Brisbane, QLD 4072
Australia
University of Queensland - School of Economics
Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, Change-point model
Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, change-point model.
wealth effect, vector error correction model, Bayesian model averaging, cointegration
integrated likelihood, accept-reject Metropolis-Hastings, cross-entropy, liquidity trap, zero lower bound
Bayesian Lasso, shrinkage, fiscal policy
Posterior probability, Grassman manifold, Orthogonal group, Cointegration, Model averaging, Stochastic trend, Impulse response, Vector autoregressive model, Great Ratios, Liquidity trap
Productivity, Management Practices, Superadditive, Complements, Gaussian Process, Bayesian Model Averaging, Piecewise Linear
Bayesian, time varying cointegration, error correction model, reduced rank regression, Markov Chain Monte Carlo
Improper Prior, Bayes Factor, Marginal Likelihood, Shrinkage Prior, Measure
Posterior probability, Real business cycle model, Cointegration, Model averaging, Stochastic trend, Impulsive response, Vector autoregressive model
Posterior probability, Real business cycle model, Cointegration, Model averaging, Stochastic trend, Impulse response, Vector autoregressive model
Markov Chain Monte Carlo, Gibbs Sampling, Flexible Parametric Model, Particle Filter, Co-heteroscedasticity, state-space, reparameterization, alternating-order
State space model, filter, smoother, non-linear, non-Gaussian, high-dimension, dimension reduction.
Posterior probability, Dynamic stochastic general equilibrium model, Cointegration, Model averaging, Stochastic trend, Impulse response, Vector autoregressive model
Productivity, Management Practices, Superadditive, Complements, Gaussian Processes, Bayesian Model Averaging, Piecewise Linear
Large VAR, time varying parameter, reduced rank covariance matrix
