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Eric Eisenstat

Personal Details

First Name:Eric
Middle Name:
Last Name:Eisenstat
Suffix:
RePEc Short-ID:pei47
[This author has chosen not to make the email address public]
https://sites.google.com/view/ericeisenstat

Affiliation

School of Economics
University of Queensland

Brisbane, Australia
https://economics.uq.edu.au/
RePEc:edi:decuqau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018. "Identifying Noise Shocks," Working Paper Series 41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018. "Reducing dimensions in a large TVP-VAR," CAMA Working Papers 2018-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Joshua C.C. Chan & Eric Eisenstat, 2018. "Comparing hybrid time-varying parameter VARs," CAMA Working Papers 2018-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Joshua C.C. Chan & Eric Eisenstat, 2015. "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers 2015-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Papers 1409, University of Strathclyde Business School, Department of Economics.
  8. Eric Eisenstat & Rodney W. Strachan, 2014. "Modelling Inflation Volatility," CAMA Working Papers 2014-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
  11. Chan, Joshua & Eisenstat, Eric, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper 40051, University Library of Munich, Germany.

Articles

  1. Chan Joshua C. C. & Eisenstat Eric & Koop Gary, 2022. "Choosing between identification schemes in noisy-news models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 99-136, February.
  2. Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020. "Identifying noise shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  3. Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
  4. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
  5. Chan, Joshua C.C. & Eisenstat, Eric, 2018. "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, vol. 171(C), pages 1-5.
  6. Joshua C. C. Chan & Eric Eisenstat, 2018. "Bayesian model comparison for time‐varying parameter VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 509-532, June.
  7. Joshua C.C. Chan & Eric Eisenstat, 2017. "Efficient estimation of Bayesian VARMAs with time†varying coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1277-1297, November.
  8. Eric Eisenstat & Rodney W. Strachan, 2016. "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 805-820, August.
  9. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016. "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
  10. Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016. "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1638-1665, December.
  11. Joshua C. C. Chan & Eric Eisenstat, 2015. "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 256-285, March.
  12. EISENSTAT, Eric & EPURE, Manuela & GRAY, Patrick Francis, 2011. "The Economics Of Measuring Quality Of Life By The Standard Gamble Method," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 2(1), pages 81-100.
  13. EISENSTAT, Eric, 2010. "Bayesian Analysis Of Cartel Stability And Regime Switching," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(1), pages 85-95.
  14. Eisenstat, Eric, 2010. "A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 53-73, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (11) 2012-05-22 2013-03-02 2014-03-08 2014-03-15 2014-10-17 2015-06-13 2015-08-19 2018-06-11 2018-07-16 2018-08-27 2018-08-27. Author is listed
  2. NEP-ETS: Econometric Time Series (11) 2013-03-02 2014-03-15 2014-10-17 2015-02-28 2015-03-27 2015-06-13 2015-08-19 2015-12-08 2018-06-11 2018-07-16 2018-08-27. Author is listed
  3. NEP-MAC: Macroeconomics (11) 2014-03-08 2014-03-15 2014-10-17 2014-12-03 2015-04-02 2015-08-19 2018-07-16 2018-08-27 2018-08-27 2018-10-15 2018-10-22. Author is listed
  4. NEP-ORE: Operations Research (9) 2012-05-22 2012-07-23 2014-03-08 2014-10-17 2014-12-03 2015-06-13 2015-08-19 2018-06-11 2018-08-27. Author is listed
  5. NEP-FOR: Forecasting (4) 2013-03-02 2015-06-13 2018-06-11 2018-08-27
  6. NEP-MON: Monetary Economics (4) 2014-03-08 2014-12-03 2015-04-02 2018-10-15
  7. NEP-CBA: Central Banking (3) 2014-03-08 2014-12-03 2015-04-02
  8. NEP-CWA: Central and Western Asia (1) 2013-03-02

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