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Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC11: Bayesian Analysis
2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account? by Mercereau, Benôit & Miniane, Jacques Alain [Downloadable!] 2008 Bayesian analysis of growth using stochastic frontier model by Arkadiusz Wisniowski [Downloadable!] 2008 The Role of Sectoral Shifts in the Great Moderation by Daniel Burren [Downloadable!] 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors by Martin Burda & Roman Liesenfeld & Jean-Francois Richard [Downloadable!] 2008 Bayesian semiparametric stochastic volatility modeling by Mark J Jensen & John M Maheu [Downloadable!] 2008 Forecasting Realized Volatility: A Bayesian Model Averaging Approach by Chun Liu & John M Maheu [Downloadable!] 2008 On the (ir)relevance of direct supply-side effects of monetary policy by Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang [Downloadable!] 2008 A Bayesian Model Averaging Approach With Non-Informative Priors For Cost-Effectiveness Analyses In Health Economics by Caterina Conigliani [Downloadable!] 2008 Testing for PPP Using SADC Real Exchange Rates by Thabo Mokoena & Rangan Gupta & Renee van Eyden [Downloadable!] 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation? by Sonali Das & Rangan Gupta & Alain Kabundi [Downloadable!] 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso [Downloadable!] 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model by Kolasa, Marcin [Downloadable!] 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations by Lanne, Markku & Luoma, Arto & Luoto, Jani [Downloadable!] 2008 Consumer preferences and demand systems by Barnett, William A. & Serletis, Apostolos [Downloadable!] 2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression by Ley, Eduardo & Steel, Mark F.J. [Downloadable!] 2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression by Ley, Eduardo & Steel, Mark F.J. [Downloadable!] 2008 Falsifiability by Alvaro Sandroni & Wojciech Olszewski [Downloadable!] 2008 Strategic Manipulation of Empirical Tests by Alvaro Sandroni & Wojciech Olszewski [Downloadable!] 2008 Manipulability of Future-Independent Tests by Alvaro Sandroni & Wojciech Olszewski [Downloadable!] 2008 Mr. Wicksell and the global economy: What drives real interest rates? by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma [Downloadable!] 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2008 Inflation-Gap Persistence in the U.S by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent [Downloadable!] 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) by Marco Del Negro & Frank Schorfheide [Downloadable!] 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa by Yélé Maweki Batana & Jean-Yves Duclos [Downloadable!] 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR by Deborah Gefang & Rodney Strachan [Downloadable!] 2008 Global Business Cycles: Convergence or Decoupling? by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar [Downloadable!] 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 [Downloadable!] 2008 Subjective Health Expectations by Juergen Jung [Downloadable!] 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis [Downloadable!] 2008 Search Costs and Medicare Plan Choice by Ian McCarthy & Rusty Tchernis [Downloadable!] 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? by Chew Lian Chua & Sarantis Tsiaplias [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling by Junni L. Zhang & Wolfgang Härdle [Downloadable!] 2008 How Important are Financial Frictions in the U.S. and the Euro Area? by Queijo von Heideken, Virginia [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 Predicting Cost Reduction due to Faster Cycle Time by Michael Louis George [Downloadable!] 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Possibly Ill-behaved Posteriors in Econometric Models by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility by Charles S. Bos [Downloadable!] 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics by Magnus, J.R. & Powell, O.R. & Prufer, P. [Downloadable!] 2008 Hétérogénéité non observée dans les modèles de durée by Guillaume, HORNY [Downloadable!] 2008 Investment Shocks and Business Cycles by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea [Downloadable!] 2008 Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions by Steven C. Bourassa & Eva Cantoni & Martin Hoesli [Downloadable!] 2008 Real exchange rate volatility and disconnect: an empirical investigation by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani [Downloadable!] 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics by Richard Dennis [Downloadable!] 2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis by Linnea Polgreen & Pedro Silos [Downloadable!] 2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities by Scharnagl, Michael & Schumacher, Christian [Downloadable!] 