| Publication | Date of Publication | Type |
|---|
| Comment | 2025-01-20 | Paper |
| Challenges and opportunities for twenty first century Bayesian econometricians: a personal view | 2024-11-28 | Paper |
| Combined Density Nowcasting in an Uncertain Economic Environment | 2024-10-23 | Paper |
| Bayesian mode inference for discrete distributions in economics and finance | 2024-03-19 | Paper |
| Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil | 2024-03-05 | Paper |
| A flexible predictive density combination for large financial data sets in regular and crisis periods | 2023-11-17 | Paper |
| Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo | 2022-05-31 | Paper |
| Partially censored posterior for robust and efficient risk evaluation | 2020-06-18 | Paper |
| EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING* | 2019-02-07 | Paper |
| Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank | 2018-02-23 | Paper |
| A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation | 2017-05-12 | Paper |
| On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks | 2016-05-09 | Paper |
| Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data | 2016-05-04 | Paper |
| Time-varying combinations of predictive densities using nonlinear filtering | 2014-06-06 | Paper |
| A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood | 2012-12-30 | Paper |
| Trends and cycles in economic time series: a Bayesian approach | 2012-09-23 | Paper |
| Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights | 2011-01-06 | Paper |
| Bayesian near-boundary analysis in basic macroeconomic time-series models☆ | 2010-06-30 | Paper |
| Computational techniques for applied econometric analysis of macroeconomic and financial processes | 2009-05-29 | Paper |
| Distribution and Mobility of Wealth of Nations | 2009-01-07 | Paper |
| 'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004 | 2007-03-20 | Paper |
| Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods | 2004-11-18 | Paper |
| Oil price shocks and long run price and import demand behavior | 2000-04-10 | Paper |
| Testing for integration using evolving trend and seasonals models: A Bayesian approach. | 2000-01-01 | Paper |
| Classical and Bayesian aspects of robust unit root inference | 1995-12-07 | Paper |
| A neural' network applied to tlie calculation of lyapunov exponents1 | 1995-10-25 | Paper |
| Direct cointegration testing in error correction models | 1995-03-27 | Paper |
| Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration | 1994-01-19 | Paper |
| SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972465 | 1992-06-25 | Paper |
| A Bayesian analysis of the unit root in real exchange rates | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792123 | 1986-01-01 | Paper |
| Posterior moments computed by mixed integration | 1985-01-01 | Paper |
| Further experience in Bayesian analysis using Monte Carlo integration | 1980-01-01 | Paper |
| Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900894 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3902381 | 1980-01-01 | Paper |
| Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo | 1978-01-01 | Paper |
| Efficient estimation of income distribution parameters | 1978-01-01 | Paper |
