Truncated priors for tempered hierarchical Dirichlet process vector autoregression

Source: Central Bank of the Russian Federation in English

The Bank of Russia is hosting its International Research Conference in Saint Petersburg on July 3, 2019. The topic of the conference is ‘Macroprudential Policy Effectiveness: Theory and Practice’.
This conference will bring together researchers from academia, central banks, policy institutions who will present and discuss new results of their research on macroprudential policy effectiveness, monetary and macroprudential policy interaction, alongside research on perspective issues of financial stability, new data and tools in analysis of financial stability.