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Results 91-100 of 181.
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| Date | Title |
Authors |
| 2007 | Multilateral adjustment and exchange rate dynamics: The case of three commodity currencies | Bailliu, Jeannine / Dib, Ali / Kano, Takashi / Schembri, Lawrence |
| 2009 | Real time detection of structural breaks in GARCH models | He, Zhongfang / Maheu, John M. |
| 2008 | Which bank is the central bank? An application of Markov theory to the Canadian large value transfer system | Bech, Morten / Chapman, James T. E. / Garratt, Rod |
| 2008 | Combining Canadian interest-rate forecasts | Bolder, David Jamieson / Romanyuk, Yuliya |
| 2009 | Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect | Li, Guangjie |
| 2004 | Parametric covariance matrix modeling in Bayesian panel regression | Salabasis, Mickael |
| 2003 | Choosing factors in a multifactor asset pricing model: A Bayesian approach | Ericsson, Johan / Karlsson, Sune |
| 2011 | Evaluating interest rate rules in an estimated DSGE model | Cúrdia, Vasco / Ferrero, Andrea / Cee Ng, Ging / Tambalotti, Andrea |
| 2013 | Black swans, dragon kings, and Bayesian risk management | Haas, Armin / Onischka, Mathias / Fucik, Markus |
| 2012 | Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice models | Haan, Peter / Kemptner, Daniel / Uhlendorff, Arne |
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