bvarsv
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Bvarsv
Cited in
(only showing first 100 items - show all)- Adaptive expectations and commodity risk premiums
- Monetary policy and US housing expansions: the case of time-varying supply elasticities
- Time-varying rational expectations models
- Time-varying instrumental variable estimation
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty
- Adaptive hierarchical priors for high-dimensional vector autoregressions
- Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
- Deciphering the causes for the post-1990 slow output recoveries
- Measuring the natural rate of interest of China: a time varying perspective
- Keynesian economics without the Phillips curve
- Learning about fiscal policy and the effects of policy uncertainty
- On the stability of Calvo-style price-setting behavior
- Boosting high dimensional predictive regressions with time varying parameters
- The horseshoe prior for time-varying parameter VARs and monetary policy
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
- Production network structure and the impact of the monetary policy shocks: evidence from the OECD
- Price dispersion in bitcoin exchanges
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles
- Uncertainty shocks and inflation dynamics in the U.S.
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- Dynamic variable selection with spike-and-slab process priors
- Forecasting Swiss exports using Bayesian forecast reconciliation
- Reducing the state space dimension in a large TVP-VAR
- A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States
- On fiscal and monetary policy-induced macroeconomic volatility dynamics
- Proxy vector autoregressions in a data-rich environment
- Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
- The heterogeneous impact of monetary policy on the US labor market
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence
- Testing for time variation in an unobserved components model for the U.S. economy
- Monetary transmission in money markets: the not-so-elusive missing piece of the puzzle
- A flexible mixed-frequency vector autoregression with a steady-state prior
- Modelling breaks and clusters in the steady states of macroeconomic variables
- Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models
- Real-time forecast evaluation of DSGE models with stochastic volatility
- Specification tests for time-varying parameter models with stochastic volatility
- Explaining the time-varying effects of oil market shocks on US stock returns
- Macroeconomic effects of inflationary shocks with durable and non-durable consumption
- The evolution of U.S. monetary policy: 2000--2007
- Bayesian emulation for multi-step optimization in decision problems
- Implicit government guarantees and the externality of portfolio diversification: a complex network approach
- Comparing hybrid time-varying parameter VARs
- Modeling tail risks of inflation using unobserved component quantile regressions
- Bayesian compressed vector autoregressions
- Modeling US housing prices by spatial dynamic structural equation models
- Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
- A topological view on the identification of structural vector autoregressions
- The relation between the corporate bond-yield spread and the real economy: stable or time-varying?
- Structural evolution of the postwar U.S. economy
- Quasi-Bayesian estimation of time-varying volatility in DSGE models
- GVAR
- Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy
- Maximum likelihood estimation of a TVP-VAR
- Bayesian semiparametric multivariate stochastic volatility with application
- A state-space approach to time-varying reduced-rank regression
- DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY
- Relationships among prices of rubber in ASEAN: Bayesian structural VAR model
- Scalable inference for a full multivariate stochastic volatility model
- Revisiting the Great Moderation : policy or luck?
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
- The role of uncertainty on agricultural futures markets momentum trading and volatility
- An effcient exact Bayesian method for state space models with stochastic volatility
- Macroeconomic uncertainty and forecasting macroeconomic aggregates
- Oil-price density forecasts of US GDP
- Common time variation of parameters in reduced-form macroeconomic models
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
- Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
- Modeling time-variation over the business cycle (1960--2017): an international perspective
- Steady-state priors and Bayesian variable selection in VAR forecasting
- VEC-MSF models in Bayesian analysis of short- and long-run relationships
- Predicting crypto-currencies using sparse non-Gaussian state space models
- bvartools
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Modeling the evolution of expectations and uncertainty in general equilibrium
- Regime-switching cointegration
- Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures
- Measurement errors and monetary policy: then and now
- Large Bayesian VARMAs
- Time-frequency regression
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- The role of model uncertainty and learning in the US postwar policy response to oil prices
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Bayesian nonparametric vector autoregressive models
- On the evolution of the monetary policy transmission mechanism
- Wavelet based time-varying vector autoregressive modelling
- Variable selection in panel models with breaks
- Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
- Structural vector autoregressions with Markov switching
- Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
- Bayesian inference in a time varying cointegration model
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
- A flexible approach to parametric inference in nonlinear and time varying time series models
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
- Long memory with stochastic variance model: a recursive analysis for US inflation
- Time varying VARs with inequality restrictions
- Investigating time-variation in the marginal predictive power of the yield spread
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