Chenghan hou
WebOct 1, 2024 · Chenghan Hou, B. Nguyen Economics Energy Economics 2024 Over the past three decades, the US natural gas market has witnessed significant changes. Utilizing a standard Bayesian model comparison method, this paper formally determines four regimes existing… Expand 24 PDF View 5 excerpts, cites methods and background WebWe would like to thank Christiane Baumeister, Robin Braun, Drew Creal, Gergely G anics, Chenghan Hou, Elmar Mertens and Minchul Shin for their constructive comments and suggestions. 1 Introduction Vector Autoregressions (VARs) have become one of the most popular models in modern
Chenghan hou
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WebNov 1, 2024 · This work is part of the research activities at the Centre for Applied Macroeconomics and Commodity Prices (CAMP) at the BI Norwegian Business School. Chenghan Hou would like to acknowledge financial support by the National Natural Science Foundation of China (72003064). WebChenghan Hou (侯成瀚) - Research Research Working Papers Large Bayesian Proxy SVARs with Sign Restrictions Investigating Economic Uncertainty Using Stochastic …
WebChenghan Hou's 17 research works with 173 citations and 1,168 reads, including: On the economics of CO 2 contracts in the enhanced oil recovery industry Chenghan Hou's … WebChengfan HOU Cited by 6 of Tsinghua University, Beijing (TH) Read 5 publications Contact Chengfan HOU
WebChenghan Hou, Bao Nguyen, Bo Zhang Research output: Contribution to journal › Article Overview Fingerprint Abstract This paper evaluates the real-time forecast performance of alternative Bayesian autoregressive (AR) and vector autoregressive (VAR) models for the Australian macroeconomy. WebMay 14, 2024 · Chenghan Hou. Hunan University - Center for Economics, Finance and Management Studies ( email) 2 Lushan South Rd Changsha, Hunan 410082 China. Bao H. Nguyen (Contact Author) Tasmanian School of Business and Economics, University of Tasmania ( email) French Street Sandy Bay Tasmania, 7250
WebHou, Chenghan Nguyen, Bao H. Registered: Jamie Lee Cross Abstract We investigate the relationship between China's macroeconomic performance and the world oil market over the past two decades. Unlike existing studies, we allow for possible regime changes by utilizing a class of Markov-switching vector autoregression (MS-VAR) models.
WebChenghan Hou. Associate professor, Hunan University. Verified email at hnu.edu.cn - Homepage. Bayesian Econometrics. Articles Cited by Public access Co-authors. Title. ... ic206atqWebJul 21, 2024 · Chenghan Hou. [email protected]; Center for Economics, Finance and Management Studies, Hunan University, Hunan, China. Search for more papers by … ic2117WebNov 1, 2007 · Chenghan Hou Economics 2024 A vast empirical literature has documented the widespread nature of structural instability in many macroeconomic time series. In order to accommodate such a feature, there has been an increasing… Expand Highly Influenced PDF View 4 excerpts, cites background ic212WebChenghan Hou (2024), Assistant Professor, Hunan University, China Chris Perk (2024), EL1 (Analyst\Manager), Australian Treasury Finance, actuarial studies and statistics ic20 pentair intellichlorWebJul 21, 2024 · Corresponding Author. [email protected]; Center for Economics, Finance and Management Studies, Hunan University, Hunan, China. Search for more papers by this author mondial relay riansWebAug 10, 2024 · Chenghan Hou Hunan University - Center for Economics, Finance and Management Studies Date Written: August 9, 2024 Abstract We construct a set of HAR models with three types of infinite Hidden Markov regime switching structures. Particularly, jumps, leverage effects, and speculation effects are taken into account in realized … mondial relay rhone alpesWebView the profiles of people named Chenghan Hou. Join Facebook to connect with Chenghan Hou and others you may know. Facebook gives people the power to... ic 2084 fahrplan