Deborah Gefang
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Deborah |
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Gefang |
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Affiliations
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Leicester University
/ School of Business
Research profile
author of:
- Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices (RePEc:arx:papers:2205.15420)
by Deborah Gefang & Stephen G. Hall & George S. Tavlas - Identifying spatial interdependence in panel data with large N and small T (RePEc:arx:papers:2309.03740)
by Deborah Gefang & Stephen G. Hall & George S. Tavlas - Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective (RePEc:bla:obuest:v:74:y:2012:i:1:p:131-151)
by Deborah Gefang - Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? (RePEc:bog:wpaper:281)
by Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas - Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach (RePEc:bpj:sndecm:v:14:y:2009:i:1:n:2)
by Gefang Deborah & Strachan Rodney - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:edn:sirdps:267)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - The Dynamics of UK and US Inflation Expectations (RePEc:edn:sirdps:292)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - The Dynamics of UK and US Inflation Expectation (RePEc:edn:sirdps:366)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada (RePEc:edn:sirdps:404)
by Koop, Gary & Gefang, Deborah & Campolieti, Michele - The Dynamics of UK and US Inflation Expectations (RePEc:edn:sirdps:72)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - The dynamics of UK and US inflation expectations (RePEc:eee:csdana:v:56:y:2012:i:11:p:3120-3133)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors (RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275)
by Campolieti, Michele & Gefang, Deborah & Koop, Gary - Computationally efficient inference in large Bayesian mixed frequency VARs (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - Understanding liquidity and credit risks in the financial crisis (RePEc:eee:empfin:v:18:y:2011:i:5:p:903-914)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage (RePEc:eee:intfor:v:30:y:2014:i:1:p:1-11)
by Gefang, Deborah - Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage (RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - Quantifying spillovers among regions (RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001948)
by Gefang, Deborah & Hall, Stephen G. & Tavlas, George S. & Wang, Yongli - Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage (RePEc:een:camaaa:2019-08)
by Deborah Gefang & Gary Koop & Aubrey Poon - Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach (RePEc:eme:aecozz:s0731-9053(08)23014-8)
by Deborah Gefang - Technical appendix to: a new look at variation in employment growth in Canada (RePEc:lan:wpaper:26145533)
by Michele Campolieti & Deborah Gefang & Gary Koop - A new look at variation in employment growth in Canada (RePEc:lan:wpaper:26145565)
by Michele Campolieti & Deborah Gefang & Gary Koop - Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR (RePEc:lec:leecon:08/4)
by Deborah Gefang & Rodney Strachan - Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective (RePEc:lec:leecon:08/5)
by Deborah Gefang - Asymmetric volatility spillovers between UK regional worker flows and vacancies (RePEc:lec:leecon:14/08)
by Deborah Gefang & Geraint Johnes - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:lec:leecon:19/05)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:lec:leecon:20/02)
by Deborah Gefang & Gary Koop & Aubrey Poon - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:nsr:escoed:escoe-dp-2019-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:nsr:escoed:escoe-dp-2020-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis (RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1454-1470.)
by Heather D Gibson & Stephen G Hall & Deborah GeFang & Pavlos Petroulas & George S Tavlas - The Dynamics of UK and US Inflation Expectations (RePEc:rim:rimwps:14_09)
by Deborah Gefang & Gary Koop & Simon M. Potter - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:rim:rimwps:45_10)
by Deborah Gefang & Gary Koop & Simon M. Potter - Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:rim:rimwps:46_10)
by Deborah Gefang & Gary Koop & Simon M. Potter - A test to select between spatial weighting matrices (RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00032-9)
by Stephen G. Hall & George S. Tavlas & Deborah Gefang - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:str:wpaper:1114)
by Deborah Gefang & Gary Koop & Simon Potter - The Dynamics of UK and US Inflation Expectations (RePEc:str:wpaper:1120)
by Deborah Gefang & Gary Koop & Simon Potter - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada (RePEc:str:wpaper:1138)
by Michele Campolieti & Deborah Gefang & Gary Koop - Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies (RePEc:taf:applec:v:49:y:2017:i:50:p:5117-5133)
by Deborah Gefang & Geraint Johnes - Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe (RePEc:wly:japmet:v:29:y:2014:i:2:p:265-290)
by Michele Campolieti & Deborah Gefang & Gary Koop - Inflation forecasting with rolling windows: An appraisal (RePEc:wly:jforec:v:43:y:2024:i:4:p:827-851)
by Stephen G. Hall & George S. Tavlas & Yongli Wang & Deborah Gefang