Sylvia Kaufmann

发表

Factor augmented VAR revisited - A sparse dynamic factor model approach

Simon Beyeler, Sylvia Kaufmann, 2016 .

Bayes inference in common Markov switching trends models

Sylvia Kaufmann, S. Kaufmann, 1998 .

Bayesian analysis of switching ARCH models

Sylvia Kaufmann, Sylvia Fruhwirth-Schnatter, S. Frühwirth-Schnatter, 2002 .

Identifying relevant and irrelevant variables in sparse factor models

Christian Schumacher, Sylvia Kaufmann, C. Schumacher, 2017 .

Bayesian estimation of sparse dynamic factor models with order-independent identification

Christian Schumacher, Sylvia Kaufmann, C. Schumacher, 2013 .

Model-Based Clustering of Multiple Time Series

Sylvia Kaufmann, Sylvia Fröhwirth-Schnatter, S. Kaufmann, 2004 .

Measuring business cycles with a dynamic Markov switching factor model : an assessment using Bayesian simulation methods

Sylvia Kaufmann, S. Kaufmann, 1997 .

Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data

Sylvia Kaufmann, S. Kaufmann, 2010 .

A Switching ARCH Model for the German DAX Index

Martin Scheicher, Sylvia Kaufmann, 2006 .

Assymetries in Bank Lending Behavior: Austria During the 1990s

Sylvia Kaufmann, S. Kaufmann, 2001, SSRN Electronic Journal.

Do customer information programs reduce household electricity demand?—the Irish program

Uwe Dulleck, Sylvia Kaufmann, U. Dulleck, 2004 .

Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.

Sylvia Kaufmann, S. Kaufmann, 2002 .