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
factor stochastic volatility, global propagation of shocks, global uncertainty, vector autoregressive models
Spillovers, zero lower bound, globalization, mixture innovation models
Exchange rate models, trend inflation, natural rate of unemployment, Taylor rule, unobserved components-stochastic volatility model
nonparametric regression, Gaussian process, Dirichlet process mixture, inflation forecasting
external vulnerabilities, international shock transmission, monetary policy shock, tapering, capital flows, GVAR, Turkey, Poland, CESEE
Regional housing prices, metropolitan regions, Bayesian estimation
hierarchical priors, shrinkage, sparsity, time varying parameter regression
European regions, income projections, model uncertainty, spatial Durbin model
BVAR, equity indices, forecasting, log‐scores, stochastic volatility
