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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

Asymmetrische Transmission der Geldpolitik über den Kreditvergabekanal : eine Analyse anhand österreichischer Bankbilanzen

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Berichte und Studien / Österreichische Nationalbank (2001) 3/4, pp. 172-193

Persistent link: https://www.econbiz.de/10001650082

Investigating asymmetries in the bank lending channel : an analysis using Austrian banks' balance sheet data

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003

Persistent link: https://www.econbiz.de/10001794402

Bayesian analysis of the heterogeneity model

Frühwirth-Schnatter, Sylvia; Tüchler, Regina; Otter, … - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 2-15

Persistent link: https://www.econbiz.de/10001891376

Model-based clustering of multiple time series

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004

Persistent link: https://www.econbiz.de/10002398968

How do changes in monetary policy affect bank lending? An analysis of Austrian bank data

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of applied econometrics 21 (2006) 3, pp. 275-306

Persistent link: https://www.econbiz.de/10006954766

Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Frühwirth-Schnatter, Sylvia; Wagner, Helga - In: Journal of econometrics 154 (2010) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10003931791

Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov switching models

Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 88-121

Persistent link: https://www.econbiz.de/10003997336

The quantity and quality of children : a semi-parametric Bayesian IV approach

Frühwirth-Schnatter, Sylvia; Halla, Martin; Posekany, … - 2014

Prior empirical research on the theoretically proposed interaction between the quantity and the quality of children builds on exogenous variation in family size due to twin births and focuses on human capital outcomes. The typical finding can be described as a statistically nonsignificant...

Persistent link: https://www.econbiz.de/10010257598

The quantity and quality of children : a semi-parametric Bayesian IV approach

Frühwirth-Schnatter, Sylvia; Halla, Martin; Posekany, … - 2014

Persistent link: https://www.econbiz.de/10010354544