Author: Sonali Das

Could we have predicted the recent downturn in the South African Housing Market?
This paper develops large-scale Bayesian Vector Autoregressive (BVA...
21 September 2012
Working Paper
Adaptive Bayesian Analysis for Binomial Proportions
We consider the problem of statistical inference of binomial propor...
20 September 2012
Working Paper
Is a DFM well suited for forecasting regional house price inflation?
This paper uses the Dynamic Factor Model (DFM) framework, which acc...
20 September 2012
Working Paper