16
H index
25
i10 index
1027
Citations
Herman K. van Dijk : Citation Profile
Tinbergen Instituut | RESEARCH PRODUCTION: 59 Articles 142 Papers 1 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1978 - 2017). 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:
| Cites to:
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Main data
Where Herman K. van Dijk has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 20 |
| Journal of Applied Econometrics | 6 |
| Computational Statistics & Data Analysis | 4 |
| Econometric Reviews | 3 |
| Econometrics | 3 |
| Econometric Theory | 3 |
| International Journal of Forecasting | 2 |
| Journal of Forecasting | 2 |
| Journal of Statistical Software | 2 |
| Econometrica | 2 |
Recent works citing Herman K. van Dijk (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | A Model of the Dynamics of the Effect of World Crude Oil Price and World Rice Price on Indonesia’s Inflation Rate. (2016). Adam, Pasrun ; Harafah, A M ; Rafiy, M ; Cahyono, E ; Rianse, U. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:233915. Full description at Econpapers || Download paper |
| 2016 | NEW INFORMATION AND UPDATING OF MARKET EXPERTS INFLATION EXPECTATIONS. (2016). Correa, Arnildo ; da Silva, Arnildo ; Picchetti, Paulo . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:053. Full description at Econpapers || Download paper |
| 2016 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper |
| 2016 | New Information and Updating of Market Experts’ Inflation Expectations. (2016). Correa, Arnildo ; da Silva, Arnildo ; Picchetti, Paulo . In: Working Papers Series. RePEc:bcb:wpaper:411. Full description at Econpapers || Download paper |
| 2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584. Full description at Econpapers || Download paper |
| 2016 | Solving DSGE models with stochastic trends. (2016). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps15. Full description at Econpapers || Download paper |
| 2016 | Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103. Full description at Econpapers || Download paper |
| 2016 | Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103r. Full description at Econpapers || Download paper |
| 2016 | Priors for the Long Run. (2016). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11261. Full description at Econpapers || Download paper |
| 2016 | Have Standard VARs Remained Stable Since the Crisis?. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11558. Full description at Econpapers || Download paper |
| 2016 | An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966. Full description at Econpapers || Download paper |
| 2017 | A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia’s Export. (2017). Adam, Pasrun ; Rosnawintang, Rosnawintang ; Muthalib, Abd Aziz ; Nusantara, Ambo Wonua . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-33. Full description at Econpapers || Download paper |
| 2016 | A simple test for a bubble based on growth and acceleration. (2016). Franses, Philip Hans. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:160-169. Full description at Econpapers || Download paper |
| 2016 | Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16. Full description at Econpapers || Download paper |
| 2016 | Bayesian model selection for unit root testing with multiple structural breaks. (2016). Vosseler, Alexander . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:616-630. Full description at Econpapers || Download paper |
| 2016 | Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach. (2016). Lubrano, Michel ; Junior, Abdoul Aziz . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:830-846. Full description at Econpapers || Download paper |
| 2017 | Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121. Full description at Econpapers || Download paper |
| 2016 | Bank fundamentals, economic conditions, and bank failures in East Asian countries. (2016). Lin, Ching-Chung ; Yang, Shou-Lin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:960-966. Full description at Econpapers || Download paper |
| 2017 | Decomposing changes in the conditional variance of GDP over time. (2017). Parmeter, Christopher ; Battisti, Michele ; Amini, Shahram . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:376-387. Full description at Econpapers || Download paper |
| 2017 | A carbon footprint proportional to expenditure - A case for Norway?. (2017). Isaksen, Elisabeth T ; Narbel, Patrick A. In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:152-165. Full description at Econpapers || Download paper |
| 2016 | Particle efficient importance sampling. (2016). Scharth, Marcel ; Kohn, Robert . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:133-147. Full description at Econpapers || Download paper |
| 2016 | Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348. Full description at Econpapers || Download paper |
| 2016 | Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:391-405. Full description at Econpapers || Download paper |
| 2016 | Striated Metropolis–Hastings sampler for high-dimensional models. (2016). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:406-420. Full description at Econpapers || Download paper |
| 2016 | Growth econometrics for agnostics and true believers. (2016). Temple, Jonathan ; Rockey, James. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:86-102. Full description at Econpapers || Download paper |
| 2016 | Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153. Full description at Econpapers || Download paper |
| 2016 | Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:283-292. Full description at Econpapers || Download paper |
| 2016 | Forecasting global recessions in a GVAR model of actual and expected output. (2016). Lee, Kevin ; Shields, Kalvinder ; Garratt, Anthony . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:374-390. Full description at Econpapers || Download paper |
| 2016 | Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501. Full description at Econpapers || Download paper |
| 2016 | Variational Bayes for assessment of dynamic quantile forecasts. (2016). Abeywardana, Sachin ; Gerlach, Richard . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1385-1402. Full description at Econpapers || Download paper |
| 2016 | Discerning information from trade data. (2016). Easley, David ; O'Hara, Maureen ; de Prado, Marcos Lopez . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:269-285. Full description at Econpapers || Download paper |
| 2017 | Uncertainty and employment dynamics in the euro area and the US. (2017). Netšunajev, Aleksei ; Glass, Katharina ; Netunajev, Aleksei . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:48-62. Full description at Econpapers || Download paper |
