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A Bayesian Approach to Modelling Graphical Vector Autoregressions

, and . Journal of Time Series Analysis, 27 (1): 141--156 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00460.x.

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A Bayesian Approach to Modelling Graphical Vector Autoregressions, and . Journal of Time Series Analysis, 27 (1): 141--156 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00460.x.Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes. Journal of Time Series Analysis, 22 (1): 67--86 (Jan 1, 2001)doi: 10.1111/1467-9892.00212.Bayesian prediction with cointegrated vector autoregressions. International Journal of Forecasting, 17 (4): 585--605 (00 2001)A distance measure between cointegration spaces, and . Economics Letters, 70 (1): 21--27 (January 2001)Perception-Aware Power Management for Mobile Games via Dynamic Resolution Scaling., , , , and . ICCAD, page 613-620. IEEE, (2015)Urban network travel time prediction via online multi-output Gaussian process regression., , and . ITSC, page 1-6. IEEE, (2017)Bayesian estimation of an open economy DSGE model with incomplete pass-through, , , and . Journal of International Economics, 72 (2): 481--511 (July 2007)Bayesian point estimation of the cointegration space. Journal of Econometrics, 134 (2): 645--664 (October 2006)Intrusion-Damage Assessment and Mitigation in Cyber-Physical Systems for Control Applications., , , , and . RTNS, page 141-150. ACM, (2016)Monetary policy analysis in a small open economy using Bayesian cointegrated structural vars, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)