Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Bayesian simultaneous equations model averaging - theoretical development and R package

2021/43/B/HS4/01745

Keywords:

R environment Bayesian model averaging dynamic panels statistical software likelihood estimation econometrics weak exogeneity endogeneity numerical methods simultaneous equations

Descriptors:

  • HS4_003:

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uczelnia Łazarskiego

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Krzysztof Juliusz Beck 

Number of co-investigators in the project: 3

Call: OPUS 22 - announced on 2021-09-15

Amount awarded: 577 743 PLN

Project start date (Y-m-d): 2022-07-04

Project end date (Y-m-d): 2027-07-03

Project duration:: 60 months (the same as in the proposal)

Project status: Pending project

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (4)
  1. Economic crisis contagion in the eurozone: Results from cross-quantilogram and network approach
    Authors:
    Beck, K. & Grabowski, W.
    Academic press:
    Economics Letters (rok: 2025, tom: 255, strony: 112507), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.econlet.2025.112507 - link to the publication
  2. Double-edged sword of capital mobility: Risk-sharing gains vs. volatility spillovers-Evidence from a multi-country panel
    Authors:
    Beck, k & Yersh, V.
    Academic press:
    International Economics (rok: 2026, tom: 186, strony: 100692), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.inteco.2026.100692 - link to the publication
  3. Commodity Prices Redux: A Global Factor Story
    Authors:
    Beck, K., Filippidis, M., Jackson, K., & Magkonis, G.
    Academic press:
    Journal of Inernational Money and Finance (rok: 2026, tom: 165, strony: 103588), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jimonfin.2026.103588 - link to the publication
  4. Drivers of migration flows in the European Union: Earnings or unemployment?
    Authors:
    Afonso, A., Alves, J., & Beck, K.
    Academic press:
    International Labour Review (rok: 2025, tom: 164(2), strony: 46045), Wydawca: International Labour Organization
    Status:
    Published
    DOI:
    10.16995/ilr.18845 - link to the publication

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