price prediction using time series data
di: Mazed, Mashtura
Pubblicazione: (2019)

A Newton's Method for Benchmarking Time Series According to a Growth Rates Preservation Principle /
di: Marini, Marco
Pubblicazione: (2011)

Social Welfare and Cost Recovery in Two-Sided Markets /
di: Bolt, Wilko
Pubblicazione: (2005)

Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model /
di: Chen, Huigang
Pubblicazione: (2011)

On Myopic Equilibria in Dynamic Games with Endogenous Discounting /
di: Bolt, Wilko
Pubblicazione: (2006)

Solving and Estimating Indeterminate DSGE Models /
di: Farmer, Roger
Pubblicazione: (2013)

Fiscal Multipliers and Informality /
di: Colombo, Emilio
Pubblicazione: (2022)

Analyzing Capital Flow Drivers Using the 'At-Risk' Framework : South Africa's Case /
di: Goel, Rohit
Pubblicazione: (2021)

Note Purchase Agreement Between the People's Bank of China and the International Monetary Fund.
Pubblicazione: (2009)

Income and Democracy : Lipset's Law Revisited /
di: Hoeffler, Anke
Pubblicazione: (2012)

Note Purchase Agreement with Brazil.
Pubblicazione: (2010)

Distortionary Taxation and the Debt Laffer Curve /
di: Husain, Aasim
Pubblicazione: (1992)

Conformism and Public News /
di: Rochon, Celine
Pubblicazione: (2011)

Testing for Purchasing Power Parity in Cointegrated Panels /
di: Lyhagen, Johan
Pubblicazione: (2007)

Country Portfolio Dynamics /
di: Sutherland, Alan
Pubblicazione: (2007)

Can Markets Compute Equilibria? /
di: Monroe, Hunter
Pubblicazione: (2009)

On the Extrapolation with the Denton Proportional Benchmarking Method /
di: Marini, Marco
Pubblicazione: (2012)

Institutions, innovations, and Growth /
di: Xu, Chenggang
Pubblicazione: (1999)

A Bayesian Approach to Model Uncertainty /
di: Tsangarides, Charalambos
Pubblicazione: (2004)

Assessing Systemic Trade Interconnectedness : An Empirical Approach /
di: Massara, Alexander
Pubblicazione: (2011)

Do Elections Always Motivate Incumbents? : Experimentation vs. Career Concerns /
di: Lockwood, Ben
Pubblicazione: (2003)

A Noteon Debt Reduction and Echonomic Efficiency.
Pubblicazione: (1990)

Post-Transition Investment Behavior in Poland : A Sectoral Panel Analysis /
di: Murgasova, Zuzana
Pubblicazione: (2005)

Natural Resource Endowments, Governance, and the Domestic Revenue Effort : Evidence from a Panel of Countries /
di: Thornton, John
Pubblicazione: (2008)

The Economic Reform Process in Russia /
di: Odling-Smee, John
Pubblicazione: (1993)