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1
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537676
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2
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-GARCH-M model
Pelloni, Gianluigi
(
contributor
); …
-
1999
-
Rev. Mar 4/05
Persistent link: https://www.econbiz.de/10003734324
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3
Macroeconomic effects of sectoral shocks in US, UK, and Germany : a VAR-GARCH-M approach
Pelloni, Gianluigi
(
contributor
); …
-
2000
-
Rev. Mar 7/05
Persistent link: https://www.econbiz.de/10003734502
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4
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo
;
Polasek, Wolfgang
- In:
Optimization, dynamics, and economic analysis : essays …
,
(pp. 389-400)
.
2000
Persistent link: https://www.econbiz.de/10001497195
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5
Volatility analysis during the Asia crisis : a multivariate GARCH-M model for stock returns in the US, Germany and Japan
Polasek, Wolfgang
;
Ren, Lei
-
1999
Persistent link: https://www.econbiz.de/10001433783
Saved in:
6
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-Garch-M model
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
1999
Persistent link: https://www.econbiz.de/10001434910
Saved in:
7
Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-GARCH-M approach
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001476844
Saved in:
8
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-GARCH-M model
Pelloni, Gianluigi
-
1998
Persistent link: https://www.econbiz.de/10000994337
Saved in:
9
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang
;
Pai, Jeffrey
-
1998
Persistent link: https://www.econbiz.de/10001372542
Saved in:
10
Spatial Chow-Lin methods for data completion in econometric flow models
Polasek, Wolfgang
;
Sellner, Richard
-
2010
Persistent link: https://www.econbiz.de/10008661120
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