Tractable Bayesian estimation of smooth transition vector autoregressive models
From MaRDI portal
Cites work
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Bayesian inference for smooth transition autoregressive (STAR) model: a prior sensitivity analysis
- Bayesian Measures of Model Complexity and Fit
- Bayesian Model Uncertainty In Smooth Transition Autoregressions
- Bayesian multivariate time series methods for empirical macroeconomics
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Comparison of local projection estimators for proxy vector autoregressions
- Estimating the transition between two intersecting straight lines
- FRED-MD: A Monthly Database for Macroeconomic Research
- scientific article; zbMATH DE number 3599370 (Why is no real title available?)
- scientific article; zbMATH DE number 1168350 (Why is no real title available?)
- scientific article; zbMATH DE number 1944299 (Why is no real title available?)
- scientific article; zbMATH DE number 3366405 (Why is no real title available?)
- Impulse response analysis in nonlinear multivariate models
- Inference in Bayesian proxy-SVARs
- Modelling Nonlinear Economic Time Series
- Nonlinear impacts of international business cycles on the U.K. -- a Bayesian smooth transition VAR approach
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Robust Bayesian inference in proxy SVARs
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Time Varying Structural Vector Autoregressions and Monetary Policy
Cited in
(1)
This page was built for publication: Tractable Bayesian estimation of smooth transition vector autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6864779)
