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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.): Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008.
"A Comparison of Two Averaging Techniques with an Application to Growth Empirics ,"
Discussion Paper
2008-39, Tilburg University, Center for Economic Research.
[Downloadable!]
Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, .
"The Belarusian Case of Transition: Whither Financial Repression? ,"
Working Papers
2006_4, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Roberto Leon Gonzalez & Daniel Montolio Estivill, 2003.
"Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach ,"
Working Papers in Economics
106, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions:
Roberto León-González & Daniel Montolio, .
"Growth, Convergence And Public Investment. A Bayesian Model Averaging Approach ,"
Working Papers
13-03 Classification-JEL , Instituto de Estudios Fiscales.
[Downloadable!] 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) Eklund, Jana & Karlsson, Sune, 2005.
"Forecast Combination and Model Averaging Using Predictive Measures ,"
CEPR Discussion Papers
5268, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Eklund, Jana & Karlsson, Sune, 2005.
"Forecast Combination and Model Averaging using Predictive Measures ,"
Working Paper Series
191, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Jana Eklund & Sune Karlsson, 2007.
"Forecast Combination and Model Averaging Using Predictive Measures ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 26(2-4), pages 329-363.
[Downloadable!] (restricted) Matteo Ciccarelli & Benoît Mojon, 2007.
"Global Inflation ,"
Kiel Working Papers
1337, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: Capolupo, Rosa, 2008.
"The New Growth Theories and Their Empirics after Twenty Years ,"
Economics Discussion Papers
2008-27, Kiel Institute for the World Economy.
[Downloadable!]
Tondl, Gabriele & Prüfer, Patricia, 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!]
M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008.
"Model Averaging in Risk Management with an Application to Futures Markets ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
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!] Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009.
"Model averaging in risk management with an application to futures markets ,"
Journal of Empirical Finance ,
Elsevier, vol. 16(2), pages 280-305, March.
[Downloadable!] (restricted) 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!]
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, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: 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!]
Eklund, Jana & Karlsson, Sune, 2007.
"An Embarrassment of Riches: Forecasting Using Large Panels ,"
Working Papers
2007:1, Örebro University, Swedish Business School.
[Downloadable!]
Other versions: Bryant, Henry L. & Davis, George C., 2001.
"Beyond The Model Specification Problem: Model And Parameter Averaging Using Bayesian Techniques ,"
2001 Annual meeting, August 5-8, Chicago, IL
20689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Carmen Fernandez & Eduardo Ley & Mark Steel, 1999.
"Model uncertainty in cross-country growth regressions ,"
Econometrics
9903003, EconWPA, revised 06 Oct 2001.
[Downloadable!]
Other versions: De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
"Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? ,"
Discussion Paper Series 1: Economic Studies
2006,32, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Andersson, Michael K & Karlsson, Sune, 2007.
"Bayesian Forecast Combination for VAR Models ,"
Working Papers
2007:13, Örebro University, Swedish Business School.
[Downloadable!]
Other versions: Gernot Doppelhofer & