Projects funded by the NCN
Vector Error Correction models with time-varying covariance structure in Bayesian analysis and prediction of macroeconomic and financial phenomena.
2018/31/B/HS4/00730
Keywords:
VEC models stochastic volatility models Markov Switching bayesian inference
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Krakowie, Kolegium Ekonomii, Finansów i Prawa
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 16 - announced on 2018-09-14
Amount awarded: 396 726 PLN
Project start date (Y-m-d): 2019-09-02
Project end date (Y-m-d): 2024-09-01
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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