Projects funded by the NCN
Bayesian dynamic mixture models: An application to the study of time-varying determinants of commodity prices
2022/45/B/HS4/00510
Keywords:
Bayesian econometrics commodities markets forecast combination forecasting mixture models state-space models time-series variable selection
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Nauk Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 23 - announced on 2022-03-28
Amount awarded: 999 952 PLN
Project start date (Y-m-d): 2023-04-03
Project end date (Y-m-d): 2026-04-02
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
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