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John Geweke

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First Name: John
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Last Name: Geweke
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RePEc Short-ID: pge91

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Homepage: http://www.biz.uiowa.edu/faculty/jgeweke/
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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  2. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001. "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers 8497, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  3. John Geweke, 1999. "Computational Experiments and Reality," Computing in Economics and Finance 1999 401, Society for Computational Economics.

  4. John Geweke, 1999. "Using Simulation Methods for Bayesian Econometric Models," Computing in Economics and Finance 1999 832, Society for Computational Economics.

  5. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis. [Downloadable!]

  6. John Geweke & Guofo Zhou, 1995. "Measuring the pricing error of the arbitrage pricing theory," Staff Report 189, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  7. John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  8. John Geweke & Michael Keane & David Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  9. John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis. [Downloadable!]

  10. John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis. [Downloadable!]

  11. Geweke, J., 1989. "The Posterior Distribution Of Roots In Multivariate Autoregressions," Papers 9027-a, Erasmus University of Rotterdam - Econometric Institute.

  12. John Geweke, . "Posterior Simulators in Econometrics," Computing in Economics and Finance 1996 _019, Society for Computational Economics. [Downloadable!]

  13. J. Geweke & M. Keane, . "An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989," Institute for Research on Poverty Discussion Papers 1127-97, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    Other versions:

Articles

  1. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April. [Downloadable!] (restricted)

  2. Geweke, John, 2007. "Interpretation and inference in mixture models: Simple MCMC works," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3529-3550, April. [Downloadable!] (restricted)

  3. Geweke, John & Keane, Michael, 2007. "Smoothly mixing regressions," Journal of Econometrics, Elsevier, vol. 138(1), pages 252-290, May. [Downloadable!] (restricted)

  4. Abrantes-Metz, Rosa M. & Froeb, Luke M. & Geweke, John & Taylor, Christopher T., 2006. "A variance screen for collusion," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 467-486, May. [Downloadable!] (restricted)

  5. John Geweke, 2004. "Getting It Right: Joint Distribution Tests of Posterior Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 799-804, January. [Downloadable!] (restricted)

  6. Geweke, John, 2003. "Econometric issues in using the AHEAD panel," Journal of Econometrics, Elsevier, vol. 112(1), pages 115-120, January. [Downloadable!] (restricted)

  7. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003. "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, 07. [Downloadable!] (restricted)
    Other versions:

  8. Durham, Garland & Geweke, John, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 490-92, October.

  9. Geweke, John & Martin, Donald L, 2002. " Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking," Journal of Risk and Uncertainty, Springer, vol. 25(2), pages 111-31, September. [Downloadable!] (restricted)

  10. Geweke, John, 2001. "A note on some limitations of CRRA utility," Economics Letters, Elsevier, vol. 71(3), pages 341-345, June. [Downloadable!] (restricted)

  11. Geweke, John, 2001. "Bayesian econometrics and forecasting," Journal of Econometrics, Elsevier, vol. 100(1), pages 11-15, January. [Downloadable!] (restricted)

  12. Geweke, John & McCausland, William, 2001. " Bayesian Specification Analysis in Econometrics," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 83(5), pages 1181-86. [Downloadable!] (restricted)

  13. Geweke, John & Tanizaki, Hisashi, 2001. "Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 151-170, August. [Downloadable!] (restricted)

  14. John Geweke & John Rust & Herman K. Van Dijk, 2000. "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546.

  15. Geweke, John & Keane, Michael, 2000. "An empirical analysis of earnings dynamics among men in the PSID: 1968-1989," Journal of Econometrics, Elsevier, vol. 96(2), pages 293-356, June. [Downloadable!] (restricted)

  16. John Geweke, 1999. "Power of Tests in Binary Response Models: Comment," Econometrica, Econometric Society, vol. 67(2), pages 423-426, March.

  17. Geweke, John & Petrella, Lea, 1998. "Prior Density-Ratio Class Robustness in Econometrics," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 469-78, October.

