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Bayesian Mixture Models with Applications in Macroeconomics

Hou, Chenghan

Description

A vast empirical literature has documented the widespread nature of structural instability in many macroeconomic time series. In order to accommodate such a feature, there has been an increasing interest in models that allow time-variation in the parameters. One important issue for modeling this time-variation is to decide which type of time-varying processes is more suitable in applications. For instance, one might want to choose between a model where the...[Show more]

CollectionsOpen Access Theses
Date published: 2017
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/117705

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