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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 Empirical Bayes methods in classical and Bayesian inference
    by Scricciolo, Catia & Rousseau, Judith & Rizzelli, Stefano & Petrone, Sonia
  • 2014 Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions
    by Hussein, Tareq & Rousseau, Judith & Alston, Clair & Mengersen, Kerrie & Wraith, Darren
  • 2014 How interdependent are Eastern European economies and the Euro area?
    by Prettner, Catherine & Prettner, Klaus
  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen
  • 2014 Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA
    by Daniele Bregantini
  • 2014 On a simple quickest detection rule for health-care technology assessment
    by Daniele Bregantini & Jacco J.J. Thijssen
  • 2014 Does Elderly Employment have an Impact on Youth Employment? A General Equilibrium Approach
    by Alfred Stiassny & Christina Uhl
  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi
  • 2014 Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model
    by KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang
  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian
  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian
  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris
  • 2014 Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation
    by Bulent Ulasan
  • 2014 CES Technology and Business Cycle Fluctuations
    by Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang
  • 2014 Bayesian Analysis of Bubbles in Asset Prices
    by Andras Fulop & Jun Yu
  • 2014 A Bayesian Chi-Squared Test for Hypothesis Testing
    by Yong Li & Xiao-Bin Liu & Jun Yu
  • 2014 Deviance Information Criterion for Comparing VAR Models
    by Tao Zeng & Yong Li & Jun Yu
  • 2014 Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets
    by Castillo, Paul & Rojas, Youel
  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis
  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim
  • 2014 Estimation of the Basic New Keynesian Model for the Economy of Romania
    by Ifrim, Adrian
  • 2014 Mobility of Knowledge and Local Innovation Activity
    by Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G.
  • 2014 Time Varying Fiscal Multipliers in Germany
    by Berg, Tim Oliver
  • 2014 Bayesian Survival Modelling of University Outcomes
    by Vallejos, Catalina & Steel, Mark F. J.
  • 2014 Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations
    by Rubio, Francisco Javier & Steel, Mark F. J.
  • 2014 Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records
    by Travaglini, Guido
  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
    by Nonejad, Nima
  • 2014 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nonejad, Nima
  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
    by Fantazzini, Dean
  • 2014 Probabilistic Opinion Pooling
    by Dietrich, Franz & List, Christian
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris
  • 2014 Productive Capabilities: An Empirical Investigation of their Determinants
    by Christian Daude & Arne Nagengast & José Ramón Perea
  • 2014 Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions
    by Anita Castledine & Klaus Moeltner & Michael Price & Shawn Stoddard
  • 2014 Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
    by Frank Schorfheide & Dongho Song & Amir Yaron
  • 2014 Monetary/Fiscal Policy Mix and Agents' Beliefs
    by Francesco Bianchi & Cosmin Ilut
  • 2014 The Network Origins of Economic Growth
    by Dürnecker, Georg & Meyer, Moritz & Vega-Redondo, Fernando
  • 2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
    by Deborah Gefang & Geraint Johnes
  • 2014 Identification of Financial Factors in Economic Fluctuations
    by Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto
  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape
  • 2014 Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident
    by Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober
  • 2014 The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
    by Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober
  • 2014 Bayesian Exploratory Factor Analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi
  • 2014 Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
    by Brown, Sarah & Ghosh, Pulak & Taylor, Karl
  • 2014 The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
    by Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas
  • 2014 An Estimated Search and Matching Model of the Japanese Labor Market
    by Ching-Yang Lin & Hiroaki Miyamoto
  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini
  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini
  • 2014 Bayesian Exploratory Factor Analysis
    by Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek
  • 2014 A simple wavelet-based test for serial correlation in panel data models
    by Li, Yushu & Andersson, Fredrik N. G.
  • 2014 Confirmation: What's in the evidence?
    by Kataria, Mitesh
  • 2014 A money-based indicator for deflation risk
    by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan
  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis
  • 2014 Business Cycles in Oil Exporting Countries: A Declining Role for Oil?
    by Salman Huseynov & Vugar Ahmadov
  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Lubik, Thomas A. & Matthes, Christian
  • 2014 Has U.S. monetary policy tracked the efficient interest rate?
    by Curdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea
  • 2014 International capital flows and the boom-bust cycle in Spain
    by in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner
  • 2014 Monetary policy effects on bank risk taking
    by Abbate, Angela & Thaler, Dominik
  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Beatrice Pataracchia & Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld
  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger
  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
    by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan
  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan
  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Thomas A. Lubik & Christian Matthes
  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Jan in'tVeld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger
  • 2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    by Martha Banbura & Domenico Giannone & Michèle Lenza
  • 2014 A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area
    by Tovonony Razafindrabe
  • 2014 The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries
    by Blaise Gnimassoun
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 On diversity under a Bayesian nonparametric dependent model
    by Rousseau, Judith & Mengersen, Kerrie & Arbel, Julyan
  • 2014 On consistency issues in Bayesian nonparametric testing - a review
    by Rousseau, Judith
  • 2014 On Convergence Rates of Empirical Bayes Procedures
    by Scricciolo, Catia & Rousseau, Judith & Rivoirard, Vincent & Donnet, Sophie
  • 2014 Jeffreys Priors for Mixture Models
    by Robert, Christian P. & Grazian, Clara
  • 2014 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
    by Miguel Sarmiento & Jorge E. Galán
  • 2014 Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    by Joscha Beckmann & Rainer Schüssler
  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner
  • 2014 Constrained Discretion and Central Bank Transparency
    by Bianchi, Francesco & Melosi, Leonardo
  • 2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    by Banbura, Marta & Giannone, Domenico & Lenza, Michele
  • 2014 Forecasting with DSGE models with financial frictions
    by Kolasa, Marcin & Rubaszek, Michał
  • 2014 An Estimated Small Open Economy Model with Labour Market Frictions
    by Sheen, Jeffrey & Wang, Ben Z.
  • 2014 The role of financial frictions during the crisis: an estimated DSGE model
    by Merola, Rossana
  • 2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
    by Andrés Ramírez Hassan & Johnatan Cardona Jiménez
  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín
  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker
  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel
  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng
  • 2014 Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities
    by Jorge E. Galán & Michael G. Pollitt
  • 2014 Higher order beliefs and the dynamics of exchange rates
    by F. Pancotto & G. Pignataro & D. Raggi
  • 2014 Density forecasts with MIDAS models
    by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo
  • 2014 Identification of financial factors in economic fluctuations
    by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz
  • 2014 Respect for experts or respect for unanimity? The liberal paradox in probabilistic opinion pooling
    by Frederik Herzberg
  • 2014 Aggregating infinitely many probability measures
    by Frederik Herzberg
  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarociński & Albert Marcet
  • 2014 Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains
    by Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez
  • 2014 Monetary Policy Transmission during Financial Crises: An Empirical Analysis
    by Tatjana Dahlhaus
  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris
  • 2014 Noncausal Bayesian Vector Autoregression
    by Markku Lanne & Jani Luoto
  • 2014 The Bayesian Modelling Of Inflation Rate In Romania
    by Mihaela Simionescu (Bratu)
  • 2014 The Impact of Monetaru Policy on the Romanian Economy
    by Dedu, Vasile & Stoica, Tiberiu
  • 2014 Econometric estimation of a structural macroeconomic model for the Russian economy
    by Polbin, Andrey
  • 2014 Size, Trend, and Policy Implications of the Underground Economy
    by Renzo Orsi & Davide Raggi & Francesco Turino
  • 2014 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
    by Małgorzata Doman & Ryszard Doman
  • 2014 Divergent Priors and Well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk
  • 2014 Profile of earners and remittances in Mexico: a relative deprivation approach
    by Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis
  • 2014 A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
    by Mojtaba Ganjali & T. Baghfalaki & D. Berridge
  • 2014 One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List
    by Mitesh Kataria
  • 2014 Bubbles over the U.S. business cycle: A macroeconometric approach
    by Luik, Marc-André & Wesselbaum, Dennis
  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Berger, Tino & Kempa, Bernd
  • 2014 An estimated search and matching model of the Japanese labor market
    by Lin, Ching-Yang & Miyamoto, Hiroaki
  • 2014 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
    by Feldkircher, Martin
  • 2014 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
    by Feng, Guohua & Zhang, Xiaohui
  • 2014 The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
    by Lin, L. & Ren, R.E. & Sornette, D.
  • 2014 Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis
    by Crespo Cuaresma, Jesús & Fidrmuc, Jarko & Hake, Mariya
  • 2014 Maximum likelihood estimation of partially observed diffusion models
    by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.
  • 2014 Beta-product dependent Pitman–Yor processes for Bayesian inference
    by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
  • 2014 Bayesian regression with heteroscedastic error density and parametric mean function
    by Pelenis, Justinas
  • 2014 A new approach to Bayesian hypothesis testing
    by Li, Yong & Zeng, Tao & Yu, Jun
  • 2014 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
    by Jensen, Mark J. & Maheu, John M.
  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
    by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.
  • 2014 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
    by Kim, Jae-Young
  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.
  • 2014 Bayesian endogeneity bias modeling
    by Montes-Rojas, Gabriel & Galvao, Antonio F.
  • 2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
    by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.
  • 2014 Multilateral adjustment, regime switching and real exchange rate dynamics
    by Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence
  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios
  • 2014 Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach
    by Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi
  • 2014 Structural evolution of the postwar U.S. economy
    by Liu, Yuelin & Morley, James
  • 2014 A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
    by Campolieti, Michele & Gefang, Deborah & Koop, Gary
  • 2014 Recovering default risk from CDS spreads with a nonlinear filter
    by Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon
  • 2014 Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica
    by Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos
  • 2013 Regularizing Priors for Linear Inverse Problems
    by Florens, Jean-Pierre & Simoni, Anna
  • 2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini
  • 2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
    by Goodness C. Aye & Pami Dua & Rangan Gupta
  • 2013 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
    by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne
  • 2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    by Mehmet Balcilar & Rangan Gupta & Kevin Kotze
  • 2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
    by Riane de Bruyn & Rangan Gupta & Renee van Eyden
  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou
  • 2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with Non-filtered Data
    by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
  • 2013 Sequential Monte Carlo on large binary sampling spaces
    by Schäfer, Christian & Chopin, Nicolas
  • 2013 An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
    by Doucet, Arnaud & Del Moral, Pierre & Jacob, Pierre E. & Bornn, Luke
  • 2013 Estimation of covariance matrices based on hierarchical inverse-Wishart priors
    by Bouriga, Mathilde & Féron, Olivier
  • 2013 Bayesian Optimal Adaptive Estimation Using a Sieve Prior
    by Arbel, Julyan & Gayraud, Ghislaine & Rousseau, Judith
  • 2013 Discussion
    by Robert, Christian P.
  • 2013 The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy by Sharon Bertsch McGrayne
    by Robert, Christian P.
  • 2013 Rejoinder: The Anti-Bayesian Moment and Its Passing
    by Robert, Christian P. & Gelman, Andrew
  • 2013 Driving Forces of the Swiss Output Gap
    by Stefan Leist
  • 2013 Revisiting the link between growth and federalism: A Bayesian model averaging approach
    by Asatryan, Zareh & Feld, Lars P.
  • 2013 Melting down: Systemic financial instability and the macroeconomy
    by Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J.
