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Results 21-30 of 33.
Year of PublicationTitleAuthor(s)
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.
2011Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte CarloZellner, Arnold (posthumously); Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2010Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model AveragingStrachan, Rodney W.; 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.
2018The Evolution of Forecast Density Combinations in EconomicsAastveit, Knut Are; Mitchell, James; Ravazzolo, Francesco; van Dijk, Herman K.
2012The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust SimulationBasturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2011Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. TimmermannHoogerheide, Lennart F.; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.