2007 Bayesian Inference on Dynamic Models with Latent Factors by Monica Billio & Roberto Casarin & Domenico Sartore [Downloadable!] 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach by Silvestro Di Sanzo [Downloadable!] 2007 Bayesian Methods in Nonlinear Time Series by Korenok Oleg [Downloadable!] 2007 Do expectations matter? The Great Moderation revisited by Fabio Canova & Luca Gambetti [Downloadable!] 2007 Hierarchical Parametric Models for Social Dilemma Games by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez [Downloadable!] 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples by Klaus Moeltner & Richard T. Woodward [Downloadable!] 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’ by Klaus Moeltner & Randall S. Rosenberger [Downloadable!] 2007 Re-reading Jevons's Principles of Science - Induction Redux by K. Vela Velupillai [Downloadable!] 2007 Are there Structural Breaks in Realized Volatility? by Chun Liu & John M Maheu [Downloadable!] 2007 How useful are historical data for forecasting the long-run equity return distribution? by John M Maheu & Thomas H McCurdy [Downloadable!] 2007 Learning, Forecasting and Structural Breaks by John M Maheu & Stephen Gordon [Downloadable!] 2007 Modeling foreign exchange rates with jumps by John M Maheu & Thomas H McCurdy [Downloadable!] 2007 Estimating DSGE Models under Partial Information by Paul Levine & Joseph Pearlman & George Perendia [Downloadable!] 2007 Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models by Dennis Gaertner [Downloadable!] 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing by Arnab Bhattacharjee & Madhuchhanda Bhattacharjee [Downloadable!] 2007 Estimating DSGE Models under Partial Information by Paul Levine & Joseph Pearlman & George Perendia [Downloadable!] 2007 What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry by Gary Koop & Lise Tole [Downloadable!] 2007 Euro area in‡ation persistence in an estimated nonlinear DSGE model by Gianni Amisano & Oreste Tristani [Downloadable!] 2007 Bayesian Inference in a Cointegrating Panel Data Model by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan [Downloadable!] 2007 Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data by Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson [Downloadable!] 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models by Andrea Carriero [Downloadable!] 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates by Andrea Carriero [Downloadable!] 2007 Bayesian Model Averaging and Identification of Structural Breaks in Time Series by Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit [Downloadable!] 2007 Inference for stochastic volatility model using time change transformations by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros [Downloadable!] 2007 Likelihood-based inference for correlated diffusions by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. [Downloadable!] 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing by Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda [Downloadable!] 2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market by Lanne, Markku & Luoto, Jani [Downloadable!] 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model by Vitek, Francis [Downloadable!] 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms by Attiya Y. Javid [Downloadable!] 2007 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility by Bernard Dumas & Alexander Kurshev & Raman Uppal [Downloadable!] 2007 How Structural Are Structural Parameters? by Jesús Fernández-Villaverde & Juan F. Rubio-RamÃrez [Downloadable!] 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? by Jessica A. Wachter & Missaka Warusawitharana [Downloadable!] 2007 Beliefs, Doubts and Learning: Valuing Economic Risk by Lars Peter Hansen [Downloadable!] 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small [Downloadable!] 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 [Downloadable!] 2007 Bayesian networks of customer satisfaction survey data by Silvia SALINI & Ron S. KENETT [Downloadable!] 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Mohammed Bouaddi & Jeroen V.K. Rombouts [Downloadable!] 2007 Theory and Inference for a Markov-Switching GARCH Model by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 2007 Robust Benefit Function Transfer: A Bayesian Model Averaging Approach by Roberto Leon-Gonzalez & Riccardo Scarpa [Downloadable!] 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods) by Ambra Poggi & Xavier Ramos [Downloadable!] 2007 Political Business Cycles in the New Keynesian Model by Fabio Milani [Downloadable!] 2007 Learning and Time-Varying Macroeconomic Volatility by Fabio Milani [Downloadable!] 2007 Bayesian Likelihoods for Moment Condition Models by Giuseppe Ragusa [Downloadable!] 2007 Mr. Wicksell and the global economy: What drives real interest rates? by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma [Downloadable!] 