19
H index
30
i10 index
1262
Citations
Herman K. van Dijk : Citation Profile
Tinbergen Instituut (95% share) | RESEARCH PRODUCTION: 62 Articles 145 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1978 - 2018). 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 (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23. Full description at Econpapers || Download paper | |
| 2017 | A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087. Full description at Econpapers || Download paper | |
| 2017 | Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468. Full description at Econpapers || Download paper | |
| 2018 | A New Wald Test for Hypothesis Testing Based on MCMC outputs. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Liu, Xiaobin. In: Papers. RePEc:arx:papers:1801.00973. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529. Full description at Econpapers || Download paper | |
| 2018 | Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197. Full description at Econpapers || Download paper | |
| 2017 | Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman . In: Review of Economics & Finance. RePEc:bap:journl:170307. Full description at Econpapers || Download paper | |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707. Full description at Econpapers || Download paper | |
| 2017 | Model averaging in markov-switching models: predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1727. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081. Full description at Econpapers || Download paper | |
| 2017 | Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512. Full description at Econpapers || Download paper | |
| 2018 | Data†Driven Identification Constraints for DSGE Models. (2018). Lanne, Markku ; Luoto, Jani. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:2:p:236-258. Full description at Econpapers || Download paper | |
| 2017 | On the World Distribution of Income. (2017). Provenzano, Davide . In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:1:p:189-196. Full description at Econpapers || Download paper | |
| 2017 | Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers || Download paper | |
| 2017 | Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3. Full description at Econpapers || Download paper | |
| 2017 | Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1. Full description at Econpapers || Download paper | |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6785. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339. Full description at Econpapers || Download paper | |
| 2018 | A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564. Full description at Econpapers || Download paper | |
| 2017 | The empirical content of season-of-birth effects: An investigation with Turkish data. (2017). Tumen, Semih ; Torun, Huzeyfe. In: Demographic Research. RePEc:dem:demres:v:37:y:2017:i:57. 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 | |
| 2017 | The Effect of Stock Prices and Exchange Rates on Economic Growth in Indonesia. (2017). Adam, Pasrun ; Balaka, Muh Yani ; Saenong, Zainuddin ; Saidi, LA. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-68. Full description at Econpapers || Download paper | |
| 2019 | The combination of interval forecasts in tourism. (2019). Li, Gang ; Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378. Full description at Econpapers || Download paper | |
| 2019 | Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68. Full description at Econpapers || Download paper | |
| 2018 | Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2018 | Jeffreys priors for mixture estimation: Properties and alternatives. (2018). Grazian, Clara ; Robert, Christian P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:149-163. 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 | |
| 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 | |
| 2018 | Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364. 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 | |
| 2017 | Model averaging in Markov-switching models: Predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:45-49. Full description at Econpapers || Download paper | |
| 2017 | A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62. Full description at Econpapers || Download paper | |
| 2019 | Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657. Full description at Econpapers || Download paper | |
| 2019 | Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Bayesian predictive synthesis in time series forecasting. (2019). McAlinn, Kenichiro ; West, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169. Full description at Econpapers || Download paper | |
| 2019 | Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Baturk, N ; van Dijk, H K ; Hoogerheide, L ; Grassi, S ; Borowska, A. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186. Full description at Econpapers || Download paper | |
| 2019 | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202. Full description at Econpapers || Download paper | |
| 2019 | Sequentially adaptive Bayesian learning algorithms for inference and optimization. (2019). Geweke, John ; Durham, Garland . In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:4-25. Full description at Econpapers || Download paper | |
| 2019 | Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57. Full description at Econpapers || Download paper | |
| 2018 | Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization. (2018). Constantinescu, Mihnea. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:649-664. Full description at Econpapers || Download paper | |
| 2017 | Estimating the marginal maintenance cost of rail infrastructure usage in Sweden; does more data make a difference?. (2017). Odolinski, Kristofer ; Nilsson, Jan-Eric. In: Economics of Transportation. RePEc:eee:ecotra:v:10:y:2017:i:c:p:8-17. Full description at Econpapers || Download paper | |
| 2018 | Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191. Full description at Econpapers || Download paper | |
| 2019 | Multi-objective optimization using statistical models. (2019). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:364-378. Full description at Econpapers || Download paper | |
| 2017 | Price pass-through in US gasoline markets. (2017). Blair, Benjamin F ; Mixon, Phillip A ; Campbell, Randall C. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:42-49. Full description at Econpapers || Download paper | |
