Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility

Dimitrakopoulos, S (2017) Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. Economics Letters, 150. pp. 10-14. ISSN 0165-1765

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Dimitrakopoulos, S
Copyright, Publisher and Additional Information:

© 2016 Elsevier B.V. All rights reserved. This is an author produced version of a paper published in Economics Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Dirichlet process; Markov chain Monte Carlo; Stochastic volatility; Time-varying parameters; Inflation
Dates:
  • Published: January 2017
  • Published (online): 8 November 2016
  • Accepted: 25 October 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 28 Jan 2019 10:22
Last Modified: 28 Jan 2019 10:22
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/j.econlet.2016.10.035
Related URLs:
Open Archives Initiative ID (OAI ID):

Download

Export

Statistics


CORE (COnnecting REpositories)