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POSSIBLE APPLICATIONS OF GENETIC ALGORITHMS IN THE TIME SERIES ANALYSIS, USING STOCK MARKET DATA,

Renáta Géczi-Papp, from Faculty of Economics, University of Miskolc (2015)

Granger Causality and Regime Inference in Bayesian Markov-Switching VARs,

Matthieu Droumagueta, Anders Warneb and Tomasz Wozniakc, from The University of Melbourne (2015)

Keywords: Technical Efficiency, Penalised Splines, Gibbs Sampling

Granger-causal analysis of GARCH models: a Bayesian approach,

Tomasz Woźniak, from The University of Melbourne (2015)

Keywords: second-order noncausality, VAR-GARCH models, Bayesian hypotheses assessment

Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement,

Laura E. Jackson, Ayhan Kose, Christopher Otrok and Michael Owyang, from Federal Reserve Bank of St. Louis (2015)

Keywords: Kalman filter; business cycles; data augmentation; principal components