| 2018 | Oil price forecasting using a hybrid model. (2018). Safari, Ali ; Davallou, Maryam. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:49-58. Full description at Econpapers || Download paper | |
| 2018 | A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies. (2018). Spada, Matteo ; Burgherr, Peter ; Paraschiv, Florentina. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:277-288. Full description at Econpapers || Download paper | |
| 2017 | Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166. Full description at Econpapers || Download paper | |
| 2018 | A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Ohare, Colin ; Fung, Man Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116. Full description at Econpapers || Download paper | |
| 2017 | Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching. (2017). Fuertes, Ana-Maria ; Kalotychou, Elena ; Fei, Fei . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:662-678. Full description at Econpapers || Download paper | |
| 2017 | Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth. (2017). Gonzalez, Rodrigo Barbone ; Gomes, Leonardo Sousa ; Alves, Joaquim Ignacio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1007-1024. Full description at Econpapers || Download paper | |
| 2018 | What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311. Full description at Econpapers || Download paper | |
| 2018 | Combining predictive distributions for the statistical post-processing of ensemble forecasts. (2018). Baran, Sandor ; Lerch, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496. Full description at Econpapers || Download paper | |
| 2018 | Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747. Full description at Econpapers || Download paper | |
| 2019 | Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473. Full description at Econpapers || Download paper | |
| 2018 | The origins of regional integration: Untangling the effect of trade on judicial cooperation. (2018). Dyevre, Arthur ; Lampach, Nicolas. In: International Review of Law and Economics. RePEc:eee:irlaec:v:56:y:2018:i:c:p:122-133. 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 | |
| 2019 | Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277. 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 | |
| 2018 | A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850. Full description at Econpapers || Download paper | |
| 2018 | Trust in the monetary authority. (2018). Faia, Ester ; Bursian, Dirk. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:66-79. Full description at Econpapers || Download paper | |
| 2018 | Systems of frequency distributions for water and environmental engineering. (2018). Singh, Vijay P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:50-74. Full description at Econpapers || Download paper | |
| 2019 | Econometric model of non-performing loans determinants. (2019). Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan ; Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488. Full description at Econpapers || Download paper | |
| 2019 | Demand stimulation in finished-goods inventory management: Empirical evidence from General Motors dealerships. (2019). Zhao, Yabing ; Chuang, Chia-Hung. In: International Journal of Production Economics. RePEc:eee:proeco:v:208:y:2019:i:c:p:208-220. Full description at Econpapers || Download paper | |
| 2019 | Choosing expected shortfall over VaR in Basel III using stochastic dominance. (2019). McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio ; Maasoumi, Esfandiar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113. Full description at Econpapers || Download paper | |
| 2018 | A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1803. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-02. Full description at Econpapers || Download paper | |
| 2019 | Business Cycles Across Space and Time. (2019). Owyang, Michael ; Soques, Daniel ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2019-010. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy across Space and Time. (2018). Matthes, Christian ; Petrova, Katerina ; Liu, Laura. In: Working Paper. RePEc:fip:fedrwp:18-14. Full description at Econpapers || Download paper | |
| 2017 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322. Full description at Econpapers || Download paper | |
| 2018 | Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve. (2018). Rondina, Francesca. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:6-:d:130264. Full description at Econpapers || Download paper | |
| 2019 | Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems. (2019). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:8-:d:212762. Full description at Econpapers || Download paper | |
| 2019 | Interval-Based Hypothesis Testing and Its Applications to Economics and Finance. (2019). Kim, Jae H ; Robinson, Andrew P. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:21-:d:231401. Full description at Econpapers || Download paper | |
| 2018 | The Dynamics of Land Use/Cover and the Statistical Assessment of Cropland Change Drivers in the Kabul River Basin, Afghanistan. (2018). Deng, Xiangzheng ; Bhattacharya, Ruchira ; Najmuddin, Omaid. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:423-:d:130459. 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 | |
| 2018 | Railway line capacity utilisation and its impact on maintenance costs. (2018). Odolinski, Kristofer ; Boysen, Hans E. In: Working papers in Transport Economics. RePEc:hhs:ctswps:2018_010. Full description at Econpapers || Download paper | |
| 2017 | Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x. Full description at Econpapers || Download paper | |
| 2019 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels. (2019). Richard, Jean-Francois ; Khorunzhina, Natalia. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9777-2. Full description at Econpapers || Download paper | |
| 2018 | Information theoretic approaches to income density estimation with an application to the U.S. income data. (2018). Park, Sung Y. ; Bera, Anil K. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:16:y:2018:i:4:d:10.1007_s10888-018-9377-y. Full description at Econpapers || Download paper | |
| 2017 | Commonality in Liquidity and Real Estate Securities. (2017). Hoesli, Martin ; Reka, Kustrim ; Kadilli, Anjeza . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9554-3. Full description at Econpapers || Download paper | |
