“...This paper develops a novel and efficient algorithm for Bayesian inference in inverse Gamma stochastic volatility models. It is shown that by conditioning on...”

“...This paper examines the effectiveness of monetary policy and its implications for financially included and excluded households in Sub-Saharan African (SSA)...”

“...This paper develops methods for stochastic search variable selection (currently popular with regression and vector autoregressive models) for vector error...”

“...This paper is concerned with the problem of estimating the demand for health care with panel data. A random effects model is specified within a semiparametric...”

“...A stationary bilinear (SB) model can be used to describe processes with a time-varying degree of persistence that depends on past shocks. This study develops...”

“...This paper investigates whether the monetary transmission mechanism has changed or whether apparent changes are due to changes in the volatility of exogenous...”

“...•We use a simultaneous equations model with dynamics in a panel data framework to examine the model uncertainty over the set of control variables.•Our...”

“...Benefit transfer is a method for estimating the value of environmental goods that involves the use of past information on identical or similar goods. This...”

“...Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk...”

“...Panel datasets provide a rich source of information for health economists, offering the scope to control for individual heterogeneity and to model the dynamics...”