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Okun's law, does the Austrian unemployment-GDP relationship exhibit structural breaks?

Sögner, Leopold - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 553-564

Persistent link: https://www.econbiz.de/10001609093

Priors and Bayesian parameter estimation of affine term structure models

Sögner, Leopold - In: International journal of computational economics and … 4 (2014) 3/4, pp. 288-319

Persistent link: https://www.econbiz.de/10010496421

The Jarrow-Turnbull default risk model : evidence from the German market

Frühwirth, Manfred; Sögner, Leopold - In: The European journal of finance 12 (2006) 2, pp. 107-135

Persistent link: https://www.econbiz.de/10003305283

Bayesian versus maximum likelihood estimation of term structure models driven by latent diffusions

Frühwirth, Manfred; Schneider, Paul; Sögner, Leopold - In: Operations research proceedings 2005 : selected papers …, (pp. 507-512). 2006

Persistent link: https://www.econbiz.de/10003347723

The economic role of jumps and recovery rates in the market for corporate default risk

Schneider, Paul; Sögner, Leopold; Veza, Tanja - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1517-1547

Persistent link: https://www.econbiz.de/10008909155

The risk microstructure of corporate bonds : a case study from the German corporate bond market

Frühwirth, Manfred; Schneider, Paul; Sögner, Leopold - In: European financial management : the journal of the … 16 (2010) 4, pp. 658-685

Persistent link: https://www.econbiz.de/10008658796

Parameter estimation and inference with spatial lags and cointegration

Mutl, Jan; Sögner, Leopold - 2013

We study dynamic panel data models where the long run outcome for a particular cross-section is affected by a weighted average of the outcomes in the other cross-sections. We show that imposing such a structure implies several cointegrating relationships that are nonlinear in the coefficients to...

Persistent link: https://www.econbiz.de/10009744106

Estimating marginal costs for the Austrian railway system

Mundluch, Gerhard; Pfister, Alexander; Sögner, Leopold; … - 2002

Persistent link: https://www.econbiz.de/10001698696

The implicit estimation of default intensities and recovery rates

Frühwirth, Manfred; Sögner, Leopold - In: Empirie und Betriebswirtschaft : Entwicklungen und …, (pp. 351-371). 2003

Persistent link: https://www.econbiz.de/10001799635

Bayesian estimation of the Heston volatility model

Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Operations research proceedings 2002 : selected papers …, (pp. 480-485). 2003

Persistent link: https://www.econbiz.de/10001752050