  • 2013 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
    by Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens
  • 2013 Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle
    by Offick, Sven & Winkler, Roland
  • 2013 Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models
    by Eibich, Peter & Ziebarth, Nicolas
  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Berg, Tim Oliver & Henzel, Steffen
  • 2013 Atypical behavior of credit: Evidence from a monetary VAR
    by Afanasyeva, Elena
  • 2013 Black swans, dragon kings, and Bayesian risk management
    by Haas, Armin & Onischka, Mathias & Fucik, Markus
  • 2013 Bayesian estimation of a DSGE model with asset prices
    by Kliem, Martin & Uhlig, Harald
  • 2013 Model uncertainty in matrix exponential spatial growth regression models
    by Manfred M. Fischer & Philipp Piribauer
  • 2013 Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size
    by Enrico Fabrizi & Maria Ferrante & Carlo Trivisano
  • 2013 A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe
    by Manfred M. Fischer & James P. LeSage
  • 2013 Is Decoupling in action?
    by Antonio Pesce
  • 2013 Personal Indebtedness, Community Characteristics And Theft Crime
    by Stuart McIntyre
  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino
  • 2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
    by Federico Bassetti & Roberto Casarin & Fabrizio Leisen
  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore
  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
    by Garland Durham & John Geweke
  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
    by Trojan, Sebastian
  • 2013 It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
    by Stefano Grassi & Paolo Santucci de Magistris
  • 2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
    by Eddie Gerba & Klemens Hauzenberger
  • 2013 Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
    by Helena Marques & Gabriel Pino & J.D. Tena
  • 2013 Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
    by Martin Burda & Artem Prokhorov
  • 2013 Price and wage inflation inertia under time-dependent adjustments
    by Di Bartolomeo Giovanni & Di Pietro Marco
  • 2013 Role of Investment Shocks in Explaining Business Cycles in Turkey
    by Canan Yuksel
  • 2013 Structural Evolution of the Postwar U.S. Economy
    by Yuelin Liu & James Morley
  • 2013 Structural Evolution of the Postwar U.S. Economy
    by Yuelin Liu & James Morley
  • 2013 Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
    by Ming Chien Lo & James Morley
  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
    by Paul Levine & Peter McAdam & Peter Welz
  • 2013 Personal indebtedness, community characteristics and theft crimes
    by McIntyre Stuart G
  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis
  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop
  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop
  • 2013 Important Channels of Transmission Monetary Policy Shock in South Africa
    by Nombulelo Gumata, Alain Kabundi and Eliphas Ndou
  • 2013 Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi
    by Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi
  • 2013 Comparison of Parametric and Semi-Parametric Binary Response Models
    by Xiangjin Shen & Shiliang Li & Hiroki Tsurumi
  • 2013 Object-oriented bayesian networks for complex quality management problems
    by Flaminia Musella & Paola Vicard
  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini
  • 2013 Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes
    by Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou
  • 2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
    by Tim Robinson
  • 2013 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
    by Marto, Ricardo
  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis
  • 2013 Psychology in econometric models: conceptual and methodological foundations
    by Thum, Anna-Elisabeth
  • 2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J & Maheu, John M
  • 2013 Model uncertainty and expected return proxies
    by Jäckel, Christoph
  • 2013 The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives
    by Kim, Chang-Jin & Kim, Jaeho
  • 2013 Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
    by Kim, Chang-Jin & Kim, Jaeho
  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
    by Gonzalez-Astudillo, Manuel
  • 2013 Vector Autoregression with Mixed Frequency Data
    by Qian, Hang
  • 2013 Labour Market Dynamics in Australia
    by Wesselbaum, Dennis
  • 2013 Bayesian Approach and Identification
    by Kociecki, Andrzej
  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris
  • 2013 On the pricing and hedging of options for highly volatile periods
    by El-Khatib, Youssef & Hatemi-J, Abdulnasser
  • 2013 Regional income convergence in India: A Bayesian Spatial Durbin Model approach
    by Soundararajan, Pushparaj
  • 2013 Bayesian Model Averaging and Jointness Measures for gretl
    by Blazejowski, Marcin & Kwiatkowski, Jacek
  • 2013 An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach
    by Davide fiaschi & Angela Parenti
  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin
  • 2013 Semi-Parametric Inference in Dynamic Binary Choice Models
    by Andriy Norets & Xun Tang
  • 2013 Estimating Dynamic Equilibrium Models with Stochastic Volatility
    by Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez
  • 2013 Signaling Effects of Monetary Policy
    by Leonardo Melosi
  • 2013 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman
  • 2013 Real-Time Forecasting with a Mixed-Frequency VAR
    by Frank Schorfheide & Dongho Song
  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide
  • 2013 Bayesian Variable Selection for Nowcasting Economic Time Series
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  • 2012 Prior Selection for Vector Autoregressions
    by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E
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    by Fuentes-Albero, Cristina
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    by Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta
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    by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos
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    by Francesco Ravazzolo & Marco J. Lombardi
  • 2012 Oil price density forecasts: exploring the linkages with stock markets
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    by Michel Lubrano & Abdoul Aziz Junior Ndoye
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    by Kamila Sławińska & Bartosz Witkowski
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    by Mariusz Próchniak & Bartosz Witkowski
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    by Justyna Wróblewska
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    by Krzysztof Osiewalski & Jacek Osiewalski
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    by Gary Koop
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    by Jesús Crespo Cuaresma & Martin Feldkircher
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    by Olivier Parent & Abdallah Zouache
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    by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga
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    by HYUN KOOK SHIN & BYOUNG HARK YOO
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    by Wildo González
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    by Tomas Adam & Sona Benecka & Ivo Jansky
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    by Maria Letizia Giorgetti
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    by Jie Lu & Angang Hu & Yilong Yan
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    by Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi
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    by Beine, Michel & Bos, Charles S. & Coulombe, Serge
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    by Parent, Olivier & LeSage, James P.
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    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
  • 2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    by Liu, Chun & Maheu, John M.
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    by Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair
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    by Berger, Tino & Kempa, Bernd
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    by Dangl, Thomas & Halling, Michael
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    by Shanken, Jay & Tamayo, Ane
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    by Han, Yufeng
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    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
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    by Feng, Guohua & Zhang, Xiaohui
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    by Felices, Guillermo & Wieladek, Tomasz
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    by Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam
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    by Canova, Fabio & Ciccarelli, Matteo
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    by Liu, Qingfu & Tu, Anthony H.
  • 2012 Variable selection and functional form uncertainty in cross-country growth regressions
    by Salimans, Tim
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    by Ley, Eduardo & Steel, Mark F.J.
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    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
  • 2012 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
    by Geweke, John
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    by Herbst, Edward & Schorfheide, Frank
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    by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.
  • 2012 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
    by Florens, Jean-Pierre & Simoni, Anna
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    by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
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    by Yu, Jun
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    by Yu, Ping
  • 2012 Bayesian hypothesis testing in latent variable models
    by Li, Yong & Yu, Jun
  • 2012 A Poisson mixture model of discrete choice
    by Burda, Martin & Harding, Matthew & Hausman, Jerry
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    by Zhang, Guoxiong
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    by McIntyre, Stuart G. & Lacombe, Donald J.
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    by Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke
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    by Liu, Chun & Liu, Qing
  • 2012 Family background variables as instruments for education in income regressions: A Bayesian analysis
    by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy
  • 2012 Financial market frictions in a model of the Euro area
    by Lombardo, Giovanni & McAdam, Peter
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    by Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie
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    by Dufrénot, Gilles & Malik, Sheheryar
  • 2012 A Bayesian method of combining judgmental and model-based density forecasts
    by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał
  • 2012 Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil
    by Araújo, Eurilton
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  • 2012 Bayesian prior elicitation in DSGE models: Macro- vs micropriors
    by Lombardi, Marco J. & Nicoletti, Giulio
  • 2012 Learning in an estimated medium-scale DSGE model
    by Slobodyan, Sergey & Wouters, Raf
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    by Giuli, Francesco & Tancioni, Massimiliano
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    by Zhang, Chengsi & Murasawa, Yasutomo
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    by Raymond Kan & Guofu Zhou
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    by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho
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    by Paola Cerchiello & Paolo Giudici & Enzo Rocca
  • 2012,3rd quarter update Sims, Christopher Albert (born 1942)
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  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego
  • 2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
    by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye
  • 2011 A Comparison of the Bayesian and frequentist approaches to estimation by Francisco J. Samaniego: A review
    by Robert, Christian P.
  • 2011 Bayesian Model Selection and Statistical Modeling by Tomohiro Ando: A review
    by Robert, Christian P.
  • 2011 Bayesian Decision Analysis: Principles and Practice by Jim Q. Smith: A review
    by Robert, Christian P.
  • 2011 Simulation in Statistics
    by Robert, Christian P.
  • 2011 Lack of confidence in approximate Bayesian computation model choice
    by Robert, Christian P. & Cornuet, Jean-Marie & Marin, Jean-Michel & Pillai, Natesh S.
  • 2011 Exact Bayesian Analysis of Mixtures
    by Mengersen, Kerrie & Robert, Christian P.
  • 2011 Bayesian Inference and Computation
    by Rousseau, Judith & Marin, Jean-Michel & Robert, Christian P.
  • 2011 Reading Keynes' Treatise on Probability
    by Robert, Christian P.
  • 2011 Accounting for Idiosyncratic Wage Risk Over the Business Cycle
    by Alisdair McKay & Tamas Papp
  • 2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by GUPTA, RANGAN & KABUNDI, ALAIN
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    by Alexander Rathke & Tobias Straumann & Ulrich Woitek
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    by Philippe K. Widmer
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    by Philippe K. Widmer & Peter Zweifel & Mehdi Farsi
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    by Koulovatianos, Christos & Wieland, Volker
  • 2011 Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging
    by Nikolaos Antonakakis & Gabriele Tondl
  • 2011 Entry Costs & Increasing Trade
    by William F. Lincoln & Andrew H. McCallum
  • 2011 ClubMed? Cyclical fluctuations in the Mediterranean basin
    by Fabio Canova & Matteo Ciccarelli
  • 2011 On The Cyclicality of Real Wages and Wage Di¤erentials
    by Christopher Otrok & Panayiotis M. Pourpourides
  • 2011 Back to the Future: A Simple Solution to Schelling Segregation
    by Sylvain Barde
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    by Stefan Leist
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    by Martin Burda & John Maheu
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  • 2011 The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)
    by Harun Alp & Selim Elekdag
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    by Miguel Belmonte & Gary Koop & Dimitris Korobilis
  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop
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  • 2011 The Dynamics of UK and US Inflation Expectations
    by Deborah Gefang & Gary Koop & Simon Potter
  • 2011 Forecasting Inflation Using Dynamic Model Averaging
    by Gary Koop & Dimitris Korobilis
  • 2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    by Gary Koop & Dimitris Korobilis
  • 2011 Forecasting with Medium and Large Bayesian VARs
    by Gary Koop
  • 2011 Time Varying Dimension Models
    by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2011 Understanding Liquidity and Credit Risks in the Financial Crisis
    by Deborah Gefang & Gary Koop & Simon Potter
  • 2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
  • 2011 Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
    by Gary Koop & Joshua Chan
  • 2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
    by Gary Koop & Luca Onorante
  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron Smith
  • 2011 Back to the future: a simple solution to schelling segregation
    by Sylvain Barde
  • 2011 Application-Based Quality Assessment of Internet Access Service
    by Daeho Lee & Jungwoo Shin & Junseok Hwang
  • 2011 K-state switching models with endogenous transition distributions
    by Kaufmann Sylvia
  • 2011 Is there any evidence of a Greenspan put?
    by Hall Pamela
  • 2011 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu
  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug
  • 2011 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu
  • 2011 Bayesian Hypothesis Testing in Latent Variable Models
    by Yong Li & Jun Yu
  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. skaug
  • 2011 Do Bayesians learn their way out of ambiguity?
    by Alexander Zimper
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    by Cristina Fuentes-Albero & Leonardo Melosi
  • 2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek
  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop
  • 2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis
  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek
  • 2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Wolfgang Polasek & Richard Sellner
  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis
  • 2011 The Dynamic Effects of U.S. Monetary Policy on State Unemployment
    by Dimitris Korobilis & Michelle Gilmartin
  • 2011 Bayesian Model Averaging in the Instrumental Variable Regression Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2011 Modelling Realized Covariances and Returns
    by Xin Jin & John M. Maheu
  • 2011 Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia
    by Timerga, Genanew & Gotu, Butte & Alem, Yegnanew
  • 2011 Posterior consistency of nonparametric conditional moment restricted models
    by Liao, Yuan & Jiang, Wenxin
  • 2011 Mixtures of g-priors for Bayesian model averaging with economic applications
    by Ley, Eduardo & Steel, Mark F. J.
