Flexible Mixture Priors for Large Time-varying Parameter Models

Author:

Hauzenberger NikoORCID

Funder

Austrian Science Fund

Oesterreichische Nationalbank

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference81 articles.

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4. The contribution of structural break models to forecasting macroeconomic series;Bauwens;Journal of Applied Econometrics,2015

5. Hierarchical shrinkage in time-varying parameter models;Belmonte;Journal of Forecasting,2014

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