time-varying-parameters

Here is 1 public repository matching this topic...

mliigo / Master-Thesis-Code

Code for Master Thesis titled: "Dynamic Factor Model with Time-Varying Parameters: Simulation Study & Application to International Inflation Dynamics"

inflation gibbs-sampling simulation-study bayesian-estimation stochastic-volatility time-varying-parameters dynamic-factor-models

Updated Nov 24, 2024
Python

Improve this page

Add a description, image, and links to the time-varying-parameters topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the time-varying-parameters topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

time-varying-parameters

Here is 1 public repository matching this topic...

mliigo / Master-Thesis-Code

Improve this page

Add this topic to your repo