The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling

Large time-varying parameter VARs

(2013) Gary Koop et al.   JOURNAL OF ECONOMETRICS

Moving average stochastic volatility models with application to inflation forecast

(2013) Joshua C.C. Chan   JOURNAL OF ECONOMETRICS

Time Varying Dimension Models

(2012) Joshua C.C. Chan et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

A New Model of Trend Inflation

(2012) Joshua C. C. Chan et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The HESSIAN method: Highly efficient simulation smoothing, in a nutshell

(2012) William J. McCausland   JOURNAL OF ECONOMETRICS

Simulation smoothing for state–space models: A computational efficiency analysis

(2010) William J. McCausland et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

(2010) Todd E. Clark   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve

(2009) Gary Koop et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

(2009) Håvard Rue et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY