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Search: subject:"mixture innovation model"
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mixture innovation model
4
Bayes-Statistik
3
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3
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3
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2
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Mixture Innovation Model
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Mixture innovation model
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Keijsers, Bart
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Portilla Goicochea, Jhonatan
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1
Long-term investing under uncertain parameter instability
Keijsers, Bart
-
2023
mixture
innovation
model
using Bayesian methods. This allows us to estimate the break risk and the uncertainty around it. The …
Persistent link: https://www.econbiz.de/10014469516
Saved in:
2
Long-term investing under uncertain parameter instability
Keijsers, Bart
-
2023
mixture
innovation
model
using Bayesian methods. This allows us to estimate the break risk and the uncertainty around it. The …
Persistent link: https://www.econbiz.de/10014416056
Saved in:
3
Evolution of monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV model
Portilla Goicochea, Jhonatan
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435659
Saved in:
4
Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model
Portilla, Jhonatan
;
Rodriguez, Gabriel
;
Castillo B., Paul
- In:
CESifo economic studies : a joint initiative of the …
68
(
2022
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10012876576
Saved in:
5
Inflation targeting and the anchoring of inflation expectations in the CEE countries
Nedeljković, Milan
;
Savić, Nebojša
;
Zildžović, Emir
- In:
Panoeconomicus
64
(
2017
)
4
,
pp. 423-437
Persistent link: https://www.econbiz.de/10011774275
Saved in:
6
On the Evolution of Monetary Policy
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
Rimini Centre for Economic Analysis (RCEA)
-
2008
these issues using a
mixture
innovation
model
which extends the class of time varying Vector Autoregressive models with …
Persistent link: https://www.econbiz.de/10005091085
Saved in:
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