Michael Pfarrhofer's repositories
tvp-network-panel
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
tvp-gvar-fsvm
TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"
mpfarrho.github.io
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