  • 2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
    by Qian, Hang
  • 2011 Estimation of a system of national accounts: implementation with mathematica
    by Temel, Tugrul
  • 2011 Technology news and the U.S. economy: Time variation and structural changes
    by Berg, Tim Oliver
  • 2011 Bayesian estimation of small-scale DSGE model of the Ukrainian economy
    by Semko, Roman
  • 2011 Multi-variate quickest detection of significant change process
    by Szajowski, Krzysztof
  • 2011 Default probability estimation in small samples - with an application to sovereign bonds
    by Orth, Walter
  • 2011 Bayesian inference with monotone instrumental variables
    by Qian, Hang
  • 2011 The formation of offer prices in farmland markets: A hedonic price approach
    by Temel, Tugrul
  • 2011 Hierarchical shrinkage in time-varying parameter models
    by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis
  • 2011 Estimates of the long-run growth rate of Singapore with a CES production function
    by Rao, B. Bhaskara & Shankar, Sriram
  • 2011 Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
    by Mike, Tsionas & Subal, Kumbhakar
  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris
  • 2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
    by Gonzalez-Astudillo, Manuel
  • 2011 Why inferential statistics are inappropriate for development studies and how the same data can be better used
    by Ballinger, Clint
  • 2011 Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity
    by Salois, Matthew & Balcombe, Kelvin
  • 2011 Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference
    by Kociecki, Andrzej
  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré
  • 2011 Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach
    by Nguefack-Tsague, Georges & Zucchini, Walter
  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez
  • 2011 Sticking with What (Barely) Worked
    by Lars Lefgren & Brennan Platt & Joseph Price
  • 2011 Clearing Up the Fiscal Multiplier Morass
    by Eric M. Leeper & Nora Traum & Todd B. Walker
  • 2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    by Jessica A. Wachter & Missaka Warusawitharana
  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez
  • 2011 Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care
    by Anirban Basu
  • 2011 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
    by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek
  • 2011 Forecasts in a Slightly Misspecified Finite Order VAR
    by Ulrich K. Müller & James H. Stock
  • 2011 Predictivistic Bayesian Forecasting System
    by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek
  • 2011 An Estimatable DCDP Model of Search and Matching in Real Estate Markets
    by Stuart J. Fowler & Jennifer J. Wilgus
  • 2011 Bayesian semiparametric GARCH models
    by Xibin Zhang & Maxwell L. King
  • 2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    by Xibin Zhang & Maxwell L. King & Han Lin Shang
  • 2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
    by Bálint Tamási & Balázs Világi
  • 2011 The Sequencing Problem in Sequential Investigation Processes
    by Jürgen-Peter Kretschmer
  • 2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
    by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts
  • 2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
  • 2011 Housing and Banking in a Small Open Economy DSGE Model
    by Viktors Ajevskis & Kristine Vitola
  • 2011 Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling
    by Viktors Ajevskis & Kristine Vitola
  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults
    by Maksym Obrizan
  • 2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
    by Fernández-Kranz, Daniel & Paul, Marie & Rodríguez-Planas, Núria
  • 2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
    by Fernández-Kranz, Daniel & Paul, Marie & Rodriguez-Planas, Nuria
  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael
  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael
  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru
  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, Hashem & Smith, Ron P.
  • 2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
    by Chib, Siddhartha & Jacobi, Liana
  • 2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
    by Chib, Siddhartha & Jacobi, Liana
  • 2011 Income missing values imputation: EVS 1999 and 2008
    by SARRACINO Francesco
  • 2011 Multivariate Stochastic Volatility via Wishart Processes - A Continuation
    by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde
  • 2011 Conflict resolution through mutuality: Lessons from Bayesian updating
    by Srijit Mishra
  • 2011 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
    by Michal Franta
  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima
  • 2011 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
    by Jouchi Nakajima
  • 2011 Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
    by Norets, Andriy & Pelenis, Justinas
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang
  • 2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Polasek, Wolfgang & Sellner, Richard
  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard
  • 2011 Bayesian Factor Selection in Dynamic Term Structure Models
    by Márcio Laurini
  • 2011 Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
    by Márcio Laurini & Luiz Koodi Hotta
  • 2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
    by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias
  • 2011 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Toshiaki Watanabe
  • 2011 Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares
    by Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui
  • 2011 Robust Growth Determinants
    by Doppelhofer, Gernot & Weeks, Melvyn
  • 2011 Identifying structural shocks behind loan supply fluctuations in Russia
    by Deryugina, Elena B. & Ponomarenko, Alexey A.
  • 2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
    by Jim Malley & Ulrich Woitek
  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald
  • 2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
    by Deschamps, Philippe J.
  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany
  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Casarin, R. & Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
  • 2011 Forecasting growth in eastern Europe and central Asia
    by Franziska Ohnsorge & Yevgeniya
  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk
  • 2011 Do Experts incorporate Statistical Model Forecasts and should they?
    by Rianne Legerstee & Philip Hans Franses & Richard Paap
  • 2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk
  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
    by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap
  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk
  • 2011 Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions
    by Tim Salimans
  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk
  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk
  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk
  • 2011 Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.
  • 2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    by Poghosyan, K. & Magnus, J.R.
  • 2011 Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
    by Tongeren, J.W. Van & Magnus, J.R.
  • 2011 On the Choice of Prior in Bayesian Model Averaging
    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
  • 2011 On the welfare costs of misspecified monetary policy objectives
    by Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume
  • 2011 On the Cyclicality of Real Wages and Wage Differentials
    by Christopher Otrok & Panayiotis M. Pourpourides
  • 2011 Mixtures of g-priors for bayesian model averaging with economic applications
    by Eduardo Ley & Mark F.J. Steel
  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Kuester, Keith & Rubio-Ramírez, Juan Francisco
  • 2011 Asset Pricing under Rational Learning about Rare Disasters
    by Koulovatianos, Christos & Wieland, Volker
  • 2011 Bayesian VARs: Specification Choices and Forecast Accuracy
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
  • 2011 Bayesian methods
    by BAUWENS, Luc & KOROBILIS, Dimitris
  • 2011 Estimating and forecasting structural breaks in financial time series
    by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno
  • 2011 Hierarchical shrinkage in time-varying parameter models
    by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris
  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris
  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris
  • 2011 Marginal likelihood for Markov-switching and change-point GARCH models
    by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.
  • 2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
    by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.
  • 2011 An Introductory Review of a Structural VAR-X Estimation and Applications
    by Sergio Ocampo & Norberto Rodríguez
  • 2011 Foreign reserves´ strategic asset allocation
    by Carlos León & Daniel vela
  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González
  • 2011 "Tropical" Real Business Cycles? A Bayesian Exploration
    by Andrés Fernández
  • 2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
    by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts
  • 2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
  • 2011 Overvalued: Swedish Monetary Policy in the 1930s
    by Alexander Rathke & Tobias Straumann & Ulrich Woitek
  • 2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
    by Jim Malley & Ulrich Woitek
  • 2011 Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models
    by Arturo Ormeño
  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron P. Smith
  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks
  • 2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    by Marek Jarocinski & Albert Marcet
  • 2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
    by Pami Dua & Rajiv Ranjan
  • 2011 A Bayesian copula model for stochastic claims reserving
    by Luca Regis
  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, G. & Pesaran, M.H. & Smith, R.
  • 2011 Robust Growth Determinants
    by Doppelhofer, G. & Weeks, M.
  • 2011 Fiscal News and Macroeconomic Volatility
    by Benjamin Born & Alexandra Peter & Johannes Pfeifer
  • 2011 Policy Risk and the Business Cycle
    by Benjamin Born & Johannes Pfeifer
  • 2011 Financial intermediaries in an estimated DSGE model for the United Kingdom
    by Villa, Stefania & Yang, Jing
  • 2011 Are EME indicators of vulnerability to financial crises decoupling from global factors?
    by Felices, Guillermo & Wieladek, Tomasz
  • 2011 A Medium-Scale New Keynesian Open Economy Model of Australia
    by Jarkko P. Jääskelä & Kristoffer Nimark
  • 2011 ClubMed Cyclical Fluctuations in the Mediterranean Basin
    by Fabio Canova & Matteo Ciccarelli
  • 2011 Interpreting the Hours-Technology time-varying relationship
    by Cantore, C. & Ferroni, F. & León-Ledesma, M A.
  • 2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
    by Avouyi-Dovi, S. & Sahuc, J-G.
  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.
  • 2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
    by Juan Carlos Martínez-Ovando & Stephen G. Walker
  • 2011 Bayesian analysis of coefficient instability in dynamic regressions
    by Emanuela Ciapanna & Marco Taboga
  • 2011 Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth
    by Enrique Moral-Benito
  • 2011 TFP growth and its determinants: nonparametrics and model averaging
    by Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara
  • 2011 Modeling Mortality with a Bayesian Vector Autoregression
    by Carolyn Njenga & Michael Sherris
  • 2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
    by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts
  • 2011 Bayesian stochastic model specification search for seasonal and calendar effects
    by Stefano Grassi & Tommaso Proietti
  • 2011 Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi
    by Fethi Ogunc & Cagri Sarikaya
  • 2011 Decomposing Income Differentials Between Roma And Non-Roma In South East Europe
    by Susanne Milcher
  • 2011 Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach
    by Caraiani, Petre
  • 2011 Investment Shocks and the Relative Price of Investment
    by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti
  • 2011 Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial
    by Salas, Jorge
  • 2011 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
    by Łukasz Kwiatkowski
  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska
  • 2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
    by Anna Pajor
  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski
  • 2011 A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
    by HERNÁNDEZ-BASTIDA, AGUSTIN & FERNÁNDEZ-SÁNCHEZ, Mª PILAR & GÓMEZ-DÉNIZ, EMILIO
  • 2011 Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions
    by Radhey S. Singh & Lichun Wang
  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima
  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti
  • 2011 Parameter Drifting in a DSGE Model Estimated on Czech Data
    by Jaromir Tonner & Jiri Polansky & Osvald Vašíèek
  • 2011 A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models
    by Martin Fukaè & Vladimír Havlena
  • 2011 Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz
    by Nuri YAVAN
  • 2011 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
    by Mehmet Caner
  • 2011 Measuring inequality of subjective well-being: A Bayesian approach
    by Hasegawa, Hikaru & Ueda, Kazuhiro
  • 2011 Accounting for regime and parameter uncertainty in regime-switching models
    by Hartman, Brian M. & Heaton, Matthew J.
