22
H index
30
i10 index
1436
Citations
Purdue University | 22 H index 30 i10 index 1436 Citations RESEARCH PRODUCTION: 44 Articles 80 Papers 2 Books 5 Chapters RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch840 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Joshua C.C. Chan. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2023 | Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
2023 | Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287. Full description at Econpapers || Download paper | |
2023 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper | |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Jin, Fei ; Taspinar, Suleyman ; Dogan, Osman ; Yang, YE. In: Papers. RePEc:arx:papers:2311.14813. Full description at Econpapers || Download paper | |
2023 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Klieber, Karin ; Frenette, Mikael ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
2023 | Underlying inflation and asymetric risks. (2023). Leiva-Leon, Danilo ; LE BIHAN, Hervé ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:2319. Full description at Econpapers || Download paper | |
2023 | A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Actions speak louder than words: Imputing users’ reputation from transaction history. (2023). Tripathi, Arvind K ; Tan, Yong ; Ghasemkhani, Hossein ; Deng, Jiaying. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1096-1111. Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper | |
2023 | Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01. Full description at Econpapers || Download paper | |
2023 | The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02. Full description at Econpapers || Download paper | |
2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper | |
2023 | Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper | |
2023 | Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers || Download paper | |
2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper | |
2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. Full description at Econpapers || Download paper | |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2023 | Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141. Full description at Econpapers || Download paper | |
2023 | A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2023 | Modified harmonic mean method for spatial autoregressive models. (2023). Doan, Osman. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000034. Full description at Econpapers || Download paper | |
2023 | Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720. Full description at Econpapers || Download paper | |
2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper | |
2023 | Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541. Full description at Econpapers || Download paper | |
2023 | Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x. Full description at Econpapers || Download paper | |
2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper | |
2023 | Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2023 | A control-function correction for endogeneity in random coefficients models: The case of choice-based recommender systems. (2023). Ben-Akiva, Moshe ; Guevara, Angelo C ; Danaf, Mazen. In: Journal of choice modelling. RePEc:eee:eejocm:v:46:y:2023:i:c:s1755534522000562. Full description at Econpapers || Download paper | |
2023 | A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Oil uncertainty and the price-cost markup: Evidence from U.S. data. (2023). Ma, Xiaohan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002268. Full description at Econpapers || Download paper | |
2023 | Disentangling the asymmetric effect of financialization on the green output gap. (2023). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003973. Full description at Econpapers || Download paper | |
2023 | Evaluations of policy contagion for new energy vehicle industry in China. (2023). Chiu, Yi-Bin ; Zheng, Xin ; Yang, Rui ; Hsiao, Cody Yu-Ling. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006218. Full description at Econpapers || Download paper | |
2023 | Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087. Full description at Econpapers || Download paper | |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper | |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper | |
2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363. Full description at Econpapers || Download paper | |
2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper | |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper | |
2023 | Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper | |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper | |
2023 | A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157. Full description at Econpapers || Download paper | |
2023 | Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185. Full description at Econpapers || Download paper | |
2023 | Inflation volatility: A Bayesian approach. (2023). Nyiwul, Linus ; Koirala, Niraj P. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:185-201. Full description at Econpapers || Download paper | |
2023 | Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332. Full description at Econpapers || Download paper | |
2023 | Improving Inflation Forecasts Using Robust Measures. (2022). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:94549. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper | |
2023 | The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395. Full description at Econpapers || Download paper | |
2023 | Will High Underlying Inflation Persist?. (2023). Sattiraju, Sai ; Lusompa, Amaze. In: Economic Bulletin. RePEc:fip:fedkeb:96343. Full description at Econpapers || Download paper | |
2023 | Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589. Full description at Econpapers || Download paper | |
2023 | Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966. Full description at Econpapers || Download paper | |
2023 | Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003. Full description at Econpapers || Download paper | |
2023 | Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Tran, Minh-Ngoc ; Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2023_007. Full description at Econpapers || Download paper | |
2023 | A Note of Caution on the Relation between Money Growth and Inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Berger, Helge. In: Working Papers. RePEc:hhs:oruesi:2023_009. Full description at Econpapers || Download paper | |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper | |
2023 | How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper | |
2023 | ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12. Full description at Econpapers || Download paper | |
2023 | Vulnerability to Climate Change: Evidence from a Dynamic Factor Model. (2023). Marotta, Fulvia ; Mumtaz, Haroon. In: Working Papers. RePEc:qmw:qmwecw:961. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06. Full description at Econpapers || Download paper | |
2023 | Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk. (2023). Yu, Jisu ; Kim, Sunggon. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-023-05174-z. Full description at Econpapers || Download paper | |
2023 | The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:3:d:10.1007_s40745-021-00331-2. Full description at Econpapers || Download paper | |
2023 | Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 51 |
2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2011 | Time Varying Dimension Models.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2010 | Time Varying Dimension Models.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2011 | Time Varying Dimension Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2012 | Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2012 | Monte Carlo Methods for Portfolio Credit Risk In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 3 |
2012 | Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 2 |
2015 | Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 46 |
2014 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2016 | A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2012 | Moving Average Stochastic Volatility Models with Application to Inflation Forecast In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 78 |
2013 | Moving average stochastic volatility models with application to inflation forecast.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2013 | Moving Average Stochastic Volatility Models with Application to Inflation Forecast.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2013 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 9 |
