Publications, new

  • Polasek, W. and Sellner, R.
    "Ost-West Benchmarking: Die Stellung östereichischer Regionen in Zentraleuropa"
    ost-west.pdf

  • Polasek, W. and Pojarliev, M.
    "A European portfolio of stock indices"
    europe.pdf

  • Polasek, W.
    "Multivariate Regression and ANOVA with Outliers: A MCMC approach"
    regout.pdf

  • Polasek, W.
    "MCMC Methods for Periodic AR-ARCH Models"
    parchnew.pdf

  • Pojarliev M. and Polasek, W.
    "VaR Evaluations based on Volatility Forecasts of GARCH Models"
    var_new.pdf

  • Pelloni, G. and Polasek, W.
    "Macroeconomic Effects of Sectoral Imbalances In Germany, U.K. and U.S. : A VAR-GARCH-M Approach"
    macro.pdf

  • Pelloni, G. and Polasek, W.
    "A Bayesian VAR-GARCH Analysis of sectoral Labour Reallocation"
    sectoral_labour.pdf

  • Polasek, W.
    "Bayesian causality measures for multiple ARCH models using marginal likelihoods"
    caus.pdf

  • Pojarliev, M. and Polasek, W.
    "Value at Risk estimation for stock indices using the Basle Committee proposal from 1995"
    value_at_risk.pdf

  • Pojarliev, M. and Polasek, W.
    "Portfolio construction using multivariate time series forecasts"
    portfolio_const.pdf

  • Pojarliev, M. and Polasek, W.
    "Appling multivariate time series forecasts for portfolio construction"
    port_daily.pdf

  • Liu, S. and Polasek, W.
    "On Comparing Estimation Methods for VAR-ARCH Models"
    var_arch.pdf

  • Pojarliev, M. and Polasek, W.
    "What components determine stock market returns in the 1990's?"
    principal.pdf

  • Polasek, W. and Ren, L.
    "Generalized Impulse Response functions for VAR-GARCH-M models"
    genimpuls.pdf

  • Polasek, W. and Ren, L.
    "Linear model selection in the presence of outliers and break points"
    breakout.pdf

  • Polasek, W. and Ren, L.
    "Volatility analysis during the Asia crisis A multivariate GARCH-M model for exchange rates in the US, Germany and Japan."
    exchange.pdf

  • Polasek, W.
    "Forecast evaluations for volatile time series A generalized Theil decomposition"
    apoc.pdf

  • Polasek, W.
    "Factor analysis and outliers A Bayesian approach."
    fact.pdf

  • Polasek, W. and Liu, S.
    "Maximum likelihood estimation for the VAR-VARCH model: A new approach "
    varvarchmle.pdf

  • Polasek, W. and Pai, J.
    "Autoregressive moving average models with t and hyperbolic innovations"
    hyperbolic.pdf

  • GELFAND, A. E., MALLIK, B.K., POLASEK, W.,
    "Broken Biological Size Relationships: A Truncated Semiparametric Regression Approach With Measurement Error"
    , in Journal of the American Statistical Association, September 1997, Vol. 92, No. 439, Applications and Case Studies
    iso9602.pdf

  • POLASEK, W., PAI, J.S., KOZUMI, H.
    "Irregularly Spaced AR (ISAR) Models"
    , Proceedings of the International Conference of Classification Societies, Kobe 1996. Springer Verlag.
    iso9509.pdf

  • POLASEK, W., JIN, S.
    "GARCH Models with Outliers", Classification and Knowledge Organization: Proceedings of the 20th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Freiburg, March 6-8, 1996. (Hrsg.: Klar, R., Opitz, O.). Berlin 1997.
    garchout.pdf

  • PAI, J.S., POLASEK W., KOZUMI, H.
    "Irregulary Spaced AR and ARCH (ISAR-ARCH) Models"
    isar.pdf

  • POLASEK, W. , KOZUMI, H.
    "The VAR-VARCH model: A Bayesian approach", to appear (1996) in the "Geisser-volume", editor A. Zellner.
    kozumi.pdf

  • JIN, S., POLASEK W.
    "Extending the random level shift AR (RL-AR) model"
    rlar.pdf

  • POLASEK, W., JIN, S., KOZUMI H.
    "Bayes'sche Modelle zur Prognose des langfristigen Zinssatzes in Deutschland", erscheint 1996 in G. Bol (ed.) Karlsruher Workshop in Finanzmarktökonometrie.
    zinska.pdf

  • POLASEK, W., JIN S.
    "Gibbs sampling in AR models with random walk priors"
    rwprior.pdf

    Download MacBayes 1.0 Beta PPC
    Last modified on November 2nd, 1999
    macbayesbeta.bin

    Example Data for the book "Schliessende Statistik" written by Prof. W. Polasek University of Basel
    BASEL package: User Guide
    basel.pdf

    BASEL package: zipped Splus library programs
    baselpc.zip