Access Statistics for Gregor Kastner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 0 26 0 1 1 65
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 0 6 0 0 1 39
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 20 0 0 2 31
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 1 30 0 0 3 88
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 0 2 40
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 74 1 3 6 39
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 0 40
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 0 25 2 3 4 75
On the joint volatility dynamics in dairy markets 0 0 0 10 0 0 1 17
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 0 1 56
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 1 1 1 53 1 1 3 87
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 0 0 1 37
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 1 1 70
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 0 1 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 1 2 26
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 0 0 29
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 0 0 1 45
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 1 4 60
Total Working Papers 1 1 5 514 6 11 34 873

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 0 1 115 1 3 8 337
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 2 2 3
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 2 20 0 0 7 116
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 1 1 1 0 3 3 3
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 0 0 2 2
On the joint volatility dynamics in international dairy commodity markets 0 0 0 2 0 0 1 15
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 2 42
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 1 1 0 1 3 3
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 2 19 0 0 8 62
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 1 3 18
Total Journal Articles 0 1 7 168 1 10 39 601

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Statistics updated 2025-05-12