Working Paper |
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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Bayesian Approach to Modelling Graphical Vector Autoregressions |
0 |
0 |
0 |
85 |
1 |
1 |
4 |
307 |

Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area |
0 |
1 |
1 |
170 |
1 |
5 |
9 |
860 |

Bayes Estimators of the Cointegration Space |
0 |
0 |
0 |
117 |
0 |
1 |
2 |
440 |

Bayesian Approaches to Cointegration |
0 |
0 |
5 |
273 |
2 |
5 |
49 |
607 |

Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through |
2 |
5 |
33 |
1,578 |
8 |
26 |
109 |
2,862 |

Bayesian Inference in Structural Second-Price common Value Auctions |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
78 |

Bayesian Inference of General Linear Restrictions on the Cointegration Space |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
316 |

Bayesian Prediction with a Cointegrated Vector Autoregression |
0 |
0 |
2 |
250 |
1 |
1 |
5 |
627 |

Bayesian approaches to cointegratrion |
0 |
0 |
2 |
31 |
0 |
0 |
5 |
94 |

Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods |
0 |
0 |
0 |
27 |
0 |
3 |
7 |
37 |

Block-Wise Pseudo-Marginal Metropolis-Hastings |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
33 |

Dynamic mixture-of-experts models for longitudinal and discrete-time survival data |
0 |
1 |
4 |
34 |
0 |
5 |
16 |
82 |

Evaluating An Estimated New Keynesian Small Open Economy Model |
1 |
4 |
25 |
1,249 |
3 |
12 |
85 |
2,196 |

Evaluating An Estimated New Keynesian Small Open Economy Model |
0 |
0 |
5 |
443 |
2 |
6 |
23 |
940 |

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
123 |

Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
162 |

Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model |
1 |
3 |
9 |
413 |
2 |
9 |
22 |
1,011 |

Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model |
0 |
1 |
1 |
163 |
1 |
5 |
9 |
376 |

Inference in Vector Autoregressive Models with an Informative Prior on the Steady State |
0 |
0 |
2 |
198 |
1 |
1 |
5 |
408 |

Modeling Conditional Densities Using Finite Smooth Mixtures |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
81 |

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks |
0 |
0 |
4 |
426 |
4 |
11 |
39 |
1,152 |

Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs |
0 |
0 |
2 |
278 |
0 |
0 |
6 |
579 |

Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs |
0 |
0 |
2 |
98 |
0 |
3 |
15 |
285 |

Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures |
0 |
0 |
0 |
119 |
1 |
1 |
2 |
308 |

Panel Regression with Unobserved Classes |
0 |
0 |
6 |
204 |
0 |
0 |
10 |
977 |

SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR |
0 |
1 |
1 |
15 |
2 |
4 |
12 |
71 |

SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
86 |

Speeding up MCMC by Efficient Data Subsampling |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
55 |

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios |
0 |
0 |
2 |
47 |
1 |
1 |
12 |
205 |

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis |
0 |
1 |
4 |
253 |
0 |
1 |
19 |
1,534 |

Total Working Papers |
4 |
17 |
110 |
6,824 |
30 |
102 |
484 |
16,892 |