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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)
Business School, Newcastle University, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Markus Jochmann.

Last updated 2018-08-20. Update your information in the RePEc Author Service.

Short-id: pjo115


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Working Papers

2011

  1. Regime-Switching Cointegration
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (2)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (13)
    Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (2)

    See also Journal Article Regime-switching cointegration, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) Downloads View citations (11) (2015)

2010

  1. Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    Working Papers, University of Strathclyde Business School, Department of Economics Downloads View citations (3)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) Downloads View citations (10)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (3)

    See also Journal Article Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach, Econometric Reviews, Taylor & Francis Journals (2015) Downloads View citations (10) (2015)

2009

  1. Modeling the Dynamics of Inflation Compensation
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (15)
    See also Journal Article Modeling the dynamics of inflation compensation, Journal of Empirical Finance, Elsevier (2010) Downloads View citations (38) (2010)
  2. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    Working Papers, University of Strathclyde Business School, Department of Economics Downloads View citations (4)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) Downloads View citations (4)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads

    See also Journal Article Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (6) (2013)
  3. What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads
    Working Papers, University of Strathclyde Business School, Department of Economics (2009) Downloads

    See also Journal Article What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care, Computational Statistics, Springer (2013) Downloads View citations (2) (2013)

2008

  1. Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (6)
    See also Journal Article Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks, International Journal of Forecasting, Elsevier (2010) Downloads View citations (40) (2010)

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 Estimating the demand for health care with panel data: a semiparametric Bayesian approach, Health Economics, John Wiley & Sons, Ltd. (2004) Downloads View citations (18) (2004)

Journal Articles

2015

  1. Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    Econometric Reviews, 2015, 34, (5), 537-558 Downloads View citations (10)
    See also Working Paper Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach, Working Papers (2010) Downloads View citations (3) (2010)
  2. Regime-switching cointegration
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (1), 35-48 Downloads View citations (11)
    See also Working Paper Regime-Switching Cointegration, SIRE Discussion Papers (2011) Downloads View citations (2) (2011)

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 View citations (6)
    See also Working Paper Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy, Working Papers (2009) Downloads View citations (4) (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 View citations (2)
    See also Working Paper What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care, Working Paper series (2009) Downloads (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 (40)
    See also Working Paper Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks, Working Paper series (2008) Downloads View citations (6) (2008)
  2. Modeling the dynamics of inflation compensation
    Journal of Empirical Finance, 2010, 17, (1), 157-167 Downloads View citations (38)
    See also Working Paper Modeling the Dynamics of Inflation Compensation, Working Paper series (2009) Downloads View citations (15) (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 (18)
    See also Working Paper Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach, Working Papers (2003) Downloads (2003)
 
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