estimation of a standard hybrid New-Keynesian model. In particular, we shed a light on the impact of micro- and macropriors on … the estimation outcome. First, we investigate the impact of the transformation of those model parameters which are bounded …-stage estimation procedure – the so-called Moment-Matching based Bayesian (MoMBay) estimation approach – where we take the point …

We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic …

borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to …

quantile regression and the skewed-Laplace distribution, is designed for estimation and inference of the quantile causal …

propose a flexible Bayesian nonparametric approach for the estimation of conditional copulas, which can model any conditional …

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation …

estimation of VARMAs is perceived to be challenging and proposed various ways to simplify it. Nevertheless, VARMAs continue to be …