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 2 3 16 16
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 3 8 20 85
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 1 4 10 49
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 2 5 11 42
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 2 2 10 98
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 3 14 27 27
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 2 2 16 56
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 76 2 3 9 48
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 2 11 51
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 1 1 15 90
On the joint volatility dynamics in dairy markets 0 0 1 11 3 4 10 27
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 3 12 68
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 2 3 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 13 83
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 10 19 56
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 2 4 15 41
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 3 7 10 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 2 2 10 39
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 1 3 13 58
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 1 1 7 67
Total Working Papers 0 0 16 530 39 85 258 1,131

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 5 6 11 11
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 1 1 3 118 5 10 29 366
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 3 4 11 14
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 1 1 19 135
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 5 5 14 14
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 1 2 3 7 16 19
On the joint volatility dynamics in international dairy commodity markets 1 1 1 1 6 6 8 10
On the joint volatility dynamics in international dairy commodity markets 0 0 1 3 3 4 11 26
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 1 1 1 7 1 3 13 55
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 1 7 10
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 19 0 4 16 78
Sparse Bayesian vector autoregressions in huge dimensions 0 1 1 5 2 6 12 30
Total Journal Articles 3 4 9 177 34 57 167 768

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Statistics updated 2026-05-06