Justyna Wróblewska
From MaRDI portal
Person:2691705
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity Statistical Papers | 2026-08-12 | Paper |
| A Bayesian nonlinear model with multiple frequencies for business cycle analysis Statistical Papers | 2026-08-12 | Paper |
| Has the COVID-19 outbreak capsized the predictive performance of Bayesian VAR models with cointegration and time-varying volatility? The Annals of Applied Statistics | 2025-06-30 | Paper |
| Bayesian ex post evaluation of recursive multi-step-ahead density prediction Bayesian Analysis | 2025-02-25 | Paper |
| Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? International Statistical Review | 2024-07-29 | Paper |
| VEC-MSF models in Bayesian analysis of short- and long-run relationships Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Research outcomes over time
This page was built for person: Justyna Wróblewska
