Dan Zhu

MONASH UNIVERSITY

Australia

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Articles (13)

Year:

2025

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2025

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2024

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2024

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2021

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2020

Collaborators (5)

Aubrey Poon

SWEDEN

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Joshua Chan

Professor

Purdue University

UNITED STATES

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Mark Joshi

University of Melbourne

AUSTRALIA

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Wei Wei

Aarhus University

DENMARK

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Liana Jacobi

Associate Professor

University of Melbourne

AUSTRALIA

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Dan Zhu

Research Interests

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Articles (13)

Time-varying parameter MIDAS models: Application to nowcasting US Real GDP

Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints

Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions

Hybrid unadjusted Langevin methods for high-dimensional latent variable models

Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach

Target benefit versus defined contribution scheme: a multi-period framework

Multi-population mortality modelling: a Bayesian hierarchical approach

Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP

A new Bayesian model for contagion and interdependence

Generic improvements to least squares monte carlo methods with applications to optimal stopping problems

An automated prior robustness analysis in Bayesian model comparison

Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Collaborators (5)

Aubrey Poon

Joshua Chan

Mark Joshi

Wei Wei

Liana Jacobi

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