Browsing All of EconStor by Author van Dijk, Herman K.


Showing results 41 to 60 of 77
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Year of PublicationTitleAuthor(s)
2013Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk EstimationGatarek, Lukasz; Hoogerheide, Lennart; Hooning, Koen; van Dijk, Herman K.
2013Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered DataBasturk, Nalan; Cakmakli, Cem; Ceyhan, Pinar; van Dijk, Herman K.
2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time SeriesBasturk, Nalan; Cakmakli, Cem; Ceyhan, Pinar; van Dijk, Herman K.
2013Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan; Cakmakli, Cem; Ceyhan, S. Pinar; van Dijk, Herman K.
2013Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with Non-filtered DataBasturk, Nalan; Cakmakli, Cem; Ceyhan, Pinar; van Dijk, Herman K.
2013Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2014On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan; Cakmakli, Cem; Ceyhan, S. Pinar; van Dijk, Herman K.
2014Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations DataBasturk, Nalan; Ceyhan, Pinar; van Dijk, Herman K.
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2014Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock PricesGatarek, Lukasz; Hoogerheide, Lennart; van Dijk, Herman K.
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR ModeBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2016Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock pricesArdia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; van Dijk, Herman K.
2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016Computational complexity and parallelization in Bayesian econometric analysisBaştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.