We describe a generalized linear mixed model in which all random effects may evolve over time. Random effects have a discrete support and follow a first-order Markov chain. Constraints control the ...
Random Coefficient Modelling of the Global Effect of Exchange and Monetary Policy Rates on Inflation
This research evaluates the effect of monetary policy rate and exchange rate on inflation across continents using both Frequentist and Bayesian Generalized Additive Mixed Models (GAMMs). Extending an ...
A mixed generalized Akaike information criterion xGAIC is introduced and validated. It is derived from a quasi-log-likelihood that focuses on the random effect and the variability between the areas, ...
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