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 25 1 1 2 62
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 1 1 5 0 1 6 36
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 1 3 18 0 1 4 28
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 29 0 0 0 85
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 0 2 38
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 1 3 71 0 1 8 28
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 0 39
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 25 1 1 9 70
On the joint volatility dynamics in dairy markets 0 0 0 10 0 0 1 16
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 52 1 1 2 84
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 1 1 41 0 2 5 55
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 0 0 69
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 21 0 1 2 34
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 6 24
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 0 27
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 23 0 1 3 29
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 0 0 1 44
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 1 1 3 55
Total Working Papers 0 4 10 504 5 12 54 823

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 7 114 0 3 20 327
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 0 1 1
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 4 17 0 0 7 104
On the joint volatility dynamics in international dairy commodity markets 0 0 0 2 0 0 1 14
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 0 38
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 1 14 0 1 7 51
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 1 14
Total Journal Articles 0 0 12 157 0 4 37 549

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Statistics updated 2023-12-04