| 2018 | Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments. (2018). Kato, Ryo ; Hoshino, Takahiro. In: Discussion Paper Series. RePEc:kob:dpaper:dp2018-14. Full description at Econpapers || Download paper | |
| 2017 | Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy. (2017). Nguyen, Anh ; Constantinescu, Mihnea ; Minh, Anh Dinh . In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:4. Full description at Econpapers || Download paper | |
| 2017 | Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/1. Full description at Econpapers || Download paper | |
| 2018 | Estimating unobservable inflation expectations in the New Keynesian Phillips Curve. (2018). Rondina, Francesca. In: Working Papers. RePEc:ott:wpaper:1804e. Full description at Econpapers || Download paper | |
| 2017 | Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip . In: Economics Series Working Papers. RePEc:oxf:wpaper:824. Full description at Econpapers || Download paper | |
| 2017 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper | |
| 2018 | Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593. Full description at Econpapers || Download paper | |
| 2018 | Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers || Download paper | |
| 2018 | Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136. Full description at Econpapers || Download paper | |
| 2018 | Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries. (2018). Lenart, Ukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:233-262. Full description at Econpapers || Download paper | |
| 2017 | Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. (2017). Pipień, Mateusz ; Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:201-241. Full description at Econpapers || Download paper | |
| 2018 | Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_003. Full description at Econpapers || Download paper | |
| 2018 | Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008. Full description at Econpapers || Download paper | |
| 2018 | Integrated Deviance Information Criterion for Latent Variable Models. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_006. Full description at Econpapers || Download paper | |
| 2018 | A Posterior-Based Wald-Type Statistic for Hypothesis Testing. (2018). Yu, Jun ; JunYu, ; Zeng, Tao ; Liu, Xiaobin. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_008. Full description at Econpapers || Download paper | |
| 2018 | The Impact of FDI on EU Export Performance in Manufacturing and Services. A Dynamic Panel Data Approach. (2018). Popovici, Oana. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:108-123. Full description at Econpapers || Download paper | |
| 2018 | Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:42-62. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Herman K. van Dijk is editor of
| Journal | |
|---|---|
| Econometrics and Statistics |
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 | 7 |
| 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: 7 | 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: 7 | 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 another version. Agregated cites: 7 | 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 | 32 |
| 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: 32 | 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: 32 | 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 | 16 |
| 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: 16 | 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: 16 | 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 | |
| 2012 | Combining predictive densities using Bayesian filtering with applications to US economic data.(2012) In: Working Papers. [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 | 16 |
| 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: 16 | 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: 16 | paper | |
| 2012 | Combination schemes for turning point predictions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | 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 | 7 |
| 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: 7 | 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: 7 | 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 another version. Agregated cites: 7 | paper | |
| 2014 | Combined Density Nowcasting in an uncertain economic environment In: Working Paper. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 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: 5 | paper | |
| 2015 | Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | paper | |
| 2017 | The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 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 another version. Agregated cites: 3 | 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 another version. Agregated cites: 3 | paper | |
| 2017 | Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 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 another version. Agregated cites: 2 | 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 |
| 1987 | A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters.(1987) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1987 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods. In: CORE Discussion Papers. [Citation analysis] | paper | 24 |
| 1988 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.(1988) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | 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 another version. Agregated cites: 24 | 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 another version. Agregated cites: 24 | paper | |
| 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 |
| 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 another version. Agregated cites: 7 | 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 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 | 34 |
| 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: 34 | article | |
| 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: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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.(2005) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2007 | Simulation based Bayesian econometric inference: principles and some recent computational advances In: CORE Discussion Papers. [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 another version. Agregated cites: 4 | paper | |
