Vienna 2012
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Important deadlines:

Submit paper by
01/08/2012
Early registration by
31/08/2012
Register by
30/09/2012












Latest update:
August 22th, 2012
 		 

Poster List ESOBE 2012

 Thursday, November 1st, 18:00-21:00
  • Miguel Angel Gonzalez Belmonte (University Strathclyde, UK): Model Switching in Time-Varying Parameter Regression Models (coauthored by Gary Koop)

  • Angela Bitto (WU Vienna University of Economics and Business, Austria): Time-Varying Parameter Models – Achieving Shrinkage and Variable Selection (coauthored by Sylvia Frühwirth-Schnatter)

  • Paolo Bonomolo (University of Pavia, Italy): Does Inflation Walk on Unstable Paths? (coauthored by Guido Ascari and Hedibert F. Lopes)

  • David Conesa (Universitat Valencia, Spain): The geography of Spanish bank branches: a Bayesian perspective (coauthored by Luisa Alamá, Anabel Forte and Emili Tortosa-Ausina)

  • Marc K. Francke (University of Amsterdam, The Netherlands): A Dynamic Efficiency Model for Local Exchange Carriers (coauthored by Aart F. de Vos)

  • Agnes Fussl (Johannes Kepler University Linz, Austria): Efficient Data-augmented MCMC Methods for Binomial Logit Models (coauthored by Sylvia Frühwirth-Schnatter and Rudolf Frühwirth)

  • Markus Hainy (Johannes Kepler University Linz, Austria): Efficient MCMC Estimation of Mixed Effects Binary Logit Models

  • Roman Huptas (Cracow University of Economics, Poland): Bayesian augmented ACD models in analysis of financial trade durations: evidence from the Warsaw Stock Exchange

  • Kazuhiko Kakamu (Chiba University, Japan): Bayesian estimation of Beta type Distribution parameters based upon grouped data (coauthored by Haruhisa Nishino)

  • Gregor Kastner (WU Vienna University of Economics and Business, Austria): Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models (coauthored by Sylvia Frühwirth-Schnatter and Hedibert Lopes)

  • Genya Kobayashi (Kobe University, Japan): An Approximate Bayesian Computational Approach to Stable Priors for Linear Regression Model (coauthored by Hideo Kozumi)

  • Lukasz Kwiatkowski (Cracow University of Economics, Poland): Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market

  • Kamil Makieła (Kielce University of Technology, Poland): Bayesian Stochastic Frontier Analysis of Economic Growth in the EU

  • Gertraud Malsiner Walli (Johannes Kepler University Linz, Austria): Model-based clustering based on sparse finite Gaussian mixtures (coauthored by Sylvia Frühwirth-Schnatter and Bettina Grün)

  • Koji Miyawaki (Kwansei Gakuin University, Japan): A new treatment effect model: the analysis of the rapid railroad network

  • Markus Pape (Christian-Albrechts-Universität Kiel, Germany): The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach (coauthored by Christian Aßmann and Jens Boysen-Hogrefe)

  • Justinas Pelenis (Institute for Advanced Studies, Austria): Posterior consistency in conditional density estimation by covariate dependent mixtures (coauthored by Andriy Norets)

  • Chiara Perricone (University of Rome II – TorVergata, Italy): Clustering Macroeconomic Variables

  • Antonio Pulcini (Faculty of Economics - University of Rome Tor Vergata, Italy): Approximate Bayesian Computation (ABC) in Quantile Regression

  • Justyna Wróblewska (Cracow University of Economics, Poland): Bayesian analysis of polynomial weak form reduced rank structure in VEC models

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