Mag.Mag.Mag.Dr. Gregor Kastner

Mag.rer.soc.oec. MMag.rer.nat. Dipl.-Ing. Dr.techn.


Research activity per year

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Personal profile


  • Shrinkage estimation
  • Statistical modelling of economic time series
  • Markov chain Monte Carlo methods
  • Bayesian statistics
  • Stochastic volatility
  • Bayesian vector autoregressions (VARs)


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