23
H index
39
i10 index
1842
Citations
Herman K. van Dijk : Citation Profile
Tinbergen Instituut (95% share) | RESEARCH PRODUCTION: 72 Articles 177 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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46 years (1975 - 2021). Relations with other researchers
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Authors registered in RePEc who have co-authored more than one work in the last five years with Herman K. van Dijk. | Is cited by:
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Main data
Where Herman K. van Dijk has published?
Recent works citing Herman K. van Dijk (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 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 |
| 2022 | A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. (2022). Segers, Johan ; Portier, Francois ; Leluc, Remi ; Zhuman, Aigerim. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022018. Full description at Econpapers || Download paper |
| 2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper |
| 2022 | 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 |
| 2023 | 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 |
| 2023 | 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 |
| 2023 | 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 |
| 2022 | 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 |
| 2022 | 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 |
| 2022 | 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 |
| 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 |
| 2023 | 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 |
| 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 |
| 2022 | A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354. Full description at Econpapers || Download paper |
| 2023 | Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data. (2022). Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:2210.05115. 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 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper |
| 2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper |
| 2022 | Why you should never use the Hodrick-Prescott Filter: Comment. (2022). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp162. Full description at Econpapers || Download paper |
| 2022 | Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper |
| 2022 | Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754. Full description at Econpapers || Download paper |
| 2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper |
| 2022 | Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542. Full description at Econpapers || Download paper |
| 2022 | Sequential Bayesian bandwidth selection for multivariate kernel regression with applications. (2022). Zhang, Yonghui ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001055. Full description at Econpapers || Download paper |
| 2022 | Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321. Full description at Econpapers || Download paper |
| 2022 | Posterior-based Wald-type statistics for hypothesis testing. (2022). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong ; Liu, Xiaobin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:83-113. Full description at Econpapers || Download paper |
| 2022 | Markov switching panel with endogenous synchronization effects. (2022). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:281-298. 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 |
| 2023 | Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467. Full description at Econpapers || Download paper |
| 2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃÂrez 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 |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 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 | 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 |
| 2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552. Full description at Econpapers || Download paper |
| 2022 | Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds. (2022). Mazza, Christian ; Ciobotaru, Corina. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:190:y:2022:i:c:s0047259x2200032x. Full description at Econpapers || Download paper |
| 2022 | What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x. Full description at Econpapers || Download paper |
| 2022 | Series Hybridization of Parallel (SHOP) models for time series forecasting. (2022). Khashei, Mehdi ; Hajirahimi, Zahra. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001777. Full description at Econpapers || Download paper |
| 2022 | Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:597-612. Full description at Econpapers || Download paper |
| 2022 | 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 | Searching for Hysteresis. (2022). Lubik, Thomas ; Benati, Luca. In: Working Paper. RePEc:fip:fedrwp:94254. Full description at Econpapers || Download paper |
| 2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper |
| 2022 | Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576. Full description at Econpapers || Download paper |
| 2022 | Socioeconomic Drivers of Fish Consumption in Qatar. (2022). Al-Boinin, Fahad ; al Emadi, Noor ; Mandikiana, Brian W ; Abusin, Sana . In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10921-:d:904024. Full description at Econpapers || Download paper |
| 2022 | Differences in the Use of Formal and Informal Care Services among Older Adults after the Implementation of the Dependency Act in Spain. (2022). Rodriguez-Sanchez, Beatriz ; Pascual, Marta ; Cantarero, David. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2022:v:240:i:1:p:61-93. Full description at Econpapers || Download paper |
| 2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
| 2023 | On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note. (2023). Tessierc, David ; Racicota, Franois-Eric. In: Working Papers. RePEc:ipg:wpaper:2023-001. Full description at Econpapers || Download paper |
| 2022 | Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change. (2022). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: IZA Discussion Papers. RePEc:iza:izadps:dp15815. Full description at Econpapers || Download paper |
| 2023 | Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach. (2023). Mendona, Mario Jorge ; Nascimento, Marcus L. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10269-z. Full description at Econpapers || Download paper |
| 2022 | Computing Bayes: From Then `Til Now. (2022). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-14. 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 |
| 2022 | The Economics of Spatial Mobility: Theory and Evidence Using Smartphone Data. (2022). Redding, Stephen J ; Nakajima, Kentaro ; Miyauchi, Yuhei. In: Working Papers. RePEc:pri:cepsud:295. Full description at Econpapers || Download paper |
| 2022 | The employment situation of people living with HIV: a closer look at the effects of the 2008 economic crisis. (2022). oliva, juan ; Oliva-Moreno, Juan ; Pea-Longobardo, Luz Maria ; Rodriguez-Sanchez, Beatriz. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:23:y:2022:i:3:d:10.1007_s10198-021-01372-3. Full description at Econpapers || Download paper |
