C51

Jonas E Arias · Juan F Rubio-Ramírez · Minchul Shin · Daniel F Waggoner

The paper asks how to conduct valid Bayesian inference in time-varying structural vector autoregressions (SVARs) identified with sign restrictions, a setting in which existing algorithms are shown to …

Maximilian Schröder

This paper introduces a Bayesian Gaussian mixture density regression framework that estimates the complete forecast distribution of inflation — not just selected quantiles — and decomposes the entire …

Matthew A. Masten · Alexandre Poirier

Masten and Poirier demonstrate a previously unrecognized asymmetry in the coefficient stability literature: depending on how omitted variable bias is measured, it can be substantially easier for …