Identifying long-run risks: a Bayesian mixed-frequency approach (Q4628443)
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scientific article; zbMATH DE number 7035697
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| English | Identifying long-run risks: a Bayesian mixed-frequency approach |
scientific article; zbMATH DE number 7035697 |
Statements
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach (English)
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13 March 2019
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asset pricing
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Bayesian inference
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consumption dynamics
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long-run risks
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measurement errors
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mixed frequency observations
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nonlinear state-space model
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particle MCMC
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stochastic volatility
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0.7268890142440796
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0.7194380164146423
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0.7132740616798401
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0.7125310897827148
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0.7078428864479065
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