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Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2021)
Bayesian Analysis of Multivariate Threshold Autoregressive Models with Missing Data
(2014-10)
In some fields, we are forced to work with missing data in multivariate time series, unfortunately the analysis in this context cannot be done as in the case of complete data. Bayesian analysis of multivariate thresholds ...
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2022)
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TVP-VAR- SV models
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2022)
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
(Pontificia Universidad Católica del PerúPE, 2022)
Aplicação da metodologia VAR no mercado de ações internacionais
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Naturais e Exatas, 2018-06-07)
The constant global economic crises that occurred during the 20th century created cycles of prosperity, and countries tried to control them to minimize recessionary outcomes. Therefore, the objective of this research was ...
Semi-parametric Bayesian Inference for Multi-Season Baseball Data
(INT SOC BAYESIAN ANALYSIS, 2008)
We analyze complete sequences of successes (hits, walks, and sacrifices) for a group of players from the American and National Leagues, collected over 4 seasons. The goal is to describe how players' performance vary from ...
The EU real exchange rates: A structural Bayesian VAR. A note.Los tipos de cambio reales de la UE: Un VAR bayesiano estructural. Una nota.
(Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba., 2018)
Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2021)
Estimación Bayesiana de los parámetros estructurales de los modelos Multivariados Autoregresivos de Umbrales con ruido t-Student multivariado
(Bogotá - Ciencias - Maestría en Ciencias - EstadísticaDepartamento de EstadísticaUniversidad Nacional de Colombia - Sede Bogotá, 2020-05-07)
Sometimes it is necessary to work with multivariate time series that have heavy tails and in particular multivariate Student t-noise. Unfortunately, there is no Bayesian methodology in the literature known to the author ...