2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2012 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2013 | Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 2 |
2023 | On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs In: Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Asymmetric conjugate priors for large Bayesian VARs.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Asymmetric conjugate priors for large Bayesian VARs.(2022) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 12 |
2021 | Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Large Hybrid Time-Varying Parameter VARs In: Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Large hybrid time-varying parameter VARs.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Large Hybrid Time-Varying Parameter VARs.(2023) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 13 |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility.(2022) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2020 | Fast and accurate variational inference for large Bayesian VARs with stochastic volatility.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Comparing Stochastic Volatility Specifications for Large Bayesian VARs In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | High-dimensional conditionally Gaussian state space models with missing data.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | BVARs and Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
2020 | Bayesian state space models in macroeconometrics.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
2022 | Choosing between identification schemes in noisy-news models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2019 | Bayesian Econometric Methods In: Cambridge Books. [Citation analysis] | book | 150 |
2019 | Bayesian Econometric Methods.(2019) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 150 | book | |
2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 76 |
2012 | A New Model of Trend Inflation.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2012 | A New Model of Trend Inflation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2013 | A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2016 | Fast computation of the deviance information criterion for latent variable models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 33 |
2014 | Fast Computation of the Deviance Information Criterion for Latent Variable Models.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2020 | Identifying noise shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2018 | Identifying Noise Shocks.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2017 | Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
2016 | Reconciling output gaps: unobserved components model and Hodrick-Prescott filter.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2015 | Pitfalls of estimating the marginal likelihood using the modified harmonic mean In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2015 | Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean.(2015) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Comparing hybrid time-varying parameter VARs In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2018 | Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2010 | Efficient estimation of large portfolio loss probabilities in t-copula models In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 33 |
2016 | Modeling energy price dynamics: GARCH versus stochastic volatility In: Energy Economics. [Full Text][Citation analysis] | article | 98 |
2015 | Modeling energy price dynamics: GARCH versus stochastic volatility.(2015) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2020 | Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2018 | Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2021 | Minnesota-type adaptive hierarchical priors for large Bayesian VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2019 | Minnesota-type adaptive hierarchical priors for large Bayesian VARs.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2012 | Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 33 |
2012 | Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2015 | Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2013 | A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Invariant Inference and Efficient Computation in the Static Factor Model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 18 |
2018 | Invariant Inference and Efficient Computation in the Static Factor Model.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2013 | Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 47 |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 44 |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2016 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2014 | Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 97 |
2017 | The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
2015 | Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A Bayesian model comparison for trend-cycle decompositions of output In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 30 |
2017 | A Bayesian Model Comparison for Trend?Cycle Decompositions of Output.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2015 | Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 80 |
2018 | Bayesian model comparison for time?varying parameter VARs with stochastic volatility.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2015 | Large Bayesian VARs: A flexible Kronecker error covariance structure In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 54 |
2020 | Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2015 | Specification tests for time-varying parameter models with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 26 |
2018 | Specification tests for time-varying parameter models with stochastic volatility.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2017 | Measuring the output gap using stochastic model specification search In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Measuring inflation expectations uncertainty using high-frequency data In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Measuring Inflation Expectations Uncertainty Using High?Frequency Data.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2018 | How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis.(2019) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
2018 | Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 16 |
2018 | Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2018 | Reducing dimensions in a large TVP-VAR In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | Multivariate stochastic volatility with co-heteroscedasticity In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2020) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | Large Bayesian vector autoregressions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 22 |
2019 | An automated prior robustness analysis in Bayesian model comparison In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | An automated prior robustness analysis in Bayesian model comparison.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | An unobserved components model of total factor productivity and the relative price of investment In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | chapter | 0 | |
In: . [Full Text][Citation analysis] | chapter | 0 | |
2019 | An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
2020 | Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 74 |
2018 | A New Model of Inflation, Trend Inflation, and Long?Run Inflation Expectations.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
2005 | Replication of the results in learning about heterogeneity in returns to schooling In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2005 | Replication of the results in ‘learning about heterogeneity in returns to schooling’.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2016 | On the Observed-Data Deviance Information Criterion for Volatility Modeling In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 45 |
2014 | The Zero Lower Bound: Implications for Modelling the Interest Rate In: Working Paper series. [Full Text][Citation analysis] | paper | 8 |
2011 | Rare-event probability estimation with conditional Monte Carlo In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
2017 | Efficient estimation of Bayesian VARMAs with time†varying coefficients In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
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