| 1996 | Editors introduction. First Riverboat conference on Bayesian econometrics and statistics In: CORE Discussion Papers RP. [Citation analysis] | paper | 0 |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: CORE Discussion Papers RP. [Full Text][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 another 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 another version. Agregated cites: 9 | paper | |
| 1987 | Some advances in Bayesian estimations methods using Monte Carlo Integration In: CORE Discussion Papers RP. [Citation analysis] | paper | 0 |
| 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 | 48 |
| 1998 | BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory. [Full Text][Citation analysis] | article | 55 |
| 1997 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 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: 55 | paper | |
| 1978 | Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo. In: Econometrica. [Full Text][Citation analysis] | article | 134 |
| 1980 | Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 2004 | The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 2 |
| 2003 | The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 13 |
| 1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) 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: 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 |
| 2009 | The fourth special issue on Computational Econometrics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2010 | The Fifth Special Issue on Computational Econometrics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2012 | A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 27 |
| 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: 27 | paper | |
| 2004 | Recent advances in Bayesian econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 25 |
| 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 another version. Agregated cites: 25 | 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 | 61 |
| 2005 | Trends and cycles in economic time series: A Bayesian approach.(2005) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 1980 | Further experience in Bayesian analysis using Monte Carlo integration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 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 | 20 |
| 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: 20 | paper | |
| 2013 | Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
| 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: 51 | paper | |
| 1985 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1985 | Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1985 | Posterior moments computed by mixed integration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1991 | A Bayesian analysis of the unit root in real exchange rates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
| 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 | 17 |
| 1995 | Classical and Bayesian aspects of robust unit root inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 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 | 19 |
| 1998 | Distribution and mobility of wealth of nations In: European Economic Review. [Full Text][Citation analysis] | article | 75 |
| 2002 | Combined forecasts from linear and nonlinear time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 64 |
| 1999 | Combined forecasts from linear and nonlinear time series models.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 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: 64 | 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 | 13 |
| 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 another version. Agregated cites: 13 | 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 |
| 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 | 5 |
| 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 | 1 |
| 2006 | Bayes model averaging of cyclical decompositions in economic time series.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 another version. Agregated cites: 0 | article | |
| 2004 | Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 4 |
| 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 | 7 |
| 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 | 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 another 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 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 |
| 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 | 7 |
| 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 | 2 |
| 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 | |
| 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 | 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 |
| 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 another version. Agregated cites: 4 | paper | ||
| 1991 | On Bayesian routes to unit roots In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 74 |
| 1991 | On Bayesian Routes to Unit Roots..(1991) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | 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 | 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: 11 | 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: 11 | paper | |
| 2009 | AdMit: Adaptive Mixtures of Student-t Distributions In: DQE Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 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: 3 | 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 | 20 |
| 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 | 6 |
| 2004 | Econometric Methods with Applications in Business and Economics In: OUP Catalogue. [Citation analysis] | book | 73 |
| 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 | 8 |
| 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: 8 | 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 | 1 |
| 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 | 1 |
| 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 | 8 |
| 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: 8 | 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 |
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| 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 |
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| 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: 14 | article | |
| 2013 | Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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| 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 | 11 |
| 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 another version. Agregated cites: 11 | article | |
| 2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
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