unified and consistent framework for introducing time-varying parameters in a wide class of non-linear models. The GAS model … parameters, observation driven analogues of unobserved components time series models, multivariate point process models with time-varying … specification provides a wide range of new observation driven models. Examples include non-linear regression models with time-varying …

uncertainties we estimate the equations that govern the behavior of the economy with time-varying parameters and with state …

unified and consistent framework for introducing time-varying parameters in a wide class of non-linear models. The GAS model … parameters, observation driven analogues of unobserved components time series models, multivariate point process models with time-varying … specification provides a wide range of new observation driven models. Examples include non-linear regression models with time-varying …

unified and consistent framework for introducing time-varying parameters in a wide class of non-linear models. The GAS model … parameters, observation driven analogues of unobserved components time series models, multivariate point process models with time-varying … specification provides a wide range of new observation driven models. Examples include non-linear regression models with time-varying …

accounting for important features of bond return models such as time varying parameters and volatility dynamics. A three …

time-varying parameter models in forecasting output growth and inflation. We find that allowing for time-varying parameters …