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"Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004 |
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7 |
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33 |

"Rotterdam econometrics": publications of the econometric institute 1956-2005 |
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4 |
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34 |

A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS |
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1 |
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10 |

A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES |
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2 |
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1 |
1 |
20 |

A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model |
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1 |
96 |
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1 |
430 |

A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance |
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4 |
40 |
1 |
2 |
11 |
71 |

A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance |
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7 |
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1 |
28 |

A Bayesian analysis of the PPP puzzle using an unobserved components model |
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7 |
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51 |

A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation |
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2 |
25 |
0 |
0 |
3 |
94 |

A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation |
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24 |
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2 |
98 |

A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood |
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2 |
32 |
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5 |
133 |

A Simple Strategy to prune Neural Networks with an Application to Economic Time Series |
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83 |
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214 |

A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters |
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0 |
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1 |
37 |

A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters |
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1 |
2 |
0 |
0 |
1 |
13 |

A reconsideration of the Angrist-Krueger analysis on returns to education |
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2 |
6 |
97 |
2 |
10 |
26 |
478 |

A simple strategy to prune neural networks with an application to economic time series |
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16 |
0 |
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49 |

ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK |
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1 |
1 |
2 |
421 |

AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING |
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1 |
2 |
0 |
0 |
1 |
14 |

Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit |
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1 |
41 |
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3 |
192 |

Adaptive Polar Sampling |
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0 |
0 |
0 |
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162 |

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
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6 |
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86 |

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk |
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1 |
182 |
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1 |
1,004 |

Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces |
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24 |
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516 |

Adaptive polar sampling with an application to a Bayes measure of value-at-risk |
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10 |
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529 |

Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods |
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6 |
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64 |

Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces |
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49 |

Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods |
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1 |
1 |
16 |

Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods |
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1 |
19 |
0 |
2 |
3 |
106 |

BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo |
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1 |
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4 |
29 |

BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo |
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0 |
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8 |

BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS |
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0 |
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837 |

Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann |
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81 |
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1 |
102 |

Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income |
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128 |
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542 |

Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income |
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17 |
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1 |
98 |

Bayes estimates of multimodal density features using DNA and Economic Data |
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2 |
10 |
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1 |
7 |
20 |

Bayes estimates of the cyclical component in twentieth centruy US gross domestic product |
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42 |
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1 |
104 |

Bayes model averaging of cyclical decompositions in economic time series |
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13 |
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47 |

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank |
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51 |
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1 |
32 |

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo |
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3 |
41 |
0 |
0 |
7 |
195 |

Bayesian Approaches to Cointegration |
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2 |
275 |
0 |
1 |
8 |
618 |

Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk |
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55 |
0 |
0 |
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133 |

Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index |
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45 |
1 |
1 |
3 |
148 |

Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data |
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49 |
0 |
0 |
1 |
70 |

Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling |
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3 |
84 |
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2 |
6 |
249 |

Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan |
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2 |
57 |
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1 |
4 |
207 |

Bayesian Model Selection with an Uninformative Prior |
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253 |
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919 |

Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
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124 |
3 |
3 |
5 |
452 |

Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
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23 |
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0 |
0 |
118 |

Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank |
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28 |
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31 |

Bayesian approaches to cointegratrion |
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31 |
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97 |

Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan |
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2 |
20 |
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3 |
93 |

Bayesian model selection for a sharp null and a diffuse alternative with econometric applications |
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4 |
0 |
0 |
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61 |

Bayesian near-boundary analysis in basic macroeconomic time series models |
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2 |
87 |
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0 |
3 |
171 |

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods |
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0 |
0 |
0 |
0 |
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76 |

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods |
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0 |
0 |
7 |
0 |
0 |
0 |
27 |

Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation |
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0 |
0 |
50 |
0 |
1 |
1 |
98 |

Combination Schemes for Turning Point Predictions |
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0 |
67 |
0 |
0 |
0 |
146 |

Combination schemes for turning point predictions |
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0 |
0 |
57 |
0 |
1 |
1 |
113 |

Combination schemes for turning point predictions |
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0 |
0 |
19 |
0 |
1 |
1 |
126 |

Combined Density Nowcasting in an Uncertain Economic Environment |
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2 |
13 |
0 |
0 |
8 |
86 |

Combined Density Nowcasting in an uncertain economic environment |
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0 |
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49 |
0 |
0 |
0 |
95 |

