Journal of Econometrics, May 2019

Green Table of Contents

Volume 210

Pp 1-218

 

Sequentially adaptive Bayesian learning algorithms for inference and optimization

John Geweke, Garland Durham

Pages 4-25

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Tempered particle filtering

Edward Herbst, Frank Schorfheide

Pages 26-44

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Importance sampling from posterior distributions using copula-like approximations

Petros Dellaportas, Mike G. Tsionas

Pages 45-57

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Modeling systemic risk with Markov Switching Graphical SUR models

Daniele Bianchi, Monica Billio, Roberto Casarin, Massimo Guidolin

Pages 58-74

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Achieving shrinkage in a time-varying parameter model framework

Angela Bitto, Sylvia Frühwirth-Schnatter

Pages 75-97

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Sparse Bayesian time-varying covariance estimation in many dimensions

Gregor Kastner

Pages 98-115

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Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification

Sylvia Kaufmann, Christian Schumacher

Pages 116-134

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Bayesian compressed vector autoregressions

Gary Koop, Dimitris Korobilis, Davide Pettenuzzo

Pages 135-154

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Dynamic Bayesian predictive synthesis in time series forecasting

Kenichiro McAlinn, Mike West

Pages 155-169

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Forecast density combinations of dynamic models and data driven portfolio strategies

N. Baştürk, A. Borowska, S. Grassi, L. Hoogerheide, H.K. van Dijk

Pages 170-186

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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors

Mark Fisher, Mark J. Jensen

Pages 187-202

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The value of news for economic developments

Vegard H. Larsen, Leif A. Thorsrud

Pages 203-218

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