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VAR, monetary policy, misspecification, output gap, technology shocks

constitution, delegation, inertia, renegotiation costs, separation of powers

survey data, Survey of Professional Forecasters, GDP growth, VAR, T-GARCH

robustness, model uncertainty, Schur decomposition, discretion, simple rules

Clustering, Gibbs sampling, Markov chain, Monte Carlo

Structural breaks, Parameter instability, Change-point, State-space, Mixtures, Discrete latent variables, Adaptive Metropolis-Hastings

long-run money neutrality, technology shocks, output gap, VAR misspecification

bankruptcy risk model, micro-data, logistic spline regression, financial ratios

State-space models, Markov-switching models, Threshold models, Bayesian inference, Business cycle asymmetry

New-Keynesian models, LM shocks, VAR, Block-exogeneity

Bayesian inference, Markov Chain Monte Carlo, Mixture of Experts, Predictive inference, Splines, Value-at-Risk, Variable selection

Bayesian inference, Forecast evaluation, Regime switching, State space modeling, Dynamic mixture models

equity premium, riskfree rate, aggregation of beliefs, Survey of Professional Forecasters, Livingston Survey

Equity premium, risk-free rate, aggregation of beliefs, survey of professional forecasters, Livingston survey