Bayesian modeling of time-varying parameters using regression trees
Niko Hauzenberger, Florian Huber, Gary Koop, and James Mitchell
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Hauzenberger, Niko ; Huber, Florian ; Koop, Gary ; Mitchell, James |
| Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
| Subject: | Bayesian vector autoregression | Time-varying parameters | Nonparametric modeling | Machine learning | Regression trees | Phillips curve | Business cycle shocks | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Phillips-Kurve | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schock | Shock | Künstliche Intelligenz | Artificial intelligence | Konjunktur | Business cycle | Schätztheorie | Estimation theory |
freely available