Jacek Osiewalski
Biographic Data
| ID | 8920196 |
|---|---|
| NAME | Jacek Osiewalski |
| GIVEN NAMES | Jacek |
| FAMILY NAME | Osiewalski |
| SIGNATURE | OSIEWALSKI J |
| AFFILIATIONS | Academy of Economics |
| ORCID | 0000-0002-6710-6825 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1994 |
| LATEST PUBLICATION YEAR | 2000 |
| H-INDEX | 0 |
Modeling the Sources of Output Growth in a Panel of Countries
This article seeks to improve understanding of cross-country patterns of economic growth. It adopts a stochastic production-frontier model that allows for the decomposition of output change into input, efficiency, and technical change. The production frontier is assumed to depend on effective inputs rather than measured inputs. We develop a model in which effective inputs depend on observed factor use and a correction term that depends on variabl…
Bayesian Efficiency Analysis With a Flexible Form
In this article we describe the use of Gibbs sampling methods for drawing posterior inferences in a cost frontier model with an asymptotically ideal price aggregator, nonconstant returns to scale, and composed error. An empirical example illustrates the sensitivity of efficiency measures to assumptions made about the functional form of the frontier. We also examine the consequences of imposing regularity through parametric restrictions alone
Posterior Properties of Long-Run Impulse Responses
This article describes an exact, small-sample, Bayesian analysis of impulse response functions. We show how many common priors imply that posterior densities for impulse responses at long horizons have no moments. Our results indicate that impulse responses should be assessed on the basis of their full posterior densities and that standard estimates such as posterior means, variances, or modes may be very misleading
No prominent works on this page.
Bayesian Efficiency Analysis With a Flexible Form
In this article we describe the use of Gibbs sampling methods for drawing posterior inferences in a cost frontier model with an asymptotically ideal price aggregator, nonconstant returns to scale, and composed error. An empirical example illustrates the sensitivity of efficiency measures to assumptions made about the functional form of the frontier. We also examine the consequences of imposing regularity through parametric restrictions alone
Posterior Properties of Long-Run Impulse Responses
This article describes an exact, small-sample, Bayesian analysis of impulse response functions. We show how many common priors imply that posterior densities for impulse responses at long horizons have no moments. Our results indicate that impulse responses should be assessed on the basis of their full posterior densities and that standard estimates such as posterior means, variances, or modes may be very misleading
Modeling the Sources of Output Growth in a Panel of Countries
This article seeks to improve understanding of cross-country patterns of economic growth. It adopts a stochastic production-frontier model that allows for the decomposition of output change into input, efficiency, and technical change. The production frontier is assumed to depend on effective inputs rather than measured inputs. We develop a model in which effective inputs depend on observed factor use and a correction term that depends on variabl…
Econometrics (3 works) · Bayesian probability (2 works) · Computer Science (2 works) · Economics (2 works) · Frontier (2 works) · Mathematics (2 works) · Statistics (2 works) · Classical mechanics (1 work) · Decomposition (1 work) · Economic and Environmental Valuation (1 work)