Combined Forecasts from Linear and Nonlinear Time Series Models |
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2 |
266 |
0 |
1 |
6 |
705 |

Combined forecasts from linear and nonlinear time series models |
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0 |
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11 |
0 |
0 |
0 |
77 |

Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data |
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1 |
41 |
0 |
0 |
1 |
86 |

Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data |
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0 |
0 |
16 |
0 |
0 |
0 |
68 |

Combining predictive densities using Bayesian filtering with applications to US economic data |
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0 |
0 |
55 |
0 |
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1 |
167 |

Combining predictive densities using Bayesian filtering with applications to US economics data |
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67 |
0 |
0 |
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112 |

Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration |
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1 |
50 |
0 |
0 |
7 |
296 |

Cyclical Components in Economic Time Series: a Bayesian Approach |
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0 |
0 |
374 |
0 |
0 |
3 |
1,225 |

Cyclical components in economic time series |
1 |
1 |
4 |
97 |
1 |
2 |
6 |
192 |

Cyclical components in economic time series: A Bayesian approach |
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0 |
0 |
160 |
0 |
1 |
3 |
568 |

Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
479 |
0 |
0 |
3 |
1,646 |

Daily Exchange Rate Behaviour and Hedging of Currency Risk |
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1 |
1 |
168 |
0 |
1 |
1 |
495 |

Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
516 |
0 |
0 |
0 |
2,407 |

Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
111 |

Daily exchange rate behaviour and hedging of currency risk |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
101 |

Distributional Dynamics using Quartic-based State-Space models |
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0 |
0 |
0 |
0 |
0 |
0 |
9 |

Distributional Dynamics using Quartic-based State-Space models |
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0 |
0 |
0 |
0 |
0 |
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16 |

Distributional Dynamics using Quartic-based State-Space models |
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0 |
0 |
0 |
0 |
0 |
0 |
4 |

Distributional Dynamics using Quartic-based State-Space models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |

Divergent Priors and well Behaved Bayes Factors |
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0 |
2 |
33 |
0 |
0 |
4 |
142 |

Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
159 |

Dynamic predictive density combinations for large data sets in economics and finance |
0 |
1 |
1 |
34 |
0 |
1 |
2 |
102 |

EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION |
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1 |
4 |
21 |
0 |
3 |
19 |
87 |

Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics |
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0 |
0 |
0 |
0 |
0 |
1 |
17 |

Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
154 |

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging |
0 |
0 |
1 |
57 |
0 |
0 |
3 |
128 |

Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
115 |

Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
1 |
35 |
0 |
0 |
1 |
77 |

Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging |
0 |
0 |
1 |
62 |
0 |
0 |
1 |
119 |

Exceptions to Bartlett’s Paradox |
0 |
0 |
2 |
154 |
2 |
6 |
11 |
682 |

Explaining Adaptive Radial-Based Direction Sampling |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
58 |

FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
13 |

Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights |
0 |
0 |
1 |
98 |
0 |
0 |
2 |
249 |

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
42 |

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
49 |

Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
72 |

Forecast accuracy and economic gains from Bayesian model averaging using time varying weight |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
159 |

Forecast density combinations with dynamic learning for large data sets in economics and finance |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
54 |

Functional approximations to posterior densities: a neural network approach to efficient sampling |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
38 |

Gibbs sampling in econometric practice |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
176 |

Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
86 |

Improper priors with well defined Bayes Factors |
0 |
0 |
0 |
261 |
0 |
0 |
1 |
951 |

Improper priors with well defined Bayes Factors |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
92 |

Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
199 |

Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model |
0 |
0 |
2 |
26 |
0 |
0 |
3 |
105 |

Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
168 |

Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
0 |
0 |
1 |
69 |
0 |
0 |
2 |
197 |

Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model |
1 |
1 |
3 |
60 |
1 |
2 |
7 |
190 |

Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode |
0 |
0 |
1 |
94 |
0 |
0 |
4 |
117 |

Jan Tinbergen (1903-1994) |
0 |
0 |
0 |
29 |
1 |
1 |
6 |
129 |

LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |

Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
32 |

MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
6 |

Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes |
0 |
0 |
0 |
190 |
0 |
0 |
2 |
460 |

Model uncertainty and Bayesian model averaging in vector autoregressive processes |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
50 |

Modelling option prices using neural networks |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
277 |

Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
92 |

Neural network analysis of varying trends in real exchange rates |
0 |
0 |
2 |
19 |
0 |
0 |
2 |
50 |

Neural network approximations to posterior densities: an analytical approach |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
37 |

Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
53 |

Neural networks as econometric tool |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
125 |

Neural networks as econometric tool |
0 |
0 |
2 |
205 |
0 |
1 |
9 |
651 |

Note on neural network sampling for Bayesian inference of mixture processes |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
44 |

Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
115 |

On Bayesian routes to unit roots |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
277 |

On Bayesian structural inference in a simultaneous equation model |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
47 |

On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling |
0 |
0 |
1 |
139 |
0 |
0 |
1 |
482 |

On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 |
0 |
0 |
1 |
268 |
0 |
2 |
5 |
457 |

On the Variation of Hedging Decisions in Daily Currency Risk Management |
0 |
0 |
0 |
281 |
0 |
0 |
0 |
938 |

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
145 |

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
23 |

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
52 |

On the variation of hedging decisions in daily currency risk management |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
79 |

POSTERIOR ANALYSIS OF KLEIN'S MODEL |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
11 |

POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
12 |

POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
13 |

POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |

PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |

Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox |
0 |
0 |
0 |
119 |
0 |
1 |
3 |
479 |

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
176 |

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox |
0 |
0 |
1 |
34 |
0 |
0 |
5 |
119 |

Parallelization Experience with Four Canonical Econometric Models using ParMitISEM |
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0 |
0 |
16 |
0 |
0 |
0 |
56 |

Parallelization experience with four canonical econometric models using ParMitISEM |
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0 |
0 |
9 |
0 |
0 |
0 |
50 |

Partially Censored Posterior for Robust and Efficient Risk Evaluation |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
33 |

Partially Censored Posterior for robust and efficient risk evaluation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |

Possibly Ill-behaved Posteriors in Econometric Models |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
262 |

Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data |
0 |
0 |
2 |
37 |
0 |
1 |
3 |
119 |

Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
215 |

Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series |
0 |
0 |
1 |
83 |
1 |
11 |
34 |
243 |

Predictive gains from forecast combinations using time-varying model weights |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
108 |

Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
14 |

Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
26 |

Quantifying time-varying forecast uncertainty and risk for the real price of oil |
0 |
1 |
1 |
25 |
0 |
1 |
6 |
35 |

Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices |
0 |
0 |
1 |
39 |
0 |
1 |
15 |
169 |

Robust Optimization of the Equity Momentum Strategy |
0 |
0 |
2 |
106 |
0 |
0 |
4 |
362 |

SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

Simulation based Bayesian econometric inference: principles and some recent computational advances |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
97 |

Simulation based bayesian econometric inference: principles and some recent computational advances |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
57 |

Some advances in Bayesian estimations methods using Monte Carlo Integration |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach |
0 |
0 |
1 |
99 |
0 |
0 |
2 |
327 |

Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
643 |

Testing for integration using evolving trend and seasonal models: A Bayesian approach |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
97 |

The AdMit Package |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
70 |

The Evolution of Forecast Density Combinations in Economics |
0 |
0 |
2 |
132 |
2 |
4 |
11 |
206 |

The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
198 |

The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
38 |

The R package MitISEM: efficient and robust simulation procedures for Bayesian inference |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
150 |

The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
50 |

The Value of Structural Information in the VAR Model |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
306 |

The Value of Structural Information in the VAR Model |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
267 |

The value of structural information in the VAR model |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
68 |

Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies |
0 |
0 |
0 |
62 |
1 |
2 |
5 |
85 |

Time-varying Combinations of Predictive Densities using Nonlinear Filtering |
0 |
0 |
2 |
79 |
0 |
1 |
4 |
140 |

To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods |
0 |
0 |
1 |
51 |
0 |
0 |
1 |
195 |

Trends and cycles in economic time series: A Bayesian approach |
2 |
3 |
3 |
219 |
2 |
4 |
5 |
418 |

Twentieth century shocks, trends and cycles in industrialized nations |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
48 |

Valuing structure, model uncertainty and model averaging in vector autoregressive processes |
0 |
0 |
1 |
19 |
0 |
1 |
2 |
52 |

Weakly informative priors and well behaved Bayes factors |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
81 |

Total Working Papers |
6 |
14 |
103 |
9,652 |
25 |
88 |
414 |
34,968 |