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H. V. van Dijk · SciRah

Researcher profile · Semantic Scholar

H. V. van Dijk

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H. V. van Dijk — researcher profile on SciRah

h-index: 6
Works: 13
Citations: 321

Most-cited papers

Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
2013154 citations Open access
Semantic Scholar
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
2015Journal of applied econometrics57 citations Open access
Semantic Scholar
Combinations Schemes for Turning Points Predictions
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
201137 citations
Semantic Scholar
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
201332 citations Open access
Semantic Scholar
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data
Monica Billio, F. Ravazzolo, H. V. van Dijk, Massimiliano Caporin
2010Social Science Research Network17 citations Open access
Semantic Scholar
SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
J. Hop, H. V. van Dijk
199215 citations
Semantic Scholar
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
20114 citations Open access
Semantic Scholar
CFEnetwork: The annals of computational and financial econometrics, 3rd issue
E. Kontoghiorghes, H. V. van Dijk, D. Belsley, T. Bollerslev +38 more
2014Computational Statistics & Data Analysis2 citations Open access
Semantic Scholar
Série Scientifique Scientific Series Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
Jean-Marie Dufour, Joanna Jasiak Cirano, J. Jasiak, G. Fisher +11 more
2 citations
Semantic Scholar
Turning point detection with bayesian panel Markov-Switching VAR
Monica Billio, R. Casarin, H. V. van Dijk, G. Mazzi
20161 citations
Semantic Scholar
Evidence on Features and Sources of EMU Business Cycles using Bayesian Panel Markov-switching VAR
Monica Billio, R. Casarin, F. Ravazzolo, H. V. van Dijk
20120 citations
Semantic Scholar
The Annals of Computational and Financial Econometrics, first issue
D. Belsley, E. Kontoghiorghes, H. V. van Dijk, L. Bauwens +22 more
2012Computational Statistics & Data Analysis0 citations
Semantic Scholar
Asymmetric Gradualism in US Monetary Policy
K. Aastveit, Jamie L. Cross, Francesco Furlanetto, H. V. van Dijk
0 citations
Semantic Scholar

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