  • 2011 Bayesian inference in a sample selection model
    by van Hasselt, Martijn
  • 2011 Bayesian inference in a time varying cointegration model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
  • 2011 Output gap measurement and the New Keynesian Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo
  • 2011 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    by Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony
  • 2011 Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models
    by Angang Hu & Jie Lu & Zhengyan Xiao
  • 2011 CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
    by Jesús Yoel Crespo
  • 2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
    by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez
  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias
  • 2011 Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania
    by Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)
  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari
  • 2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
    by Rangan Gupta & Rudi Steinbach
  • 2010 Reliable Methods of Judgement Aggregation
    by Hartmann, Stephan & Pigozzi, Gabriella & Sprenger, Jan
  • 2010 In defence of model-based inference in phylogeography
    by Corander, Jukka & Panchal, Mahesh & Gaggiotti, Oscar & Hey, Jody & Estoup, Arnaud & Knowles, Lacey & Robert, Christian P. & Nielsen, Rasmus & Beaumont, Mark A. & Yang, Ziheng & Cornuet, Jean-Marie & Vitalis, Renaud & Foll, Matthieu & Huelsenbeck, John & Fagundes, Nelson & Sisson, Scott A. & Beerli, Peter & Chikhi, Lounès & Hickerson, Mike & Excoffier, Laurent & Balding, David & Rousset, François
  • 2010 Asymptotic Behaviour of the Posterior Distribution in Mixture Models with too many Components
    by Rousseau, Judith & Mengersen, Kerrie
  • 2010 How Should We Combine Expert Opinions: On Elicitation, Encoding, Priors or Posteriors?
    by Low-Choy, Samantha & Mengersen, Kerrie & Murray, Justine & Rousseau, Judith
  • 2010 On Resolving the Savage-Dickey Paradox
    by Robert, Christian P. & Marin, Jean-Michel
  • 2010 On resolving the Savage–Dickey paradox
    by Marin, Jean-Michel & Robert, Christian P.
  • 2010 On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series
    by Kruijer, Willem & Rousseau, Judith
  • 2010 Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations
    by Donnet, Sophie & Foulley, Jean-Louis & Samson, Adeline
  • 2010 Bayesian Estimation of a Covariance Matrix: Application for Asset and Liabiliy Management
    by Marin, Jean-Michel & Féron, Olivier & Bouriga, Mathilde & Robert, Christian P.
  • 2010 Bayesian Adaptive Estimation Using a Sieve Prior
    by Arbel, Julyan
  • 2010 Détection de sélection darwinienne sur un gène par une approche sans vraisemblance
    by Rodolphe, François & Robert, Christian P. & Grelaud, Aude
  • 2010 Bayesian Nonparametric Inference of Decreasing Densities
    by Khazaei, Soleiman & Rousseau, Judith
  • 2010 On computational tools for Bayesian data analysis
    by Robert, Christian P. & Marin, Jean-Michel
  • 2010 Bayesian computational methods (2e ed.)
    by Robert, Christian P.
  • 2010 The Search for Certainty: a critical assessment
    by Robert, Christian P.
  • 2010 On Bayesian Data Analysis
    by Rousseau, Judith & Robert, Christian P.
  • 2010 Model choice versus model criticism
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  • 2009 Learning under Fear of Floating
    by Bigio, Saki
  • 2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy
    by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente
  • 2009 A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models
    by Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain
  • 2009 Bayesian estimation of a DSGE model for the Portuguese economy
    by Vanda Almeida
  • 2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
    by Qian, Hang
  • 2009 Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data
    by Qian, Hang
  • 2009 Forecasting output growth by the yield curve: the role of structural breaks
    by He, Zhongfang
  • 2009 Assessing the transmission of monetary policy using dynamic factor models
    by Korobilis, Dimitris
  • 2009 The Nature and Determinants of Volatility in Agricultural Prices
    by Balcombe, Kelvin
  • 2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
    by Lanne, Markku & Luoma, Arto & Luoto, Jani
  • 2009 Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
    by Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J.
  • 2009 Learning and heterogeneity in GDP and inflation forecasts
    by Lahiri, Kajal & Sheng, Xuguang
  • 2009 VAR forecasting using Bayesian variable selection
    by Korobilis, Dimitris
  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris
  • 2009 Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora
    by Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle
  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo
  • 2009 Input and Output Inventories in the UK
    by Tsoukalas, John
  • 2009 The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence
    by Alper, Emre & Hatipoglu, Ozan
  • 2009 Properties of distributions with increasing failure rate
    by Brusset, Xavier
  • 2009 A Bayesian analysis of government expenditure in Nigeria
    by Olayeni, Olaolu Richard
  • 2009 Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan
    by Hashiguchi, Yoshihiro
  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo
  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David
  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters
  • 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha
  • 2009 A small open economy model for Nigeria: a BVAR-DSGE approach
    by Olayeni, Olaolu Richard
  • 2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha
  • 2009 Trend agnostic one step estimation of DSGE models
    by Ferroni, Filippo
  • 2009 Eventology versus contemporary theories of uncertainty
    by Vorobyev, Oleg
  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde
  • 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
    by Chris Bloor & Troy Matheson
  • 2009 Manipulation Robustness of Collaborative Filtering Systems
    by Benjamin Van Roy & Xiang Yan
  • 2009 Investment Shocks and Business Cycles
    by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti
  • 2009 Dynamics of Fiscal Financing in the United States
    by Eric M. Leeper & Michael Plante & Nora Traum
  • 2009 Bayesian and Frequentist Inference in Partially Identified Models
    by Hyungsik Roger Moon & Frank Schorfheide
  • 2009 DSGE Model-Based Forecasting of Non-modelled Variables
    by Frank Schorfheide & Keith Sill & Maxym Kryshko
  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde
  • 2009 Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
    by Guohua Feng & Apostolos Serletis
  • 2009 The German elections in the 1870s: why Germany turned from liberalism to protectionism
    by Sibylle Lehmann
  • 2009 Perceiving the Value of Business Planning
    by Anne Chwolka & Matthias Raith
  • 2009 On Marginal Likelihood Computation in Change-point Models
    by Luc Bauwens & Jeroen V.K. Rombouts
  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft
  • 2009 Does the Canadian economy suffer from Dutch Disease?
    by Michel Beine & Charles Bos & Serge Coulombe
  • 2009 Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective
    by Viktors Ajevskis & Kristine Vitola
  • 2009 Estimation of the Euro Area Output Gap Using the NAWM
    by Günter Coenen & Frank Smets & Igor Vetlov
  • 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
    by Boriss Siliverstovs
  • 2009 The Role of Labor Markets for Euro Area Monetary Policy
    by Kai Christoffel & Keith Kuester & Tobias Linzert
  • 2009 Volatility, Information and Stock Market Crashes
    by Nikolaos Antonakakis & Johann Scharler
  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.
  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.
  • 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesus Crespo Cuaresma & Martin Feldkircher
  • 2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
    by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter
  • 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe
  • 2009 The Evolution of Loan Rate Stickiness Across the Euro Area
    by Jouchi Nakajima & Yuki Teranishi
  • 2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
    by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu
  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard
  • 2009 Testing for a Constant Mean Function using Functional Regression
    by Jin Seo Cho & Meng Huang & Halbert White
  • 2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach
    by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu
  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Pooyan Amir Ahmadi & Albrecht Ritschl
  • 2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity
    by Hiroaki Chigira & Tsunemasa Shiba
  • 2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
    by Giordani, Paolo & Villani, Mattias
  • 2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
    by Li, Feng & Villani, Mattias & Kohn, Robert
  • 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
    by de Luna, Xavier & Lundin, Mathias
  • 2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J
  • 2009 Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states
    by Mehrotra, Aaron & Slacik, Tomas
  • 2009 Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators
    by Boris Branisa & Adriana Cardozo
  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek
  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek
  • 2009 Bayesian estimation of an extended local scale stochastic volatility model
    by Deschamps, Philippe J.
  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.
  • 2009 Does the Canadian Economy suffer from Dutch Disease?
    by Michel Beine & Charles S. Bos & Serge Coulombe
  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
    by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
  • 2009 Forecasting Aggregate Productivity using Information from Firm-Level Data
    by Eric J. Bartelsman & Zoltan Wolf
  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
    by David Ardia & Lennart Hoogerheide & Herman K. van Dijk
  • 2009 Which Factors Capitalize into House Prices? A Bayesian Averaging Approach
    by David Stadelmann
  • 2009 Investment Shocks and the Relative Price of Investment
    by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea
  • 2009 Do expectations matter? The Great Moderation revisited
    by Canova, Fabio & Gambetti, Luca
  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Ahmadi, Pooyan Amir & Ritschl, Albrecht
  • 2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2009 Sectoral Price Data and Models of Price Setting
    by Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko
  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco
  • 2009 What’s News in Business Cycles
    by Schmitt-Grohé, Stephanie & Uribe, Martín
  • 2009 On the Statistical Identification of DSGE Models
    by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia
  • 2009 The Econometrics of DSGE Models
    by Fernández-Villaverde, Jesús
  • 2009 On marginal likelihood computation in change-point models
    by BAUWENS, Luc & ROMBOUTS, Jeroen
  • 2009 Bayesian option pricing using mixed normal heteroskedasticity models
    by ROMBOUTS, Jeroen V.K. & STENTOFT, Lars
  • 2009 Analisis de regresion
    by Ignacio Velez-Pareja
  • 2009 Conceptos basicos de probabilidad
    by Ignacio Velez-Pareja
  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen Rombouts & Lars Peter Stentoft
  • 2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
    by Li LIN & Ruo En REN & Didier SORNETTE
  • 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
    by Jim Malley & Ulrich Woitek
  • 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
    by Jim Malley & Ulrich Woitek
  • 2009 The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area
    by Carlo Altavilla & Matteo Ciccarelli
  • 2009 Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach
    by Ali Bayar & Bram Smeets
  • 2009 The Determinants of Economic Growth in European Regions
    by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher
  • 2009 Learning in an Estimated Medium-Scale DSGE Model
    by Sergey Slobodyan & Raf Wouters
  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto
  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie
  • 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence
    by Li, GuangJie
  • 2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR
    by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley
  • 2009 Extreme Value GARCH modelling with Bayesian Inference
    by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao
  • 2009 Acquisition, Involvency and Managers in UK Small Companies
    by Natalia Isachenkova & Melvyn Weeks
  • 2009 Real-Time Inflation Forecasting in a Changing World
    by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
  • 2009 Macro modelling with many models
    by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey
  • 2009 The effects of fiscal expansions: an international comparison
    by Evi Pappa
  • 2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.
