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 2 6 7 7
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models 0 1 1 27 2 7 9 73
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage 1 1 1 7 2 3 5 43
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 1 1 1 21 1 2 3 34
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS 0 0 1 30 0 0 1 88
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 1 1 2 5 8 8
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models 0 0 0 2 2 6 8 47
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 4 76 1 1 9 43
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 3 43
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol 0 0 1 26 2 2 8 80
On the joint volatility dynamics in dairy markets 0 0 1 11 0 0 1 18
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? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 1 3 59
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 3 5 42
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 2 4 73
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 1 2 27
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 1 2 2 31
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 1 1 1 30
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 0 31 3 5 6 51
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 1 2 61
Total Working Papers 2 10 20 530 24 50 88 945

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 0 0
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models 0 0 1 115 2 6 14 346
Arbitrage hedging in markets for the US lean hogs and the EU live pigs 0 0 0 0 0 0 2 3
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol 0 0 1 21 1 2 4 120
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 0 0 0 0 1 2 2 2
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 1 6 6
On the joint volatility dynamics in international dairy commodity markets 0 0 0 0 0 0 1 3
On the joint volatility dynamics in international dairy commodity markets 0 0 0 2 0 1 2 17
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 1 5 47
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 1 2 4
Sparse Bayesian time-varying covariance estimation in many dimensions 0 0 1 19 1 3 9 68
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 3 19
Total Journal Articles 0 0 5 170 7 17 50 635

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Statistics updated 2025-12-06