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  1. Bayesian_Dynamic_Correlation Bayesian_Dynamic_Correlation Public

    MCMC estimation of dynamic correlation models

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  2. TVP_Shrinkage TVP_Shrinkage Public

    Replication for the paper "Time dependent shrinkage of time-varying parameter regression models"

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  3. Dynamic_Sparsity_TVP Dynamic_Sparsity_TVP Public

    Replication for the paper "Locally time-varying parameter regression"

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  4. LMI LMI Public

    Replication for the paper "A computationally efficient mixture innovation model for time-varying parameter regressions"

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  5. LogitPrior LogitPrior Public

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  6. Marginal_Likelihood Marginal_Likelihood Public

    Replication materials for "Efficient Computation of Marginal Likelihood"

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