Dr Eric Eisenstat

Senior Lecturer

School of Economics

+61 7 336 56467

e.eisenstat@uq.edu.au

Room 523B, Level 5, Colin Clark Building (#39)

Featured projects	Duration
Large dynamic time-varying models for structural macroeconomic inference ARC Discovery Project	2018–2020

Publications

Book Chapters (2)

Journal Articles (11)

Book Chapters

Eisenstat, Eric (2014). Stochastic search for price insensitive consumers. Bayesian inference in the social sciences. (pp. 227-248) edited by Ivan Jeliazkov and Xin-She Yang. New York, NY: John Wiley & Sons.

Eisenstat, Eric (2014). Stochastic search for price insensitive consumers. Bayesian inference in the social sciences. (pp. 219-241) edited by Ivan Jeliazkov and Xin‐She Yang. Hoboken, NJ, United States: John Wiley & Sons. doi: 10.1002/9781118771051.ch9

Journal Articles

Chan, Joshua C.C., Eisenstat, Eric and Strachan, Rodney W. (2020). Reducing the state space dimension in a large TVP-VAR. Journal of Econometrics, 218 (1), 105-118. doi: 10.1016/j.jeconom.2019.11.006

Benati, Luca, Chan, Joshua, Eisenstat, Eric and Koop, Gary (2019). Identifying noise shocks. Journal of Economic Dynamics and Control, 111103780, doi:10.1016/j.jedc.2019.103780

Chan, Joshua C.C. and Eisenstat, Eric (2018). Comparing hybrid time-varying parameter VARs. Economics Letters, 1711-5. doi:10.1016/j.econlet.2018.06.031

Chan, Joshua C. C. and Eisenstat, Eric (2018). Bayesian model comparison for time‐varying parameter VARs with stochastic volatility. Journal of Applied Econometrics, 33 (4), 509-532. doi: 10.1002/jae.2617

Chan, Joshua C. C. and Eisenstat, Eric (2017). Efficient estimation of Bayesian VARMAs with time-varying coefficients. Journal of Applied Econometrics, 32 (7) 1277-1297. doi:10.1002/jae.2576

Chan, Joshua C.C., Eisenstat, Eric and Koop, Gary (2016). Large Bayesian VARMAs. Journal of Econometrics, 192 (2), 374-390. doi: 10.1016/j.jeconom.2016.02.005

Eisenstat, Eric, Chan, Joshua C. C. and Strachan, Rodney W. (2016). Stochastic model specification search for time-varying parameter VARs. Econometric Reviews, 35 (8-10), 1-28. doi: 10.1080/07474938.2015.1092808

Eisenstat, Eric and Strachan, Rodney W. (2015). Modelling inflation volatility. Journal of Applied Econometrics, 31 (5) 805-820. doi:10.1002/jae.2469

Chan, Joshua C. C. and Eisenstat, Eric (2015). Marginal likelihood estimation with the cross-entropy method. Econometric Reviews, 34 (3) 256-285. doi:10.1080/07474938.2014.944474

Eisenstat, Eric (2013). Behavioural model uncertainty in estimation of structural oligopoly models. International Journal of Mathematical Modelling and Numerical Optimisation, 4 (3) 252-281. doi:10.1504/IJMMNO.2013.056540

Eisenstat, Eric (2010). A comment on "a review of student test properties in condition of multifactorial linear regression". Romanian Journal of Economic Forecasting, 13 (3)