Should I stay or should I go? : Bayesian inference in the threshold time varying parameter (TTVP) model
Year of publication: |
September 2016
|
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Authors: | Huber, Florian ; Kastner, Gregor ; Feldkircher, Martin |
Publisher: |
Wien : Vienna University of Economics and Business |
Subject: | Change point model | Threshold mixture innovations | Structural breaks | Shrinkage | Bayesian statistics | Monetary policy | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Geldpolitik | USA | United States |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
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Series: | Department of Economics working paper. - Wien : Dep. of Economics, ZDB-ID 2476768-2. - Vol. no. 235 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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