  • 2009 Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
    by Tonatiuh Peña & Serafín Martínez & Bolanle Abudu
  • 2009 Spain in the euro: a general equilibrium analysis
    by Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas
  • 2009 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M. Maheu
  • 2009 Statistical prediction of the outcome of a noncooperative game
    by James W. Bono & David H. Wolpert
  • 2009 A Bayesian Analysis of Total Factor Productivity Persistence
    by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty
  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft
  • 2009 Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy
    by Raja Chakir
  • 2009 Multicollinearity In Applied Economics Research And The Bayesian Linear Regression
    by Eisenstat, Eric
  • 2009 Honorary Lecture on S. James Press and Bayesian Analysis
    by Arnold Zellner
  • 2009 Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères
    by Gilles Allaire & Eric Cahuzac & Michel Simioni
  • 2009 Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach
    by Kamil Makieła
  • 2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
    by Jacek Osiewalski & Anna Pajor
  • 2009 Impact of Complementarity and Heterogeneity on Health Related Utility of Life
    by Michał Jakubczyk
  • 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
    by Anna Pajor
  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska
  • 2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
    by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen
  • 2009 Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?
    by Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel
  • 2009 Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
    by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher
  • 2009 Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States
    by Aaron Mehrotra & Tomáš Slacík
  • 2009 Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models
    by ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS
  • 2009 Imputación Múltiple en Encuestas Microeconómicas
    by Rodrigo Alfaro & Marcelo Fuenzalida
  • 2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones
    by Begoña Font Belaire
  • 2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire
    by AKA, Bédia F.
  • 2009 A Baseline Model for Monetary Policy Analysis
    by Jaromír Tonner & Jiří Polanský & Osvald Vašíček
  • 2009 Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
    by Adam Remo & Osvald Vašíček
  • 2009 An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
    by Karel Musil
  • 2009 Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy
    by Martha López & Juan David Prada & Norberto Rodríguez
  • 2009 Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR
    by Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía
  • 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
    by Rangan Gupta & Alain Kabundi
  • 2008 Testing for PPP Using SADC Real Exchange Rates
    by Thabo Mokoena & Rangan Gupta & Renee van Eyden
  • 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by Rangan Gupta & Alain Kabundi
  • 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi
  • 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 Approximating the marginal likelihood in mixture models
    by Robert, Christian P. & Marin, Jean-Michel
  • 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
    by Zhongjun Qu & Pierre Perron
  • 2008 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
    by Neil, Martin & Fenton, Norman
  • 2008 Analyzing the Swiss Business Cycle
    by Alexander Perruchoud
  • 2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
    by Hufnagel, Rainer
  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain
  • 2008 The information content of money in forecasting Euro area inflation
    by Berger, Helge & Stavrev, Emil
  • 2008 The ECB's monetary analysis revisited
    by Berger, Helge & Harjes, Thomas & Stavrev, Emil
  • 2008 Global business cycles: convergence or decoupling?
    by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.
  • 2008 Bayesian analysis of growth using stochastic frontier model
    by Arkadiusz Wisniowski
  • 2008 A medium-scale open economy model of Australia
    by Kristoffer Nimark & Jarkko Jääskelä
  • 2008 Priors from DSGE Models for Dynamic Factor Analysis
    by Gregor Bäurle
  • 2008 The Role of Sectoral Shifts in the Great Moderation
    by Daniel Burren
  • 2008 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M Maheu
  • 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
    by Martin Burda & Roman Liesenfeld & Jean-Francois Richard
  • 2008 Bayesian semiparametric stochastic volatility modeling
    by Mark J Jensen & John M Maheu
  • 2008 Forecasting Realized Volatility: A Bayesian Model Averaging Approach
    by Chun Liu & John M Maheu
  • 2008 On the (ir)relevance of direct supply-side effects of monetary policy
    by Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang
  • 2008 A Semiparametric Stochastic Volatility Model
    by Jun Yu
  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard
  • 2008 Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs
    by Marianna Riggi & Massimiliano Tancioni
  • 2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model
    by P. JACOB & G. PEERSMAN
  • 2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
    by Caterina Conigliani
  • 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 On the Evolution of Monetary Policy
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
  • 2008 A Medium-scale Open Economy Model of Australia
    by Jarkko Jääskelä & Kristoffer Nimark
  • 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
    by Andrew Hodge & Tim Robinson & Robyn Stuart
  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso
  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Kolasa, Marcin
  • 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
    by Lanne, Markku & Luoma, Arto & Luoto, Jani
  • 2008 Consumer preferences and demand systems
    by Barnett, William A. & Serletis, Apostolos
  • 2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
    by Ley, Eduardo & Steel, Mark F.J.
  • 2008 Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
    by Bianchi, Francesco
  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris
  • 2008 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
    by Bianchi, Francesco
  • 2008 On a random number of disorders
    by Szajowski, Krzysztof
  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John
  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong
  • 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    by Griffin, Jim & Steel, Mark F.J.
  • 2008 Rational macroeconomic learning in linear expectational models
    by Holden, Tom
  • 2008 Hierarchical Bayes prediction for the 2008 US Presidential election
    by Sinha, Pankaj & Bansal, Ashok
  • 2008 Falsifiability
    by Alvaro Sandroni & Wojciech Olszewski
  • 2008 Strategic Manipulation of Empirical Tests
    by Alvaro Sandroni & Wojciech Olszewski
  • 2008 Manipulability of Future-Independent Tests
    by Alvaro Sandroni & Wojciech Olszewski
  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury
  • 2008 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma
  • 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
    by Chris Bloor & Troy Matheson
  • 2008 The Macroeconomic Effects of Fiscal Policy
    by Ricardo M. Sousa & António Afonso
  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan
  • 2008 A Dynamic Model of Sponsored Search Advertising
    by Song Yao & Carl F. Mela
  • 2008 Global Business Cycles: Convergence or Decoupling?
    by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad
  • 2008 What's News in Business Cycles
    by Stephanie Schmitt-Grohe & Martin Uribe
  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
  • 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    by Marco Del Negro & Frank Schorfheide
  • 2008 Search Equilibrium with Migration: the Case of Poland
    by Katarzyna Budnik
  • 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
    by Yélé Maweki Batana & Jean-Yves Duclos
  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan
  • 2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
    by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena
  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana
  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana
  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar
  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar
  • 2008 Un análisis bayesiano de la variación temporal del escenario de compra de los hogares
    by Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero
  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer
  • 2008 The Macroeconomic Effects of Fiscal Policy
    by António Afonso & Ricardo M. Sousa
  • 2008 Subjective Health Expectations
    by Juergen Jung
  • 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis
  • 2008 Search Costs and Medicare Plan Choice
    by Ian McCarthy & Rusty Tchernis
  • 2008 The Determinants of Economic Growth in European Regions
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher
  • 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
    by Jouchi Nakajima
  • 2008 Inflation Targeting and Monetary Policy Activism
    by Toshitaka Sekine & Yuki Teranishi
  • 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
    by Chew Lian Chua & Sarantis Tsiaplias
  • 2008 The Influence of the Business Cycle on Mortality
    by Wolfgang H. Reichmuth & Samad Sarferaz
  • 2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
    by Wolfgang Reichmuth & Samad Sarferaz
  • 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
    by Wolfgang Reichmuth & Samad Sarferaz
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    by Lillie Lam & Laurence Fung & Ip-wing Yu
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    by Queijo von Heideken, Virginia
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    by Queijo von Heideken, Virginia
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  • 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.
  • 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova
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    by A. Carriero & G. Kapetanios & M. Marcellino
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    by Marco Ratto & Werner Roeger & Jan in 't Veld
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    by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.
  • 2008 Can rare events explain the equity premium puzzle?
    by Christian Julliard & Anisha Ghosh
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    by Richard Dennis
  • 2008 Large Bayesian VARs
    by Martha Banbura & Domenico Giannone & Lucrezia Reichlin
  • 2008 Climate Change and Modelling of Extreme Temperatures in Switzerland
    by Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers
  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    by Rodney W. Strachan & Herman K. van Dijk
  • 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
    by Lennart Hoogerheide & Herman K. van Dijk
  • 2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
    by Drew Creal & Siem Jan Koopman & Eric Zivot
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    by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk
  • 2008 Possibly Ill-behaved Posteriors in Econometric Models
    by Lennart Hoogerheide & Herman K. van Dijk
  • 2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility
    by Charles S. Bos
  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.
  • 2008 Entropy Bounds on Bayesian Learning
    by Gossner, Olivier & Tomala, Tristan
  • 2008 Studentization and deriving accurate p-values
    by Rousseau, Judith & Fraser, Donald
  • 2008 Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach
    by Robert, Christian P. & Napp, Clotilde & Marin, Jean-Michel & Jouini, Elyès & Ben Mansour, Selima
  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale
    by Anne CORCOS & François PANNEQUIN
  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2008 Investment Shocks and Business Cycles
    by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea
  • 2008 Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables
    by Juan Ricardo Perilla Jiménez
  • 2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
    by Andrés Salamanca & Viviana Monroy
  • 2008 Financial Accelerator Mechanism in a Small Open Economy
    by Martha R. López & Juan D. Prada & Norberto Rodríguez Niño
  • 2008 Financial Accelerator Mechanism: Evidence for Colombia
    by Martha R. López & Norberto Rodríguez N.
  • 2008 Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions
    by Steven C. Bourassa & Eva Cantoni & Martin Hoesli
  • 2008 On The Cyclicality of Real Wages and Wage Differentials
    by Otrok, Christopher & Pourpourides, Panayiotis M.
  • 2008 Acquisition, Insolvency and Managers in UK Small Companies
    by Isachenkova, N. & Weeks, M.
  • 2008 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey
  • 2008 Real exchange rate volatility and disconnect: an empirical investigation
    by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani
  • 2008 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
    by Morten Bech & James T. E. Chapman & Rod Garratt
  • 2008 Combining Canadian Interest-Rate Forecasts
    by David Jamieson Bolder & Yuliya Romanyuk
  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain
  • 2008 Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models
    by Nicola TORELLI & Matilde TREVISANI
  • 2008 Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View
    by Andrea Brasili & Loredana Federico
  • 2008 An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model
    by Caraiani, Petre
  • 2008 Bayesian Methods in Econometrics
    by Aivazian, Sergei
  • 2008 Production and Efficiency in 21 Industrialized Countries from 1966 to 2007 to Analyse the Italy's Decline: Application of a Stochastic Frontier Model in a Bayesian Approach
    by Erasmo VASSALLO
  • 2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis
    by Linnea Polgreen & Pedro Silos
  • 2008 Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia
    by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub
  • 2008 Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region
    by Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei
  • 2008 Proximité technologique, infrastructures de communication et activités innovantes en Europe
    by Olivier Parent
  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006
    by Anne Corcos & François Pannequin
  • 2008 Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg
  • 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
    by Ardia, David
  • 2007 The Bayesian Choice: From Decision Theoretic Foundations to Computational Implementation
    by Robert, Christian P.
  • 2007 Bayesian Core: A practical approach to computational Bayesian statistics
    by Marin, Jean-Michel & Robert, Christian P.
