Pages that link to "Item:Q2630161"

The following pages link to Tailored randomized block MCMC methods with application to DSGE models (Q2630161):

Displaying 25 items.

• Bayesian inference for Heston-STAR models (Q518236) (← links)
• Diffusive nested sampling (Q637999) (← links)
• Bayesian estimation of generalized partition of unity copulas (Q828059) (← links)
• Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution (Q1615113) (← links)
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
• DSGE pileups (Q1655666) (← links)
• The marginal likelihood of dynamic mixture models (Q1927041) (← links)
• Fiscal news and macroeconomic volatility (Q1994184) (← links)
• Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
• Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers (Q2074304) (← links)
• A reconsideration of money growth rules (Q2115970) (← links)
• Decomposing the output gap with inflation learning (Q2115982) (← links)
• A multiple-try Metropolis-Hastings algorithm with tailored proposals (Q2319482) (← links)
• A time-varying parameter structural model of the UK economy (Q2338502) (← links)
• Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
• The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
• Bayesian Deconvolution of Signals Observed on Arrays (Q2830683) (← links)
• Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
• Demand Models With Random Partitions (Q3304831) (← links)
• DSGE Models with Student-<i>t</i>Errors (Q5080441) (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
• Bayesian Analysis of the Censored Regression Model with an AEPD Error Term (Q5259105) (← links)
• Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter (Q5860961) (← links)
• Large stochastic volatility in mean VARs (Q6175547) (← links)
• Mutual volatility transmission between assets and trading places (Q6184348) (← links)