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Identifying exchange rate effects and spillovers of U.S. monetary policy shoc...
We propose a novel econometric approach to estimating time-varying policy effects using external instruments in the presence of time-varying instrument relevance in a... -
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estim...
Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published...