This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the Bayesian estimation of the parsimonious and effective GARCH(1,1) model with Student-<I>t</I> innovations. The estimation procedure is fully automatic and thus avoids the tedious task of tuning a MCMC sampling...</i>

The empirical analysis carried out in this paper represents the basis for the construction of the labour market module in the dynamic microsimulation model CAPP_DYN. Using LFS longitudinal data for the period 1993-2007, we describe the recent trends on the Italian labour market and provide an...

The empirical analysis carried out in this paper represents the basis for the construction of the labour market module in the dynamic microsimulation model CAPP_DYN. Using LFS longitudinal data for the period 1993-2007, we describe the recent trends on the Italian labour market and provide an...