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes by Kakamu, Kazuhiko & Polasek, Wolfgang [Downloadable!] 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Mohammed Bouaddi & Jeroen V.K. Rombouts [Downloadable!] 2007 Theory and inference for a Markov switching Garch model by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2007 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis by Jörn Hendrich Block & Andreas Thams [Downloadable!] 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913 by Samad Sarferaz & Martin Uebele [Downloadable!] 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar by Laurence Fung & Ip-wing Yu [Downloadable!] 2007 Bayesian forecast combination for VAR models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Evaluating An Estimated New Keynesian Small Open Economy Model by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2007 Bayesian Forecast Combination for VAR Models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Computational Efficiency in Bayesian Model and Variable Selection by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 An Embarrassment of Riches: Forecasting Using Large Panels by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 And the Oscar goes to ..... Peeeeedrooooo! by Henry Aray & Luis Manuel García [Downloadable!] 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment by Philippe J. Deschamps [Downloadable!] 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations by David Ardia [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2007 Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration by Andrea, SILVESTRINI [Downloadable!] 2007 Theory and inference for a Markov switching GARCH model by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS [Downloadable!] 2007 A Component GARCH Model with Time Varying Weights by Luc, BAUWENS & G., STORTI [Downloadable!] 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman [Downloadable!] 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model by Amisano, Giovanni & Tristani, Oreste [Downloadable!] 2007 Bayesian VARs with Large Panels by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2007 Robust Portfolio Optimisation with Multiple Experts by Lutgens, Frank & Schotman, Peter C [Downloadable!] 2007 Evaluating An Estimated New Keynesian Small Open Economy Model by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe [Downloadable!] 2007 Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model by Kai Christoffel & Keith Kuester & Tobias Linzert [Downloadable!] 2007 Jointness of Growth Determinants by Gernot Doppelhofer & Melvyn Weeks [Downloadable!] 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison by Theodoridis, Konstantinos [Downloadable!] 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods) by Ambra Poggi & Xavier Ramos [Downloadable!] 2007 Learning and Disagreement in an Uncertain World by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz [Downloadable!] 2007 Universality of Bayesian Predictions by Sancetta, A. [Downloadable!] 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach by Doppelhofer, G. & Cuaresma, J.C. [Downloadable!] 2007 Which Democracies Pay Higher Wages? by James C. Rockey [Downloadable!] 2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri [Downloadable!] 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey [Downloadable!] 2007 An Estimated New Keynesian Model for Romania by Caraiani, Petre [Downloadable!] 2007 Some equivalences in linear estimation (in Russian) by Dmitry Danilov & Jan R. Magnus [Downloadable!] 2007 Thinking about instrumental variables (in Russian) by Christopher A. Sims [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2006 Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture by Dominic Rohner & Anna Winestein & Bruno S. Frey [Downloadable!] 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 [Downloadable!] 2006 Learning, structural instability and present value calculations by Pesaran, Hashem & Pettenuzzo, Davide & Timmermann, Allan [Downloadable!] 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model by Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias [Downloadable!] 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors by Daniel Friesner & Ron Mittelhammer & Robert Rosenmane [Downloadable!] 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors by Daniel Friesner & Ron Mittelhammer & Robert Rosenman [Downloadable!] 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach by Jesus Crespo Cuaresma & Gernot Doppelhofer [Downloadable!] 2006 The structural dynamics of output growth and inflation: some international evidence by Fabio Canova & Luca Gambetti & Evi Pappa [Downloadable!] 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg [Downloadable!] 2006 The miracle of the Septuagint and the promise of data mining in economics by Stan du Plessis [Downloadable!] 2006 Examining the Robustness of Competing Explanations of Slow Growth in African Countries by Stan du Plessis & Ronelle Burger [Downloadable!] 2006 Learning, Structural Instability and Present Value Calculations by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model by Pau Rabanal [Downloadable!] 2006 Learning, structural instability and present value calculations by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 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 Impact of oil prices in an estimated EU12 open economy model by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld [Downloadable!] 2006 Euro area inflation persistence in an estimated nonlinear by Gianni Amisano & Oreste Tristani [Downloadable!] 2006 (Un)naturally low? by Silvia Sgherri & Marco J. Lombardi 2006 Multivariate Generalizations of the Markov-Switching Model by Mohamad Khaled 2006 Learning Parameters in Non Linear Ecological Models by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock [Downloadable!] 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 Monetary Policy under Balance Sheet Uncertainty by Saki Bigio & Marco Vega [Downloadable!] 2006 Re-examining the Structural and the Persistence Approach to Unemployment by T. BERGER & G. EVERAERT [Downloadable!] 2006 Predictable returns and asset allocation: Should a skeptical investor time the market? by Jessica A. Wachter & Missaka Warusawitharana 2006 El costo del crédito en el Perú, revisión de la evolución reciente by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal [Downloadable!] 2006 Forecasting Using Predictive Likelihood Model Averaging by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2006 Model-based Clustering of non-Gaussian Panel Data by Juarez, Miguel A. & Steel, Mark F. J. [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Non-Gaussian dynamic Bayesian modelling for panel data by Juarez, Miguel A. & Steel, Mark F. J. [Downloadable!] 2006 Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors by Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip [Downloadable!] 2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences? by Ghent, Andra [Downloadable!] 2006 Persistence in inequalities across the Spanish regions by Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos [Downloadable!] 2006 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area by Sylvia Kaufmann & Peter Kugler [Downloadable!] 2006 Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison by Marek Jarocinski [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Credit Shocks and Cycles: a Bayesian Calibration Approach by Roland Meeks [Downloadable!] 2006 Learning and Disagreement in an Uncertain World by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz [Downloadable!] 2006 Estimating Macroeconomic Models: A Likelihood Approach by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2006 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models by Chris M Strickland & Gael Martin & Catherine S Forbes [Downloadable!] 2006 Social Choice, Optimal Inference and Figure Skating by Stephen Gordon & Michel Truchon [Downloadable!] 2006 Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior by Georges Dionne & Claude Fluet & Denise Desjardins [Downloadable!] 2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2006 Bayesian Inference in a Cointegrating Panel Data Model by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan [Downloadable!] 2006 Two-Sided Matching and Spread Determinants in the Loan Market by Jiawei Chen [Downloadable!] 2006 Nonparametric Density Estimation for Positive Time Series by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2006 Regime switching GARCH models by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 2006 Bayesian inference for the mixed conditional heteroskedasticity model by Luc Bauwens & Jeroen V.K. Rombouts [Downloadable!] 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB by Rässler, Susanne [Downloadable!] 2006 How valid can data fusion be? by Kiesl, Hans & Rässler, Susanne [Downloadable!] 2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models by Giordani, Paolo & Kohn, Robert [Downloadable!] 2006 Bayesian simultaneous determination of structural breaks and lag lengths by Hultblad, Brigitta & Karlsson, Sune [Downloadable!] 2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality by Petr Kadeřábek [Downloadable!] 2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets by Carsten Kuchler & Martin Spieß [Downloadable!] 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling by Michiel D. de Pooter & René Segers & Herman K. van Dijk [Downloadable!] 2006 Prioritizing policies for pro-poor growth: applying bayesian model averaging to Vietnam by Klump, Rainer & Pruefer, Patricia [Downloadable!] 2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market by Luc, BAUWENS & Michel, LUBRANO [Downloadable!] 2006 Multivariate mixed normal conditional heteroskedasticity by Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS [Downloadable!] 