Scholar

Yasuhiro Omori

Google Scholar ID: knjM0MEAAAAJ

University of Tokyo

Bayesian Econometrics Markov chain Monte Carlo

Homepage↗Google Scholar↗

Citations & Impact

All-time

Citations

2,413

H-index

18

i10-index

27

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

3 items

Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models

2026

Cited

0

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels

2026

Cited

0

Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting

2024

Cited

0

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)