23
H index
40
i10 index
1946
Citations
Herman K. van Dijk : Citation Profile
| RESEARCH PRODUCTION: 77 Articles 189 Papers 1 Books 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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49 years (1975 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Herman K. van Dijk. | Is cited by:
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Main data
Where Herman K. van Dijk has published?
Recent works citing Herman K. van Dijk (2025 and 2024)
Year  | Title of citing document |
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| 2024 | Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047. Full description at Econpapers || Download paper |
| 2025 | Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515. Full description at Econpapers || Download paper |
| 2024 | Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741. Full description at Econpapers || Download paper |
| 2024 | Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper |
| 2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie L ; Labonne, Paul ; Hoogerheide, Lennart ; van Djik, Herman K. In: Working Papers. RePEc:bny:wpaper:0135. Full description at Econpapers || Download paper |
| 2024 | Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12. Full description at Econpapers || Download paper |
| 2024 | A Dynamic Latent-Space Model for Asset Clustering. (2024). Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9. Full description at Econpapers || Download paper |
| 2024 | Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149. Full description at Econpapers || Download paper |
| 2024 | Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390. Full description at Econpapers || Download paper |
| 2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2024 | Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242. Full description at Econpapers || Download paper |
| 2024 | Climate policy uncertainty and the U.S. economic cycle. (2024). Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409. Full description at Econpapers || Download paper |
| 2024 | Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9. Full description at Econpapers || Download paper |
| 2025 | Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z. Full description at Econpapers || Download paper |
| 2024 | Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1. Full description at Econpapers || Download paper |
| 2024 | A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Aruchunan, Elayaraja. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5. Full description at Econpapers || Download paper |
| 2024 | Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w. Full description at Econpapers || Download paper |
| 2024 | Time-Varying Factor Model Components for Effective Momentum Strategy. (2024). van Dijk, Herman ; Hoogerheide, Lennart ; Cross, Jamie. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240068. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Gradualism in US Monetary Policy. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
| 2025 | A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data. (2025). Zhang, Justin Zuopeng ; Hou, Xiaoyu ; Xia, Huosong ; Abedin, Mohammad Zoynul. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:112-135. Full description at Econpapers || Download paper |
Herman K. van Dijk is editor of
| Journal | |
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| Econometrics and Statistics |
Herman K. van Dijk has edited the books:
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Works by Herman K. van Dijk:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox.(2015) In: Journal of Statistical Software. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2015 | Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2010 | Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging. In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1975 | BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1976 | PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
| 1976 | BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 180 |
| 1978 | Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo..(1978) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | article | |
| 1978 | POSTERIOR ANALYSIS OF KLEINS MODEL In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
| 1980 | FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 24 |
| 1980 | Further experience in Bayesian analysis using Monte Carlo integration.(1980) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 1982 | MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
| 1982 | POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1983 | POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 4 |
| 1985 | POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION.(1985) In: Econometric Institute Archives. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1985 | Posterior moments computed by mixed integration.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1983 | EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1985 | LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 3 |
| 1985 | Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1986 | AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 2 |
| 1987 | SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Some advances in Bayesian estimations methods using Monte Carlo Integration.(1987) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1989 | A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1989 | A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 68 |
| 1991 | A Bayesian analysis of the unit root in real exchange rates.(1991) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 1990 | POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 43 |
| 2002 | Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income.(2002) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 1999 | Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Bayesian Model Selection with an Uninformative Prior* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 1993 | Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 1 |
| 2006 | ‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2006 | Rotterdam Econometrics: an analysis of publications of the econometric institute 1956-2004.(2006) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper. [Full Text][Citation analysis] | paper | 34 |
| 2010 | Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2009 | Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2010 | Combining predictive densities using Bayesian filtering with applications to US economics data In: Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2012 | Combining predictive densities using Bayesian filtering with applications to US economic data.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2012 | Combination schemes for turning point predictions In: Working Paper. [Full Text][Citation analysis] | paper | 31 |
| 2012 | Combination schemes for turning point predictions.(2012) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2011 | Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2012 | Combination schemes for turning point predictions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2013 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model In: Working Paper. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Combined Density Nowcasting in an uncertain economic environment In: Working Paper. [Full Text][Citation analysis] | paper | 36 |
| 2018 | Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2014 | Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2015 | Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2017 | Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2017 | The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2017 | The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference.(2017) In: Journal of Statistical Software. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2017 | The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | The R package MitISEM : efficient and robust simulation procedures for Bayesian inference.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2017 | Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies In: Working Paper. [Full Text][Citation analysis] | paper | 15 |
| 2019 | Forecast density combinations of dynamic models and data driven portfolio strategies.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2018 | Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil.(2023) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | Monetary policy shocks and exchange rate dynamics in small open economies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Bayesian Mode Inference for Discrete Distributions in Economics and Finance In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Bayesian mode inference for discrete distributions in economics and finance.(2024) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | Bayesian Mode Inference for Discrete Distributions in Economics and Finance.(2023) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Taylor Rules with Endogenous Regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Taylor Rules with Endogenous Regimes.(2024) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Cyclical Components in Economic Time Series: a Bayesian Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2004 | Cyclical components in economic time series: A Bayesian approach.(2004) In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1986 | A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 0 |
| 1987 | A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters.(1987) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1987 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods. In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 29 |
| 1988 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.(1988) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 1988 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.(1988) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 1988 | BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS.(1988) In: Southern California - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 15 |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2000 | ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 38 |
| 2007 | On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks.(2007) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2007 | On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2005 | On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks.(2005) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2007 | Simulation based Bayesian econometric inference: principles and some recent computational advances In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Simulation based bayesian econometric inference: principles and some recent computational advances..(2007) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1996 | Editors introduction. First Riverboat conference on Bayesian econometrics and statistics In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE. [Citation analysis] | paper | 9 |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2003 | Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1994 | Bayes Methods and Unit Roots In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1994 | On the Shape of the Likelihood/Posterior in Cointegration Models In: Econometric Theory. [Full Text][Citation analysis] | article | 56 |
