Blackrock, Co. Dublin
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
model validation, forecasting, Factor Augmented DSGE, time-varying parameter VAR, DGSE-VAR, Bayesian analysis
Oil prices, economic policy uncertainty, forecasting
PIIGS, Euro crisis, two-country DSGE, Bayesian estimation
Bayesian estimation, Forecasting, Banking sector
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle, Monetary Policy, Fiscal Policy
DSGE model, inflation, core variables, non-core variables
DSGE Models, Misspecification, Estimation, Bayesian Estimation
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle
term structure of interest rates, yield curve, VAR, Factor Model
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Bayesian analysis, Dynamic stochastic general equilibrium model, Factor-Augmented Vector Autoregression, Model evaluation
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