Deborah Gefang

University of Leicester

University Road

Leicester, LE1 7RH

United Kingdom

University of Leicester - Department of Economics

Department of Economics

Leicester LE1 7RH, Leicestershire LE1 7RH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

133

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage

CAMA Working Paper No. 08/2019
Number of pages: 29 Posted: 24 Jan 2019
Deborah Gefang, Deborah Gefang, Gary Koop and Aubrey Poon
University of LeicesterUniversity of Leicester - Department of Economics, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 124 (317,821)
Citation 5

Abstract:

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Variational inference, Vector Autoregression, Stochastic Volatility, Hierarchical Prior, Forecasting

2.

Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 1, pp. 131-151, 2012
Number of pages: 21 Posted: 06 Jan 2012
Deborah Gefang and Deborah Gefang
University of LeicesterUniversity of Leicester - Department of Economics
Downloads 5 (861,192)
Citation 1

Abstract:

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3.

Did the Absence of a Central Bank Backstop in the Sovereign Bond Markets Exacerbate Spillovers During the Euro-Area Crisis?

Bank of Greece Working Paper No. 281
Number of pages: 33 Posted: 30 Aug 2022
G. S. Tavlas, Heather D. Gibson, Stephen G. Hall, Deborah Gefang, Deborah Gefang and Pavlos Petroulas
Bank of Greece, Bank of Greece, University of Leicester - Department of Economics, University of LeicesterUniversity of Leicester - Department of Economics and Bank of Greece
Downloads 4 (873,187)

Abstract:

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euro-area crisis, simultaneous spatial model, European banks, spreads, sovereign ratings