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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility

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Figure

Figure 1: The inflation path from 1948Q1 to 2013Q2.
Figure 2: Posterior predictive densities for ε.
Figure 3: Evolution of exp(h t ) obtained from the AR-S-TVP-SV model; posterior
Figure 4: Evolution of α t obtained from the AR-S-TVP-SV model; posterior mean
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