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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC11: Bayesian Analysis
This topic is covered by the following reading lists: SOEP based publications
2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 A bayesian approach to model-based clustering for panel probit models by Aßmann, Christian & Boysen-Hogrefe, Jens [Downloadable!] 2009 Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada by Allison Davis & Klaus Moeltner [Downloadable!] 2009 Modelling Realized Covariances by Xin Jin & John M Maheu [Downloadable!] 2009 Extracting bull and bear markets from stock returns by John M Maheu & Thomas H McCurdy & Yong Song [Downloadable!] 2009 A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals by D. Sornette & L. Lin & Ren R.E. [Downloadable!] 2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care by Markus Jochmann [Downloadable!] 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models by Dimitris Korobilis [Downloadable!] 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models by Dimitris Korobilis [Downloadable!] 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 [Downloadable!] 2009 Firm-Specific Capital, Productivity Shocks and Investment Dynamics by Francesco Giuli & Massimiliano Tancioni [Downloadable!] 2009 Forecasting Inflation Using Dynamic Model Averaging by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 Learning under Fear of Floating by Bigio, Saki [Downloadable!] 2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente [Downloadable!] 2009 A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models by Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain [Downloadable!] 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions by Rangan Gupta & Alain Kabundi [Downloadable!] 2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us by Sonali Das & Rangan Gupta & Alain Kabundi 2009 Properties of distributions with increasing failure rate by Brusset, Xavier [Downloadable!] 2009 A Bayesian analysis of government expenditure in Nigeria by Olayeni, Olaolu Richard [Downloadable!] 2009 Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan by Hashiguchi, Yoshihiro [Downloadable!] 2009 An Extended Macro-Finance Model with Financial Factors by Dewachter, Hans & Iania, Leonardo [Downloadable!] 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R by Ardia, David [Downloadable!] 2009 Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn by Bušs, Ginters [Downloadable!] 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions by Sinha, Pankaj & Jayaraman, Prabha [Downloadable!] 2009 A small open economy model for Nigeria: a BVAR-DSGE approach by Olayeni, Olaolu Richard [Downloadable!] 2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II ε-contaminated and Edgeworth Series class of prior distributions by Sinha, Pankaj & Jayaraman, Prabha [Downloadable!] 2009 Trend agnostic one step estimation of DSGE models by Ferroni, Filippo [Downloadable!] 2009 Eventology versus contemporary theories of uncertainty by Vorobyev, Oleg [Downloadable!] 2009 MEDEA: A DSGE Model for the Spanish Economy by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2009 The Econometrics of DSGE Models by Jesús Fernández-Villaverde [Downloadable!] 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2009 Manipulation Robustness of Collaborative Filtering Systems by Benjamin Van Roy & Xiang Yan [Downloadable!] 2009 Dynamics of Fiscal Financing in the United States by Eric M. Leeper & Michael Plante & Nora Traum [Downloadable!] 2009 Bayesian and Frequentist Inference in Partially Identified Models by Hyungsik Roger Moon & Frank Schorfheide [Downloadable!] 2009 DSGE Model-Based Forecasting of Non-modelled Variables by Frank Schorfheide & Keith Sill & Maxym Kryshko [Downloadable!] 2009 The Econometrics of DSGE Models by Jesús Fernández-Villaverde [Downloadable!] 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 [Downloadable!] 2009 The German elections in the 1870s: why Germany turned from liberalism to protectionism by Sibylle Lehmann [Downloadable!] 2009 Perceiving the Value of Business Planning by Anne Chwolka & Matthias Raith [Downloadable!] 2009 On Marginal Likelihood Computation in Change-point Models by Luc Bauwens & Jeroen V.K. Rombouts [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 Estimation of the Euro Area Output Gap Using the NAWM by Günter Coenen & Frank Smets & Igor Vetlov [Downloadable!] 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time by Boriss Siliverstovs [Downloadable!] 2009 The Role of Labor Markets for Euro Area Monetary Policy by Kai Christoffel & Keith Kuester & Tobias Linzert [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 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. [Downloadable!] 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe by Jesus Crespo Cuaresma & Martin Feldkircher [Downloadable!] 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe [Downloadable!] 