Details about Angelia L. Grant

Access statistics for papers by Angelia L. Grant.

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

Short-id: pgr551

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 View citations (6)

2016

2. An Australian Labour Market Conditions Index
   Treasury Working Papers, The Treasury, Australian Government
3. 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 View citations (5)
   See also Journal Article Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (31) (2017)

2015

4. 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 View citations (3)
   See also Journal Article A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output, Journal of Money, Credit and Banking, Blackwell Publishing (2017) View citations (26) (2017)
5. 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 View citations (4)
   See also Journal Article Modeling energy price dynamics: GARCH versus stochastic volatility, Energy Economics, Elsevier (2016) View citations (113) (2016)
6. 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 View citations (20)
   See also Journal Article Pitfalls of estimating the marginal likelihood using the modified harmonic mean, Economics Letters, Elsevier (2015) View citations (21) (2015)

2014

7. 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 View citations (16)
   See also Journal Article Fast computation of the deviance information criterion for latent variable models, Computational Statistics & Data Analysis, Elsevier (2016) View citations (37) (2016)
8. 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 View citations (12)

Journal Articles

2018

1. The Great Recession and Okun's law
   Economic Modelling, 2018, 69, (C), 291-300 View citations (9)

2017

2. A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output
   Journal of Money, Credit and Banking, 2017, 49, (2-3), 525-552 View citations (26)
   See also Working Paper A Bayesian model comparison for trend-cycle decompositions of output, CAMA Working Papers (2015) View citations (3) (2015)
3. Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
   Journal of Economic Dynamics and Control, 2017, 75, (C), 114-121 View citations (31)
   See also Working Paper Reconciling output gaps: unobserved components model and Hodrick-Prescott filter, CAMA Working Papers (2016) View citations (5) (2016)
4. The Early Millennium Slowdown: Replicating the Peersman (2005) Results
   Journal of Applied Econometrics, 2017, 32, (1), 224-232 View citations (1)

2016

5. Fast computation of the deviance information criterion for latent variable models
   Computational Statistics & Data Analysis, 2016, 100, (C), 847-859 View citations (37)
   See also Working Paper Fast Computation of the Deviance Information Criterion for Latent Variable Models, CAMA Working Papers (2014) View citations (16) (2014)
6. Modeling energy price dynamics: GARCH versus stochastic volatility
   Energy Economics, 2016, 54, (C), 182-189 View citations (113)
   See also Working Paper Modeling energy price dynamics: GARCH versus stochastic volatility, CAMA Working Papers (2015) View citations (4) (2015)
7. On the Observed-Data Deviance Information Criterion for Volatility Modeling
   Journal of Financial Econometrics, 2016, 14, (4), 772-802 View citations (53)

2015

8. Pitfalls of estimating the marginal likelihood using the modified harmonic mean
   Economics Letters, 2015, 131, (C), 29-33 View citations (21)
   See also Working Paper Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean, CAMA Working Papers (2015) View citations (20) (2015)