SSRNEconometrics & Forecasting
Bayesian Modeling of Dynamic Parameters
The paper introduces a nonparametric time-varying parameter (TVP) model using Bayesian additive regression trees (BART) for macroeconomic models, providing flexibility in parameter change and easy inference.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 13 Jan 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4575128
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