21
H index
37
i10 index
1826
Citations
Tinbergen Instituut (95% share) | 21 H index 37 i10 index 1826 Citations RESEARCH PRODUCTION: 72 Articles 177 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
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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: |
Year | Title of citing document | |
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2020 | Measurement Error in a First-order Autoregression. (2020). Franses, Philip Hans. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:1-14. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2022 | Long-term Financing: Exploring the Recent Advances in the Brazilian Bond Market. (2022). Bortoluzzo, Adriana Bruscato ; Lazzarini, Sergio Giovanetti ; da Aparecida, Lucas Boareto. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:2:1500. Full description at Econpapers || Download paper | |
2021 | Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44. Full description at Econpapers || Download paper | |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2021 | Parents’ trust in food safety and healthiness of children’s diets: A TPB model explaining the role of retailers and government. (2021). Cicia, Gianna ; Cavallo, Carla ; Carfora, Valentina ; Viscecchia, Rosaria ; de Devitiis, Biagia ; Dedevitiis, Biagia ; Secca, Antonio ; Nardone, Gianluca ; Menna, Concetta ; del Giudice, Teresa. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:314641. Full description at Econpapers || Download paper | |
2021 | The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?. (2021). Hüttel, Silke ; Heckelei, Thomas ; Rommel, Jens ; Odening, Martin. In: Discussion Papers. RePEc:ags:ubfred:316369. Full description at Econpapers || Download paper | |
2020 | Measurement Error in a First-order Autoregression. (2020). Franses, Philip Hans. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:1-14. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047. Full description at Econpapers || Download paper | |
2021 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2020 | Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach. (2020). Ukkusuri, Satish ; Zhang, Yunchang ; Yabe, Takahiro. In: Papers. RePEc:arx:papers:2004.11121. Full description at Econpapers || Download paper | |
2020 | Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2005.12593. Full description at Econpapers || Download paper | |
2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression. (2020). Rahman, Mohammad Arshad ; Ojha, Manini. In: Papers. RePEc:arx:papers:2007.06994. Full description at Econpapers || Download paper | |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2020 | A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252. Full description at Econpapers || Download paper | |
2021 | Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473. Full description at Econpapers || Download paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649. Full description at Econpapers || Download paper | |
2020 | The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693. Full description at Econpapers || Download paper | |
2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
2021 | Counterfactual Inference of the Mean Outcome under a Convergence of Average Logging Probability. (2021). Kato, Masahiro. In: Papers. RePEc:arx:papers:2102.08975. Full description at Econpapers || Download paper | |
2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper | |
2021 | Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863. Full description at Econpapers || Download paper | |
2021 | Loss-Based Variational Bayes Prediction. (2021). Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2104.14054. Full description at Econpapers || Download paper | |
2021 | Constrained Classification and Policy Learning. (2021). Tetenov, Aleksey ; Sakaguchi, Shosei ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2106.12886. Full description at Econpapers || Download paper | |
2021 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2021 | Evidence Aggregation for Treatment Choice. (2021). Kitagawa, Toru ; Ishihara, Takuya. In: Papers. RePEc:arx:papers:2108.06473. Full description at Econpapers || Download paper | |
2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
2021 | Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117. Full description at Econpapers || Download paper | |
2021 | Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248. Full description at Econpapers || Download paper | |
2021 | Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs. (2021). Ito, Koichiro ; Ishihara, Takunori ; Ida, Takanori ; Sasaki, Shusaku ; Sakaguchi, Shosei ; Kitagawa, Toru ; Kido, Daido . In: Papers. RePEc:arx:papers:2112.09850. Full description at Econpapers || Download paper | |
2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
2020 | A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112. Full description at Econpapers || Download paper | |
2020 | Sectoral Employment Dynamics in Australia and the COVIDâ€19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414. Full description at Econpapers || Download paper | |
2021 | When does the Central Bank intervene the foreign exchange market? Estimating a time?varying threshold intervention function. (2021). Hansen, Erwin ; Morales, Marco. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:688-698. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2021 | Parametric representation of the top of income distributions: Options, historical evidence, and model selection. (2021). Hlasny, Vladimir. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:1217-1256. Full description at Econpapers || Download paper | |
2020 | Bayesian econometric modelling of observational data for costâ€effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds. (2020). Claxton, Karl ; Saramago, Pedro ; Soares, Marta ; Welton, Nicky J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1575-1593. Full description at Econpapers || Download paper | |
2021 | Inequality measurement with grouped data: Parametric and non?parametric methods. (2021). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:3:p:964-984. Full description at Econpapers || Download paper | |
2021 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291. Full description at Econpapers || Download paper | |
2021 | Boosting multiplicative model combination. (2021). Vidoni, Paolo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:761-789. Full description at Econpapers || Download paper | |
2020 | Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2020 | Estimating marginal likelihoods from the posterior draws through a geometric identity. (2020). Johannes, Reichl. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:26:y:2020:i:3:p:205-221:n:5. Full description at Econpapers || Download paper | |
2020 | Bayesian analysis of periodic asymmetric power GARCH models. (2020). Nacer, Demmouche ; Abdelhakim, Aknouche ; Nassim, Touche ; Stefanos, Dimitrakopoulos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:24:n:5. Full description at Econpapers || Download paper | |
2021 | An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6. Full description at Econpapers || Download paper | |
2021 | Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers || Download paper | |
2021 | Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82. Full description at Econpapers || Download paper | |
2021 | Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84. Full description at Econpapers || Download paper | |
2021 | Poverty Suburbanization, Job Accessibility, and Employment Outcomes. (2021). Delmelle, Elizabeth ; Adu, Providence ; Nilsson, Isabelle. In: Social Inclusion. RePEc:cog:socinc:v:9:y:2021:i:2:p:166-178. Full description at Econpapers || Download paper | |
