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Details about Nalan Baştürk

Homepage:https://www.maastrichtuniversity.nl/n.basturk
Workplace:Vakgroep Kwantitatieve Economie (Department of Quantitative Economics), School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Nalan Baştürk.

Last updated 2019-03-07. Update your information in the RePEc Author Service.

Short-id: pba1173


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Working Papers

2018

  1. Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
    Working Paper, Norges Bank Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads View citations (1)

2017

  1. Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
    Also in Working Paper, Norges Bank (2017) Downloads View citations (3)
  2. The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
    Working Paper, Norges Bank Downloads View citations (3)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) Downloads View citations (1)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (5)

    See also Journal Article in Journal of Statistical Software (2017)

2016

  1. Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) Downloads View citations (3)

    See also Journal Article in Econometrics (2016)
  2. Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)

2014

  1. Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)

2013

  1. Estimation of flexible fuzzy GARCH models for conditional density estimation
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  2. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
  3. Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2014)
  4. Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (11)
  5. Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)

2012

  1. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (6)
  2. The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2011

  1. Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

2010

  1. A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2012)
  2. Financial Development and Convergence Clubs
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2008

  1. Structural Differences in Economic Growth
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)

Journal Articles

2017

  1. The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
    Journal of Statistical Software, 2017, 079, (i01) Downloads View citations (3)
    See also Working Paper (2017)

2016

  1. Computational Complexity and Parallelization in Bayesian Econometric Analysis
    Econometrics, 2016, 4, (1), 1-3 Downloads
  2. Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
    Econometrics, 2016, 4, (1), 1-20 Downloads View citations (4)
    See also Working Paper (2016)

2014

  1. POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA
    Journal of Applied Econometrics, 2014, 29, (7), 1164-1182 Downloads View citations (17)
    See also Working Paper (2013)

2013

  1. Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis
    European Journal of Operational Research, 2013, 224, (3), 552-559 Downloads View citations (31)

2012

  1. A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
    Computational Statistics & Data Analysis, 2012, 56, (11), 3398-3414 Downloads View citations (33)
    See also Working Paper (2010)
  2. Structural differences in economic growth: an endogenous clustering approach
    Applied Economics, 2012, 44, (1), 119-134 Downloads View citations (4)
 
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