How to go viral: a COVID-19 model with endogenously time-varying parameters

DOI10.1016/J.JECONOM.2021.01.001OpenAlexW3088759856MaRDI QIDQ2106392

Thomas A. Lubik, Paul Ho, Christian Matthes

Publication date: 14 December 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.01.001

zbMATH Keywords

time-varying parametersBayesian estimationpanel

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Temporally local maximum likelihood with application to SIS model

Cites Work

• A new approach to model regime switching
• The macroeconomics of testing and quarantining
• Estimating and simulating a SIRD model of COVID-19 for many countries, states, and cities
• Panel forecasts of country-level Covid-19 infections
• Identification and estimation of the SEIRD epidemic model for COVID-19
• When will the Covid-19 pandemic peak?
• Internal and external effects of social distancing in a pandemic
• Spike and slab variable selection: frequentist and Bayesian strategies
• Bayesian Variable Selection in Linear Regression

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