The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...

The empirical Bayes estimation is based on Bayes statistics. It integrates a correlation method with statistical estimations to integrate prior knowledge or beliefs about the parameters of the dataset ...

Extended educational sessions that offer attendees the opportunity to learn research methods and techniques from prominent ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...