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Uncertainty, Endogeneity, Identification, Stochastic Volatility, Bayesian Methods
inflation, volatility, global factors, large datasets, multivariate autoregressive index models, reduced rank regressions, forecasting
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Forecasting, Global factors, inflation, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, volatility
Multi-country VARs; Macroeconomic forecasting; Hierarchical shrinkage; Scale mixtures of Normals priors
Bayesian VARs, stochastic volatility, outliers, pandemics, forecasts
Term structure, volatility, density forecasting, no arbitrage
Hierarchical shrinkage, Macroeconomic forecasting, Multi-country VARs, Scale mixtures of Normals priors
Big Data, Downside risk, Forecasting, Mixed frequency, Pandemics, Quantile regression
Business cycle uncertainty, large datasets, stochastic volatility
Bayesian VARs, factor models, forecasting, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, structural analysis
