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 1 1 17 17
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 0 0 19 85
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 0 1 11 50
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 0 2 12 44
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 0 2 12 100
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 0 15 56
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 1 0 4 28 31
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 1 76 0 2 10 50
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 1 11 52
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 1 1 27 1 2 14 92
On the joint volatility dynamics in dairy markets 0 0 0 11 0 1 10 28
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 0 0 4 91
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 1 12 69
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 0 1 18 57
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 2 17 43
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 1 11 40
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 1 1 11 40
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 0 0 12 58
Sparse Bayesian vector autoregressions in huge dimensions 0 1 1 39 0 1 8 68
Total Working Papers 0 2 14 532 3 27 268 1,158

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 0 11 11
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 0 3 118 2 6 32 372
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 1 12 15
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 0 21 0 1 18 136
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 2 2 2 0 2 16 16
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 0 2 17 21
On the joint volatility dynamics in international dairy commodity markets 0 0 1 1 0 1 8 11
On the joint volatility dynamics in international dairy commodity markets 0 0 1 3 0 1 11 27
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 1 2 8 1 2 13 57
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 1 2 15 80
Sparse Bayesian vector autoregressions in huge dimensions 0 0 1 5 0 1 13 31
Total Journal Articles 0 4 11 181 4 19 173 787

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Statistics updated 2026-08-07