Pages that link to "Item:Q1195779"
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The following pages link to Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779):
Displaying 8 items.
- Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
- Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (Q1672749) (← links)
- Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062) (← links)
- Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
- Variational inference for varying-coefficient model (Q5082847) (← links)
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594) (← links)
- Markov-Switching Three-Pass Regression Filter (Q6626302) (← links)
- Local projections in unstable environments (Q6664645) (← links)