Associate Professor 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. 219-241) edited by Ivan Jeliazkov and Xin‐She Yang. Hoboken, NJ, United States: John Wiley & Sons. doi: 10.1002/9781118771051.ch9
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.
Journal Articles
Vâlsan, Călin, Druică, Elena and Eisenstat, Eric (2022). On Deep-Fake Stock Prices and Why Investor Behavior Might Not Matter. Algorithms, 15 (12) 475, 475. doi: 10.3390/a15120475
Chan, Joshua C. C., Eisenstat, Eric and Koop, Gary (2022). Choosing between identification schemes in noisy-news models. Studies in Nonlinear Dynamics and Econometrics, 26 (1), 99-136. doi: 10.1515/snde-2020-0016
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
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)