Time varying VARs with inequality restrictions (Q545190): Difference between revisions

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+On Gibbs sampling for state space models
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+Estimation in the Presence of Stochastic Parameter Variation
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+The simulation smoother for time series models
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+A simple and efficient simulation smoother for state space time series analysis
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Bayesian auxiliary variable models for binary and multinomial regression
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+Bayes Factors
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+On the evolution of the monetary policy transmission mechanism
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+Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
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+Time Varying Structural Vector Autoregressions and Monetary Policy
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