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Fast computation of the deviance information criterion for latent variable models
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10010244614
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10011341971
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Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan; Bao Hoang Nguyen - 2018
Persistent link: https://www.econbiz.de/10012202136
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International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey - 2018
Persistent link: https://www.econbiz.de/10012202181
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Migration and business cycle dynamics
Smith, Christie; Thoenissen, Christoph - 2018
Persistent link: https://www.econbiz.de/10012202212
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Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric; Hou, Chenghan; Koop, Gary - 2018
Persistent link: https://www.econbiz.de/10012202274
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - 2018
Persistent link: https://www.econbiz.de/10012202336
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Estimating a nonlinear New Keynesian model with the zero lower bound for Japan
Iiboshi, Hirokuni; Shintani, Mototsugu; Ueda, Kozo - 2018
Persistent link: https://www.econbiz.de/10012202561
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
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Large Bayesian vector autoregressions
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012223735