Search Results for Markov chain Monte Carlo

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A stochastic volatility model where volatility was driven solely by a latent variable called news...

We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian...

This paper studies overborrowing, financial crises and macro-prudential policy in an equilibrium...

This paper presents a model of optimal taxation in which both private agents and the government...

Currency crises are difficult to predict. It could be that we are choosing the wrong variables or...

In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple...