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Jan Prüser
Jan Prüser
Bestätigte E-Mail-Adresse bei statistik.tu-dortmund.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR
J Prüser, A Schlösser
Empirical Economics 58 (6), 2889-2910, 2020
312020
On the time‐varying effects of economic policy uncertainty on the US economy
J Prüser, A Schlösser
Oxford bulletin of economics and statistics 82 (5), 1217-1237, 2020
162020
The horseshoe prior for time-varying parameter VARs and monetary policy
J Prüser
Journal of Economic Dynamics and Control 129, 104188, 2021
142021
Forecasting with many predictors using Bayesian additive regression trees
J Prüser
Journal of Forecasting 38 (7), 621-631, 2019
142019
House prices and interest rates: Bayesian evidence from Germany
C Hanck, J Prüser
Applied Economics 52 (28), 3073-3089, 2020
132020
Regional composition of national house price cycles in the US
J Prüser, T Schmidt
Regional Science and Urban Economics 87, 103645, 2021
92021
Data-based priors for vector error correction models
J Prüser
International Journal of Forecasting 39 (1), 209-227, 2023
72023
Adaptive learning from model space
J Prüser
Journal of Forecasting 38 (1), 29-38, 2019
52019
International parity relationships between Germany and the USA revisited: evidence from the post-DM period
R Czudaj, J Prüser
Applied Economics 47 (26), 2745-2767, 2015
42015
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
J Prüser, F Huber
Journal of Applied Econometrics 39 (2), 269-291, 2024
22024
Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
P Adämmer, J Prüser, R Schüssler
arXiv preprint arXiv:2302.13999, 2023
12023
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
SA Keweloh, M Klein, J Prüser
arXiv preprint arXiv:2302.13066, 2023
12023
Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior
SA Keweloh, M Klein, J Prüser
arXiv e-prints, arXiv: 2302.13066, 2023
12023
Forecasting US inflation using Markov dimension switching
J Prüser
Journal of Forecasting 40 (3), 481-499, 2021
12021
Forecasting the risk of cryptocurrencies: Comparison and combination of GARCH and stochastic volatility models
J Prüser
Available at SSRN 4359827, 2023
2023
Improving inference and forecasting in VAR models using cross-sectional information
B Blagov, J Prüser
Deutsche Nationalbibliothek, 2022
2022
Improving inference and forecasting in VAR models using cross-sectional information
J Prüser, B Blagov
Ruhr Economic Papers, 2022
2022
A Comparison of Approaches to Select the Informativeness of Priors in BVARs
J Prüser, C Hanck
Jahrbücher für Nationalökonomie und Statistik 241 (4), 501-525, 2021
2021
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