scientific article

zbMath1476.62176MaRDI QIDQ3383955

O. O. Awe, A. A. Adepoju

Publication date: 16 December 2021

Full work available at URL: https://ojs.ictp.it/jnms/index.php/jnms/article/view/560

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time-varying parametersdynamic modelstate space modeldiscount factorsevolution variance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Bayesian forecasting and dynamic models.
• Bayesian Essentials with R
• Revisiting distributed lag models through a Bayesian perspective
• Dynamic Linear Models with R
• Time Varying Structural Vector Autoregressions and Monetary Policy
• Parameterization and Bayesian Modeling
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