2006 Regime switching GARCH models by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS [Downloadable!] 2006 Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture by Dominic Rohner & Anna Winestein & Bruno S. Frey [Downloadable!] 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not by Rabanal, Pau & Tuesta Reátegui, Vicente [Downloadable!] 2006 The Structural Dynamics of US Output and Inflation: What Explains the Changes? by Canova, Fabio & Gambetti, Luca & Pappa, Evi [Downloadable!] 2006 The Structural Dynamics of Output Growth and Inflation: Some International Evidence by Canova, Fabio & Gambetti, Luca & Pappa, Evi [Downloadable!] 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 [Downloadable!] 2006 Estimating Macroeconomic Models: A Likelihood Approach by Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco [Downloadable!] 2006 Issues in Adopting DSGE Models for Use in the Policy Process by Martin Fukac & Adrian Pagan [Downloadable!] 2006 Measures of Potential Output from an Estimated DSGE Model of the United States by Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton [Downloadable!] 2006 Model Combination and Stock Return Predictability by Matthias Hagmann & Joachim Loebb [Downloadable!] 2006 Learning, Structural Instability and Present Value Calculations by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2006 Learning, Structural Instability and Present Value Calculations by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A. [Downloadable!] 2006 Explaining policy volatility in developing countries by Vatcharin Sirimaneetham [Downloadable!] 2006 Time-varying exchange rate pass-through: experiences of some industrial countries by Toshitaka Sekine [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 An Estimated Small Open Economy Model of the Financial Accelerator by Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov [Downloadable!] 2006 An Estimated Small Open Economy Model of the Financial Accelerator by Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov [Downloadable!] 2006 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? by Fabio Milani [Downloadable!] 2005 Bayesian estimation of Cox model with non-nested random effects : an application to the ratification of ILO conventions by developing countries by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, Francois [Downloadable!] 2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam by Klump, Rainer & Prüfer, Patricia [Downloadable!] 2005 The Decline in German Output Volatility: A Bayesian Analysis by Aßmann, Christian & Hogrefe, Jens & Liesenfeld, Roman [Downloadable!] 2005 An Estimated, New Keynesian Policy Model for Australia by Martin Melecky & Daniel Buncic [Downloadable!] 2005 Expectations, Learning and Macroeconomic Persistence by Fabio Milani [Downloadable!] 2005 What Happens After A Technology Shock? 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Gilli & I. Roko 2005 Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation by Thomas A. Lubik 2005 Computing optimal policy functions in a timeless perspective: An application by Florian Pelgrin & Michel Juillard 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models by Martijn van Hasselt [Downloadable!] 2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money by Filippo Ochinno & John Landon-Lane 2005 Estimation and Evaluation of a Segmented Markets Monetary Model by John Landon-Lane & Filippo Occhino [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by M. DOSSCHE & G. EVERAERT [Downloadable!] 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey by Kevin X.D. Huang & Zheng Liu [Downloadable!] 2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models by Filippo Occhino & John Landon-Lane [Downloadable!] 2005 A BVAR Forecasting Model For Peruvian Inflation by Gonzalo Llosa & Vicente Tuesta & Marco Vega [Downloadable!] 2005 Variable Selection using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 A, B, C’s (And D’s) For Understanding VARS by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent [Downloadable!] 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism by Thomas A Lubik [Downloadable!] 2005 Mind your Ps and Qs! 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Sargent [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework by Balázs Vonnák [Downloadable!] 2005 Is There an Optimum Level of Financial Activity? by Michael Graff [Downloadable!] 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty [Downloadable!] 2005 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? by Fabio Milani [Downloadable!] 2005 Expectations, Learning and Macroeconomic Persistence by Fabio Milani [Downloadable!] 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation by Kunst, Robert M. 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Ahking [Downloadable!] 