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The site is still under construction. Right now, I am trying to polish some of my R codes and make them comprehensible to others.
December, 2019 (last update)
- Links to some recent work added into the "Research" section.
- General-purpose R code for the estimation of models with system priors was added into the "R codes" section
- Preliminary version of the note "Simultaneous Confidence Bands: Exploring the Distribution of Impulse-Response Functions" was added into the "Research" section.
- A link to the new version of the paper "System Priors for Econometric Time Series" was added into the "Research" section
- Codes for Dynamic Model Averaging were added into the "R codes" section
- Presentation accompanying the paper "System Priors for Econometric Time series" was added into the "Research" section
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This is my private web site.
The views expressed herein are those of the author and should not be attributed to the Czech National Bank or its Board.