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 3 8 13 13
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 3 6 13 77
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 1 1 7 2 4 6 45
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 1 1 21 2 4 6 37
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 5 8 8 96
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 6 9 14 54
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 3 7 13 13
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 76 0 3 9 45
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 4 6 9 49
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 7 11 17 89
On the joint volatility dynamics in dairy markets 0 0 1 11 4 5 6 23
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 1 1 2 88
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 6 9 65
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 4 7 10 79
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 7 9 46
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 2 3 3 32
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 4 7 8 37
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 8 11 12 37
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 3 7 10 55
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 3 5 7 66
Total Working Papers 0 2 17 530 70 125 184 1,046

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 3 5 5 5
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 2 2 117 4 12 22 356
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 4 7 9 10
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 8 15 18 134
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 3 8 9 9
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 6 6 12 12
On the joint volatility dynamics in international dairy commodity markets 1 1 1 3 4 5 7 22
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 1 1 2 4
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 4 6 10 52
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 5 6 7 9
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 19 3 7 12 74
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 5 5 7 24
Total Journal Articles 1 3 6 173 50 83 120 711

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Statistics updated 2026-02-12