A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its ...

A key challenge for monetary policymakers is to predict where inflation is headed. One promising approach involves modifying a typical Phillips curve predictive regression to include an interaction ...

Changes in computation and automated data collection have greatly increased interest in statistical models of dynamic networks. Many of the models employed for inference on large-scale dynamic ...