Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods

Niko Hauzenberger, Florian Huber^*, Gary Koop

^*Corresponding author for this work

Publication: Scientific journal › Journal article › peer-review

1 results

Finished

The impact of fiscal policy on the term structure of interest rates within the Eurozone
Fischer, M. M., Huber, F., Hauzenberger, N., Krebs, F. P., Pfarrhofer, M., Scheckel, T. & Zörner, T.
1/11/19 → 31/12/22
Project: Research funding