Bayesian state space models in macroeconometrics

Joshua C.C. Chan, Rodney W. Strachan

Year of publication:	October 18, 2020
Authors:	Chan, Joshua ; Strachan, Rodney W.
Publisher:	Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis
Subject:	State space model \| filter \| smoother \| non-linear \| non-Gaussian \| high-dimension \| dimension reduction \| Zustandsraummodell \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Bayes-Statistik \| Bayesian inference \| Stochastischer Prozess \| Stochastic process \| Makroökonometrie \| Macroeconometrics

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