2004 Are There Waves in Merger Activity After All? by Dennis Gaertner & Daniel Halbheer [Downloadable!] 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility by Jun Yu [Downloadable!] 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison by Jun Yu & Renate Meyer [Downloadable!] 2004 On Leverage in a Stochastic Volatility Model by Jun Yu [Downloadable!] 2004 Empirical Calibration of Simulation Models by Thomas Brenner & Claudia Werker 2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling by Michiel D. de Pooter & Rengert Segers 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide [Downloadable!] 2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling by Lennart F. Hoogerheide & Johan F. Kaashoek [Downloadable!] 2004 A Bayesian algorithm for a Markov Switching GARCH model by Dhiman Das 2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations by Silvano Bordignon & Davide Raggi 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models by John Landon-Lane & Filippo Occhino [Downloadable!] 2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models by Francisco J. Ruge-Murcia 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos [Downloadable!] 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood by Jesus Fernandez-Villaverde & Juan F. 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Deschamps [Downloadable!] 2004 Benchmark priors for Bayesian models averaging by Carmen Fernandez & E Ley & Mark F J Steel [Downloadable!] 2004 Dynamic asymmetries in US unemployment by Gary Koop & Simon M. Potter 2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach by Gary Koop & Kai Li [Downloadable!] 2004 A Nonlinear Model of the Business Cycle by Simon M. Potter & Edward E. Leamer [Downloadable!] 2004 Bayesian Clustering Of Similar Multivariate Garch Models by Luc Bauwens & Jeroen Rombouts [Downloadable!] 2004 Higher order approximations of IV statistics that indicate their properties under weak or many instruments by Frank Kleibergen 2004 Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity by Jorge E. Arana & Carmelo J. Leon [Downloadable!] 2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary by Thomas A. 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Kaashoek & Herman K. van Dijk 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques by Joann Bangs & John Landon-Lane [Downloadable!] 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods by John Landon-Lane & Joann Bangs [Downloadable!] 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood by John Landon-Lane [Downloadable!] 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects by Hugo Kruiniger [Downloadable!] 2002 On the Estimation of Panel Regression Models with Fixed Effects by Hugo Kruiniger [Downloadable!] 2002 Asymmetries in Bank Lending Behaviour. 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[Downloadable!] 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach by Jacobson, Tor & Karlsson, Sune [Downloadable!] 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices by Eraker, Bjorn [Downloadable!] 2002 A Comparison of Marginal Likelihood Computation Methods by Charles S. Bos [Downloadable!] 2002 Estimation of the mean of a univariate normal distribution when the variance is not known by Danilov, D. [Downloadable!] 2002 A general model for repeated audit controls using monotone subsampling by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A. [Downloadable!] 2002 Cyclical components in economic time series by A.C. Harvey & T.M. Trimbur & H.K. Van Dijk [Downloadable!] 2002 Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 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 [Downloadable!] 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers by Dan S. Rickman [Downloadable!] 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data by Sylvia Kaufmann [Downloadable!] 2002 Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach by Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber [Downloadable!] 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO [Downloadable!] 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. [Downloadable!] 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira 2001 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions? by Shyam NMI Sunder & Karim Jamal [Downloadable!] 2001 Bayesian Cointegration Analysis by Sugita, K. 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 2001 Model uncertainty in cross-country growth regressions by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 2001 Statistical Inference as a Bargaining Game by Eduardo Ley [Downloadable!] 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths by Joel Huber & Kenneth Train [Downloadable!] 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 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression by John Landon-Lane [Downloadable!] 2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield by Jay Shanken & Ane Tamayo [Downloadable!] 