Prof Liana Jacobi
Professor
Department of Economics
23 Scholarly works
5 Projects
HIGHLIGHTS
2025
Journal article
An Analysis of Vectorised Automatic Differentiation for Statistical Applications
DOI: 10.3390/stats80200402025
Journal article
Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions
DOI: 10.1080/07350015.2024.23296392024
Thesis / Dissertation
Essays on Bayesian Discrete Choice Models and Applications
2023
Journal article
Factor-augmented Bayesian treatment effects models for panel outcomes
DOI: 10.1016/j.ecosta.2022.04.0032018
Research Grant
Prior Sensitivity Analysis for Bayesian Markov Chain Monte Carlo Output
2018
Research grants (ARC, NHMRC, MRFF)
Bayesian Analysis of Individual Decisions in Health and Labour Economics
2018
Research grants (other domestic)
Bayesian Analysis of Individual Decisions in Health and Labour Economics
RECENT SCHOLARLY WORKS
2023
Journal article
Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference
DOI: 10.1515/snde-2022-01162022
Journal article
An automated prior robustness analysis in Bayesian model comparison
DOI: 10.1002/jae.28892021
Journal article
Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information
DOI: 10.1111/1475-4932.126402020
Software / Code
ADtools: Automatic Differentiation Toolbox. R package version 0.5.5
DOI: 10.1002/97811195412192020
Journal article
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
DOI: 10.1002/for.26602019
Journal article
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
DOI: 10.1108/S0731-90532019000040A0102016
Journal article
Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling
DOI: 10.1002/jae.2481
RECENT PROJECTS
2011
Research Grant
An Econometric Analysis of the Impact of Education on Health in Developing Countries