15 Broadway, Ultimo
PO Box 123
Sydney, NSW 2007
Australia
University of Technology Sydney (UTS)
Bayesian, large VAR, composite likelihood, prediction pools, stochastic volatility
autoregressive moving average errors, stochastic volatility, inflation forecast, state space models, unobserved components model
vector autoregression, automatic differentiation, interval forecasts
Trend Inflation, Inflation Expectations, Stochastic Volatility
state space, marginal likelihood, Bayesian model comparison
