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DateTitle Authors
2004 Parametric covariance matrix modeling in Bayesian panel regressionSalabasis, Mickael
2003 Choosing factors in a multifactor asset pricing model: A Bayesian approachEricsson, Johan / Karlsson, Sune
2007 Evaluating an estimated new Keynesian small open economy modelAdolfson, Malin / Laséen, Stefan / Lindé, Jesper / Villani, Mattias
2014 Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations DataBasturk, Nalan / Ceyhan, Pinar / van Dijk, Herman K.
2014 Bayesian default probability modelsAndrlíková, Petra
2013 Dynamic mixture-of-experts models for longitudinal and discrete-time survival dataQuiroz, Matias / Villani, Mattias
2006 Efficient Bayesian inference for multiple change-point and mixture innovation modelsGiordani, Paolo / Kohn, Robert
2013 Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time SeriesBasturk, Nalan / Cakmakli, Cem / Ceyhan, Pinar / van Dijk, Herman K.
2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2012 Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.

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