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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
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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
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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
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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
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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
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004
Persistent link: https://www.econbiz.de/10002398968
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How do changes in monetary policy affect bank lending? : An analysis of AustrianBank data
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of applied econometrics 21 (2006) 3, pp. 275-305
Persistent link: https://www.econbiz.de/10003315963
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10003625239
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Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia; Tüchler, Regina; Otter, … - In: Adaptive information systems and modelling in economics …, (pp. 57-70). 2005
Persistent link: https://www.econbiz.de/10003319808
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Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana; Dockner, Engelbert J.; … - In: Adaptive information systems and modelling in economics …, (pp. 73-98). 2005
Persistent link: https://www.econbiz.de/10003319811