  • 2007 Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models
    by Sylvie Tchumtchoua & Dipak K. Dey
  • 2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
    by Scharnagl, Michael & Schumacher, Christian
  • 2007 Bayesian Inference on Dynamic Models with Latent Factors
    by Monica Billio & Roberto Casarin & Domenico Sartore
  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore
  • 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
    by Silvestro Di Sanzo
  • 2007 Bayesian Methods in Nonlinear Time Series
    by Korenok Oleg
  • 2007 Do expectations matter? The Great Moderation revisited
    by Fabio Canova & Luca Gambetti
  • 2007 Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez
  • 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples
    by Klaus Moeltner & Richard T. Woodward
  • 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’
    by Klaus Moeltner & Randall S. Rosenberger
  • 2007 Re-reading Jevons's Principles of Science - Induction Redux
    by K. Vela Velupillai
  • 2007 Are there Structural Breaks in Realized Volatility?
    by Chun Liu & John M Maheu
  • 2007 How useful are historical data for forecasting the long-run equity return distribution?
    by John M Maheu & Thomas H McCurdy
  • 2007 Learning, Forecasting and Structural Breaks
    by John M Maheu & Stephen Gordon
  • 2007 Modeling foreign exchange rates with jumps
    by John M Maheu & Thomas H McCurdy
  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia
  • 2007 Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
    by Dennis Gaertner
  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Arnab Bhattacharjee & Madhuchhanda Bhattacharjee
  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia
  • 2007 What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
    by Gary Koop & Lise Tole
  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Gianni Amisano & Oreste Tristani
  • 2007 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
  • 2007 Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data
    by Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson
  • 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
    by Andrea Carriero
  • 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
    by Andrea Carriero
  • 2007 Total Factor Productivity Growth in the G7 Countries: Different or Alike?
    by João Amador & Carlos Coimbra
  • 2007 Characteristics of the Portuguese Economic Growth: What has been Missing?
    by João Amador & Carlos Coimbra
  • 2007 Bayesian Model Averaging and Identification of Structural Breaks in Time Series
    by Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit
  • 2007 Inference for stochastic volatility model using time change transformations
    by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros
  • 2007 Likelihood-based inference for correlated diffusions
    by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.
  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda
  • 2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market
    by Lanne, Markku & Luoto, Jani
  • 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
    by Vitek, Francis
  • 2007 Robustness Procedures in Economic Growth Regression Models
    by Mapa, Dennis S. & Briones, Kristine Joy S.
  • 2007 Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems
    by Ciuiu, Daniel
  • 2007 Monetary policy in Europe vs the US: what explains the difference?
    by Uhlig, Harald
  • 2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
    by K. K., Suresh & K., Pradeepa Veerakumari
  • 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
    by Attiya Y. Javid
  • 2007 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey
  • 2007 Re-reading Jevons's Principles of Science-Induction Redux
    by K. Vela Velupillai
  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier
  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Bernard Dumas & Alexander Kurshev & Raman Uppal
  • 2007 How Structural Are Structural Parameters?
    by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez
  • 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    by Jessica A. Wachter & Missaka Warusawitharana
  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
    by Lars Peter Hansen
  • 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
    by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small
  • 2007 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    by Xibin Zhang & Robert D. Brooks & Maxwell L. King
  • 2007 Bayesian networks of customer satisfaction survey data
    by Silvia SALINI & Ron S. KENETT
  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts
  • 2007 Theory and Inference for a Markov-Switching GARCH Model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts
  • 2007 Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
    by Roberto Leon-Gonzalez & Riccardo Scarpa
  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Poggi, Ambra & Ramos, Xavi
  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos
  • 2007 Political Business Cycles in the New Keynesian Model
    by Fabio Milani
  • 2007 Learning and Time-Varying Macroeconomic Volatility
    by Fabio Milani
  • 2007 Bayesian Likelihoods for Moment Condition Models
    by Giuseppe Ragusa
  • 2007 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma
  • 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    by Kakamu, Kazuhiko & Polasek, Wolfgang
  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts
  • 2007 Theory and inference for a Markov switching Garch model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts
  • 2007 Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany
    by Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja
  • 2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
    by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas
  • 2007 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis
    by Jörn Hendrich Block & Andreas Thams
  • 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
    by Samad Sarferaz & Martin Uebele
  • 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
    by Laurence Fung & Ip-wing Yu
  • 2007 Nested Designs with AR Errors via MCMC
    by Alkhamisi, Mahdi
  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune
  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias
  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune
  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune
  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune
  • 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
    by Lillestøl, Jostein
  • 2007 And the Oscar goes to ..... Peeeeedrooooo!
    by Henry Aray & Betty Agnani
  • 2007 Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions
    by A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz
  • 2007 Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions
    by A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz
  • 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
    by Deschamps, Philippe J.
  • 2007 The money demand function for the Euro area: one step beyond
    by Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc
  • 2007 Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
    by Strachan, R.W. & van Dijk, H.K.
  • 2007 Do leading indicators lead peaks more than troughs?
    by Paap, R. & Segers, R. & van Dijk, D.J.C.
  • 2007 Evaluating real-time forecasts in real-time
    by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.
  • 2007 Predictive gains from forecast combinations using time-varying model weights
    by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.
  • 2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
    by Konstantinos Kalogeropoulos
  • 2007 Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms
    by Attiya Y. Javid
  • 2007 If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctions
    by Gerard J. van den Berg & Bas van der Klaauw
  • 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
    by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
  • 2007 Heterogeneite non observee dans les modeles de duree
    by Guillaume, HORNY
  • 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
    by Andrea, SILVESTRINI
  • 2007 Theory and inference for a Markov switching GARCH model
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS
  • 2007 A Component GARCH Model with Time Varying Weights
    by Luc, BAUWENS & G., STORTI
  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman
  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Amisano, Giovanni & Tristani, Oreste
  • 2007 Bayesian VARs with Large Panels
    by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia
  • 2007 Robust Portfolio Optimisation with Multiple Experts
    by Lutgens, Frank & Schotman, Peter C
  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias
  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
    by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.
  • 2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    by SILVESTRINI, Andrea
  • 2007 Theory and inference for a Markov switching GARCH model
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.
  • 2007 A component GARCH model with time varying weights
    by BAUWENS, Luc & STORTI, Giuseppe
  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.
  • 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova
  • 2007 Determinants Of Economic Growth: A Bayesian Panel Data Approach
    by Enrique Moral-Benito
  • 2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
    by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe
  • 2007 Jointness of Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks
  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos
  • 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos
  • 2007 Learning and Disagreement in an Uncertain World
    by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz
  • 2007 Universality of Bayesian Predictions
    by Sancetta, A.
  • 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Doppelhofer, G. & Cuaresma, J.C.
  • 2007 Which Democracies Pay Higher Wages?
    by James C. Rockey
  • 2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
    by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri
  • 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey
  • 2007 Rational Beliefs and Bayesian Learning: A Note
    by Carsten Krabbe NIELSEN
  • 2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
    by Horace W. Brock
  • 2007 An Estimated New Keynesian Model for Romania
    by Caraiani, Petre
  • 2007 Some equivalences in linear estimation (in Russian)
    by Dmitry Danilov & Jan R. Magnus
  • 2007 Thinking about instrumental variables (in Russian)
    by Christopher A. Sims
  • 2007 Robustness procedures in economic growth regression models
    by Dennis S. Mapa & Kristine Joy S. Briones
  • 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER
  • 2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys
    by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS
  • 2007 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
    by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin
  • 2007 Un test de validité de la Value at Risk
    by Christophe Hurlin & Sessi Tokpavi
  • 2006 Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
    by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel
  • 2006 Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models
    by Jean-Francois Piferini
  • 2006 (Un)naturally low?
    by Silvia Sgherri & Marco J. Lombardi
  • 2006 Multivariate Generalizations of the Markov-Switching Model
    by Mohamad Khaled
  • 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets
    by Arnab Kumar Laha
  • 2006 Re-examining the Structural and the Persistence Approach
    by Tino Berger & Gerdie Everaert
  • 2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
    by Jessica A. Wachter & Missaka Warusawitharana
  • 2006 Sélection bayésienne de variables en régression linéaire
    by Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.
  • 2006 Le Choix Bayésien : principes et pratique
    by Robert, Christian P.
  • 2006 Correlated equilibrium in games with incomplete information revisited
    by Forges, Françoise
  • 2006 Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion
    by Jouini, Elyès & Ben Mansour, Selima & Napp, Clotilde
  • 2006 Are risk averse agents more optimistic ?
    by Ben Mansour, Selima & Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde & Robert, Christian P.
  • 2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
    by Nasip BOLATOĞLU
  • 2006 Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture
    by Dominic Rohner & Anna Winestein & Bruno S. Frey
  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
    by Christoffel, Kai & Kuester, Keith & Linzert, Tobias
  • 2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
  • 2006 Learning, structural instability and present value calculations
    by Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan
  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
    by Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias
  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
    by Daniel Friesner & Ron Mittelhammer & Robert Rosenmane
  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
    by Daniel Friesner & Ron Mittelhammer & Robert Rosenman
  • 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Jesus Crespo Cuaresma & Gernot Doppelhofer
  • 2006 The structural dynamics of output growth and inflation: some international evidence
    by Fabio Canova & Luca Gambetti & Evi Pappa
  • 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg
  • 2006 The miracle of the Septuagint and the promise of data mining in economics
    by Stan du Plessis
  • 2006 Examining the Robustness of Competing Explanations of Slow Growth in African Countries
    by Stan du Plessis & Ronelle Burger
  • 2006 Learning, Structural Instability and Present Value Calculations
    by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
  • 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model
    by Pau Rabanal
  • 2006 Learning, structural instability and present value calculations
    by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
  • 2006 Impact of oil prices in an estimated EU12 open economy model
    by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld
  • 2006 Euro area inflation persistence in an estimated nonlinear
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  • 2004 Bayesian Reduced Rank Regression in SEMs with Weak Identification
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  • 2004 On Leverage in a Stochastic Volatility Model
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  • 2004 On leverage in a stochastic volatility model
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    by Denzil Fiebig & Michael Smith & Remy Cottet
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  • 2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
    by Stanislav Radchenko
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    by Ricardo Gonçalves Silva
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    by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo
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  • 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
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  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu
  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide
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    by John Landon-Lane & Filippo Occhino
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    by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos
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    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
  • 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
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  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.
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    by Rodney W. Strachan & Herman K. van Dijk
  • 2004 Bayesian Model Selection with an Uninformative Prior
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  • 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
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  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
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  • 2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
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  • 2004 Benchmark priors for Bayesian models averaging
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  • 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
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  • 2004 The Value of Structural Information in the VAR Model
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  • 2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap
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  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
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  • 2004 Cyclical components in economic time series: A Bayesian approach
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  • 2004 Mixture models, latent variables and partitioned importance sampling
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  • 2004 Model-based Clustering of Multiple Time Series
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  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G
  • 2004 Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
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  • 2004 Similarities and Convergence in G7 Cycles
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  • 2004 Discrete Choice Models in Preference Space and Willingness-to Pay Space
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  • 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
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  • 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
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  • 2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area
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  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
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  • 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
    by Catherine Baumont & Cem Ertur & Julie Le Gallo
  • 2003 Testing and Estimating Persistence in Canadian Unemployment
    by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa
  • 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models
    by Andrzej Kociêcki
  • 2003 A Method for Assigning Letter Grades: Multi-Curve Grading
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  • 2003 Output specific efficiencies: The case of UK private secondary schools
    by Dieter Gstach & Andrew Somers & Susanne Warning
  • 2003 A Statistical Framework for Estimating Output-Specific Efficiencies
    by Dieter Gstach
  • 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    by Nunzio Cappuccio & Diego Lubian & Davide Raggi
  • 2003 Similarities and convergence in G-7 cycles
    by Fabio Canova & Matteo Ciccarelli & Eva Ortega
  • 2003 Semi-parametric modelling for costs of helt care technologies
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  • 2003 The Present, Future and Imperfect of Financial Risk Management
    by Carol Alexandra
  • 2003 Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
    by Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet
  • 2003 Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
    by Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann
  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.
