Search Results for Bayesian Methods

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We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area...

This paper estimates the importance of the cost channel of monetary policy in a New Keynesian...

Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model...

A perennial question in international finance is to what extent stock returns are influenced by...

This paper reviews recent advances in the specification and estimation of Bayesian Vector...

We propose using a Bayesian time-varying coefficient model estimated with Markov chain-Monte...