6
H index
5
i10 index
172
Citations
University of Queensland | 6 H index 5 i10 index 172 Citations RESEARCH PRODUCTION: 10 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Eisenstat. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 3 |
Econometric Reviews | 2 |
Annals of Spiru Haret University, Economic Series | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper series / Rimini Centre for Economic Analysis | 5 |
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney | 3 |
Year | Title of citing document |
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2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2020 | The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795. Full description at Econpapers || Download paper |
2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459. Full description at Econpapers || Download paper |
2020 | Identifying noise shocks. (2020). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric ; Benati, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770. Full description at Econpapers || Download paper |
2020 | Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x. Full description at Econpapers || Download paper |
2020 | Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340. Full description at Econpapers || Download paper |
2020 | The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458. Full description at Econpapers || Download paper |
2020 | A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Ãsterholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827. Full description at Econpapers || Download paper |
2020 | Deviance information criterion for latent variable models and misspecified models. (2020). Yu, Jun ; Zeng, Tao ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:450-493. Full description at Econpapers || Download paper |
2020 | Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78. Full description at Econpapers || Download paper |
2020 | Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118. Full description at Econpapers || Download paper |
2020 | How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761. Full description at Econpapers || Download paper |
2020 | Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131. Full description at Econpapers || Download paper |
2020 | Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307299. Full description at Econpapers || Download paper |
2020 | Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers || Download paper |
2020 | On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406. Full description at Econpapers || Download paper |
2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Ramabulana, Khuliso ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202002. Full description at Econpapers || Download paper |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077. Full description at Econpapers || Download paper |
2020 | A note on the stability of the Swedish Phillips curve. (2020). Ãsterholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w. Full description at Econpapers || Download paper |
2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. (2020). Poon, Aubrey ; Mitchell, James ; Koop, Gary ; McIntyre, Stuart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197. Full description at Econpapers || Download paper |
2020 | Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421. Full description at Econpapers || Download paper |
2020 | Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165. Full description at Econpapers || Download paper |
2020 | The Global Transmission of U.S. Monetary Policy. (2020). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1257. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 1 |
2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2018 | Comparing hybrid time-varying parameter VARs In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2018 | Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 31 |
2012 | Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2015 | Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2014 | Modelling Inflation Volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Modelling Inflation Volatility.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2014 | Modelling Inflation Volatility.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2016 | Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 40 |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2016 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2015 | Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 44 |
2018 | Bayesian model comparison for timeâ€varying parameter VARs with stochastic volatility.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
2018 | Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2018 | Reducing dimensions in a large TVP-VAR In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING In: Annals of Spiru Haret University, Economic Series. [Full Text][Citation analysis] | article | 0 |
2011 | THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD In: Annals of Spiru Haret University, Economic Series. [Full Text][Citation analysis] | article | 0 |
2010 | A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression†In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
2018 | Identifying Noise Shocks In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Efficient estimation of Bayesian VARMAs with time†varying coefficients In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
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