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 4 19 85
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 0 3 10 49
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 0 5 11 42
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 0 2 10 98
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 1 3 11 27 30
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 10 49
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 3 11 52
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 0 26 0 1 13 90
On the joint volatility dynamics in dairy markets 0 0 1 11 1 5 11 28
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 1 4 13 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 22 0 4 18 56
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 4 5 17 87
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 0 3 10 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 5 16 42
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 0 2 12 58
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 1 7 67
Total Working Papers 0 0 14 530 12 70 260 1,143

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 4 12 31 370
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 1 4 12 15
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 1 2 20 136
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 0 5 14 14
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 1 7 16 20
On the joint volatility dynamics in international dairy commodity markets 0 1 1 1 0 6 8 10
On the joint volatility dynamics in international dairy commodity markets 0 0 1 3 1 4 12 27
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 1 1 7 0 2 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 0 7 10
Sparse Bayesian time-varying covariance estimation in many dimensions 1 1 1 20 1 3 17 79
Sparse Bayesian vector autoregressions in huge dimensions 0 0 1 5 1 5 13 31
Total Journal Articles 1 4 9 178 10 55 174 778

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Statistics updated 2026-06-04