G. Kastner

发表

The threshold time-varying parameter (TTVP) model

Florian Huber, M. Feldkircher, G. Kastner, 2016 .

Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment

A. Guglielmi, G. Kastner, Andrea Cremaschi, 2022, 2206.10509.

Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?

Florian Huber, M. Feldkircher, G. Kastner, 2017, 1711.00564.

Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!

G. Kastner, Luis Gruber, 2022, 2206.04902.

A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models

Florian Huber, Gregor Kastner, Martin Feldkircher, 2016 .

Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment

A. Guglielmi, G. Kastner, Andrea Cremaschi, 2022, 2206.10509.

Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!

G. Kastner, Luis Gruber, 2022, 2206.04902.

WU Institutional Repository Gregor Kastner Heavy-Tailed Innovations in the R Package stochvol Paper

G. Kastner, 2018 .

Posterior predictive model assessment using formal methods in a spatio-temporal mode

L. Nenzi, G. Kastner, A. Cadonna, 2021, 2110.01360.

Bayesian modeling and clustering for spatio-temporal areal data: An application to Italian unemployment

A. Guglielmi, G. Kastner, Andrea Cremaschi, 2022, Spatial Statistics.

Sparse Bayesian time-varying covariance estimation in many dimensions

G. Kastner, 2016, Journal of Econometrics.

On the joint volatility dynamics in international dairy commodity markets

A. Rezitis, G. Kastner, 2021, The Australian journal of agricultural and resource economics.

Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model

Florian Huber, M. Feldkircher, G. Kastner, 2016 .

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

Gregor Kastner, Sylvia Frühwirth-Schnatter, S. Frühwirth-Schnatter, 2014, Comput. Stat. Data Anal..

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes, 2016, 1602.08154.

Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models

S. Frühwirth-Schnatter, H. Lopes, G. Kastner, 2014 .

The Business Value of Process Flexibility

Patrick Afflerbach, Gregor Kastner, Felix Krause, 2014, Business & Information Systems Engineering.

Investigating the Dark Figure of COVID-19 Cases in Austria: Borrowing From the Decode Genetics Study in Iceland

G. Kastner, Laura Vana, Rainer Hirk, 2020 .

Country of Green ? Exploring Environmental Behaviors in Austria

G. Kastner, Karin Dobernig, Irem Özari-Ilhan, 2015 .

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol

Gregor Kastner, G. Kastner, 2016, 1906.12134.

Sparse Bayesian vector autoregressions in huge dimensions

Florian Huber, Gregor Kastner, Florian Huber, 2017, Journal of Forecasting.

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol

Gregor Kastner, Darjus Hosszejni, G. Kastner, 2019, J. Stat. Softw..

ePubWU Institutional Repository

G. Kastner, 2019 .

Heavy-Tailed Innovations in the R Package stochvol

Gregor Kastner, G. Kastner, 2015 .

Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage

Gregor Kastner, Darjus Hosszejni, G. Kastner, 2019, Springer Proceedings in Mathematics & Statistics.

Introducing shrinkage in heavy-tailed state space models to predict equity excess returns

Florian Huber, Michael Pfarrhofer, G. Kastner, 2018, Empirical Economics.

Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models

Florian Huber, Gregor Kastner, Martin Feldkircher, 2016, Journal of Applied Econometrics.

A New Approach To Time Varying Parameters in Vector Autoregressive Models

Florian Huber, G. Kastner, Martin Feldkircher, 2016 .

EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS

Gregor Kastner, G. Kastner, Martin Ziegelback, 2011 .

The Business Value of Process Flexibility

G. Kastner, Patrick Afflerbach, Maximilian Röglinger, 2014, Business & Information Systems Engineering.

An Optimization Model for Valuating Process Flexibility

Patrick Afflerbach, Gregor Kastner, Felix Krause, 2013, ICIS.

Posterior predictive model checking using formal methods in a spatio-temporal model

Gregor Kastner, Laura Nenzi, Ennio Visconti, 2021 .

Arbitrage hedging in markets for the US lean hogs and the EU live pigs

G. Kastner, Martin Ziegelback, 2018 .

Bayesian Machine Learning meets Formal Methods: An application to spatio-temporal data

L. Nenzi, G. Kastner, A. Cadonna, 2021, 2110.01360.