| 1998 | BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory. [Full Text][Citation analysis] | article | 57 |
| 1997 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 1998 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 1980 | Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 2004 | The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 1 |
| 2003 | The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 17 |
| 1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2007 | Computational techniques for applied econometric analysis of macroeconomic and financial processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
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| 2012 | A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 34 |
| 2010 | A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2004 | Recent advances in Bayesian econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Progress and challenges in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2006 | Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data.(2006) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2007 | Endogeneity, instruments and identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Trends and cycles in economic time series: A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 77 |
| 2005 | Trends and cycles in economic time series: A Bayesian approach.(2005) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
| 2012 | A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2012 | A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2013 | Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 91 |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2020 | Partially censored posterior for robust and efficient risk evaluation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Partially Censored Posterior for Robust and Efficient Risk Evaluation.(2019) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2022 | A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods.(2022) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1985 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1992 | International conference on econometric inference using simulation techniques In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1994 | Direct cointegration testing in error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 1995 | Classical and Bayesian aspects of robust unit root inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
| 1996 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1978 | Efficient estimation of income distribution parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2017 | Econometrics and Statistics In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 8 |
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| 2002 | Combined forecasts from linear and nonlinear time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 101 |
| 1999 | Combined forecasts from linear and nonlinear time series models.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
| 2000 | Combined Forecasts from Linear and Nonlinear Time Series Models.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
| 2010 | Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 2008 | Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2012 | Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bayesian near-boundary analysis in basic macroeconomic time-series models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 5 |
| 2008 | Bayesian near-boundary analysis in basic macroeconomic time series models.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | Note on neural network sampling for Bayesian inference of mixture processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | Neural network approximations to posterior densities: an analytical approach In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Bayes model averaging of cyclical decompositions in economic time series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Bayes model averaging of cyclical decompositions in economic time series.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | Bayes model averaging of cyclical decompositions in economic time series.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2004 | Twentieth century shocks, trends and cycles in industrialized nations In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Twentieth Century Shocks, Trends and Cycles in Industrialized Nations.(2004) In: De Economist. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2004 | Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | The AdMit Package In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers. [Citation analysis] | paper | 1 |
| 1999 | Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1998 | A simple strategy to prune neural networks with an application to economic time series In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
| 1997 | A Simple Strategy to prune Neural Networks with an Application to Economic Time Series.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
| 1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Neural network analysis of varying trends in real exchange rates In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Testing for integration using evolving trend and seasonal models: A Bayesian approach In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 1997 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 1999 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2000 | On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Neural networks as econometric tool In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Neural networks as econometric tool.(2001) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | A Bayesian analysis of the PPP puzzle using an unobserved components model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2003 | Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Functional approximations to posterior densities: a neural network approach to efficient sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2002 | Cyclical components in economic time series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | On Bayesian structural inference in a simultaneous equation model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Rotterdam econometrics: publications of the econometric institute 1956-2005 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Jan Tinbergen (1903-1994) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Gibbs sampling in econometric practice In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A reconsideration of the Angrist-Krueger analysis on returns to education In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 9 |
| Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan..() In: MRG Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | ||
| 1991 | On Bayesian routes to unit roots In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 81 |
| 1991 | On Bayesian Routes to Unit Roots..(1991) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
| 2009 | Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit In: DQE Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2009 | AdMit: Adaptive Mixtures of Student-t Distributions In: DQE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM In: Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Parallelization Experience with Four Canonical Econometric Models using ParMitISEM.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | Parallelization experience with four canonical econometric models using ParMitISEM.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Computational Complexity and Parallelization in Bayesian Econometric Analysis In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14 In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Distributional Dynamics using Quartic-based State-Space models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
| 2008 | Distributional Dynamics using Quartic-based State-Space models.(2008) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Distributional Dynamics using Quartic-based State-Space models.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Distributional Dynamics using Quartic-based State-Space models.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2000 | Introduction: inference and decision making In: Journal of Applied Econometrics. [Citation analysis] | article | 2 |
| 2005 | On the dynamics of business cycle analysis: editors introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2005 | On the dynamics of business cycle analysis: editors introduction.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1993 | Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2002 | Neural Network Pruning Applied to Real Exchange Rate Analysis. In: Journal of Forecasting. [Citation analysis] | article | 5 |
| 2009 | Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 11 |
| 2008 | Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1992 | SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration. In: Computer Science in Economics & Management. [Citation analysis] | article | 1 |
| 2013 | Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Econometric Methods with Applications in Business and Economics In: OUP Catalogue. [Citation analysis] | book | 122 |
| 2014 | Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance.(2021) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2002 | Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | Adaptive Polar Sampling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 5 |
| 2006 | Modelling option prices using neural networks In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 1999 | Some remarks on the simulation revolution in bayesian econometric inference In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2007 | Editors Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2014 | Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
| 2012 | Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Possibly Ill-behaved Posteriors in Econometric Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Robust Optimization of the Equity Momentum Strategy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2012 | The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2014 | POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2013 | Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2016 | Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2019 | Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Bayes estimates of multimodal density features using DNA and Economic Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | BayesMultiMode: Bayesian Mode Inference in R In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Time-Varying Factor Model Components for Effective Momentum Strategy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Asymmetric Gradualism in US Monetary Policy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Consumer Evaluations of Food Risk Management Quality in Europe In: Risk Analysis. [Full Text][Citation analysis] | article | 9 |
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