Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?

C-Tier
Journal: Economic Modeling
Year: 2013
Volume: 31
Issue: C
Pages: 423-432

Authors (3)

Kaabia, Olfa (not in RePEc) Abid, Ilyes (not in RePEc) Guesmi, Khaled (Groupe Paris Graduate School o...)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the contagion effects of a U.S. housing shock on OECD countries over the period of the subprime crisis. Considering a large database containing national macroeconomic, financial, and trade dynamic variables for 17 OECD countries, we evaluate forecasting accuracy, and perform a structural analysis exercise using VAR models of different sizes: a standard VAR estimated by OLS and a MEDIUM and LARGE VARs estimated by a Bayesian shrinkage procedure.

Technical Details

RePEc Handle
repec:eee:ecmode:v:31:y:2013:i:c:p:423-432
Journal Field
General
Author Count
3
Added to Database
2026-01-25