Akademiestraße 26
Salzburg, Salzburg 5020
Austria
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
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European regions, income projections, model uncertainty, spatial Durbin model
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BVAR, equity indices, forecasting, log‐scores, stochastic volatility
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