2009 A New Method for Identifying the Effects of Foreign Exchange Interventions by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu [Downloadable!] 2009 The Evolution of Loan Rate Stickiness Across the Euro Area by Jouchi Nakajima & Yuki Teranishi [Downloadable!] 2009 Bayesian Methods for Completing Data in Space-time Panel Models by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard [Downloadable!] 2009 Testing for a Constant Mean Function using Functional Regression by Jin Seo Cho & Meng Huang & Halbert White [Downloadable!] 2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu [Downloadable!] 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression by Pooyan Amir Ahmadi & Albrecht Ritschl [Downloadable!] 2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity by Hiroaki Chigira & Tsunemasa Shiba [Downloadable!] 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies by de Luna, Xavier & Lundin, Mathias [Downloadable!] 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 [Downloadable!] 2009 Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states by Mehrotra, Aaron & Slacik, Tomas [Downloadable!] 2009 Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators by Boris Branisa & Adriana Cardozo [Downloadable!] 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 A survey of sequential Monte Carlo methods for economics and finance by Creal, D. [Downloadable!] 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 [Downloadable!] 2009 Forecasting Productivity Using Information from Firm-Level Data by Eric J. Bartelsman & Zoltán Wolf [Downloadable!] 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 [Downloadable!] 2009 Which Factors Capitalize into House Prices? A Bayesian Averaging Approach by David Stadelmann [Downloadable!] 2009 Sectoral Price Data and Models of Price Setting by Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko [Downloadable!] 2009 MEDEA: A DSGE Model for the Spanish Economy by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco [Downloadable!] 2009 What’s News in Business Cycles by Schmitt-Grohé, Stephanie & Uribe, Martín [Downloadable!] 2009 On the Statistical Identification of DSGE Models by Consolo, Agostino & Favero, Carlo A & Paccagnini, Alessia [Downloadable!] 2009 The Econometrics of DSGE Models by Fernández-Villaverde, Jesús [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen Rombouts & Lars Peter Stentoft [Downloadable!] 2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals by Li LIN & Ruo En REN & Didier SORNETTE [Downloadable!] 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model by Jim Malley & Ulrich Woitek [Downloadable!] 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 [Downloadable!] 2009 Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach by Ali Bayar & Bram Smeets [Downloadable!] 2009 The Determinants of Economic Growth in European Regions by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher [Downloadable!] 2009 A Correction Function Approach to Solve the Incidental Parameter Problem by Li, GuangJie & Leon-Gonzalez, Roberto [Downloadable!] 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect by Li, GuangJie [Downloadable!] 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence by Li, GuangJie [Downloadable!] 2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley [Downloadable!] 2009 Extreme Value GARCH modelling with Bayesian Inference by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao [Downloadable!] 2009 Real-Time Inflation Forecasting in a Changing World by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo [Downloadable!] 2009 Macro modelling with many models by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey [Downloadable!] 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. [Downloadable!] 2009 A Bayesian Analysis of Total Factor Productivity Persistence by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy by Raja Chakir [Downloadable!] 2009 Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères by Gilles Allaire & Eric Cahuzac & Michel Simioni [Downloadable!] 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes by Anna Pajor [Downloadable!] 2009 Bayesian Model Selection in the Analysis of Cointegration by Justyna Wróblewska [Downloadable!] 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 [Downloadable!] 2009 Imputación Múltiple en Encuestas Microeconómicas by Rodrigo Alfaro & Marcelo Fuenzalida [Downloadable!] 2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones by Begoña Font Belaire [Downloadable!] 2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire by AKA, Bédia F. [Downloadable!] 2009 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Jeroen V. K. Rombouts & Mohammed Bouaddi [Downloadable!] 2009 Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes by Babak Shahbaba [Downloadable!] 2009 A Component GARCH Model with Time Varying Weights by Luc Bauwens & Giuseppe Storti [Downloadable!] 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account? by Mercereau, Benôit & Miniane, Jacques Alain [Downloadable!] 