Dr Eric Eisenstat
Senior Lecturer
School of Economics
+61 7 336 56467
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 |
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, Hou, Chenghan and Koop, Gary (2020). Composite likelihood methods for large Bayesian VARs with stochastic volatility. Journal of Applied Econometrics, 35 (6), 692-711. doi: 10.1002/jae.2793
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
Chan, Joshua C. C., Eisenstat, Eric and Koop, Gary (2020). Choosing between identification schemes in noisy-news models. Studies in Nonlinear Dynamics and Econometrics. doi: 10.1515/snde-2020-0016
Benati, Luca, Chan, Joshua, Eisenstat, Eric and Koop, Gary (2019). Identifying noise shocks. Journal of Economic Dynamics and Control, 111 103780, 103780. doi: 10.1016/j.jedc.2019.103780
Chan, Joshua C.C. and Eisenstat, Eric (2018). Comparing hybrid time-varying parameter VARs. Economics Letters, 171, 1-5. 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)