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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

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This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …

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Sustainable growth and the environmental Kuznets curve

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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP

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Q-convergence with interquartile ranges

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Identifying heterogeneous income profiles using covariances of income levels and future growth rates

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Long-Run Growth Forecasting

Bergheim, Stefan (contributor) - 2008

book uses non-stationary panel techniques to find pair-wise cointegration among GDP per capita and its main correlates such …

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Cultural persistence in corruption, economic growth, and the environment

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