This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

estimate a Markov switching VAR for the euro area and the US, including additionally GDP, CPI and a short-term interest rate …

This paper uses a Bayesian Structural Vector Autoregressive (BSVAR) framework to estimate the pass-through of …

policy throughout the business cycle. Monte Carlo experiments demonstrate that the model effectively captures non …This paper introduces a Bayesian Quantile Factor Augmented VAR (BQFAVAR) to examine the asymmetric effects of monetary …

Bayesian VAR model identified with sign restrictions. The variables included in the VAR are those typically used in monetary …

This paper is the first to comprehensively assess the impact of the euro area's non-standard monetary policy measures …'s non-standard monetary policy measures have had pronounced price effects on all south-eastern European countries, and …-standard monetary policy measures on south-eastern Europe. …

, static and dynamic prediction pools, as well as Bayesian and dynamic model averaging. Since real-time data involves one …

variables and the macroeconomy by estimating a panel Bayesian VAR model for twelve euro area countries. The model is estimated …