Publication | Date of Publication | Type |
---|
Forecasting U.S. inflation using Bayesian nonparametric models | 2024-04-15 | Paper |
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs | 2023-11-16 | Paper |
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES | 2023-11-16 | Paper |
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS | 2023-11-16 | Paper |
Estimating the ordering of variables in a VAR using a Plackett-Luce prior | 2023-09-12 | Paper |
Large stochastic volatility in mean VARs | 2023-08-18 | Paper |
Choosing between identification schemes in noisy-news models | 2023-04-27 | Paper |
Regime-switching cointegration | 2023-03-07 | Paper |
Nowcasting in a pandemic using non-parametric mixed frequency VARs | 2022-12-14 | Paper |
Model Switching and Model Averaging in Time-Varying Parameter Regression Models | 2020-11-10 | Paper |
Computationally efficient inference in large Bayesian mixed frequency VARs | 2020-07-07 | Paper |
Identifying noise shocks | 2020-01-31 | Paper |
Bayesian Econometric Methods | 2019-07-18 | Paper |
Bayesian compressed vector autoregressions | 2019-04-30 | Paper |
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* | 2019-02-07 | Paper |
Modelling breaks and clusters in the steady states of macroeconomic variables | 2018-11-23 | Paper |
Hierarchical Shrinkage in Time‐Varying Parameter Models | 2018-10-12 | Paper |
Bayesian model averaging in the instrumental variable regression model | 2017-05-12 | Paper |
Bayesian inference in a time varying cointegration model | 2016-08-15 | Paper |
A flexible approach to parametric inference in nonlinear and time varying time series models | 2016-08-04 | Paper |
Large Bayesian VARMAs | 2016-05-10 | Paper |
Semiparametric Bayesian inference in smooth coefficient models | 2016-05-02 | Paper |
Alternative efficiency measures for multiple-output production | 2016-03-30 | Paper |
Comment on article by Wyse et al. | 2016-02-08 | Paper |
Large time-varying parameter VARs | 2014-06-06 | Paper |
The dynamics of UK and US inflation expectations | 2012-12-30 | Paper |
Time varying VARs with inequality restrictions | 2011-06-22 | Paper |
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve | 2011-04-13 | Paper |
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics | 2010-08-18 | Paper |
Parametric and nonparametric inference in equilibrium job search models | 2010-06-30 | Paper |
Bayesian inference in a cointegrating panel data model☆ | 2010-06-30 | Paper |
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space | 2010-04-23 | Paper |
On the evolution of the monetary policy transmission mechanism | 2009-08-07 | Paper |
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics | 2009-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3498087 | 2008-05-28 | Paper |
Bayesian Econometric Methods | 2007-10-24 | Paper |
Estimation and Forecasting in Models with Multiple Breaks | 2007-08-20 | Paper |
Chapter 4 The Vector Floor and Ceiling Model | 2007-07-23 | Paper |
Modelling the Evolution of Distributions: An Application to Major League Baseball | 2006-11-20 | Paper |
Forecasting in dynamic factor models using Bayesian model averaging | 2005-07-04 | Paper |
Bayesian variants of some classical semiparametric regression techniques | 2004-11-18 | Paper |
Multiple-Output Production With Undesirable Outputs | 2004-06-10 | Paper |
Comparing the Performance of Baseball Players | 2004-06-10 | Paper |
Measuring the health effects of air pollution: To what extent can we really say that people are dying from bad air? | 2004-02-02 | Paper |
Are apparent findings of nonlinearity due to structural instability in economic time series? | 2002-02-19 | Paper |
Bayesian inference in models based on equilibrium search theory | 2002-01-24 | Paper |
A Bayesian analysis of multiple-output production frontiers | 2001-08-17 | Paper |
Testing for optimality in job search models | 2001-01-01 | Paper |
Bayes factors and nonlinearity: Evidence from economic time series | 2000-06-14 | Paper |
Carbon dioxide emissions and economic growth: A structural approach | 2000-05-08 | Paper |
Posterior analysis of stochastic frontier models using Gibbs sampling | 2000-03-02 | Paper |
Incomplete models and reweighting | 2000-02-13 | Paper |
Testing for integration using evolving trend and seasonals models: A Bayesian approach. | 2000-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4407590 | 2000-01-01 | Paper |
On the sensitivity of unit root inference to nonlinear data transformations | 1998-08-13 | Paper |
Bayesian efficiency analysis through individual effects: Hospital cost frontiers | 1997-12-15 | Paper |
Bayesian analysis of long memory and persistence using ARFIMA models | 1997-11-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4349833 | 1997-08-25 | Paper |
Learning about the across-regime correlation in switching regression models | 1997-08-12 | Paper |
Impulse response analysis in nonlinear multivariate models | 1997-07-14 | Paper |
Parameter uncertainty and impulse response analysis | 1996-08-14 | Paper |
Bayesian long-run prediction in time series models | 1996-04-09 | Paper |
Stochastic frontier models. A Bayesian perspective | 1994-06-05 | Paper |
Bayesian analysis of logit models using natural conjugate priors | 1993-05-16 | Paper |