| 2016 | On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Lombardi, Marco ; Ravazzolo, Francesco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57. Full description at Econpapers || Download paper |
| 2017 | Emerging economies’ short-term private external debt as evidence of economic crisis. (2017). Ekici, Oya ; Nemliolu, Karun . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:232-246. Full description at Econpapers || Download paper |
| 2016 | Supply and demand uncertainty reduction efforts and cost comparison. (2016). Pun, Hubert ; Begen, Mehmet A ; Yan, Xinghao . In: International Journal of Production Economics. RePEc:eee:proeco:v:180:y:2016:i:c:p:125-134. Full description at Econpapers || Download paper |
| 2016 | Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; Thamotheram, Craig ; McDonald, Christopher . In: CAMA Working Papers. RePEc:een:camaaa:2016-40. Full description at Econpapers || Download paper |
| 2016 | Volatility Spillovers Across User-Generated Content and Stock Market Performance. (2016). Franses, Philip Hans ; van Dieijen, M ; Tellis, G J ; Borah, A. In: ERIM Report Series Research in Management. RePEc:ems:eureri:93366. Full description at Econpapers || Download paper |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219. Full description at Econpapers || Download paper |
| 2016 | Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. (2016). Ardia, David ; van Dijk, Herman K ; Hoogerheide, Lennart ; Gatarek, Lukasz T. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:14:d:65426. Full description at Econpapers || Download paper |
| 2016 | Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855. Full description at Econpapers || Download paper |
| 2016 | Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Casarin, Roberto ; Ravazzolo, Francesco ; Mantoan, Giulia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17:d:65855. Full description at Econpapers || Download paper |
| 2016 | Computational Complexity and Parallelization in Bayesian Econometric Analysis. (2016). Batrk, Nalan ; van Dijk, Herman K ; Ravazzolo, Francesco ; Casarin, Roberto . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:9:d:64209. Full description at Econpapers || Download paper |
| 2016 | Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Alonso, Andrs M ; Garca-Martos, Carolina ; Bastos, Guadalupe . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:600-:d:74917. Full description at Econpapers || Download paper |
| 2016 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K ; Peiris, Shelton . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:7-:d:65863. Full description at Econpapers || Download paper |
| 2016 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2016). Peiris, Shelton ; Singh, Abhay K. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:7:d:65863. Full description at Econpapers || Download paper |
| 2016 | Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2016_09. Full description at Econpapers || Download paper |
| 2017 | A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974. Full description at Econpapers || Download paper |
| 2016 | Dynamics in rail infrastructure provision: maintenance and renewal costs in Sweden. (2016). Odolinski, Kristofer ; Wheat, Phillip . In: Working papers in Transport Economics. RePEc:hhs:ctswps:2016_023. Full description at Econpapers || Download paper |
| 2016 | Estimating the marginal maintenance cost of rail infrastructure usage in Sweden: does more data make a difference?. (2016). Nilsson, Jan-Eric ; Odolinski, Kristofer . In: Working papers in Transport Economics. RePEc:hhs:ctswps:2016_027. Full description at Econpapers || Download paper |
| 2016 | The impact of cumulative tons on rail infrastructure maintenance costs. (2016). Odolinski, Kristofer . In: Working papers in Transport Economics. RePEc:hhs:ctswps:2016_028. Full description at Econpapers || Download paper |
| 2016 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585. Full description at Econpapers || Download paper |
| 2016 | The Empirical Content of Season-of-Birth Effects: An Investigation with Turkish Data. (2016). Tumen, Semih ; Torun, Huzeyfe. In: IZA Discussion Papers. RePEc:iza:izadps:dp10203. Full description at Econpapers || Download paper |
| 2016 | Assessing the convergence and mobility of nations without artificially specified class boundaries. (2016). Pittau, M. Grazia ; Anderson, Gordon ; Zelli, Roberto . In: Journal of Economic Growth. RePEc:kap:jecgro:v:21:y:2016:i:3:d:10.1007_s10887-016-9128-5. Full description at Econpapers || Download paper |
| 2016 | BAYESIAN ESTIMATION OF BETA-TYPE DISTRIBUTION PARAMETERS BASED ON GROUPED DATA. (2016). Kakamu, Kazuhiko ; Nishino, Haruhisa . In: Discussion Papers. RePEc:kbb:dpaper:2016-08. Full description at Econpapers || Download paper |
| 2016 | Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036. Full description at Econpapers || Download paper |
| 2016 | Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036r. Full description at Econpapers || Download paper |
| 2016 | Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: NBER Working Papers. RePEc:nbr:nberwo:21862. Full description at Econpapers || Download paper |
| 2016 | Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; McDonald, Chris ; Thamotheram, Craig . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/10. Full description at Econpapers || Download paper |
| 2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Kamber, Gunes ; Morley, James . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/1. Full description at Econpapers || Download paper |
| 2016 | Forecasting the sectoral GVA of a small Spanish region. (2016). Lampis, Federico. In: Economics and Business Letters. RePEc:ove:journl:aid:10969. Full description at Econpapers || Download paper |
| 2017 | Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; Liu, Philip . In: Economics Series Working Papers. RePEc:oxf:wpaper:824. Full description at Econpapers || Download paper |
| 2016 | MACROECONOMIC FORECAST UNCERTAINTY IN THE EURO AREA. (2016). Lopez-Perez, Victor . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:9-41. Full description at Econpapers || Download paper |
| 2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels. (2016). Richard, Jean-Francois . In: Working Paper. RePEc:pit:wpaper:5980. Full description at Econpapers || Download paper |
| 2016 | Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution. (2016). Fernández Morales, Antonio ; Fernandez-Morales, Antonio . In: MPRA Paper. RePEc:pra:mprapa:69648. Full description at Econpapers || Download paper |
| 2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels. (2016). Richard, Jean-Francois ; Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:72326. Full description at Econpapers || Download paper |