| 2023 | Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x. Full description at Econpapers || Download paper |
| 2022 | Instrumental Variables Estimation without Outside Instruments. (2022). Tsionas, Mike G ; Tran, Kien C. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:3:d:10.1007_s40953-022-00300-3. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper |
| 2022 | A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods. (2022). van Dijk, Herman K ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220053. Full description at Econpapers || Download paper |
| 2023 | Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing. (2023). Benati, Luca. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2308. Full description at Econpapers || Download paper |
| 2022 | Formal Institutional Failings and Informal Employment: Evidence from the Western Balkans. (2022). Williams, Colin ; Ardiana, Gashi. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:17:y:2022:i:2:p:83-95:n:11. Full description at Econpapers || Download paper |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022. Full description at Econpapers || Download paper |
| 2022 | Did equity returns and volatilities change after the 2016 Trump election victory?. (2022). Škrinjarić, Tihana ; Dedi, Lidija ; Yavas, Burhan F. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1291-1308. Full description at Econpapers || Download paper |
| 2022 | Contagious switching. (2022). Owyang, Michael ; Soques, Daniel ; Piger, Jeremy. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:415-432. Full description at Econpapers || Download paper |
| 2022 | An automated prior robustness analysis in Bayesian model comparison. (2022). Zhu, Dan ; Jacobi, Liana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:583-602. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320. Full description at Econpapers || Download paper |
| 2023 | A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007. Full description at Econpapers || Download paper |
| 2022 | Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model. (2022). Mandler, Martin ; Volz, Ute ; Scharnagl, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:627-649. Full description at Econpapers || Download paper |
| 2022 | Business Cycles across Space and Time. (2022). Owyang, Michael ; Soques, Daniel ; Francis, Neville. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:921-952. Full description at Econpapers || Download paper |
| 2022 | Real-time nowcasting with sparse factor models. (2022). Hauber, Philipp. In: EconStor Preprints. RePEc:zbw:esprep:251551. Full description at Econpapers || Download paper |
Herman K. van Dijk is editor of
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| Econometrics and Statistics |
Herman K. van Dijk has edited the books:
| Year | Title | Type | Cited |
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Works by Herman K. van Dijk:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | 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: 12 | 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 | 177 |
| 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: 177 | article | |
| 1978 | POSTERIOR ANALYSIS OF KLEINS MODEL In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
| 1980 | FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 23 |
| 1980 | Further experience in Bayesian analysis using Monte Carlo integration.(1980) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 1982 | MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 0 |
| 1982 | POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1983 | POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 4 |
| 1985 | POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION.(1985) In: Econometric Institute Archives. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1985 | Posterior moments computed by mixed integration.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1983 | EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1985 | LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 3 |
| 1985 | Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1986 | AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 2 |
| 1987 | SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Some advances in Bayesian estimations methods using Monte Carlo Integration.(1987) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1989 | A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 1 |
| 1989 | A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 65 |
| 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 | |
| 1990 | POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP In: Econometric Institute Archives. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 43 |
| 2002 | Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income.(2002) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 1999 | Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Bayesian Model Selection with an Uninformative Prior* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 1993 | Bayes estimates of muIti?criteria decision alternatives using Monte Carlo integration In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 1 |
| 2006 | ‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2006 | Rotterdam Econometrics: an analysis of publications of the econometric institute 1956-2004.(2006) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper. [Full Text][Citation analysis] | paper | 30 |
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| 2020 | A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2002 | Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | Adaptive Polar Sampling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 5 |
| 2006 | Modelling option prices using neural networks In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 1999 | Some remarks on the simulation revolution in bayesian econometric inference In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editors Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2014 | Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
| 2012 | Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Possibly Ill-behaved Posteriors in Econometric Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Robust Optimization of the Equity Momentum Strategy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review. [Full Text][Citation analysis] This paper has 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 | 1 |
| 2013 | Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2014 | POSTERIOR?PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON?FILTERED DATA.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2013 | Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 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: 32 | 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 | 10 |
| 2019 | Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Bayes estimates of multimodal density features using DNA and Economic Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 8 |
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