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 7 8 8 3 9 10 10
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 1 7 10 74
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 1 1 7 0 2 5 43
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 1 1 21 1 3 4 35
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 3 3 3 91
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 1 7 8 48
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 2 7 10 10
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 3 76 2 3 10 45
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 2 4 5 45
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 2 4 10 82
On the joint volatility dynamics in dairy markets 0 0 1 11 1 1 2 19
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 4 6 62
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 0 1 87
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 2 4 6 75
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 4 6 43
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 2 3 4 29
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 1 30
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 2 4 4 33
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 1 6 7 52
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 2 3 4 63
Total Working Papers 0 9 18 530 31 79 116 976

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 2 2 2 2
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 2 2 3 117 6 11 20 352
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 3 3 5 6
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 6 8 10 126
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 4 6 6 6
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 0 6 6
On the joint volatility dynamics in international dairy commodity markets 0 0 0 2 1 2 3 18
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 0 0 1 3
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 2 6 48
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 2 4
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 19 3 4 11 71
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 3 19
Total Journal Articles 2 2 6 172 26 39 75 661

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Statistics updated 2026-01-09