  18. Geweke, John, 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis: A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 143-147, December. [Downloadable!] (restricted)

  19. Geweke, John, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 269-71, July.

  20. Geweke, John & Zhou, Guofu, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(2), pages 557-87. [Downloadable!] (restricted)
    Other versions:

  21. Geweke, John, 1996. "Bayesian reduced rank regression in econometrics," Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November. [Downloadable!] (restricted)

  22. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-32, November. [Downloadable!] (restricted)
    Other versions:

  23. Geweke, John, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 397-99, October.

  24. Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S19-40, Suppl. De. [Downloadable!] (restricted)

  25. Geweke, John, 1993. "Forecasting time series with common seasonal patterns," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 201-202. [Downloadable!] (restricted)

  26. Barnett, William A. & Geweke, John & Wolfe, Michael, 1991. "Seminonparametric Bayesian estimation of the asymptotically ideal production model," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 5-50. [Downloadable!] (restricted)

  27. Geweke, John, 1989. "Exact predictive densities for linear models with arch disturbances," Journal of Econometrics, Elsevier, vol. 40(1), pages 63-86, January. [Downloadable!] (restricted)

  28. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November. [Downloadable!] (restricted)

  29. Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89. [Downloadable!] (restricted)

  30. Geweke, John, 1988. "The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 479-86, October.

  31. Geweke, John, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 465-66, October.

  32. Geweke, John, 1988. "Comment on Poirer: Operational Bayesian Methods in Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 159-66, Winter. [Downloadable!] (restricted)

  33. Froeb, Luke & Geweke, John, 1987. "Long run competition in the U.S. aluminum industry," International Journal of Industrial Organization, Elsevier, vol. 5(1), pages 67-78, March. [Downloadable!] (restricted)

  34. Geweke, John & Marshall, Robert C & Zarkin, Gary A, 1986. "Mobility Indices in Continuous Time Markov Chains," Econometrica, Econometric Society, vol. 54(6), pages 1407-23, November. [Downloadable!] (restricted)

  35. Geweke, John & Marshall, Robert C & Zarkin, Gary A, 1986. "Exact Inference for Continuous Time Markov Chain Models," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 653-69, August. [Downloadable!] (restricted)

  36. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-41, April. [Downloadable!] (restricted)

  37. Geweke, John, 1985. "Macroeconometric Modeling and the Theory of the Representative Agent," American Economic Review, American Economic Association, vol. 75(2), pages 206-10, May. [Downloadable!] (restricted)

  38. Meese, Richard & Geweke, John, 1984. "A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 191-200, July.

  39. Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February. [Downloadable!] (restricted)

  40. Geweke, John, 1981. "The Approximate Slopes of Econometric Tests," Econometrica, Econometric Society, vol. 49(6), pages 1427-42, November. [Downloadable!] (restricted)

  41. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May. [Downloadable!] (restricted)

  42. Geweke, John, 1978. "Testing the exogeneity specification in the complete dynamic simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(2), pages 163-185, June. [Downloadable!] (restricted)

  43. Geweke, John, 1976. "A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50," Journal of Monetary Economics, Elsevier, vol. 2(1), pages 125-127, January. [Downloadable!] (restricted)

Chapters

  1. Geweke, John & Keane, Michael, 2001. "Computationally intensive methods for integration in econometrics," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 56, pages 3463-3568 Elsevier. [Downloadable!] (restricted)

  2. Geweke, John, 1996. "Monte carlo simulation and numerical integration," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800 Elsevier. [Downloadable!] (restricted)
    Other versions:

  3. Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144 Elsevier. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-12-09 2007-01-02 2007-03-10 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 1999-07-19
  3. NEP-ECM: Econometrics (4) 1999-07-19 2001-10-01 2003-01-05 2006-12-09 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2006-12-09
  5. NEP-FOR: Forecasting (1) 2007-01-02
  6. NEP-HEA: Health Economics (2) 2001-10-01 2003-01-05 Author is listed
  7. NEP-HIS: Business, Economic & Financial History (2) 2007-01-02 2007-03-10 Author is listed
  8. NEP-HPE: History & Philosophy of Economics (3) 2006-12-09 2007-01-02 2007-03-10 Author is listed
  9. NEP-MIC: Microeconomics (1) 2003-01-06
  10. NEP-SOG: Sociology of Economics (3) 2006-12-09 2007-01-02 2007-03-10 Author is listed
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