no code implementations • 28 Jan 2021 • Tamás Krisztin, Philipp Piribauer
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models.
no code implementations • 4 Apr 2018 • Florian Huber, Tamás Krisztin, Michael Pfarrhofer
In this paper, we assess the impact of climate shocks on futures markets for agricultural commodities and a set of macroeconomic quantities for multiple high-income economies.