2001 Bayesian Inference for Hospital Quality in a Selection Model by John Geweke & Gautam Gowrisankaran & Robert J. Town [Downloadable!] 2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J. [Downloadable!] 2001 Averaging Income Distributions by Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P. [Downloadable!] 2001 Sample Size Requirements for Estimation in SUR Models by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L. [Downloadable!] 2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model by Rodney W Strachan 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios by Graflund, Andreas [Downloadable!] 2001 Are the Nordic Stock Markets Mean Reverting? by Graflund, Andreas [Downloadable!] 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 Portfolio allocation in transition economies by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 Dynamic mean-variance analysis by HENROTTE, Philippe [Downloadable!] 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model by Richard Kleijn & Herman K. van Dijk [Downloadable!] 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 2001 A Bayesian analysis of the PPP puzzle using an unobserved components model by R.H. Kleijn & H.K. Van Dijk [Downloadable!] 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model by Canova, Fabio & Ciccarelli, Matteo [Downloadable!] 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information by Darsinos, T. & Satchell, S.E. [Downloadable!] 2001 Implementation Theory by Eric Maskin & Tomas Sjostrom [Downloadable!] 2001 Fijación de primas de seguros bajo técnicas de robustez bayesiana by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M. [Downloadable!] 2001 Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M. [Downloadable!] 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss by David E. A. Giles [Downloadable!] 2000 Bayesian Target Zones by Catherine S. Forbes & Paul Kofman 2000 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects by Hugo Kruiniger [Downloadable!] 2000 GMM Estimation of Dynamic Panel Data Models with Persistent Data by Hugo Kruiniger [Downloadable!] 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach by Chakravarty, Sugato & Li, Kai 2000 Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs by Rajeev Dehejia [Downloadable!] 2000 Estimation Risk, Market Efficiency, and the Predictability of Returns by Jonathan Lewellen & Jay Shanken [Downloadable!] 2000 Bayesian Exponential Smoothing by Forbes, C.S. & Snyder, R.D. & Shami, R.S. [Downloadable!] 2000 Bayesian Soft Target Zones by Forbes, C.S. & Kofman, P. [Downloadable!] 2000 A structural Time Series Model with Markov Switching by Shami, R.G. & Forbes, C.S. [Downloadable!] 2000 Bayesian Estimation of Atkinson Inequality Measures by Chotikapanich, D. & Creedy, J. [Downloadable!] 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures by Chotikapanich, D. & Creedy, J. [Downloadable!] 2000 Australian Economic Growth: Non-Linearities and Internaitonal Influences by Henry, O.T. & Summers, P.M. [Downloadable!] 2000 Prediction Inference for Time Series by de Luna, Xavier [Downloadable!] 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market by Graflund, Andreas [Downloadable!] 2000 Panel Regression with Unobserved Classes by Salabasis, Mickael & Villani, Mattias [Downloadable!] 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data by Romeo, C.J. 2000 Non-Standard Approaches to Integer Programming by Aardal, K. & Weismantel, R. & Wosley, L. 2000 Bayesian Non-Linear Modellings of the Short Term US Interest Rate: the Help of Non-Parametric Tools by Lubrano, M. 2000 Estimating Mixtures of Regressions by Hurn, M. & Justel, A. & Robert, C.P. 2000 Bayesian Analysis of Poisson Mixtures by Green, P.J. & Ricahrdson, S. & Viallefont, V. 2000 Mixture Models, Latent Variables and Partitioned Importance Sampling by Casella, G. & Robert, C.P. & Wells, M.T. 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 Bayesian learning in mis-specified models by Maarten-Pieter Schinkel & Jan Tuinstra & Dries Vermeulen [Downloadable!] 2000 Double checking for two error types by Raats, V.M. & Moors, J.J.A. [Downloadable!] 2000 On the variation of hedging decisions in daily currency risk management by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Daily exchange rate behaviour and hedging of currency risk by C.S. Bos & R.J. Mahieu & H.K. Van Dijk [Downloadable!] 2000 Forecasting New Zealand's Real GDP by Aaron F. Schiff & Peter C.B. Phillips 2000 MCMC in econometrics by Dani Gamermam 1999 Model uncertainty in cross-country growth regressions by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 1999 A Time Series Model of Multiple Structural changes in Level, Trend and Variance by Jiahui Wang & Eric Zivot [Downloadable!] 1999 On Measuring the Welfare Cost of Business Cycles by Chris Otrok [Downloadable!] 1999 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model by Fabio Canova & Matteo Ciccarelli [Downloadable!] 