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 7 14 14
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 0 1 27 4 8 16 81
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 0 0 1 7 1 3 7 46
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 0 3 6 37
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 0 30 0 8 8 96
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 0 7 14 54
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 6 11 19 19
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 2 76 0 2 7 45
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 6 9 49
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 0 9 17 89
On the joint volatility dynamics in dairy markets 0 0 1 11 0 5 6 23
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 6 9 65
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 1 2 3 89
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 6 10 15 52
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 3 9 13 82
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 10 12 37
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 4 6 7 36
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 6 8 37
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 1 5 11 56
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 5 6 66
Total Working Papers 0 0 17 530 27 128 207 1,073

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 1 6 6 6
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 2 2 117 2 12 24 358
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 1 8 8 11
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 0 14 18 134
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 0 7 9 9
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 7 11 13
On the joint volatility dynamics in international dairy commodity markets 0 1 1 3 1 6 8 23
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 0 1 2 4
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 6 11 53
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 1 6 7 10
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 19 2 8 14 76
Sparse Bayesian vector autoregressions in huge dimensions 1 1 1 5 2 7 8 26
Total Journal Articles 1 4 7 174 12 88 126 723

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Statistics updated 2026-03-04