| 2016 | Market Structure, Macroeconomic Shocks, and Banking Risk in Kenya. (2016). Kingori, Nderitu. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:81-113. Full description at Econpapers || Download paper |
| 2016 | Compulsory Schooling and the Returns to Education: A Re-examination. (2016). Qin, Duo ; van Hallen, Sophie . In: Working Papers. RePEc:soa:wpaper:199. Full description at Econpapers || Download paper |
| 2016 | Bayesian estimation and inference for log-ACD models. (2016). Gerlach, Richard ; Peiris, Shelton . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0576-8. Full description at Econpapers || Download paper |
| 2016 | Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. (2016). Chen, Cathy W. S. ; Lee, Sangyeol . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0624-4. Full description at Econpapers || Download paper |
| 2016 | The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area. (2016). Busetti, Fabio ; Caivano, Michele . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0982-3. Full description at Econpapers || Download paper |
| 2016 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Discussion Papers. RePEc:swe:wpaper:2016-09. Full description at Econpapers || Download paper |
| 2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Kamber, Gunes ; Morley, James . In: Discussion Papers. RePEc:swe:wpaper:2016-09a. Full description at Econpapers || Download paper |
| 2016 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2016). Morley, James ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2016-12. Full description at Econpapers || Download paper |
| 2017 | Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2017). Morley, James ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2016-12a. Full description at Econpapers || Download paper |
| 2016 | Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models. (2016). Lucas, André ; Koopman, Siem Jan ; André Lucas, ; Hoogerheide, Lennart ; István Barra, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140118. Full description at Econpapers || Download paper |
| 2016 | Parallelization experience with four canonical econometric models using ParMitISEM. (2016). Grassi, Stefano. In: Research Memorandum. RePEc:unm:umagsb:2016013. Full description at Econpapers || Download paper |
| 2016 | Capital, Economic Growth and Relative Income Differences in Latin America*. (2016). Lagares, Osvaldo. In: Discussion Papers. RePEc:yor:yorken:16/03. Full description at Econpapers || Download paper |
| 2016 | House prices and interest rates: Bayesian evidence from Germany. (2016). Hanck, Christoph . In: Ruhr Economic Papers. RePEc:zbw:rwirep:620. Full description at Econpapers || Download paper |
Herman K. van Dijk has edited the books:
| Year | Title | Type | Cited |
|---|
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 | 2 |
| 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 another version. Agregated cites: 2 | 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 another version. Agregated cites: 2 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another version. Agregated cites: 0 | paper | |
| 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 | 30 |
| 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 another version. Agregated cites: 30 | 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 another version. Agregated cites: 30 | paper | |
| 1991 | Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom: Comment. In: Scandinavian Journal of Economics. [Citation analysis] | article | 0 |
| 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 another 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 | 8 |
| 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 another version. Agregated cites: 8 | 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 another version. Agregated cites: 8 | paper | |
| 2010 | Combining predictive densities using Bayesian filtering with applications to US economics data In: Working Paper. [Full Text][Citation analysis] | paper | 10 |
| 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 another version. Agregated cites: 10 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | ||
| 2012 | Combination schemes for turning point predictions In: Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2012 | Combination schemes for turning point predictions.(2012) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2011 | Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 6 |
| 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 another version. Agregated cites: 6 | 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 another version. Agregated cites: 6 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | ||
| 2014 | Combined Density Nowcasting in an uncertain economic environment In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 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 another version. Agregated cites: 4 | paper | |
| 2003 | Cyclical Components in Economic Time Series: a Bayesian Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2004 | Cyclical components in economic time series: A Bayesian approach.(2004) In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1986 | A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters In: CORE Discussion Papers. [Citation analysis] | paper | 0 |
| A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters.() In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
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| 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 another version. Agregated cites: 20 | article | |
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| 1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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| 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 another version. Agregated cites: 7 | 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 another version. Agregated cites: 7 | 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: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
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| 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 another version. Agregated cites: 28 | article | |
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| 2007 | Simulation based Bayesian econometric inference: principles and some recent computational advances In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
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| 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 another version. Agregated cites: 7 | paper | |
