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Citations for "Benchmark priors for Bayesian Model averaging"

by Carmen Fernández & Eduardo Ley & Mark F. J. Steel

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2007. "Bayesian Model Averaging in the Context of Spatial Hedonic Pricing: An Application to Farmland Values," Working Papers 2007-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group. [Downloadable!]
  2. Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Department of Economics, University of Leicester. [Downloadable!]
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  3. Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, Swedish Business School. [Downloadable!]
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  4. Matteo Ciccarelli & Benoît Mojon, 2005. "Global inflation," Working Paper Series 537, European Central Bank. [Downloadable!]
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  5. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, School of Economics and Management, University of Aarhus. [Downloadable!]
  6. Antonio Ciccone & Marek Jarocinski, 2008. "Determinants of economic growth - will data tell?," Working Paper Series 852, European Central Bank. [Downloadable!]
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  7. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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  8. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
  9. Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, Swedish Business School. [Downloadable!]
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  10. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA. [Downloadable!]
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  11. Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
  12. Roberto León-González & Daniel Montolio, 2004. "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1925-1936, September. [Downloadable!] (restricted)
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  13. repec:att:wimass:1920420 is not listed on IDEAS
  14. Carmen Fernández & Eduardo Ley & Mack F. J. Steel, . "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA. [Downloadable!]
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  15. Prüfer, Patricia & Tondl, Gabriele, 2007. "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 26, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
  16. Gernot Doppelhofer & Melvyn Weeks, 2007. "Jointness of Growth Determinants," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  17. Christine De Mol & Domenico Giannone & Lucrezia Reichlin, 2006. "Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank. [Downloadable!]
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  18. Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
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  19. Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks, 2005. "Jointness of Determinants of Economics Growth," Money Macro and Finance (MMF) Research Group Conference 2005 54, Money Macro and Finance Research Group. [Downloadable!]
  20. Steven N. Durlauf, 2003. "Policy Evaluation and Empirical Growth Research," Working Papers Central Bank of Chile 205, Central Bank of Chile. [Downloadable!]
  21. Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge. [Downloadable!]
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  22. George Kapetanios & Vincent Labhard & Simon Price, . "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England. [Downloadable!]
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  23. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester. [Downloadable!]
  24. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6772, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
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  25. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001. [Downloadable!]
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  26. Gary Koop & Lise Tole, 2004. "An Investigation of Thresholds in Air Pollution-Mortality Effects," Discussion Papers in Economics 04/20, Department of Economics, University of Leicester. [Downloadable!]
  27. Roberto Leon-Gonzalez & Riccardo Scarpa, 2007. "Robust Benefit Function Transfer: A Bayesian Model Averaging Approach," Discussion Papers in Economics 07/01, Department of Economics, University of Leicester. [Downloadable!]
  28. Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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  29. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank. [Downloadable!]
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  30. Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. [Downloadable!]
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  31. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  32. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
  33. Klump, Rainer & Prüfer, Patricia, 2005. "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005 27, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
  34. Chris Papageorgiou & Winford H. Masanjala, . "Initial Conditions, European Colonialism and Africa's Growth," Departmental Working Papers 2006-01, Department of Economics, Louisiana State University. [Downloadable!]
  35. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, Swedish Business School. [Downloadable!]
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  36. Theo Eicher & Chris Papageorgiou & Oliver Röhn, 2007. "Unraveling the Fortunates of the Fortunate: An Iterative Bayesian Model Averaging (IBMA) Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  37. Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
  38. Daniel Peña & M. Dolores Redondas, 2003. "Bayesian Curve Estimation By Model Averaging," Statistics and Econometrics Working Papers ws034410, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  39. Olivier Parent & James P. Lesage, 2007. "Bayesian Model Averaging for Spatial Econometric Models ," University of Cincinnati, Economics Working Papers Series 2007-02, University of Cincinnati, Department of Economics. [Downloadable!]
  40. Klump, Rainer & Pruefer, Patricia, 2006. "Prioritizing policies for pro-poor growth: applying bayesian model averaging to Vietnam," Discussion Paper 117, Tilburg University, Center for Economic Research. [Downloadable!]
  41. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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  42. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Department of Economics, University of Leicester. [Downloadable!]
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This page was last updated on 2008-8-28.

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