Salzburg, Salzburg 5020
University of Salzburg
global vector autoregression, time-varying parameters, stochastic volatility, monetary policy, international spillovers
Exchange rate models, trend inflation, natural rate of unemployment, Taylor rule, unobserved components-stochastic volatility model
factor stochastic volatility, global propagation of shocks, global uncertainty, vector autoregressive models
Spillovers, zero lower bound, globalization, mixture innovation models
Regional housing prices, metropolitan regions, Bayesian estimation
external vulnerabilities, international shock transmission, monetary policy shock, tapering, capital flows, GVAR, Turkey, Poland, CESEE
hierarchical priors, shrinkage, sparsity, time varying parameter regression
This is a Wiley Blackwell - Medium Tier paper. Wiley Blackwell - Medium Tier charges $49.00 .
File name: JORS.pdf
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European regions, income projections, model uncertainty, spatial Durbin model
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: OBES.pdf
File name: BOER.pdf
BVAR, equity indices, forecasting, log‐scores, stochastic volatility
File name: ECNO.pdf
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