2008 The information content of money in forecasting Euro area inflation by Berger, Helge & Stavrev, Emil [Downloadable!] 2008 The ECB's monetary analysis revisited by Berger, Helge & Harjes, Thomas & Stavrev, Emil [Downloadable!] 2008 Global business cycles: convergence or decoupling? by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S. [Downloadable!] 2008 Bayesian analysis of growth using stochastic frontier model by Arkadiusz Wisniowski [Downloadable!] 2008 Priors from DSGE Models for Dynamic Factor Analysis by Gregor Bäurle [Downloadable!] 2008 The Role of Sectoral Shifts in the Great Moderation by Daniel Burren [Downloadable!] 2008 Real Time Detection of Structural Breaks in GARCH Models by Zhongfang He & John M Maheu [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 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs: a Bayesian Evaluation by Marianna Riggi & Massimiliano Tancioni [Downloadable!] 2008 Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model by P. JACOB & G. PEERSMAN [Downloadable!] 2008 A Bayesian Model Averaging Approach With Non-Informative Priors For Cost-Effectiveness Analyses In Health Economics by Caterina Conigliani [Downloadable!] 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 On the Evolution of Monetary Policy by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 Bayesian Inference in the Time Varying Cointegration Model by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 A Medium-scale Open Economy Model of Australia by Jarkko Jääskelä & Kristoffer Nimark [Downloadable!] 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy by Andrew Hodge & Tim Robinson & Robyn Stuart [Downloadable!] 2008 The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics by Richard Dennis [Downloadable!] 2008 Forecasting Exchange Rates with a Large Bayesian VAR by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 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 [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 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 On the J-test for nonnested hypotheses and Bayesian extension by Rao, Surekha & Ghali, Moheb & Krieg, John [Downloadable!] 2008 Bayesian Analysis of DSGE Models with Regime Switching by Eo, Yunjong [Downloadable!] 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes by Griffin, Jim & Steel, Mark F.J. [Downloadable!] 2008 Rational macroeconomic learning in linear expectational models by Holden, Tom [Downloadable!] 2008 Hierarchical Bayes prediction for the 2008 US Presidential election by Sinha, Pankaj & Bansal, Ashok [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 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [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 The Macroeconomic Effects of Fiscal Policy by Ricardo M. Sousa & António Afonso [Downloadable!] 2008 A Dynamic Model of Sponsored Search Advertising by Song Yao & Carl F. Mela & [Downloadable!] 2008 Global Business Cycles: Convergence or Decoupling? by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad [Downloadable!] 2008 What's News in Business Cycles by Stephanie Schmitt-Grohe & Martin Uribe [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 Search Equilibrium with Migration: the Case of Poland by Katarzyna Budnik [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 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 [Downloadable!] 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use by Bretteville-Jensen, Anne Line & Jacobi, Liana [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 Are There Waves in Merger Activity After All? by Dennis L. Gärtner & Daniel Halbheer [Downloadable!] 2008 The Macroeconomic Effects of Fiscal Policy by António Afonso & Ricardo M. Sousa [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 The Determinants of Economic Growth in European Regions by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher [Downloadable!] 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns by Jouchi Nakajima [Downloadable!] 2008 Inflation Targeting and Monetary Policy Activism by Toshitaka Sekine & Yuki Teranishi [Downloadable!] 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? by Chew Lian Chua & Sarantis Tsiaplias [Downloadable!] 2008 The Influence of the Business Cycle on Mortality by Wolfgang H. Reichmuth & Samad Sarferaz [Downloadable!] 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality by Wolfgang Reichmuth & Samad Sarferaz [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 Comparing Forecast Performance of Exchange Rate Models by Lillie Lam & Laurence Fung & Ip-wing Yu [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 Metropolis-Hastings prefetching algorithms by Strid, Ingvar [Downloadable!] 2008 Little’s Law and Business Entropy by Michael Louis George [Downloadable!] 2008 Log Cycle Time as a Predictor of Cost Reduction by Michael Louis George [Downloadable!] 2008 What is Business Entropy by Michael Louis George [Downloadable!] 