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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
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A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - In: Journal of econometrics 217 (2020) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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Editorial introduction on complexity and big data in economics and finance : recent developments from a Bayesian perspective
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia; Dijk, … - In: Journal of econometrics 210 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012303345
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Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
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Comment
Hoogerheide, Lennart; Ravazzolo, Francesco; Dijk, … - In: Journal of Business & Economic Statistics 30 (2011) 1, pp. 30-33
Persistent link: https://www.econbiz.de/10010690822
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A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters
DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694850
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
ZELLNER, Arnold; BAUWENS, Luc; DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694865
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Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
BAUWENS, Luc; BOS, Charles S.; DIJK, Herman K. VAN; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695168