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Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve

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Publication:5392714
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DOI10.1198/jbes.2009.07335zbMath1209.91136OpenAlexW2034598516MaRDI QIDQ5392714

Roberto Leon-Gonzalez, Gary Koop, Rodney W. Strachan

Publication date: 13 April 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/7738/


zbMATH Keywords

state space modelBayesiantime-varying parameter modelSavage-Dickey density ratio


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Statistical methods; economic indices and measures (91B82)


Related Items (4)

Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox ⋮ Large Hybrid Time-Varying Parameter VARs ⋮ Time varying VARs with inequality restrictions ⋮ Specification tests for time-varying parameter models with stochastic volatility




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