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a logistic specification of the transition function as in Gonzlez, Terasvirta, and Van Dijk
(2005). We impose Gamma prior distribution with unit mode (implying linear
2007; Titman and Wessels, 1988; Mateev
and Ivanov, 2011; De Jong and Van Dijk, 2007). The factor shows how specific and unique the goods
produced
Crdia, V., Gambacorta, L., Gerali, A., Locarno, A., Motto,
R., Roeger, W., Van den Heuvel, S. and Vlek, J. 2015. BASEL III: Long-term
impact on
Soundness Indicators databases of the International
Monetary Fund, while Bankscope by Bureau van Dijk was used to obtain additional information on
bank performance. Institutional variables
Statistics. 2015. No. 97. Pp. 436–451.
11. Gonzlez A., Terasvirta T., Van Dijk D. Panel Smooth Transition Regression Models. Re-
search Paper No. 165.
56
18.11.2017
statement on the IMF website at the link: http://www.imf.org/en/News/Articles/2017/11/17/pr17448-imf-staff-concludes-visit-to-russia.
Preview photo: Mark Van Scyoc / shutterstock
Schorfheide, F. Tempered Particle Filtering // Manuscript. 2016.
19. Hoogerheide, L., Opschoor, A., van Dijk, H. A Cclass of Adaptive Importance Sampling
Weighted EM Algorithms for
approach, however, seems to be worth some further elaboration. In particular, Orphanides
&van Norden (2002) and Rusnak (2013) argue that the use of seasonally adjusted
deviations are, cerrtainly, nott unusual and do not n always lead to aan adjustm ment or a
downturn n in the stock market.. However,, such
Schorfheide, F. Tempered Particle Filtering // Manuscript. 2016.
19. Hoogerheide, L., Opschoor, A., van Dijk, H. A class of adaptive importance sampling
weighted EM algorithms for