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 2 16 16
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 0 3 19 85
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 1 2 11 50
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 2 4 12 44
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 2 4 12 100
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 1 1 7 28 31
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 2 15 56
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 76 1 4 11 50
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 11 52
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 1 1 1 27 1 2 13 91
On the joint volatility dynamics in dairy markets 0 0 1 11 0 4 11 28
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 4 12 69
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 0 2 4 91
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 4 16 87
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 4 19 57
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 2 10 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 1 4 11 40
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 4 17 43
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 0 1 12 58
Sparse Bayesian vector autoregressions in huge dimensions 1 1 1 39 1 2 8 68
Total Working Papers 2 2 16 532 12 63 268 1,155

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 5 11 11
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 1 3 118 0 9 31 370
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 4 12 15
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 0 21 0 2 19 136
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 2 2 2 2 2 7 16 16
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 1 5 17 21
On the joint volatility dynamics in international dairy commodity markets 0 0 1 3 0 4 12 27
On the joint volatility dynamics in international dairy commodity markets 0 1 1 1 1 7 9 11
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 1 2 2 8 1 2 14 56
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 0 7 10
Sparse Bayesian time-varying covariance estimation in many dimensions 0 1 1 20 0 1 16 79
Sparse Bayesian vector autoregressions in huge dimensions 0 0 1 5 0 3 13 31
Total Journal Articles 3 7 11 181 5 49 177 783

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Statistics updated 2026-07-10