1112131415161718191
Rural Development: A Minor Problem in the Netherlands?,
A L G M Bauwens and L Douw,
in European Review of Agricultural Economics
(1986)
Propriété coopérative et acceptabilité sociale de l’éolien terrestre,
Thomas Bauwens,
in Reflets et perspectives de la vie économique
(2015)
Analyzing the determinants of the size of investments by community renewable energy members: Findings and policy implications from Flanders,
Thomas Bauwens,
in Energy Policy
(2019)
Keywords: Renewable energy; Cooperative; Community energy; Citizen engagement; Investments; Community finance;
Explaining the diversity of motivations behind community renewable energy,
Thomas Bauwens,
in Energy Policy
(2016)
Keywords: Renewable energy; Investments; Community; Institutions; Social norms; Flanders;
Political Economy from Below. Economic Thought in Communitarian Anarchism, 1840-1914,
Michel Bauwens,
in Review of Political Economy
(2009)
The ontology of fractional reserve banking,
Michaël Bauwens,
in Journal of Institutional Economics
(2017)
Registered author: Thomas Bauwens
When community meets finance,
Thomas Bauwens,
in Nature Energy
(2020)
The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model,
Luc Bauwens,
in Annals of Economics and Statistics
(1991)
Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange,
Luc Bauwens,
in Monetary and Economic Studies
(2006)
THE "PATHOLOGY" OF THE NATURAL CONJUGATE PRIOR DENSITY IN THE REGRESSION MODEL,
Luc Bauwens,
from Universite Aix-Marseille III
(1990)
Keywords: regression analysis ; linear models ; econometrics
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration,
Luc Bauwens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1983)
The "pathology" of the natural conjugate prior density in the regression model,
Luc Bauwens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1991)
Recent developments in the econometrics of financial markets using intra-day data,
Luc Bauwens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1999)
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange,
Luc Bauwens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Posterior moments of elasticities between real wages and unemployment in Belgium: an application of Bayesian inference by Monte Carlo integration,
Luc Bauwens,
from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
(1983)
Registered author: Luc Bauwens
The interview with Michel Bauwens,
Philippe Béraud and M. Bauwens,
from HAL
(2019)
Keywords: P2P Fundation,information commons,social uses of digital technology,externalities,societal accounting,Blockchain,Fondation P2P,Biens communs informationnels,usages sociaux du numérique,externalités,comptabilité sociétale
Exploring the links between community-based governance and sustainable energy use: Quantitative evidence from Flanders,
Thomas Bauwens and Nick Eyre,
in Ecological Economics
(2017)
Keywords: Community; Renewable energy cooperative; Electricity consumption; Selection process; Flanders;
Popular Economy in Santiago de Chile: State of Affairs and Challenges,
Thomas Bauwens and Andreia Lemaître,
in World Development
(2014)
Keywords: South America; Chile; popular economy; informality; popular economy organization; capitalist firm;
Debate: Towards a more comprehensive understanding of ritualized bureaucracy in digitalized public organizations,
Robin Bauwens and Kenn Meyfroodt,
in Public Money & Management
(2021)
Associations between first encounters and ensuing social relations within dyads of two species of lacertid lizards,
Sharon Downes and Dirk Bauwens,
in Behavioral Ecology
(2004)
Keywords: social relations; first interactions; growth; thermal habitat use
Econometrics,
Jeroen Rombouts and Luc Bauwens,
from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)
(2004)
Modelling financial high frequency data using point processes,
Luc Bauwens and Nikolaus Hautsch,
from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
(2007)
Keywords: Financial point processes, dynamic duration models, dynamic intensity models
State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering,
Yukai Yang and Luc Bauwens,
from Department of Economics and Business Economics, Aarhus University
(2018)
Keywords: State-space models, Stiefel manifold, matrix Langevin distribution, filtering, smoothing, Laplace method, dynamic factor model, cointegration
Bayesian Diagnostics for Heterogeneity,
Luc Bauwens and Michel Lubrano,
in Annals of Economics and Statistics
(1991)
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks,
Luc Bauwens and Pierre Giot,
in Annals of Economics and Statistics
(2000)
State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering,
Yukai Yang and Luc Bauwens,
in Econometrics
(2018)
Keywords: state-space models; Stiefel manifold; matrix Langevin distribution; filtering; smoothing; Laplace method; dynamic factor model; cointegration
Stochastic Conditional Intensity Processes,
Luc Bauwens and Nikolaus Hautsch,
in Journal of Financial Econometrics
(2006)
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models,
Luc Bauwens and Edoardo Otranto,
in Journal of Financial Econometrics
(2023)
Keywords: dynamic covariances and correlations, Hadamard exponential matrix, realized covariances
A New Class of Multivariate skew Densities, with Application to GARCH Models,
Luc Bauwens and Sébastien Laurent,
from Society for Computational Economics
(2002)
Keywords: Multivariate skewness, Multivariate Student density, Multivariate GARCH models.