  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.
  • 2003 Coherent Predictions of Low Count Time Series
    by B.P.M. McCabe & G.M. Martin
  • 2003 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
    by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin
  • 2003 Implicit Bayesian Inference Using Option Prices
    by Gael M. Martin & Catherine S. Forbes & Vance L. Martin
  • 2003 Averaging Lorenz Curves
    by Duangkamon Chotikapanich & William E. Griffiths
  • 2003 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter
    by Catherine S. Forbes & Gael M. Martin & Jill Wright
  • 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
    by Andrew D. Sanford & Gael M. Martin
  • 2003 Bayesian Analysis of the Stochastic Conditional Duration Model
    by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin
  • 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
    by Viktor Várpalotai
  • 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
    by Matteo Pelagatti
  • 2003 Asset Returns and State-Dependent Risk Preferences
    by Gordon, Stephen & St-Amour, Pascal
  • 2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke
  • 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke
  • 2003 Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
    by Polasek, Wolfgang
  • 2003 Risk Aversion and Herd Behavior in Financial Markets
    by Décamps, Jean-Paul & Lovo, Stefano
  • 2003 Bayesian Evidence on the Structure of Unemployment
    by Peter M. Summers
  • 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
    by Villani, Mattias & Warne, Anders
  • 2003 Bayes Estimators of the Cointegration Space
    by Villani, Mattias
  • 2003 A Finer Point in Forensic Identification
    by Mehlum, Halvor
  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune
  • 2003 Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
    by Erkki Siivonen & Arto Luoma & Jani Luoto
  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.
  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.
  • 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
    by Strachan, Rodney & Brett Inder
  • 2003 Understanding Fundamentalist Belief Through Bayesian Updating
    by Srijit Mishra
  • 2003 Bayesian Inference for Mixtures of Stable Distributions
    by Casarin, Roberto
  • 2003 Bayesian clustering of many GARCH models
    by BAUWENS, Luc & ROMBOUTS, Jeroen
  • 2003 The determinants of consumer confidence: the case of United States and Belgium
    by BELTRAN, Helena & DURRE, Alain
  • 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller
  • 2003 Bayesian Estimation of Risk-Premia in an APT Context
    by Darsinos, T. & Satchell, S.E.
  • 2003 Cyclical Components in Economic Time Series: a Bayesian Approach
    by Harvey, A. & TTrimbur, T. & van Dijk, H.
  • 2003 Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
    by Roberto Leon Gonzalez & Daniel Montolio Estivill
  • 2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    by Matteo Ciccarelli & Alessandro Rebucci
  • 2003 L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques
    by Pierre-Charles Pradier
  • 2002 Is Inflation Persistence Inherent in Industrial Economies?
    by Andrew T. Levin & Jeremy M. Piger
  • 2002 Adaptive Polar Sampling
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest
  • 2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
    by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk
  • 2002 On Equilibria when Agents Have Multiple Priors
    by Dana, Rose-Anne
  • 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
    by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira
  • 2002 The Term Spread International Evidence of Non-Linear Adjustment
    by Alfred A. Haug & Pierre L. Siklos
  • 2002 Testing For Cointegration Rank Using Bayes Factors
    by Sugita, Katsuhiro
  • 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
    by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski
  • 2002 Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm
    by Daniel Houser & Michael Keane & Kevin McCabe
  • 2002 Semiparametric Bayesian Inference for Stochastic Frontier Models
    by Jim E. Griffin & Mark F.J. Steel
  • 2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    by James E. Griffin & Mark F.J. Steel
  • 2002 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    by Carmen Fernandez & Gary Koop & Mark F.J. Steel
  • 2002 Informational matching
    by Silvio Rendón
  • 2002 Fixed and random effects in Classical and Bayesian regression
    by Silvio Rendón
  • 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
    by Stella M. Salvatierra
  • 2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller
  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane
  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs
  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane
  • 2002 An alternative bayes factor for testing for unit autoregressive roots
    by Caterina Conigliani & F. Spezzaferri
  • 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
    by Hugo Kruiniger
  • 2002 On the Estimation of Panel Regression Models with Fixed Effects
    by Hugo Kruiniger
  • 2002 Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
    by Sylvia Kaufmann
  • 2002 Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
    by Brian Hanlon & Catherine Forbes
  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
    by Roland G. Shami & Catherine S. Forbes
  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu
  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru
  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru
  • 2002 Understanding fundamentalist belief through Bayesian updating
    by Srijit Mishra
  • 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
    by Kunst, Robert M.
  • 2002 Testing for Stationarity in a Cointegrated System
    by Kunst, Robert M.
  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune
  • 2002 Functional approximations to posterior densities: a neural network approach to efficient sampling
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.
  • 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
    by Eraker, Bjorn
  • 2002 A Comparison of Marginal Likelihood Computation Methods
    by Charles S. Bos
  • 2002 Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    by Danilov, D.L. & Magnus, J.R.
  • 2002 A General Model for Repeated Audit Controls Using Monotone Subsampling
    by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A.
  • 2002 From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms
    by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo
  • 2002 Optimal Supervisory Policies and Depositor-Preferences Laws
    by Pagès, H. & Santos, J.
  • 2002 Asset Allocation in Transition Economies
    by Jondeau, E. & Rockinger, M.
  • 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
    by Dan S. Rickman
  • 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
    by Sylvia Kaufmann
  • 2002 Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach
    by Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber
  • 2002 No-Respuesta De Items En Estudios De Mercado
    by PABLO MARSHALL
  • 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO
  • 2002 Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica
    by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.
  • 2001 Bayesian Cointegration Analysis
    by Sugita, K.
  • 2001 Econometric analysis of the sequential probit model with an application to innovation surveys
    by Patrick Waelbroeck
  • 2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
    by Katsuhiro Sugita
  • 2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
    by V. Brian Viard, Nicholas Polson, Anne Gron
  • 2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Charles J. Romeo
  • 2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
    by Rodney W Strachan
  • 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
    by Poirier, D.J. & Tobias, J.L.
  • 2001 Across-Regime Covariance Restrictions in Treatment Response Models
    by Poirier, D.J. & Tobias, L.
  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.
  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.
  • 2001 Causation, Prediction, and Search, 2nd Edition
    by Peter Spirtes & Clark Glymour & Richard Scheines
  • 2001 Testing for convergence clubs in income per-capita : a predictive density approach
    by Canova, Fabio
  • 2001 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?
    by Shyam NMI Sunder & Karim Jamal
  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 2001 Statistical Inference as a Bargaining Game
    by Eduardo Ley
  • 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
    by Joel Huber & Kenneth Train
  • 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
    by John Landon-Lane
  • 2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
    by Jay Shanken & Ane Tamayo
  • 2001 Bayesian Inference for Hospital Quality in a Selection Model
    by John Geweke & Gautam Gowrisankaran & Robert J. Town
  • 2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.
  • 2001 Averaging Income Distributions
    by Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.
  • 2001 Sample Size Requirements for Estimation in SUR Models
    by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.
  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas
  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas
  • 2001 LP Tests for MV Efficiency
    by Post, G.T.
  • 2001 Portfolio allocation in transition economies
    by ROCKINGER, Michael & JONDEAU, Eric
  • 2001 Dynamic mean-variance analysis
    by HENROTTE, Philippe
  • 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
    by Richard Kleijn & Herman K. van Dijk
  • 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Smooth Transition Garch Models : a Baysian Perspective
    by Michel LUBRANO
  • 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    by Canova, Fabio & Ciccarelli, Matteo
  • 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
    by Darsinos, T. & Satchell, S.E.
  • 2001 Implementation Theory
    by Eric Maskin & Tomas Sjostrom
  • 2001 Fijación de primas de seguros bajo técnicas de robustez bayesiana
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.
  • 2001 Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.
  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez
  • 2000 Bayesian Target Zones
    by Catherine S. Forbes & Paul Kofman
  • 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
    by Chakravarty, Sugato & Li, Kai
  • 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Romeo, C.J.
  • 2000 Bayesian Variants of Some Classical Semiparametric Regression Techniques
    by Koop, G. & Poirier, D.
  • 2000 Bayesian Option Pricing using Asymmetric Garch Models
    by Bauwens, L. & Lubrano, M.
  • 2000 MCMC in econometrics
    by Dani Gamermam
  • 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    by David E. A. Giles
  • 2000 Fractional bayes factors for the analysis of autoregressive models with possible unit roots
    by Maria Maddalena Barbieri & Caterina Conigliani
  • 2000 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
    by Hugo Kruiniger
  • 2000 GMM Estimation of Dynamic Panel Data Models with Persistent Data
    by Hugo Kruiniger
  • 2000 Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy
    by Aoki, Takaaki
  • 2000 Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs
    by Rajeev Dehejia
  • 2000 Estimation Risk, Market Efficiency, and the Predictability of Returns
    by Jonathan Lewellen & Jay Shanken
  • 2000 Bayesian Exponential Smoothing
    by Forbes, C.S. & Snyder, R.D. & Shami, R.S.
  • 2000 Bayesian Soft Target Zones
    by Forbes, C.S. & Kofman, P.
  • 2000 A structural Time Series Model with Markov Switching
    by Shami, R.G. & Forbes, C.S.
  • 2000 Bayesian Estimation of Atkinson Inequality Measures
    by Chotikapanich, D. & Creedy, J.
  • 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures
    by Chotikapanich, D. & Creedy, J.
  • 2000 Australian Economic Growth: Non-Linearities and Internaitonal Influences
    by Henry, O.T. & Summers, P.M.
  • 2000 Prediction Inference for Time Series
    by de Luna, Xavier
  • 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
    by Graflund, Andreas
  • 2000 Panel Regression with Unobserved Classes
    by Salabasis, Mickael & Villani, Mattias
  • 2000 Bayesian learning in mis-specified models
    by Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries
  • 2000 Double Checking for Two Error Types
    by Raats, V.M. & Moors, J.J.A.
  • 2000 Forecasting New Zealand's Real GDP
    by Aaron F. Schiff & Peter C.B. Phillips
  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel
  • 1999 A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines
    by Hasegawa, H. & Tran Van Hoa & Valenzuela, R.
  • 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach
    by Teruo Nakatsuma
  • 1999 Bayesian Performance Evaluation
    by Baks, K. & Metrick, A. & Wachter, J.
  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.
  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.
