Projects funded by the NCN
Non-Gaussian Structural Dynamic Factor Models in Macroeconomics: Theory of Identification, Algorithms for Inference and Applications
2024/55/B/HS4/00110
Keywords:
Global identification Canonical forms Big data Bayesian estimation Gibbs sampling Likelihood preserving normalization Impulse response functions
Descriptors:
- HS4_03:
- HS4_01:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 1
Call: OPUS 28 - announced on 2024-09-16
Amount awarded: 197 030 PLN
Project start date (Y-m-d): 2025-07-09
Project end date (Y-m-d): 2028-07-08
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
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