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
A note on simulation methods for the Dirichlet-Laplace prior 0 0 8 8 0 4 14 14
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 1 8 17 82
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 2 5 9 48
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 3 5 9 40
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 0 5 8 96
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 6 14 54
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 5 14 24 24
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 76 1 1 8 46
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 5 10 50
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 0 7 16 89
On the joint volatility dynamics in dairy markets 0 0 1 11 1 5 7 24
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 3 9 65
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 2 3 89
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 8 14 83
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 10 16 53
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 2 10 14 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 6 7 36
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 4 8 37
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 1 5 12 57
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 3 6 66
Total Working Papers 0 0 17 530 19 116 225 1,092

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A criterion for assessing obstacle-induced environmental complexity in multi-robot coverage exploration 0 0 0 0 0 4 6 6
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 0 2 117 3 9 25 361
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 5 8 11
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 0 8 18 134
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 0 3 9 9
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 1 2 3 10 13 16
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 0 1 2 4
On the joint volatility dynamics in international dairy commodity markets 0 1 1 3 0 5 8 23
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 6 12 54
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 0 6 7 10
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 19 2 7 16 78
Sparse Bayesian vector autoregressions in huge dimensions 0 1 1 5 2 9 10 28
Total Journal Articles 0 2 6 174 11 73 134 734

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Statistics updated 2026-04-09