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11/09/2022
Enhanced Bayesian Neural Networks for Macroeconomics and Finance
We develop Bayesian neural networks (BNNs) that permit to model generic ...
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02/26/2021
General Bayesian time-varying parameter VARs for predicting government bond yields
Time-varying parameter (TVP) regressions commonly assume that time-varia...
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11/09/2020
Sparse time-varying parameter VECMs with an application to modeling electricity prices
In this paper we propose a time-varying parameter (TVP) vector error cor...
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05/08/2020
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Time-varying parameter (TVP) regression models can involve a huge number...
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10/23/2019