2008 AdMit: Adaptive Mixtures of Student-t Distributions 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: the R package AdMit by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2008 Forecasting Exchange Rates with a Large Bayesian VAR by A. Carriero & G. Kapetanios & M. Marcellino [Downloadable!] 2008 Large Bayesian VARs by Marta Banbura & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2008 Climate Change and Modelling of Extreme Temperatures in Switzerland by Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers [Downloadable!] 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 [Downloadable!] 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 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 [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. & Prüfer, P. [Downloadable!] 2008 Forecasting Exchange Rates with a Large Bayesian VAR by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano [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 On The Cyclicality of Real Wages and Wage Differentials by Otrok, Christopher & Pourpourides, Panayiotis M. [Downloadable!] 2008 Acquisition, Insolvency and Managers in UK Small Companies by Isachenkova, N. & Weeks, M. [Downloadable!] 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 [Downloadable!] 2008 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey [Downloadable!] 2008 Real exchange rate volatility and disconnect: an empirical investigation by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani [Downloadable!] 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 [Downloadable!] 2008 Combining Canadian Interest-Rate Forecasts by David Jamieson Bolder & Yuliya Romanyuk [Downloadable!] 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics by Richard Dennis [Downloadable!] 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account? by Mercereau, Benoît & Miniane, Jacques Alain [Downloadable!] 2008 Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View by Andrea Brasili & Loredana Federico [Downloadable!] 2008 An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model by Caraiani, Petre [Downloadable!] 2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis by Linnea Polgreen & Pedro Silos [Downloadable!] 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 [Downloadable!] 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006 by Anne Corcos & François Pannequin [Downloadable!] 2008 Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths by Brigitta Hultblad & Sune Karlsson [Downloadable!] 2008 Empirical Implications of Information Structure in Finite Extensive Form Games by Jose Penalva & Michael D. Ryall [Downloadable!] 2008 Predicting Resource Policy Outcomes via Meta-Regression: Data Space, Model Space, and the Quest for 'Optimal Scope' by Klaus Moeltner & Randall S. Rosenberger [Downloadable!] 2008 Analyzing the Swiss Business Cycle by Alexander Perruchoud 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 Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators 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. 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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. [Downloadable!] 2005 Forecast Combination and Model Averaging using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!] 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model by Adolfson, Malin & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space by Villani, Mattias [Downloadable!] 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State by Villani, Mattias [Downloadable!] 2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 How Important are Financial Frictions in the U.S. and Euro Area? by Queijo, Virginia [Downloadable!] 2005 Measuring inflation persistence - a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 On the fit and forecasting performance of New-Keynesian models by Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters [Downloadable!] 2005 The Impact of Central Bank FX Interventions on Currency Components by Michel Beine & Charles S. Bos & Sebastian Laurent [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by Luc, Bauwens & J.V.K., ROMBOUTS [Downloadable!] 2005 New-Keynesian or RBC Transmission? 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[Downloadable!] 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful? by Andrea Nobili [Downloadable!] 2005 Diversification And Focus: A Bayesian Application Of The Resource-Based View by Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci [Downloadable!] 2005 Modelo de manadas y aprendizaje social by Juan Pablo Herrera & Francisco Lozano Gerena [Downloadable!] 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters by Timothy Cogley [Downloadable!] 2005 Learning and Monetary Policy Shifts by Frank Schorfheide [Downloadable!] 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL [Downloadable!] 2005 Corporate Tax Reforms and Financial Choices: An Empirical Analysis by Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli [Downloadable!] 