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DateTitle Authors
2010 Efficient Bayesian Estimation and Combination of GARCH-Type ModelsArdia, David / Hoogerheide, Lennart F.
2010 Forecasting with DSGE ModelsCoenen, Günter / Christoffel, Kai / Warne, Anders
2010 Multivariate Wishart Stochastic Volatility ModelsGribisch, Bastian / Liesenfeld, Roman
2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart / Opschoor, Anne / van Dijk, Herman K.
2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap RiskStrachan, Rodney W. / van Dijk, Herman K.
2008 Possibly Ill-behaved Posteriors in Econometric ModelsHoogerheide, Lennart / van Dijk, Herman K.
2014 Do maternal health problems influence child's worrying status? Evidence from British cohort studyDai, Xianhua / Härdle, Wolfgang Karl / Yu, Keming
2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungary economyTamási, Bálint / Világi, Balázs
2010 A Structural Vector Autorgressive (SVAR) model for the Hungarian labour marketJakab, Zoltán M. / Kaponya, Éva

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