Details about Markus Jochmann

Access statistics for papers by Markus Jochmann.

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

Short-id: pjo115

Working Papers

2011

1. Regime-Switching Cointegration
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (2)
   Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (13)
   Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
   See also Journal Article Regime-switching cointegration, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (11) (2015)

2010

2. Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
   Working Papers, University of Strathclyde Business School, Department of Economics View citations (3)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (3)
   Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (10)
   See also Journal Article Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach, Econometric Reviews, Taylor & Francis Journals (2015) View citations (10) (2015)

2009

3. Modeling the Dynamics of Inflation Compensation
   Working Paper series, Rimini Centre for Economic Analysis View citations (15)
   See also Journal Article Modeling the dynamics of inflation compensation, Journal of Empirical Finance, Elsevier (2010) View citations (38) (2010)
4. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
   Working Paper series, Rimini Centre for Economic Analysis View citations (4)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
   Working Papers, University of Strathclyde Business School, Department of Economics (2009) View citations (4)
   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)
5. What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
   Working Papers, University of Strathclyde Business School, Department of Economics
   Also in Working Paper series, Rimini Centre for Economic Analysis (2009)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
   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) View citations (2) (2013)

2008

6. Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
   Working Paper series, Rimini Centre for Economic Analysis 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) View citations (41) (2010)

2003

7. Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach
   Working Papers, The University of Sheffield, Department of Economics
   See also Journal Article Estimating the demand for health care with panel data: a semiparametric Bayesian approach, Health Economics, John Wiley & Sons, Ltd. (2004) View citations (18) (2004)

Journal Articles

2015

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

2013

3. 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 Paper series (2009) View citations (4) (2009)
4. 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 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 Papers (2009) (2009)

2010

5. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
   International Journal of Forecasting, 2010, 26, (2), 326-347 View citations (41)
   See also Working Paper Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks, Working Paper series (2008) View citations (6) (2008)
6. Modeling the dynamics of inflation compensation
   Journal of Empirical Finance, 2010, 17, (1), 157-167 View citations (38)
   See also Working Paper Modeling the Dynamics of Inflation Compensation, Working Paper series (2009) View citations (15) (2009)

2004

7. Estimating the demand for health care with panel data: a semiparametric Bayesian approach
   Health Economics, 2004, 13, (10), 1003-1014 View citations (18)
   See also Working Paper Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach, Working Papers (2003) (2003)