3 papers
econ.EM2019
A Factor-Augmented Markov Switching (FAMS) Model
Gregor Zens, Maximilian Böck
This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models…
econ.EM2018
Implications of macroeconomic volatility in the Euro area
Niko Hauzenberger, Maximilian Böck, Michael Pfarrhofer +2
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to assess the effects of an uncertainty shock in the Euro area.…
math.FA2015
Regular Transformation Groups Based on Fourier-Gauss Transforms
Maximilian Bock, Wolfgang Bock
We discuss different representations of the White noise spaces , by introducing generalized Wick tensors. As an application we state a generalization of the Me…