Akademiestraße 26
Salzburg, Salzburg 5020
Austria
University of Salzburg
SSRN RANKINGS
in Total Papers Citations
Global Vector Autoregressions, Bayesian inference, time series analysis, R
global vector autoregression, time-varying parameters, stochastic volatility, monetary policy, international spillovers
Spillovers, zero lower bound, globalization, mixture innovation models
factor stochastic volatility, global propagation of shocks, global uncertainty, vector autoregressive models
nonparametric regression, Gaussian process, Dirichlet process mixture, inflation forecasting
Exchange rate models, trend inflation, natural rate of unemployment, Taylor rule, unobserved components-stochastic volatility model
hierarchical priors, shrinkage, sparsity, time varying parameter regression
external vulnerabilities, international shock transmission, monetary policy shock, tapering, capital flows, GVAR, Turkey, Poland, CESEE
Bayesian Vector Autoregression, Time-varying Parameters, Nonparametric Modeling, Machine Learning, Regression Trees, Phillips Curve, Business Cycle Shocks
Regional housing prices, metropolitan regions, Bayesian estimation
Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis