Sylvia Kaufmann

Independent

SCHOLARLY PAPERS

2

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130

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Scholarly Papers (2)

1.

Bayesian Dynamic Tensor Regression

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2018
Number of pages: 64 Posted: 08 Jun 2018
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Independent and VU University Amsterdam - Department of Econometrics
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Tensor calculus, tensor decomposition, Bayesian statistics, hierarchical prior, networks, autoregessive model, time series, international trade

Portfolio Rebalancing in Times of Stress

CEPR Discussion Paper No. DP15777
Number of pages: 44 Posted: 11 Feb 2021
Swiss National Bank, Tilburg University, Swiss National Bank and Independent
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