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 1 25 0 0 4 61
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 0 4 0 3 5 35
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 1 2 16 0 1 3 25
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 1 29 0 0 1 85
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 1 1 1 37
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 1 70 70 1 2 24 24
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 1 39
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 5 25 1 3 18 67
On the joint volatility dynamics in dairy markets 0 0 0 10 0 0 3 15
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 40 1 1 3 52
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 52 0 0 1 82
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 21 0 0 3 33
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 1 51 0 0 1 69
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 23 0 0 2 28
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 0 1 18
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 27
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 1 31 0 0 5 44
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 0 1 53
Total Working Papers 0 2 83 499 4 11 78 794

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 1 1 11 112 2 6 34 319
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 2 14 2 3 12 101
On the joint volatility dynamics in international dairy commodity markets 0 0 0 2 0 0 2 14
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 1 38
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 3 13 1 1 11 46
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 1 3 14
Total Journal Articles 1 1 16 151 5 11 63 532

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Statistics updated 2023-05-07