Bayesian Inference on GARCH Models Using the Gibbs Sampler,
Luc Bauwens and Michel Lubrano,
from Universite Aix-Marseille III
(1996)
Keywords: TIME SERIES;MODELS;ECONOMETRICS;STATISTICS
Bayesian Option Pricing Using Asymmetric GARCH,
Luc Bauwens and Michel Lubrano,
from Universite Aix-Marseille III
(1997)
Keywords: PRICING ; SIMULATION
Bayesian Option Pricing using Asymmetric Garch Models,
Luc Bauwens and Michel Lubrano,
from Universite Aix-Marseille III
(2000)
Keywords: PRICING ; EXPECTATIONS ; ECONOMETRIC MODELS
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models,
Luc Bauwens and Sébastien Laurent,
in Journal of Business & Economic Statistics
(2005)
A Component GARCH Model with Time Varying Weights,
Luc Bauwens and Giuseppe Storti,
in Studies in Nonlinear Dynamics & Econometrics
(2009)
Bayesian Clustering of Many Garch Models,
Luc Bauwens and Jeroen Rombouts,
in Econometric Reviews
(2007)
Keywords: Bayesian inference, Clustering, GARCH, Gibbs sampling, Mixtures,
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market,
Luc Bauwens and Michel Lubrano,
in Econometric Reviews
(2007)
Keywords: Bayesian inference, Credit rationing, Data augmentation, Disequilibrium model, Latent variables, Poland,
Modeling the Dependence of Conditional Correlations on Market Volatility,
Luc Bauwens and Edoardo Otranto,
in Journal of Business & Economic Statistics
(2016)
Approximate HPD regions for testing residual autocorrelation using augmented regressions,
Luc Bauwens and A. Rasquero,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1992)
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1994)
Do Art Experts make Rational Estimates of Pre-Sale Prices ?,
Luc Bauwens and Victor Ginsburgh,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1994)
Bayesian Inference on GARCH Models using the Gibbs Sampler,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1996)
A Gibbs sampling approach to cointegration,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1997)
Bayesian option pricing using asymmetric GARCH,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1997)
Keywords: Bayesian, GARCH, option pricing, simulation
The logarithmic ACD model: an application to market microstructure and NASDAQ,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1997)
Keywords: Duration, High frequency data, Liquidity, Market microstructure, NASDAQ
Identifying long-run behaviour with non-stationary data,
Luc Bauwens and John Hunter,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2000)
Keywords: Cointegration, Identification, Identifiability, Order Condition, Sufficient Conditions.
A new class of multivariate skew densities, with application to GARCH models,
Luc Bauwens and Sébastien Laurent,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2002)
Keywords: multivariate skew density, multivariate Student density, multivariate GARCH models
Bayesian clustering of many GARCH models,
Luc Bauwens and Jeroen Rombouts,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2003)
Keywords: Bayesian inference, clustering, GARCH, Gibbs sampling, mixtures
Dynamic latent factor models for intensity processes,
Luc Bauwens and Nikolaus Hautsch,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2003)
Keywords: multivariate point process, latent factor, transaction durations, efficient importance sampling
Bayesian inference for the mixed conditional heteroskedasticity model,
Luc Bauwens and Jeroen Rombouts,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2005)
Keywords: finite mixture, ML estimation, Bayesian inference, Value at Risk
General to specific modelling of exchange rate volatility: a forecast evaluation,
Luc Bauwens and Genaro Sucarrat,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Keywords: exchange rate volatility, general to specific, forecasting
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Keywords: latent variables, disequilibrium models, Bayesian inference, Gibbs sampler, credit rationing.
