“...Bayesian inference in economics is primarily perceived as a methodology for cases where the data are short, that is, not informative enough in order to be able...”

“...As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master...”

“...We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or...”

“...Abstract of associated article: We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach...”

“...We consider how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of...”

“...This paper proposes a simulation-free estimation algorithm for vector autoregressions (VARs) that allows fast approximate calculation of marginal parameter...”

“...Abstract of associated article: We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a...”

“...In this paper we model and predict the term structure of US interest rates in a data-rich and unstable environment. The dynamic Nelson-Siegel factor model is...”

“...This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions of large dimensions with time-varying parameters and...”