Bayesian analysis of seasonally cointegrated VAR models
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/02/01
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Journal
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Indian UGC (journal)
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Refrences54
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Justyna Wróblewska ORCID (unauthenticated)
Cite
Wróblewska, Justyna. “Bayesian Analysis of Seasonally Cointegrated VAR Models”. Econometrics and Statistics, 2023, https://doi.org/10.1016/j.ecosta.2023.02.002.
Wróblewska, J. (2023). Bayesian analysis of seasonally cointegrated VAR models. Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2023.02.002
Wróblewska, Justyna. “Bayesian Analysis of Seasonally Cointegrated VAR Models”. Econometrics and Statistics, 2023. https://doi.org/10.1016/j.ecosta.2023.02.002.
Wróblewska J. Bayesian analysis of seasonally cointegrated VAR models. Econometrics and Statistics. 2023;.
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships | Eurasian Economic Review |
| 3 | 2022 |
| Why You Should Never Use the Hodrick-Prescott Filter | Review of Economics and Statistics |
| 659 | 2018 |
| Distribution theory of quadratic forms for matrix multivariate elliptical distribution | Journal of Statistical Planning and Inference |
| 3 | 2013 |
| Bayesian inference in a time varying cointegration model | Journal of Econometrics |
| 46 | 2011 |
| Hierarchical Markov normal mixture models with applications to financial asset returns | Journal of Applied Econometrics |
| 89 | 2011 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 42
is the most frequently represented among the references in this article. It primarily includes studies from Journal of Econometrics and International Journal of Forecasting. The chart below illustrates the number of referenced publications per year.