mpfarrho/mf-bavart

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18
Rank 1,208,065 (Top 24 %)
Language
R
License
Apache License 2.0
Created about 4 years ago
Updated over 1 year ago

mpfarrho/mf-bavart

mpfarrho

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MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

tvp-network-panel

TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"

tvp-qr

TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"

tvp-gvar-fsvm

TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"