8 citations · 8 across the 14 of their papers we have counts for
5 papers · 1 filter
Flexible Bayesian Models for Time-Varying Income Distributions
David Gunawan
Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year…
Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
Chew Lian Chua, David Gunawan, Sandy Suardi
This paper advances the local projections (LP) method by addressing its inefficiency in high-frequency economic and financial data with volatility clustering. We incorporate a gene…
Bayesian Inference for Multidimensional Welfare Comparisons
David Gunawan, William Griffiths, Duangkamon Chotikapanich
Using both single-index measures and stochastic dominance concepts, we show how Bayesian inference can be used to make multivariate welfare comparisons. A four-dimensional distribu…
Comparisons of Australian Mental Health Distributions
David Gunawan, William Griffiths, Duangkamon Chotikapanich
Bayesian nonparametric estimates of Australian mental health distributions are obtained to assess how the mental health status of the population has changed over time and to compar…
The Interaction Between Credit Constraints and Uncertainty Shocks
Pratiti Chatterjee, David Gunawan, Robert Kohn
Can uncertainty about credit availability trigger a slowdown in real activity? This question is answered by using a novel method to identify shocks to uncertainty in access to cred…