Eric Eisenstat

University of Bucharest

14 Academiei St.

Bucharest, Bucuresti 70109

Romania

SCHOLARLY PAPERS

5

DOWNLOADS

323

SSRN CITATIONS
Rank 26,191

SSRN RANKINGS

Top 26,191

in Total Papers Citations

24

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.
Downloads 132 (243,705)
Citation 7

Modelling Inflation Volatility

CAMA Working Paper 21/2014
Number of pages: 38 Posted: 26 Feb 2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Downloads 109 (281,960)
Citation 2

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Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, Change-point model

Modelling Inflation Volatility

CAMA Working Paper No. 68/2014
Number of pages: 32 Posted: 06 Nov 2014 Last Revised: 07 Nov 2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Downloads 23 (581,743)
Citation 8

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Inflation volatility, monetary policy, time varying parameter model, Bayesian estimation, change-point model.

2.

Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility

CAMA Working Paper No. 32/2015
Number of pages: 29 Posted: 12 Aug 2015 Last Revised: 14 Aug 2015
Joshua C. C. Chan and Eric Eisenstat
University of Technology Sydney (UTS) - UTS Business School and University of Bucharest
Downloads 66 (380,333)
Citation 13

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Bayesian, state space, marginal likelihood, deviance information criterion, great moderation

3.

Stochastic Model Specification Search for Time-Varying Parameter VARs

CAMA Working Paper No. 23/2014
Number of pages: 35 Posted: 06 Mar 2014 Last Revised: 07 Mar 2014
University of Bucharest, University of Technology Sydney (UTS) - UTS Business School and University of Queensland - School of Economics
Downloads 55 (416,295)
Citation 4

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Bayesian Lasso, shrinkage, fiscal policy

4.

Marginal Likelihood Estimation with the Cross-Entropy Method

CAMA Working Paper No. 18/2012
Number of pages: 30 Posted: 10 May 2012
Joshua C. C. Chan and Eric Eisenstat
University of Technology Sydney (UTS) - UTS Business School and University of Bucharest
Downloads 40 (474,712)
Citation 5

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importance sampling, model selection, probit, logit, time-varying parameter vector, autoregressive model, dynamic factor model

5.

Efficient Estimation of Bayesian VARMAs with Time-Varying Coefficients

CAMA Working Paper No. 19/2015
Number of pages: 25 Posted: 11 Jun 2015 Last Revised: 12 Jun 2015
Joshua C. C. Chan and Eric Eisenstat
University of Technology Sydney (UTS) - UTS Business School and University of Bucharest
Downloads 30 (522,603)
Citation 1

Abstract:

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state space, stochastic volatility, factor model, macroeconomic forecasting, density forecast