We propose an approach for Bayesian inference in time-varying structural vector autoregressions (SVARs) identified with …

We propose a Bayesian factor analysis model to rank the health of localities. Mortality and morbidity variables …

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR …

Bayesian techniques. A salient feature of the model is an extension of the typically postulated quadratic cost structure for …

We propose a Bayesian factor analysis model to rank the health of localities. Mortality and morbidity variables …

We ask whether Bayesian estimation creates a potential estimation bias as compared with standard estimation techniques … treat each in turn as the true model and create Bayesian estimates of it under priors from the true model and its false … alternative. The Bayesian estimation of macro models may thus give very misleading results by placing too much weight on prior …

Hungarian data. I compare two identification approaches. One of them involves the ‘sign restrictions on impulse responses … history. My argument is that in certain cases, especially in the case of the Hungarian economy, the latter identification … identification approaches produced very similar results, imposing restrictions on history may help to dampen counterintuitive …

variables which do not add much information to the inference. The contribution includes a new way of identification which is …