Modelling financial high frequency data using point processes,
Luc Bauwens and Nikolaus Hautsch,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Keywords: duration, intensity, point process, high frequency data, ACD models
A component GARCH model with time varying weights,
Luc Bauwens and Giuseppe Storti,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2007)
Keywords: GARCH, persistence, volatility components, value-at-risk, expected shortfall
Efficient importance sampling for ML estimation of SCD models,
Luc Bauwens and Fausto Galli,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2007)
Keywords: stochastic conditional duration, importance sampling
On marginal likelihood computation in change-point models,
Luc Bauwens and Jeroen Rombouts,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2009)
Keywords: BIC, change-point model, Chib's method, marginal likelihood
Computationally efficient inference procedures for vast dimensional realized covariance models,
Luc Bauwens and Giuseppe Storti,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2012)
Keywords: realized covariance, CAW model, BEKK model, composite likelihood, covariance targeting, Wishart distribution
Modeling the dependence of conditional correlations on volatility,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2013)
Keywords: volatility effects, conditional correlation, DCC, Markov switching
Nonlinearities and regimes in conditional correlations with different dynamics,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2018)
Keywords: dynamic conditional correlations, regime-switching dynamic correla- tions, Hadamard exponential matrix
Realized Covariance Models with Time-varying Parameters and Spillover Effects,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2023)
Keywords: Realized volatility ; spillover effect ; attenuation effect ; time-varying parameters
An export model for the Belgian industry,
Luc Bauwens and Gonzague d'ALCANTARA,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1983)
Bayesian diagnostics for heterogeneity,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1991)
Approximate HPD regions for testing residual autocorrelation using augmented regressions,
Luc Bauwens and Aline Rasquero,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1993)
Bayesian and classical econometric modeling of time series,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1995)
Identification restrictions and posterior densities in cointegrated Gaussian VAR system,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1996)
Bayesian inference on GARCH models using the Gibbs sampler,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1998)
Gibbs sampling approach to cointegration,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1998)
Trends and breaking points in the Bayesian econometric literature,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1999)
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2000)
Art experts and auctions are pre-sale estimates unbiased and fully informative?,
Luc Bauwens and Victor Ginsburgh,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2000)
The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2000)
Bayesian option pricing using asymmetric GARCH models,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2002)
Asymmetric ACD models: Introducing price information in ACD models,
Luc Bauwens and Pierre Giot,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2003)
The stochastic conditional duration model: a latent variable model for the analysis of financial durations,
Luc Bauwens and David Veredas,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2004)
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models,
Luc Bauwens and Sébastien Laurent,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2005)
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market,
Luc Bauwens and Michel Lubrano,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2007)
Stochastic conditional intensity processes,
Luc Bauwens and Nikolaus Hautsch,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2006)
Efficient importance sampling for ML estimation of SCD models,
Luc Bauwens and Fausto Galli,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2009)
Modelling financial high frequency data using point processes,
Luc Bauwens and Nikolaus Hautsch,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2009)
A component GARCH model with time varying weights,
Luc Bauwens and Giuseppe Storti,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2009)
General-to-specific modelling of exchange rate volatility: a forecast evaluation,
Luc Bauwens and Genaro Sucarrat,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2010)
Computationally efficient inference procedures for vast dimensional realized covariance models,
Luc Bauwens and Giuseppe Storti,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2013)
Modeling the dependence of conditional correlations on market volatility,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2016)
State-space models on the Stiefel Manifold with a new approach to nonlinear filtering,
Yukai Yang and Luc Bauwens,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2018)
Nonlinearities and regimes in conditional correlations with different dynamics,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2020)
Keywords: Dynamic conditional correlations ; Regime-switching dynamic correlations ; Hadamard exponential matrix
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models,
Luc Bauwens and Edoardo Otranto,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2022)
Keywords: Dynamic covariances and correlations ; Hadamard exponential matrix ; realized covariances
Intra-industry Specialisation in a Multi-country and Multi-industry Framework,
Bela Balassa and Luc Bauwens,
in Economic Journal
(1987)
BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS,
Luc Bauwens and Jeroen Rombouts,
from Econometric Society
(2004)
Keywords: Large financial systems, Multivariate GARCH, Clustering, Bayesian methods, Gibbs sampling, Finite mixture distributions
Bayesian inference on GARCH models using the Gibbs sampler,
Luc Bauwens and Michel Lubrano,
in Econometrics Journal
(1998)
Keywords: Bayesian inference, GARCH, Gibbs sampler, Monte Carlo, Option pricing.
Bayesian inference for the mixed conditional heteroskedasticity model,
Luc Bauwens and Jeroen Rombouts,
in Econometrics Journal
(2007)
Efficient importance sampling for ML estimation of SCD models,
Luc Bauwens and Fausto Galli,
in Computational Statistics & Data Analysis
(2009)
On marginal likelihood computation in change-point models,
Luc Bauwens and Jeroen Rombouts,
in Computational Statistics & Data Analysis
(2012)
Keywords: BIC; Change-point model; Chib’s method; Marginal likelihood;
The stochastic conditional duration model: a latent variable model for the analysis of financial durations,
Luc Bauwens and David Veredas,
in Journal of Econometrics
(2004)
Editors' introduction Bayesian and classical econometric modeling of time series,
Luc Bauwens and Michel Lubrano,
in Journal of Econometrics
(1995)
The determinants of intra-European trade in manufactured goods,
Bela Balassa and Luc Bauwens,
in European Economic Review
(1988)
An export model for the Belgian industry,
Luc Bauwens and Gonzague d'Alcantara,
in European Economic Review
(1983)
Bayesian option pricing using asymmetric GARCH models,
Luc Bauwens and Michel Lubrano,
in Journal of Empirical Finance
(2002)
General-to-specific modelling of exchange rate volatility: A forecast evaluation,
Luc Bauwens and Genaro Sucarrat,
in International Journal of Forecasting
(2010)
Keywords: Exchange rate volatility General-to-specific Forecasting
Switch for the Optimization of Module Power by Reconfiguration of All Strings (SOMBRA): An Insulated Integrated Switch for a Reconfigurable Solar Panel,
Pieter Bauwens and Jan Doutreloigne,
in Energies
(2019)
Keywords: photovoltaic power; power loss; partial shading; power optimization; panel reconfiguration; smart switch