2 Dean Trench Street
London SW1P 3HE
National Institute of Economic and Social Research (NIESR)
in Total Papers Downloads
in Total Papers Citations
Models of Expectations Formation, Survey Data, Heterogeneity, Tests of Rational Expectations
Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares
Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares
Unconventional monetary policy, Bayesian VAR, Hierarchical prior, Litterman prior.
Bayesian VAR, unconventional monetary policy
economic history, national accounts, monthly GDP data, Great Depression
pension, retirement, Europe, UK, Denmark, Germany, labor force, health, aging
healthy life, life expectancy, EU, member states, health expectancy, health care
European Union, health expenditure, health, ageing, health care system, longevity
household behaviour, expectation formation
Balance of Payments; Current Account; Bayesian Panel VAR; Economic Liberalisation; Monetary Policy. JEL classification: F32, E52
Bayesian dynamic panel estimator, dynamic heterogeneity, cross-sectional dependence, labour
fiscal policy, national saving, generational equality, overlapping generations analysis, E21, E61, E62, H62, H63
Dynamic factor model, Forecasting, Kalman filter, AR, VAR and BVAR models
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