2005 Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors by Mingliang Li & Justin Tobias [Downloadable!] 2005 Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model by Elena Goldman & Hiroki Tsurumi [Downloadable!] 2004 Opinion Pooling under Asymmetric Information by Franz Dietrich [Downloadable!] 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach by Fabio Milani [Downloadable!] 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 [Downloadable!] 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots by Ricardo Gonçalves Silva [Downloadable!] 2004 Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo [Downloadable!] 2004 The Power of the "Objective" Bayesian Unit-Root Test by Francis W. 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. Rubio-Ramirez [Downloadable!] 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 A Revealed Preference Ranking of U.S. Colleges and Universities by Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCausland, William [Downloadable!] 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H. [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCAUSLAND, William [Downloadable!] 2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods by McCAUSLAND, William [Downloadable!] 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC by Xibin Zhang & Maxwell L. King & Rob J. Hyndman [Downloadable!] 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate by Andrew D. Sanford & Gael Martin [Downloadable!] 2004 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points by Gary M. Koop & Simon M. Potter [Downloadable!] 2004 On Priors on Cointegrating Spaces by Rodney W. Strachan [Downloadable!] 2004 Exceptions to Bartlett’s Paradox by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Bayesian Model Selection with an Uninformative Prior by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation by Paserman, M. Daniele [Downloadable!] 2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application by Paserman, M. Daniele [Downloadable!] 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques by Troske, Kenneth R. & Voicu, Alexandru [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan [Downloadable!] 2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis by Villani, Mattias & Larsson, Rolf [Downloadable!] 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions by Corander, Jukka & Villani, Mattias [Downloadable!] 2004 Parametric covariance matrix modeling in Bayesian panel regression by Salabasis, Mickael [Downloadable!] 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors by Philippe J. 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. Lubik [Downloadable!] 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap by Frank Kleibergen [Downloadable!] 2004 Messy Data Modelling in Health Care Contingent Valuation Studies by Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan [Downloadable!] 2004 A Bayesian MCMC Algorithm for Markov Switching GARCH models by Dhiman Das & B.Hark Yoo 2004 Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations by Fabio Milani 2004 Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments by Mehmet Caner [Downloadable!] 2004 Bayesian Reduced Rank Regression in SEMs with Weak Identification by Kajal Lahiri & Jabonn Kim 2004 Structural Error Correction Model: A Bayesian Perspective by Chew Lian Chua & Peter Summers [Downloadable!] 2004 On Leverage in a Stochastic Volatility Model by Jun Yu 2004 On leverage in a stochastic volatility model by Jun Yu 2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia by Denzil Fiebig & Michael Smith & Remy Cottet 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data by Gael Martin & Chris Strickland & Catherine Forbes 2004 Seasonality, Cycles and Unit Roots by Mickael Salabasis & Sune Karlsson [Downloadable!] 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays by Ilias Tsiakas [Downloadable!] 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC by Rob L. Hyndman & Xibin Zhang & Maxwell L. King, [Downloadable!] 2004 Cyclical components in economic time series: A Bayesian approach by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur [Downloadable!] 2004 To aggregate or not to aggregate? Euro area inflation forecasting by Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny [Downloadable!] 2004 Is inflation persistence intrinsic in industrial economies? by Andrew T. Levin & Jeremy M. Piger [Downloadable!] 2004 Similarities and convergence in G-7 cycles by Fabio Canova & Matteo Ciccarelli & Eva Ortega [Downloadable!] 2004 Model-based Clustering of Multiple Time Series by Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G [Downloadable!] 2004 Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU? by Ciccarelli, Matteo & Rebucci, Alessandro [Downloadable!] 2004 Similarities and Convergence in G7 Cycles by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2004 Discrete Choice Models in Preference Space and Willingness-to Pay Space by Train, K. & Weeks, M. [Downloadable!] 