Sjoerd van den Hauwe

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

132

CITATIONS

0

Scholarly Papers (2)

1.

An Alternative Bayesian Approach to Structural Breaks in Time Series Models

Tinbergen Institute Discussion Paper 11-023/4
Number of pages: 49 Posted: 10 Feb 2011
Sjoerd van den Hauwe, Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 122 (172,631)

Abstract:

Structural breaks, Bayesian analysis, forecasting, MCMC methods, nonlinear time series

2.

Bayesian Forecasting of Federal Funds Target Rate Decisions

Tinbergen Institute Discussion Paper No. 11-093/4
Posted: 15 Jul 2011
Sjoerd van den Hauwe, Dick J. C. van Dijk and Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

federal funds target rate, real-time forecasting, dynamic ordered probit, variable selection, Bayesian analysis, importance sampling