14 Academiei St.
Bucharest, Bucuresti 70109
University of Bucharest
in Total Papers Citations
Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, Change-point model
Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, change-point model.
Bayesian, state space, marginal likelihood, deviance information criterion, great moderation
Bayesian Lasso, shrinkage, fiscal policy
importance sampling, model selection, probit, logit, time-varying parameter vector, autoregressive model, dynamic factor model
state space, stochastic volatility, factor model, macroeconomic forecasting, density forecast
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