– 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …

-- 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …

, thus, making them appropriate for models of large dimensions. A comprehensive forecasting exercise involving TVP-VARs of …

, thus, making them appropriate for models of large dimensions. A comprehensive forecasting exercise involving TVP-VARs of …

, thus, making them appropriate for models of large dimensions. A comprehensive forecasting exercise involving TVP-VARs of …

-2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …

This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation … risks. The proposed parametric methodology bridges the empirically established benefits of TVP regressions for forecasting … approach accessible and empirically relevant for forecasting, we derive an efficient Gibbs sampler by transforming the state …