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Year of PublicationTitleAuthor(s)
2014Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2012Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; 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.
2013Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2010Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2019Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2017The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.