Cross, JamieL., Hoogerheide, L., Labonne, P. and van Dijk, HermanK. (2024). Bayesian mode inference for discrete distributions in economics and finance Economics Letters, 235.
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Affiliated authorLennart Hoogerheide
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Publication year2024
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JournalEconomics Letters
We propose a straightforward technique for mode inference in discrete data distributions which involves fitting a mixture of novel shifted-Poisson distributions. The credibility and utility of our approach is demonstrated through applications pertaining to loan default risk and inflation expectations.