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 Program Evaluation as a Decision Problem by Rajeev Dehejia [Downloadable!] 1999 Predictive Regressions by Robert F. Stambaugh [Downloadable!] 1999 Bayesian Trace Statistics for the Reduced Rank Regression Model by Strachan, R.W. & Inder, B. [Downloadable!] 1999 A Preference Regime Model of Bull and Bear Markets by Gordon, Stephen & St-Amour, Pascal [Downloadable!] 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach by Teruo Nakatsuma 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 Bauwens, L. & Bos, C.S. & Van Dijk, H.K. 1999 Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo by Robert, C.P. & Ryden, T. & Titterington, D.M. 1999 Bayesian Performance Evaluation by Baks, K. & Metrick, A. & Wachter, J. 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. 1999 Testing for Integration Using Evolving Trend and Seasonals Models : A Bayesian Approach by Van Dijk, H.K. & Koop, G. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 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 [Downloadable!] 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 1999 Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk by L. Bauwens & C.S. Bos & H.K. van Dijk [Downloadable!] 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors by Kilian, Lutz & Zha, Tao [Downloadable!] 1999 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach by Canova, Fabio [Downloadable!] 1999 Stochastic Volatility: Univariate and Multivariate Extensions by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!] 1999 Testing for negativity in a demand system: A Bayesian approach by Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa [Downloadable!] 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. [Downloadable!] 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions by Mark Dwyer [Downloadable!] 1998 Benchmark Priors for Bayesian Model Averaging by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel [Downloadable!] 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models by Siddhartha Chib & Edward Greenberg & Yuxin Chen [Downloadable!] 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 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case by Bolduc, Denis & Bonin, Sylvie [Downloadable!] 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 Smooth Transition Garch Models: A Bayesian Perspective by Lubrano, M. 1998 Bayesian Specification and Identification of a Class of Mixture Models by Mouchart, M. & San Martin, E. 1998 A Bayesian Approach to the Econometrics of First-Price Auctions by Albano, G.L. & Jouneau, F. 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 Bayesian Identification of Semi-Parametric Binary Response Models by Mouchart, M. & Rolin, J.-M. & Scheihing, E. 1998 A New Method for Proving Weak Convergence Results Applied to Hjort's Nonparametric Bayes Estimators by Dauxois, J.Y. 1998 Social Learning, Delays, and Multiple Equilibria by Chamley, C. 1998 MCMC Control Spreadsheets for Exponentiel Mixture Estimation by Gruet, M.-A. & Philippe, A. & Robert, C.P. 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 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach by Harris, R. 1998 Prior, Posterios and Bayes Factors for Bayesian Analysis of Cointegration by Paap, R. & Kleibergen, F. 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 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables by John C. Chao & Peter C.B. Phillips [Downloadable!] 1998 Wald Revisited: The Optimal Level of Experimentation by Giuseppe Moscarini & Lones Smith [Downloadable!] 1998 Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales by Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J. [Downloadable!] 1997 Patterns, Types, and Bayesian Learning by Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky [Downloadable!] 1997 Statistical Modeling of Fishing Activities in the North Atlantic by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel [Downloadable!] 1997 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach by Fabio Canova [Downloadable!] 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 Asset Prices with Contingent Preferences by Gordon, Stephen & St-Amour, Pascal [Downloadable!] 1997 Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion by Gordon, Stephen & St-Amour, Pascal [Downloadable!] 1997 Costs of Equity from Factor-Based Models by Pastor, L. & Stambaugh, R.F. 1997 Nonparametric Bayesian Survival Analysis by Rolin, J-M 1997 Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections by Dupuis,J.A. & Robert, C.P. 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 A stochastic frontier analysis of output level and growth in Poland and western economies by Osiewalski, J. & Koop, G. & Steel, M.F.J. [Downloadable!] 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 [Downloadable!] 1996 The Role of Absolute Continu 
