Should I stay or should I go? : Bayesian inference in the threshold time varying parameter (TTVP) model
Year of publication: |
September 2016
|
---|---|
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 |
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