Akademiestraße 26
Salzburg, Salzburg 5020
Austria
University of Salzburg
Bayesian Vector Autoregression, Time-varying Parameters, Nonparametric Modeling, Machine Learning, Regression Trees, Phillips Curve, Business Cycle Shocks
Bayesian vector autoregressive models, factor stochastic volatility, un-certainty shocks
Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis
Asset pricing, Bayesian nonparametrics, climate risks, textual data, C11, C14, G11, G18, Q54