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

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

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 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