S-103 37 Stockholm
Sweden
http://www.riksbank.com/research/villani
Universitetsvägen 10
Stockholm, Stockholm SE-106 91
Sveriges Riksbank - Research Division
Stockholm University - Department of Statistics
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Bayesian inference, Combined forecasts, DSGE models, Forecasting, Monetary policy, Subjective forecasting, Vector autoregressions
DSGE model, Open economy, Monetary Policy, Bayesian Inference, Business cycle
DSGE, VAR, VECM, Open economy, Bayesian inference
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Bayesian inference, DSGE model, DSGE-VAR model, DSGE-VECM model, open economy
Structural, Vector autoregression, monetary policy, impulse responses, counterfactual experiments
Cointegration, Bayesian inference, Forecasting, Unconditional Mean, VARs
Bayesian inference, Markov Chain Monte Carlo, Mixture of Experts, Predictive inference, Splines, Value-at-Risk, Variable selection
Bayesian inference, Forecast evaluation, Regime switching, State space modeling, Dynamic mixture models
Bayesian Inference, Markov Chain Monte Carlo, Mixture of Experts, Variable Selection, Volatility Modeling
Bayesian inference, Markov chain Monte Carlo, Mixture of Experts, Variable selection
Bayesian inference, cointegration, posterior probability, restrictions
Bayesian inference, Markov Chain Monte Carlo, Mixture of Experts, Nonparametric estimation, Splines, Value-at-Risk, Variable selection
Bid function approximation, eBay, Internet auctions, Likelihood inference, Markov Chain Monte Carlo, Normal valuations, Variable selection
