Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Year of publication: |
[2016] ; This version: October 31, 2016
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Authors: | Casarin, Roberto ; Foroni, Claudia ; Marcellino, Massimiliano ; Ravazzolo, Francesco |
Publisher: |
Milano, Italy : IGIER, Università Bocconi |
Subject: | dynamic panel model | mixed-frequency | Markov switching | Bayesian inference | MCMC | Bayes-Statistik | Markov-Kette | Markov chain | Theorie | Theory | Panel | Panel study | Schätzung | Estimation | Risiko | Risk | Monte-Carlo-Simulation | Monte Carlo simulation |
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