  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 1999 A Time Series Model of Multiple Structural changes in Level, Trend and Variance
    by Jiahui Wang & Eric Zivot
  • 1999 On Measuring the Welfare Cost of Business Cycles
    by Chris Otrok
  • 1999 Forecasting and turning point predictions in a Bayesian panel VAR model
    by Fabio Canova & Matteo Ciccarelli
  • 1999 Simulation Based Inference for Dynamic Multinomial Choice Models
    by Geweke, John & Houser, Dan & Keane, Michael
  • 1999 Program Evaluation as a Decision Problem
    by Rajeev Dehejia
  • 1999 Predictive Regressions
    by Robert F. Stambaugh
  • 1999 Bayesian Trace Statistics for the Reduced Rank Regression Model
    by Strachan, R.W. & Inder, B.
  • 1999 A Preference Regime Model of Bull and Bear Markets
    by Gordon, Stephen & St-Amour, Pascal
  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K.
  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk
  • 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
    by Kilian, Lutz & Zha, Tao
  • 1999 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach
    by Canova, Fabio
  • 1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
    by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.
  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi
  • 1999 Testing for negativity in a demand system: A Bayesian approach
    by Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa
  • 1999 Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1
    by MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.
  • 1999 A Dynamic Economy with Costly Price Adjustments
    by Leif Danziger
  • 1998 Halandósági táblák becslése bayesi módszerekkel
    by Péter Gál
  • 1998 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
    by Strachan, R.W.
  • 1998 A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks
    by M.W. Luke Chan & Dean C. Mountain & Dading Li
  • 1998 The Equity Premium and Structural Breaks
    by Pastor, L. & Stambaugh, R.F.
  • 1998 Costs of Equity Capital and Model Mispricing
    by Pastor, L. & Stambaugh, R.F.
  • 1998 Games with Incomplete Information
    by Nomia, O.
  • 1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
    by Mouchart, M. & Scheihing, E.
  • 1998 Bayesian Evaluation of a Semi-Parametric Binary Response Model
    by Scheihing, E. & Mouchart, M.
  • 1998 Multiple Hypotheses Testing with Partial Prior Information
    by Zhang, J.
  • 1998 Bayesian Inference for the Mover-Stayer Model of Continuous Time
    by Fougere, D. & Kamionka, T.
  • 1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis
    by Florens, J.-P. & Rolin, J.-M.
  • 1998 Unemployment Dynamics Across OECD Countries
    by Balakrishnan, R. & Michelacci, C.
  • 1998 Bayesian Analysis of Nonlinear Time Series Models with a Threshold
    by Lubrano, M.
  • 1998 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach
    by Harris, R.
  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer
  • 1998 Benchmark Priors for Bayesian Model Averaging
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel
  • 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models
    by Siddhartha Chib & Edward Greenberg & Yuxin Chen
  • 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
    by Bolduc, Denis & Bonin, Sylvie
  • 1998 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
    by John C. Chao & Peter C.B. Phillips
  • 1998 Wald Revisited: The Optimal Level of Experimentation
    by Giuseppe Moscarini & Lones Smith
  • 1998 Smooth transition GARCH models: a Bayesian perspective
    by LUBRANO, Michel
  • 1998 A Bayesian approach to the econometrics of first-price auctions
    by ALBANO, Gian Luigi & JOUNEAU, Fréféric
  • 1998 Statistics as a tool for the development of speech recognition automatic systems
    by José Luciano Maldonado
  • 1998 Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales
    by Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.
  • 1998 Crecimiento regional en Colombia: ¿Persiste la desigualdad?
    by Ricardo Rocha & Alejandro Vivas
  • 1997 Prediction Intervals for Arima Models
    by Snyder, R.D. & Ord, J.K. & Koehler, A.B.
  • 1997 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
    by Martin, G.M.
  • 1997 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
    by Martin, G.M. & Martin, V.L.
  • 1997 Bayesian Arbitrage Threshold Analysis
    by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.
  • 1997 Bayesian Approaches to Segmenting A Simple Time Series
    by Oliver, J.J. & Forbes, C.S.
  • 1997 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    by Smith, M. & Mathur, S.K. & Kohn, R.
  • 1997 Costs of Equity from Factor-Based Models
    by Pastor, L. & Stambaugh, R.F.
  • 1997 Nonparametric Bayesian Survival Analysis
    by Rolin, J-M
  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.
  • 1997 Bayesian Option Pricing Using Asymmetric GARCH
    by Bauwens, L. & Lubrano, M.
  • 1997 Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning
    by Bulkley, George & Harris, Richard & Weller, Paul
  • 1997 Patterns, Types, and Bayesian Learning
    by Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky
  • 1997 Statistical Modeling of Fishing Activities in the North Atlantic
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel
  • 1997 Testing for convergence clubs in income per-capita: A predictive density approach
    by Fabio Canova
  • 1997 Asset Prices with Contingent Preferences
    by Gordon, Stephen & St-Amour, Pascal
  • 1997 Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
    by Gordon, Stephen & St-Amour, Pascal
  • 1997 A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    by Osiewalski, J. & Koop, G. & Steel, M.F.J.
  • 1997 Bayesian option pricing using asymmetric GARCH
    by BAUWENS, LUC & LUBRANO, Michel
  • 1997 Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial
    by Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José
  • 1996 Power of tests in Binary Response Models
    by Savin, N.E. & Wurtz, A.
  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by Savin, N.E. & Wurtz, A.
  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Horowitz, J.L.
  • 1996 Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?
    by Schweder, T. & Hjort, N.L.
  • 1996 Analyzing Investments Whose Histories Differ in Length
    by Stambaugh, R-F
  • 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    by Florens, J-P & Richard, J-F & Rolin, J-M
  • 1996 Classical and Bayesian Inference Robustness in Multivariate Regression models
    by Fernandez, C & Osiewalski, J & Steel, M-F-J
  • 1996 Hierarchical Bayes Models with Many Instrumental Variables
    by Chamberlain, G & Imbens, G-W
  • 1996 Nonparametric Applications of Bayesian Inference
    by Chamberlain, G & Imbens, G-W
  • 1996 Interacive Implementation
    by Baliga, S. & Sjostrom, T.
  • 1996 Econometric Models of Option Pricing Errors
    by Renault, E.
  • 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
    by Bauwens, L. & Lubrano, M.
  • 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 Bayesian Analysis of Nonlinear Time Series Models with Threshold
    by Lubrano, M.
  • 1996 Properties of Unit Root Tests for Models with Trend and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 Divisible Conspicuous Good
    by Bosi, S.
  • 1996 Learning Standards of Social Behaviour in a Stationary Society
    by Gilli, M.
  • 1996 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
    by Xiaoqiang, W.
  • 1996 The Diffusion of New Crop Varieties
    by Fischer, Alistair J. & Anne J. Arnold
  • 1996 Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization
    by Chatterji, S. & Chattopadhyay, S.
  • 1996 Bayesian learning and expectations formation: Anything goes
    by Albert, Max
  • 1996 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance
    by Francisco F. R. Ramos
  • 1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test
    by Teruo Nakatsuma & Hiroki Tsurumi
  • 1996 On the Use of Panel Data in Bayesian Stochastic Frontier Models
    by Fernández, C. & Osiewalski, J. & Steel, M.F.J.
  • 1996 Research and Productivity
    by Jovanovic, B. & Nyarko, Y.
  • 1996 Stepping Stone Mobility
    by Jovanovic, B. & Nyarko, Y.
  • 1996 Learning by Doing and the Choice of Technology
    by Jovanovic, B. & Nyarko, Y.
  • 1996 Classroom Games: Understanding Bayes' Rule
    by Charles A. Holt & Lisa R. Anderson
  • 1995 Canadian Excess Returns and State-Dependent Risk Aversion
    by St-Amour, P.
  • 1995 Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity
    by Bolduc, D. & Bonin, S.
  • 1995 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.
  • 1995 Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    by Franses, Ph.H.B.F. & Hoek, H. & Paap, R.
  • 1995 Acceptable Likelihood and Bayesian Inference with Retrospection
    by Faynzilberg, P.S.
  • 1995 Un modelo macroeconométrico trimestral para la economía española
    by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño
  • 1995 Perfect Baysian Implementation in Economic Environments
    by Brusco, S.
  • 1995 Intermediate Statistics and Econometrics: A Comparative Approach
    by Dale J. Poirier
  • 1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel
  • 1995 On the Estimation of Demand Systems Through Consumption Efficiency
    by Eduardo Ley & Mark F.J. Steel
  • 1995 Chocs externes et ajustements des taux de change réels européens
    by Bouoiyour, Jamal & Rey, Serge
  • 1995 Posterior analysis of stochastic volatility models with flexible tails
    by Steel, M.F.J.
  • 1995 Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France
    by Michel LUBRANO
  • 1995 The Poor Stay Poor: Non-Convergence Across Countries and Regions
    by Canova, Fabio & Marcet, Albert
  • 1994 Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift
    by de la Croix, David & Lubrano, Michel
  • 1994 BVAR models in the context of cointegration: A Monte Carlo experiment
    by Luis J. Álvarez & Fernando C. Ballabriga
  • 1994 Advances in Random Utility Models
    by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul
  • 1994 Numerical Aspects of Bayesian VAR-modeling
    by Kadiyala, K. Rao & Karlsson, Sune
  • 1994 Hospital efficiency analysis through individual effects: A Bayesian approach
    by Koop, G. & Osiewalski, J. & Steel, M.F.J.
  • 1994 The Empirics of Economic Growth in Previously Centrally Planned Economies
    by Leamer, Edward & Taylor, Mark P
  • 1994 Bayesian Inference for Periodic Regime-Switching Models
    by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay
  • 1993 Sticking It Out: Entrepreneurial Survival and Liquidity Constraints
    by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen
  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger
  • 1991 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
    by Peter C.B. Phillips
  • 1991 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
    by Christopher A. Sims
  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger
  • 1991 A Bayesian Analysis of Trend Determination in Economic Time Series
    by Eric Zivot & Peter C.B. Phillips
  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips
  • 1977 Seasonality in Regression: An Application of Smoothness Priors
    by Mark Gersovitz & James G. MacKinnon
  • Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
    by Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas
  • Book reviews
    by Robert, Christian P.
  • Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields
    by Victor De Oliveira
  • Bayesian Analysis Of Conditional Autoriegressive Models
    by Victor De Oliveira
  • Normalized Power Prior Bayesian Analysis
    by Keying Ye & Yuyan Duan
  • Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
    by Mark D. Ecker & Victor De Oliveira
  • A Study of the Probit Model with Latent Variables in Phase I Clinical Trials
    by Xiaobin Yang & Keying Ye & Yanping Wang
  • Simulation-based Estimation of Contingent Claims Prices
    by Peter C.B.Phillips & Jun Yu
  • Robust Deviance Information Criterion for Latent Variable Models
    by Yong Li & Zeng Tao & Jun Yu
  • Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries
    by Elton Beqiraj & Massimiliano Tancioni
  • Financial Frictions, Financial Shocks, and Aggregate Volatility
    by Cristina Fuentes-Albero
  • Forecasting euro exchange rates: How much does model averaging help?
    by Jesus Crespo Cuaresma
  • A new index of financial conditions
    by Gary Koop & Dimitris Korobilis
  • Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters
    by Michael Louis George
  • Extreme-quantile tracking for financial time series
    by Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy
  • Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
    by Eric JONDEAU & Michael ROCKINGER
  • Frailty Correlated Default
    by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA
  • Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
    by Francesco FRANZONI & Tobias ADRIAN
  • Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
    by Wanfeng YAN & Ryan WOODARD & Didier SORNETTE
  • How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth
    by Timothy Cogley