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
Jump to Journal Articles
Working Papers
2011
- Regime-Switching Cointegration
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
Also in 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) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (2)
See also Journal Article Regime-switching cointegration, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (11) (2015)
2010
- Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
Working Papers, University of Strathclyde Business School, Department of Economics View citations (3)
Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (10) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (3)
See also Journal Article Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach, Econometric Reviews, Taylor & Francis Journals (2015) View citations (10) (2015)
2009
- 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)
- 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 View citations (4)
Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (4) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) 
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)
- 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 
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)  Working Papers, University of Strathclyde Business School, Department of Economics (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
- 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 (40) (2010)
2003
- 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
- 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)
- 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
- 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) View citations (4) (2009)
- 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 Paper series (2009) (2009)
2010
- Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
International Journal of Forecasting, 2010, 26, (2), 326-347 View citations (40)
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)
- 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
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|