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Efficient Bayesian parameter estimation

Frühwirth-Schnatter, Sylvia - In: State space and unobserved component models : theory …, (pp. 123-151). 2004

Persistent link: https://www.econbiz.de/10009719927

Asymmetric transmission of monetary policy through bank lending : evidence from Austrian bank balance sheet data

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Focus on Austria (2001) 3/4, pp. 116-136

Persistent link: https://www.econbiz.de/10001698797

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

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

Labor market entry and earnings dynamics : Bayesian inference using mixtures-of-experts Markov chain clustering

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; … - 2010

This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further, we investigate the effects of labor...

Persistent link: https://www.econbiz.de/10009241799