Model uncertainty in ECB: application of Bayesian model averaging with the extended list of economic indicators – Hasmik Margaryan
Hasmik Margaryan
Master's thesis
Model uncertainty in ECB: application of Bayesian model averaging with the extended list of economic indicators
MODEL UNCERTAINTY IN ECB: AN APPLICATION OF BAYESIAN MODEL AVERAGING WITH THE EXTENDED LIST OF ECONOMIC INDICATORS
Abstract:
Uncertainty is one of the most important aspects of monetary policies. Recent economic and political events showed that uncertainty is omnipresent and that policymakers should take it into account in their decision-making process. Uncertainty can take many forms from data uncertainty to model uncertainty, which are very important to consider in monetary policies. Recent global financial crisis also …moreAbstract:
Uncertainty is one of the most important aspects of monetary policies. Recent economic and political events showed that uncertainty is omnipresent and that policymakers should take it into account in their decision-making process. Uncertainty can take many forms from data uncertainty to model uncertainty, which are very important to consider in monetary policies. Recent global financial crisis also …more
Language used: English
Date on which the thesis was submitted / produced: 6. 12. 2022
Identifier:
https://vskp.vse.cz/eid/88128
Thesis defence
- Date of defence: 30. 1. 2023
- Supervisor: Adam Čabla
- Reader: Zdeněk Šulc
Citation record
ISO 690-compliant citation record:
MARGARYAN, Hasmik. \textit{Model uncertainty in ECB: application of Bayesian model averaging with the extended list of economic indicators}. Online. Master's thesis. Praha: University of Economics, Prague. 2022. Available from: https://theses.cz/id/gsjutz/.
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttps://vskp.vse.cz/eid/88128
Vysoká škola ekonomická v Praze
Master programme / field:
Economic Data Analysis / Data Analysis and Modeling
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