Bayesian nonparametric methods for financial and macroeconomic time series analysis

Author:

Kalli Maria

Publisher

Elsevier

Reference77 articles.

1. Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems;Antoniak;The Annals of Statistics,1974

2. A nonparametric model for stationary time series;Antoniano-Villalobos;Journal of Time Series Analysis,2016

3. Fiscal multipliers in recession and expansion;Auerbach,2013

4. Kurtosis of GARCH and stochastic volatility models with non-normal innovations;Bai;Journal of Econometrics,2003

5. The Impact of Fiscal Policy on Economic Activity Over the Business Cycle: Evidence From a Threshold VAR Analysis;Baum,2011

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