2020 | Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409. Full description at Econpapers || Download paper | |
2020 | Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2020 | Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15. Full description at Econpapers || Download paper | |
2020 | The Relationship between Electricity Consumption and Economic Growth: Evidence from Azerbaijan. (2020). Hajiyev, Natig Gadim-Ogli ; Seyfullayev, Lgar Zulfigar ; Ahmadov, Fariz Saleh ; Humbatova, Sugra Ingilab. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-55. Full description at Econpapers || Download paper | |
2021 | Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65. Full description at Econpapers || Download paper | |
2020 | Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951. Full description at Econpapers || Download paper | |
2020 | Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x. Full description at Econpapers || Download paper | |
2021 | Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737. Full description at Econpapers || Download paper | |
2021 | Aggregating heterogeneous-agent models with permanent income shocks. (2021). Harmenberg, Karl. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001202. Full description at Econpapers || Download paper | |
2020 | Modelling income distribution using the log Student’s t distribution: New evidence for European Union countries. (2020). Prieto-Alaiz, Mercedes ; Garcia-Perez, Carmelo ; Callealta, Francisco Javier. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:512-522. Full description at Econpapers || Download paper | |
2022 | On temporal aggregation of some nonlinear time-series models. (2022). Chan, Wai-Sum. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:38-49. Full description at Econpapers || Download paper | |
2020 | The euro-area government spending multiplier at the effective lower bound. (2020). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301124. Full description at Econpapers || Download paper | |
2020 | Management estimation in banking. (2020). Delis, Manthos ; Tsionas, Mike ; Iosifidi, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:1:p:355-372. Full description at Econpapers || Download paper | |
2021 | Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation. (2021). Tone, Kaoru ; Chang, Tsung-Sheng ; Wu, Chen-Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:766-781. Full description at Econpapers || Download paper | |
2021 | The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers || Download paper | |
2021 | Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730. Full description at Econpapers || Download paper | |
2020 | A new hybrid model for forecasting Brent crude oil price. (2020). Ebrahimi, Seyed Babak ; Abdollahi, Hooman. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306277. Full description at Econpapers || Download paper | |
2020 | Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460. Full description at Econpapers || Download paper | |
2021 | Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726. Full description at Econpapers || Download paper | |
2021 | Mortgage loan demand and banks’ operational efficiency. (2021). Tsoumas, Chris ; Panopoulou, Ekaterini ; Iosifidi, Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000103. Full description at Econpapers || Download paper | |
2020 | Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia. (2020). Gantumur, Munkhbayar ; Doojav, Gan-Ochir. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:199-218. Full description at Econpapers || Download paper | |
2021 | Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196. Full description at Econpapers || Download paper | |
2021 | Conditional value-at-risk forecasts of an optimal foreign currency portfolio. (2021). Ho, Kyu ; Kim, Dongwhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:838-861. Full description at Econpapers || Download paper | |
2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper | |
2021 | Trade deficits and trade conflict: The United States and Japan. (2021). Wickes, Ron. In: Japan and the World Economy. RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000451. Full description at Econpapers || Download paper | |
2021 | Education and migrant entrepreneurship in urban China. (2021). Cheng, Zhiming ; Smyth, Russell. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:506-529. Full description at Econpapers || Download paper | |
2021 | The impact of r-g on Euro-Area government spending multipliers. (2021). Fragetta, Matteo ; Melina, Giovanni ; di Serio, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001443. Full description at Econpapers || Download paper | |
2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers || Download paper | |
2020 | What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences. (2020). Mihailov, Alexander ; McKnight, Stephen ; Rangel, Antonio Pompa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418304737. Full description at Econpapers || Download paper | |
2020 | Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100. (2020). Ajayi, Richard ; Aliyev, Fuzuli ; Gasim, Nijat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300141. Full description at Econpapers || Download paper | |
2020 | Newspapers Content Policy and the Effect of Paywalls on Pageviews. (2020). Song, Reo ; Kim, Youngsoo. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:49:y:2020:i:c:p:54-69. Full description at Econpapers || Download paper | |
2021 | Time-varying effects of monetary policy on Iranian renewable energy generation. (2021). Moghadam, Marjan Heirani ; Razmi, Seyedeh Fatemeh ; Behname, Mehdi. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:1161-1169. Full description at Econpapers || Download paper | |
2021 | Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365. Full description at Econpapers || Download paper | |
2020 | Quantification and analysis of risk exposure in the maritime industry. (2020). Knapp, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:133303. Full description at Econpapers || Download paper | |
2020 | Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis. (2020). Franses, Philip Hans ; Knapp, S ; Whitby, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:134554. Full description at Econpapers || Download paper | |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955. Full description at Econpapers || Download paper | |
2021 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366. Full description at Econpapers || Download paper | |
2022 | Measuring Geopolitical Risk. (2018). Caldara, Dario ; Iacoviello, Matteo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1222. Full description at Econpapers || Download paper | |
2021 | Robust Bayesian Analysis for Econometrics. (2021). Kitagawa, Toru ; Giacomini, Raffaella ; Read, Matthew. In: Working Paper Series. RePEc:fip:fedhwp:93001. Full description at Econpapers || Download paper | |
2021 | A Hitchhiker’s Guide to Empirical Macro Models. (2021). ferroni, filippo ; Canova, Fabio. In: Working Paper Series. RePEc:fip:fedhwp:93029. Full description at Econpapers || Download paper | |
2021 | Business Cycles Across Space and Time. (2019). Soques, Daniel ; Owyang, Michael ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2019-010. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic. (2020). Song, Dongho ; Schorfheide, Frank. In: Working Papers. RePEc:fip:fedpwp:88332. Full description at Econpapers || Download paper | |
2021 | Searching for Hysteresis. (2021). Benati, Luca ; Lubik, Thomas A. In: Working Paper. RePEc:fip:fedrwp:90443. Full description at Econpapers || Download paper | |
