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Journal Articles

How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches

Dejan Živkov, Jasmina Đurašković
Journal: Applied Economic Analysis
Applied Economic Analysis (2023) 31 (91): 39–54.
https://doi.org/10.1108/AEA-07-2021-0158
Published: 16 June 2022
.... Markov switching GARCH specification can be written as follows: (1) h t = ω s t + α s t ε t − 1 2 + β s t h t − 1 Output Bayesian quantile regression Bayesian MS-GARCH Central and Easter European countries Oil uncertainty C11 C22 O4...
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