Stefan Zeugner

European Union - European Commission

Rue de la Loi 200

Brussels, B-1049

Belgium

SCHOLARLY PAPERS

5

DOWNLOADS

139

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging

IMF Working Paper No. 09/202
Number of pages: 40 Posted: 13 Oct 2009
Stefan Zeugner and Martin Feldkircher
European Union - European Commission and Oesterreichische Nationalbank (OeNB)
Downloads 99 (317,488)

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Data analysis, Economic growth, Economic models

2.

Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: A Proposal for the Post-COVID-19 Recovery

Number of pages: 12 Posted: 02 Jul 2020
Stefan Zeugner, Matteo Salto and Stefano Zedda
European Union - European Commission, Directorate-General COMP, European Commission and Universita di Cagliari
Downloads 24 (588,726)

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Supra-covered bonds, liquidity, euro

3.

What Drives Export Market Shares? It Depends! An Empirical Analysis Using Bayesian Model Averaging

ECB Working Paper No. 2090
Number of pages: 40 Posted: 03 Aug 2017
European Central Bank (ECB), Bank of Latvia, affiliation not provided to SSRN, European Central Bank (ECB) and European Union - European Commission
Downloads 13 (664,796)

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export shares, competitiveness, bayesian model averaging

4.

Leverage as a Predictor for Real Activity and Volatility

CEPR Discussion Paper No. DP8327
Number of pages: 31 Posted: 18 Apr 2011
Robert Kollmann and Stefan Zeugner
ECARES, Université Libre de Bruxelles and European Union - European Commission
Downloads 3 (741,743)
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financial crisis, forecasts, leverage, real activity, volatility

5.

Blanchard and Kahn's (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: The Correct Formula

The Manchester School, Vol. 86, Issue 1, pp. 49-51, 2018
Number of pages: 3 Posted: 14 Dec 2017
Robert Kollmann and Stefan Zeugner
ECARES, Université Libre de Bruxelles and European Union - European Commission
Downloads 0 (781,880)
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