EconPapers    
Economics at your fingertips  
 

Details about Eric Eisenstat

Homepage:https://sites.google.com/view/ericeisenstat
Workplace:School of Economics, University of Queensland, (more information at EDIRC)

Access statistics for papers by Eric Eisenstat.

Last updated 2019-10-03. Update your information in the RePEc Author Service.

Short-id: pei47


Jump to Journal Articles

Working Papers

2018

  1. Comparing hybrid time-varying parameter VARs
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
    See also Journal Article in Economics Letters (2018)
  2. Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (8)
  3. Identifying Noise Shocks
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  4. Reducing Dimensions in a Large TVP-VAR
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (3)
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2018) Downloads View citations (3)

2015

  1. Bayesian model comparison for time-varying parameter VARs with stochastic volatility
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (14)
    See also Journal Article in Journal of Applied Econometrics (2018)
  2. Efficient estimation of Bayesian VARMAs with time-varying coefficients
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (5)
  3. Large Bayesian VARMAs
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2014) Downloads View citations (8)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) Downloads View citations (5)
    Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (16)

    See also Journal Article in Journal of Econometrics (2016)

2014

  1. Modelling Inflation Volatility
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (13)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (4)
    Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2016)
  2. Stochastic Model Specification Search for Time-Varying Parameter VARs
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (28)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (6)

    See also Journal Article in Econometric Reviews (2016)

2013

  1. Gibbs Samplers for VARMA and Its Extensions
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads View citations (1)

2012

  1. Marginal Likelihood Estimation with the Cross-Entropy Method
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (2)

    See also Journal Article in Econometric Reviews (2015)

Journal Articles

2018

  1. Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
    Journal of Applied Econometrics, 2018, 33, (4), 509-532 Downloads View citations (34)
    See also Working Paper (2015)
  2. Comparing hybrid time-varying parameter VARs
    Economics Letters, 2018, 171, (C), 1-5 Downloads View citations (2)
    See also Working Paper (2018)

2017

  1. Efficient estimation of Bayesian VARMAs with time†varying coefficients
    Journal of Applied Econometrics, 2017, 32, (7), 1277-1297 Downloads View citations (2)

2016

  1. Large Bayesian VARMAs
    Journal of Econometrics, 2016, 192, (2), 374-390 Downloads View citations (7)
    See also Working Paper (2015)
  2. Modelling Inflation Volatility
    Journal of Applied Econometrics, 2016, 31, (5), 805-820 Downloads View citations (4)
    See also Working Paper (2014)
  3. Stochastic Model Specification Search for Time-Varying Parameter VARs
    Econometric Reviews, 2016, 35, (8-10), 1638-1665 Downloads View citations (25)
    See also Working Paper (2014)

2015

  1. Marginal Likelihood Estimation with the Cross-Entropy Method
    Econometric Reviews, 2015, 34, (3), 256-285 Downloads View citations (29)
    See also Working Paper (2012)

2011

  1. THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD
    Annals of Spiru Haret University, Economic Series, 2011, 2, (1), 81-100 Downloads

2010

  1. A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
    Journal for Economic Forecasting, 2010, (3), 53-73 Downloads
  2. BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING
    Annals of Spiru Haret University, Economic Series, 2010, 1, (1), 85-95 Downloads
 
Page updated 2021-02-26