Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models
Year of publication: |
2018
|
---|---|
Authors: | Wang, Mu-Chun |
Publisher: |
Kiel, Hamburg : ZBW - Leibniz-Informationszentrum Wirtschaft |
Subject: | Bayesian inference | Bayesian VAR | Time variation |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/181621 [Handle] RePEc:zbw:vfsc18:181621 [RePEc] |
Classification: | C11 - Bayesian Analysis |
Source: |
-
Signaling effects of monetary policy
Melosi, Leonardo, (2016)
-
Atypical behavior of credit : evidence from a monetary VAR
Afanasyeva, Elena, (2013)
-
IMF programs and sensitivity to external shocks : an empirical application
Miescu, Mirela Sorina, (2016)
- More ...
-
Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Wang, Mu-Chun, (2008)
-
Amir-Ahmadi, Pooyan, (2016)
-
Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
- More ...