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Mark J. Jensen - Central bank research hub

Papers by year: All | 2018 | 2015 | 2012 | 2008 | 2006

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors

by Mark J. Jensen and Mark Fisher

Federal Reserve Bank of Atlanta Working Papers (Paper: 2018-2, 28.02.2018)

JEL: C11, C14, C41, G11, G17
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility

by Mark J. Jensen

Federal Reserve Bank of Atlanta Working Papers (Paper: 2015-12, 01.11.2015)

JEL: C11, C14, C22
Bayesian Semiparametric Multivariate GARCH Modeling

by Mark J. Jensen and John M. Maheu

Federal Reserve Bank of Atlanta Working Papers (Paper: 2012-09, 23.07.2012)

Abstract

JEL: C11, C14, C53, C58
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture

by Mark J. Jensen and John M. Maheu

Federal Reserve Bank of Atlanta Working Papers (Paper: 2012-06, 28.04.2012)

Abstract

JEL: C11, C14, C53, C58
Bayesian Semiparametric Stochastic Volatility Modeling

by John M. Maheu and Mark J. Jensen

Federal Reserve Bank of Atlanta Working Papers (Paper: 2008-15, 13.06.2008)

Abstract
The Long-Run Fisher Effect: Can It Be Tested?

by Mark J. Jensen

Federal Reserve Bank of Atlanta Working Papers (Paper: 2006-11, 05.10.2006)

Abstract
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