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Details about Markus Jochmann

E-mail:
Homepage:http://www.staff.ncl.ac.uk/markus.jochmann/
Workplace:Economics Subject Group, Business School, Newcastle University, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Business School, Newcastle University, (more information at EDIRC)

Access statistics for papers by Markus Jochmann.

Last updated 2014-04-07. Update your information in the RePEc Author Service.

Short-id: pjo115


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Working Papers

2011

  1. Regime-Switching Cointegration
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads

2010

  1. Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2010) Downloads

2009

  1. Modeling the Dynamics of Inflation Compensation
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (7)
    See also Journal Article in Journal of Empirical Finance (2010)
  2. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2009) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2013)
  3. What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2009) Downloads

    See also Journal Article in Computational Statistics (2013)

2008

  1. Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2010)

2004

  1. The Causal Effect of Overqualification on Earnings: Evidence from a Bayesian Approach
    Working Papers of the Research Group Heterogenous Labor, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim Downloads View citations (1)
  2. The Causal Effect of Schooling: empirical Evidence from Germany
    Working Papers of the Research Group Heterogenous Labor, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim Downloads

2003

  1. Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach
    Working Papers, The University of Sheffield, Department of Economics Downloads
    See also Journal Article in Health Economics (2004)

Journal Articles

2013

  1. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
    Journal of Applied Econometrics, 2013, 28, (1), 62-81
    See also Working Paper (2009)
  2. What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care
    Computational Statistics, 2013, 28, (5), 1947-1964 Downloads
    See also Working Paper (2009)

2010

  1. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
    International Journal of Forecasting, 2010, 26, (2), 326-347 Downloads View citations (11)
    See also Working Paper (2008)
  2. Modeling the dynamics of inflation compensation
    Journal of Empirical Finance, 2010, 17, (1), 157-167 Downloads
    See also Working Paper (2009)

2004

  1. Estimating the demand for health care with panel data: a semiparametric Bayesian approach
    Health Economics, 2004, 13, (10), 1003-1014 Downloads View citations (9)
    See also Working Paper (2003)
 
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