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| 1998 | BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory. [Full Text][Citation analysis] | article | 51 |
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| 1998 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 1978 | Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo. In: Econometrica. [Full Text][Citation analysis] | article | 124 |
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| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 13 |
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| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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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| 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 another version. Agregated cites: 22 | paper | |
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| 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 | 22 |
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| 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 | 47 |
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| 1980 | Further experience in Bayesian analysis using Monte Carlo integration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 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 | 14 |
| 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 another version. Agregated cites: 14 | paper | |
| 2013 | Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 1985 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
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| 1994 | Direct cointegration testing in error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
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| 2000 | Combined Forecasts from Linear and Nonlinear Time Series Models.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | 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 | 9 |
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| 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 |
| 2007 | Note on neural network sampling for Bayesian inference of mixture processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2004 | Twentieth century shocks, trends and cycles in industrialized nations In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2004 | Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
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| 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 | 3 |
| 2008 | The AdMit Package In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bayesian near-boundary analysis in basic macroeconomic time series models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 another 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 another 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 another 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 another 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 another 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 | 1 |
| 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 another version. Agregated cites: 1 | 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 another 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 | 0 |
| 2001 | A Bayesian analysis of the PPP puzzle using an unobserved components model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 another version. Agregated cites: 3 | 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 |
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| 2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 | 1 |
| 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 | 2 |
| 2006 | Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 2006 | A reconsideration of the Angrist-Krueger analysis on returns to education In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 4 |
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| 1991 | On Bayesian routes to unit roots In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 67 |
| 1991 | On Bayesian Routes to Unit Roots..(1991) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | 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 | 8 |
| 2009 | Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit.(2009) In: Journal of Statistical Software. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 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 another version. Agregated cites: 8 | paper | |
| 2009 | AdMit: Adaptive Mixtures of Student-t Distributions In: DQE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Parallelization Experience with Four Canonical Econometric Models using ParMitISEM.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 1 |
| 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 another version. Agregated cites: 1 | paper | |
| 2016 | Computational Complexity and Parallelization in Bayesian Econometric Analysis 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 | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2000 | Introduction: inference and decision making In: Journal of Applied Econometrics. [Citation analysis] | article | 1 |
| 2005 | On the dynamics of business cycle analysis: editors introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1993 | Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2002 | Neural Network Pruning Applied to Real Exchange Rate Analysis. In: Journal of Forecasting. [Citation analysis] | article | 3 |
| 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 | 0 |
| 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 | 4 |
| 2004 | Econometric Methods with Applications in Business and Economics In: OUP Catalogue. [Citation analysis] | book | 51 |
| 2014 | Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 0 |
| 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 another version. Agregated cites: 7 | paper | |
| 2011 | 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 | 0 |
| 2008 | Possibly Ill-behaved Posteriors in Econometric Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 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 | 1 |
| 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 | 0 |
| 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 | 1 |
| 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 | 3 |
| 2012 | Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 1 |
| 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 | 0 |
| 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 | 5 |
| 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 another version. Agregated cites: 5 | 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 | The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 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 | 0 |
| 2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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