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DateTitle Authors
2007 Multilateral adjustment and exchange rate dynamics: The case of three commodity currenciesBailliu, Jeannine / Dib, Ali / Kano, Takashi / Schembri, Lawrence
2009 Real time detection of structural breaks in GARCH modelsHe, Zhongfang / Maheu, John M.
2008 Which bank is the central bank? An application of Markov theory to the Canadian large value transfer systemBech, Morten / Chapman, James T. E. / Garratt, Rod
2008 Combining Canadian interest-rate forecastsBolder, David Jamieson / Romanyuk, Yuliya
2009 Consistent estimation, model selection and averaging of dynamic panel data models with fixed effectLi, Guangjie
2004 Parametric covariance matrix modeling in Bayesian panel regressionSalabasis, Mickael
2003 Choosing factors in a multifactor asset pricing model: A Bayesian approachEricsson, Johan / Karlsson, Sune
2011 Evaluating interest rate rules in an estimated DSGE modelCúrdia, Vasco / Ferrero, Andrea / Cee Ng, Ging / Tambalotti, Andrea
2013 Black swans, dragon kings, and Bayesian risk managementHaas, Armin / Onischka, Mathias / Fucik, Markus
2012 Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice modelsHaan, Peter / Kemptner, Daniel / Uhlendorff, Arne

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