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’ by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A. [Downloadable!] 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee by Marco Moscadelli [Downloadable!] 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A. [Downloadable!] 2004 A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial by GÓMEZ-DÉNIZ, E. [Downloadable!] 2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area by Aka, B.F. 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Eberwein & Jagdish Handa [Downloadable!] 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models by Andrzej Kociêcki [Downloadable!] 2003 A Method for Assigning Letter Grades: Multi-Curve Grading by Alex Strashny [Downloadable!] 2003 Output specific efficiencies: The case of UK private secondary schools by Dieter Gstach & Andrew Somers & Susanne Warning [Downloadable!] 2003 A Statistical Framework for Estimating Output-Specific Efficiencies by Dieter Gstach [Downloadable!] 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model by Nunzio Cappuccio & Diego Lubian & Davide Raggi [Downloadable!] 2003 Similarities and Convergence in G-7 Cycles by Fabio Canova & Matteo Ciccarelli & Eva Ortega [Downloadable!] 2003 Estimating nonlinear dynamic economies: A likelihood approach by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez 2003 Agriculture: transition buffer or black hole? 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Martin [Downloadable!] 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary by Viktor Várpalotai [Downloadable!] 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application by Matteo Pelagatti [Downloadable!] 2003 Asset Returns and State-Dependent Risk Preferences by Gordon, Stephen & St-Amour, Pascal [Downloadable!] 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects by Voicu, Alexandru & Buddelmeyer, Hielke [Downloadable!] 2003 Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach by Polasek, Wolfgang [Downloadable!] 2003 Risk Aversion and Herd Behavior in Financial Markets by Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2003 Bayesian Evidence on the Structure of Unemployment by Peter M. Summers [Downloadable!] 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs by Villani, Mattias & Warne, Anders [Downloadable!] 2003 Bayes Estimators of the Cointegration Space by Villani, Mattias [Downloadable!] 2003 A Finer Point in Forensic Identification by Mehlum, Halvor [Downloadable!] 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach by Ericsson, Johan & Karlsson, Sune [Downloadable!] 2003 Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach by Erkki Siivonen & Arto Luoma & Jani Luoto [Downloadable!] 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model by Strachan, Rodney & Brett Inder [Downloadable!] 2003 Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 2003 The value of structural information in the VAR model by R.W. Strachan & H.K. Van Dijk [Downloadable!] 2003 Relationship Between Maternal Behavior During Pregnancy, Birth Outcome, and Early Childhood Development: An Exploratory Study by Li, Kai & Poirier, Dale J. [Downloadable!] 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models by Anirvan Banerji & Pami Dua & Stephen M. Miller [Downloadable!] 2003 Bayesian Estimation of Risk-Premia in an APT Context by Darsinos, T. & Satchell, S.E. [Downloadable!] 2003 Cyclical Components in Economic Time Series: a Bayesian Approach by Harvey, A. & TTrimbur, T. & van Dijk, H. [Downloadable!] 2003 Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach by Roberto Leon Gonzalez & Daniel Montolio Estivill [Downloadable!] 2002 The Term Spread International Evidence of Non-Linear Adjustment by Alfred A. Haug & Pierre L. Siklos [Downloadable!] 2002 Testing For Cointegration Rank Using Bayes Factors by Sugita, Katsuhiro [Downloadable!] 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski [Downloadable!] 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 [Downloadable!] 2002 Semiparametric Bayesian Inference for Stochastic Frontier Models by Jim E. Griffin & Mark F.J. Steel [Downloadable!] 2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility by James E. Griffin & Mark F.J. Steel [Downloadable!] 2002 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture by Carmen Fernandez & Gary Koop & Mark F.J. Steel [Downloadable!] 2002 Informational Matching by Silvio Rendón [Downloadable!] 2002 Fixed and Random Effects in Classical and Bayesian Regression by Silvio Rendón [Downloadable!] 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searches by Stella M. Salvatierra [Downloadable!] 2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models by Anirvan Banerji & Pami Dua & Stephen M. Miller [Downloadable!] 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 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. 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Johnson & Andreas Herrmann & Frank Huber [Downloadable!] 