Macroeconomic time series modeling with factor-augmented autoregressive vectors and smooth transition under a Bayesian approach

"Modeling macroeconomic time series with factor-augmented autoregressive vectors and smooth transition under a Bayesian approach" (Master's). Candidate: Sérgio Henrique Andrade de Azevedo. Advisor: professor Luiz Koodi Hotta. April 6, 2020, at 14 pm, in room 253 of the IMECC.

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