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Smooth transition GARCH models : a Bayesian perspective

Lubrano, Michel - In: Recherches économiques de Louvain 67 (2001) 3, pp. 257-287

Persistent link: https://www.econbiz.de/10001609187

Smooth transition GARCH models : a Bayesian perspective

Lubrano, Michel - 1998

Persistent link: https://www.econbiz.de/10001362669

Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift

De la Croix, David; Lubrano, Michel - 1994

Persistent link: https://www.econbiz.de/10000893219

Real wages, quantitative constraints and equilibrium unemployment : Belgium 1955 - 1988

Lubrano, Michel; Shadman-Mehta, Fatemeh; Sneessens, Henri R. - 1993 - Rev

Persistent link: https://www.econbiz.de/10000856144

Real wages, quantity constraints and equilibrium unemployment : Belgium, 1955 - 1988

Lubrano, Michel - In: Empirical economics : a journal of the Institute for … 21 (1996) 3, pp. 427-457

Persistent link: https://www.econbiz.de/10001205471

Bayesian inference on GARCH models using the Gibbs sampler

Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10001443667

Are interest rates responsible for unemployment in the eighties? : A Bayesian analysis of cointegrated relationship with a regime shift

De la Croix, David - 1996

Persistent link: https://www.econbiz.de/10001334779

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Bauwens, Luc; Lubrano, Michel - 1999

This paper explains how the Gibbs sampler can be used to perform Bayesian inference on GARCH models. Although the Gibbs sampler is usually based on the analyti-cal knowledge of the full conditional posterior densities, such knowledge is not available in regression models with GARCH errors. We...

Persistent link: https://www.econbiz.de/10014197191