2002 No-Respuesta De Items En Estudios De Mercado by PABLO MARSHALL [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 Smooth Transition Garch Models : a Baysian Perspective by Michel LUBRANO [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 Stochastic Frontier Models with Random Coefficients by Tsionas, E.G. 2001 Implementation Theory by Eric Maskin & Tomas Sjostrom [Downloadable!] 2001 Causation, Prediction, and Search, 2nd Edition by Peter Spirtes & Clark Glymour & Richard Scheines 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 Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy by Aoki, Takaaki [Downloadable!] 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 [Downloadable!] 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 Continuity in "Merging of Opinions" and "Rational Learning" by R. I. Miller & C. W. Sanchirico [Downloadable!] 1996 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance by Francisco F. R. Ramos [Downloadable!] 1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test by Teruo Nakatsuma & Hiroki Tsurumi [Downloadable!] 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 Disapprobation Between Bayesian Inferences: Definition and Examples by Jouneau, F. 1996 Bayesian Inference on Garch Models Using the Gibbs Sampler by Bauwens, L. & Lubrano, M. 1996 Bayesian Unmasking in Linear Models by Justel, A. & Pena, D. 1996 Bayesian Utilitarianism by Zhou, L. 1996 Bayesian Estimation of Switching ARMA Models by Billio, M. & Monfort, A. & Robert, C.P. 1996 Certification by a Monopolist by Linnemer, L. & Perrot, A. 1996 Expansions of Penalized Likelihood Ratio Statistics and Consequences on Matching Priors for HPD Regions by Rousseau, 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 On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations by Franses, P.H. & Koop, G. 1996 The Climate Change Footprint: Will We See It Before It Is Upon Us? by Kelly, D.L. & Kolstad, C.D. 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 On the use of panel data in bayesian stochastic frontier models by Fernandez, C. & Osiewalski, J. & Steel, M. [Downloadable!] 1996 Divisible Conspicuous Good by Bosi, S. 1996 Research and Productivity by Jovanovic, B. & Nyarko, Y. [Downloadable!] 1996 Stepping Stone Mobility by Jovanovic, B. & Nyarko, Y. [Downloadable!] 1996 Learning by Doing and the Choice of Technology by Jovanovic, B. & Nyarko, Y. [Downloadable!] 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. 1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel [Downloadable!] 1995 On the Estimation of Demand Systems Through Consumption Efficiency by Eduardo Ley & Mark F.J. Steel [Downloadable!] 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 The Poor Stay Poor: Non-Convergence Across Countries and Regions by Canova, Fabio & Marcet, Albert [Downloadable!] 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 1994 Numerical Aspects of Bayesian VAR-modeling by Kadiyala, K. Rao & Karlsson, Sune [Downloadable!] 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 The Empirics of Economic Growth in Previously Centrally Planned Economies by Leamer, Edward & Taylor, Mark P [Downloadable!] 1994 Bayesian Inference for Periodic Regime-Switching Models by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay [Downloadable!] 1994 BVAR models in the context of cointegration: A Monte Carlo experiment by Luis J. Álvarez & Fernando C. Ballabriga 1993 Sticking It Out: Entrepreneurial Survival and Liquidity Constraints by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen [Downloadable!] 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1991 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum by Peter C.B. Phillips [Downloadable!] 1991 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips by Christopher A. Sims [Downloadable!] 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1991 A Bayesian Analysis of Trend Determination in Economic Time Series by Eric Zivot & Peter C.B. Phillips [Downloadable!] 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence by Peter C.B. Phillips [Downloadable!] 1977 Seasonality in Regression: An Application of Smoothness Priors by Mark Gersovitz & James G. MacKinnon [Downloadable!] Bayesian Analysis Of Conditional Autoriegressive Models by Victor De Oliveira [Downloadable!] Normalized Power Prior Bayesian Analysis by Keying Ye & Yuyan Duan [Downloadable!] Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality by Mark D. Ecker & Victor De Oliveira [Downloadable!] Forecasting euro exchange rates: How much does model averaging help? by Jesus Crespo Cuaresma [Downloadable!] Frailty Correlated Default by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA [Downloadable!] Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM by Francesco FRANZONI & Tobias ADRIAN [Downloadable!] How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth by Timothy Cogley [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
