26 citations · 49 across the 5 of their papers we have counts for
6 papers
A Bayesian Markov-switching SAR model for time-varying cross-price spillovers
Christian Glocker, Matteo Iacopini, Tamás Krisztin +1
The spatial autoregressive (SAR) model is extended by introducing a Markov switching dynamics for the weight matrix and spatial autoregressive parameter. The framework enables the…
A Bayesian approach for estimation of weight matrices in spatial autoregressive models
Tamás Krisztin, Philipp Piribauer
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized b…
Modeling European regional FDI flows using a Bayesian spatial Poisson interaction model
Tamás Krisztin, Philipp Piribauer
This paper presents an empirical study of spatial origin and destination effects of European regional FDI dyads. Recent regional studies primarily focus on locational determinants,…
A spatial multinomial logit model for analysing urban expansion
Tamás Krisztin, Philipp Piribauer, Michael Wögerer
The paper proposes a Bayesian multinomial logit model to analyse spatial patterns of urban expansion. The specification assumes that the log-odds of each class follow a spatial aut…
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis
Florian Huber, Michael Pfarrhofer, Philipp Piribauer
This paper develops a dynamic factor model that uses euro area (EA) country-specific information on output and inflation to estimate an area-wide measure of the output gap. Our mod…
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
Michael Pfarrhofer, Philipp Piribauer
This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatia…