This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using …

matter when all are treated symmetrically a priori? We find that growth determinants emerging from agnostic Bayesian model …

persistence ; Bayesian estimation …

the NMS, by using a Bayesian estimation that combines information across countries. The impulse responses in the NMS are …

We use a Bayesian time-varying parameters structural VAR with stochastic volatility for GDP deflator inflation, real …

of such exercises. - Bayesian VARs ; time-varying parameters ; stochastic volatility ; identified VARs ; Great Inflation …

; Euro Area External Finance Premium ; Financial Accelerator ; Bayesian Estimation ; Inflation …

We characterise the evolution of the U.S. unemployment-inflation tradeoff since the late XIX century era via a Bayesian …. - Phillips trade-off ; Lucas critique ; Bayesian VARs ; time-varying parameters ; stochastic volatility ; identified VARs ; Great …

In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus … nonstructural benchmarks, such as Bayesian vector autoregressions (BVARs). Overall, the empirical evidence indicates that the NAWM … BVAR can outperform the NAWM. - Bayesian inference ; DSGE models ; euro area ; forecasting ; open-economy macroeconomics …