2022 | Searching for Hysteresis. (2022). Lubik, Thomas ; Benati, Luca. In: Working Paper. RePEc:fip:fedrwp:94254. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Econometrics and Statistics |
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2013 | Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
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: 10 | 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: 10 | 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: 10 | 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 | |
1975 | BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
1976 | PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
1976 | BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 167 |
1978 | Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo..(1978) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | article | |
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1982 | MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
1982 | POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
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1983 | EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
1985 | LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 3 |
1985 | Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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1987 | SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
1987 | Some advances in Bayesian estimations methods using Monte Carlo Integration.(1987) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1989 | A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
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1991 | A Bayesian analysis of the unit root in real exchange rates.(1991) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
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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: 43 | paper | |
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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: 26 | 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 | |
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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: 12 | paper | |
2014 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
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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: 26 | paper | |
2015 | Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper. [Full Text][Citation analysis] | paper | 13 |
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: 13 | paper | |
2017 | The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
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1987 | Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods. In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 28 |
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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: 28 | article | |
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1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 13 |
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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: 13 | paper | |
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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 | 1 |
2001 | A Bayesian analysis of the PPP puzzle using an unobserved components model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2003 | Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Functional approximations to posterior densities: a neural network approach to efficient sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2002 | Cyclical components in economic time series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | On Bayesian structural inference in a simultaneous equation model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
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: 3 | paper | |
2006 | Rotterdam econometrics: publications of the econometric institute 1956-2005 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Jan Tinbergen (1903-1994) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Gibbs sampling in econometric practice In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | A reconsideration of the Angrist-Krueger analysis on returns to education In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 7 |
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: 7 | paper | ||
1991 | On Bayesian routes to unit roots In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 79 |
1991 | On Bayesian Routes to Unit Roots..(1991) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | 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 | 6 |
2016 | Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM In: Econometrics. [Full Text][Citation analysis] | article | 2 |
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: 2 | paper | |
2016 | Parallelization experience with four canonical econometric models using ParMitISEM.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2014 | Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Computational Complexity and Parallelization in Bayesian Econometric Analysis In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14 In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | Distributional Dynamics using Quartic-based State-Space models In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 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 | |
2008 | Distributional Dynamics using Quartic-based State-Space models.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Distributional Dynamics using Quartic-based State-Space models.(2008) In: Post-Print. [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 | 2 |
2005 | On the dynamics of business cycle analysis: editors introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
2005 | On the dynamics of business cycle analysis: editors introduction.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
1993 | Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 26 |
2002 | Neural Network Pruning Applied to Real Exchange Rate Analysis. In: Journal of Forecasting. [Citation analysis] | article | 4 |
1992 | SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration. In: Computer Science in Economics & Management. [Citation analysis] | article | 1 |
2013 | Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Econometric Methods with Applications in Business and Economics In: OUP Catalogue. [Citation analysis] | book | 114 |
2014 | Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 4 |
2011 | Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2021 | A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance.(2021) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 1 |
2008 | Possibly Ill-behaved Posteriors in Econometric Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Robust Optimization of the Equity Momentum Strategy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 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 | 4 |
2012 | Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2013 | EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2012 | The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 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 | 17 |
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: 17 | 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 | 2 |
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 | 24 |
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: 24 | article | |
2016 | Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Bayes estimates of multimodal density features using DNA and Economic Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | Consumer Evaluations of Food Risk Management Quality in Europe In: Risk Analysis. [Full Text][Citation analysis] | article | 6 |
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