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 |
|---|---|---|
| Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
| An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index Economics Letters | 2020-11-04 | Paper |
| Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate Economics Letters | 2020-02-05 | Paper |
| Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions Journal of Forecasting | 2018-10-12 | Paper |
| Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox Journal of Time Series Econometrics | 2018-02-07 | Paper |
| Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling Economics Letters | 2017-06-09 | Paper |
Research outcomes over time
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