Regular biography
Associate Professor Eric Eisenstat is a faculty member in the School of Economics at The University of Queensland. He holds the title of Associate Professor and serves as Director of HDR Programs. His research interests include macroeconomic modeling, Bayesian inference, and econometric methods. Eisenstat has contributed to various publications, including journal articles and book chapters, focusing on topics such as time-varying parameter VARs, stochastic volatility, and structural macroeconomic inference. His work has been featured in journals such as the Journal of Econometrics and the Journal of Applied Econometrics.
Scholar-generated biography
Eric Eisenstat is an Associate Professor at The University of Queensland, specializing in Bayesian Time Series Methods, Forecasting, Structural Inference from Time Series Data, Bayesian Model Averaging, and Discrete Choice. His research focuses on developing and applying Bayesian techniques to time series analysis, particularly in the context of time-varying parameter VARs, stochastic volatility, and model specification. Eisenstat's work includes contributions to large Bayesian VARs, composite likelihood methods, and efficient estimation techniques for Bayesian VARMAs with time-varying coefficients. His research also explores the identification of noise shocks and the disentanglement of news and noise effects in economic models.