A growing collection of academic papers.

Bayesian Econometrics

  1. CE
    DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
    Computational Economics, 2021
  2. WP
    Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility
    Rapach, David E., and Tan, Fei
    revised and resubmitted at Journal of Applied Econometrics, 2020