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Stochastic Volatility and GARCH Models Time-Varying Parameter Vector Autoregressions Marginal Likelihood and Deviance Information Criterion Bayes factorputation for time-varying coefficients vs constant coefficients Observed-data and conditional DICsputation for 7 SV models Marginal likelihoodputation for 7 SV and 7 GARCH models Three variants of the DIC for three latent variable models: static factor model, TVP-VAR and semiparametric regression Marginal likelihoodputation for 6 models using the cross-entropy method: VAR, dynamic factor VAR, TVP-VAR, probit, logit and t-link Inflation Modeling Other Sources A number of econometricians have provided code associated with their books or papers: MATLAB code associated with Gary Koop's books, papers and short courses can be found on his website.

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