Maximilian Bock

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

158

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Bgvar: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

Globalization Institute Working Paper No. 395
Number of pages: 26 Posted: 28 Aug 2020
Maximilian Bock, Martin Feldkircher and Florian Huber
Vienna University of Economics and Business, Oesterreichische Nationalbank (OeNB) and University of Salzburg
Downloads 111 (334,756)

Abstract:

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Global Vector Autoregressions, Bayesian inference, time series analysis, R

2.

International Effects of Euro Area Forward Guidance

CAMA Working Paper No. 54/2020
Number of pages: 41 Posted: 22 May 2020
Maximilian Bock, M. Feldkircher and Pierre L. Siklos
Vienna University of Economics and Business, affiliation not provided to SSRN and Wilfrid Laurier University - School of Business & Economics
Downloads 47 (532,894)

Abstract:

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Spillovers, interest rate expectations, forward guidance, GVAR