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Details about Angelia L. Grant

Workplace:Economics Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Angelia L. Grant.

Last updated 2019-07-10. Update your information in the RePEc Author Service.

Short-id: pgr551


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Working Papers

2017

  1. Measuring the output gap using stochastic model specification search
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2016

  1. An Australian Labour Market Conditions Index
    Treasury Working Papers, The Treasury, Australian Government Downloads
  2. Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2015

  1. A Bayesian model comparison for trend-cycle decompositions of output
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2017)
  2. Modeling energy price dynamics: GARCH versus stochastic volatility
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    See also Journal Article in Energy Economics (2016)
  3. Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (13)
    See also Journal Article in Economics Letters (2015)

2014

  1. Fast Computation of the Deviance Information Criterion for Latent Variable Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (13)
    See also Journal Article in Computational Statistics & Data Analysis (2016)
  2. Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (11)

Journal Articles

2018

  1. The Great Recession and Okun's law
    Economic Modelling, 2018, 69, (C), 291-300 Downloads View citations (5)

2017

  1. A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output
    Journal of Money, Credit and Banking, 2017, 49, (2-3), 525-552 Downloads View citations (5)
    See also Working Paper (2015)
  2. Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
    Journal of Economic Dynamics and Control, 2017, 75, (C), 114-121 Downloads View citations (3)
    See also Working Paper (2016)
  3. The Early Millennium Slowdown: Replicating the Peersman (2005) Results
    Journal of Applied Econometrics, 2017, 32, (1), 224-232 Downloads View citations (1)

2016

  1. Fast computation of the deviance information criterion for latent variable models
    Computational Statistics & Data Analysis, 2016, 100, (C), 847-859 Downloads View citations (7)
    See also Working Paper (2014)
  2. Modeling energy price dynamics: GARCH versus stochastic volatility
    Energy Economics, 2016, 54, (C), 182-189 Downloads View citations (28)
    See also Working Paper (2015)
  3. On the Observed-Data Deviance Information Criterion for Volatility Modeling
    Journal of Financial Econometrics, 2016, 14, (4), 772-802 Downloads View citations (21)

2015

  1. Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    Economics Letters, 2015, 131, (C), 29-33 Downloads View citations (12)
    See also Working Paper (2015)
 
Page updated 2019-10-12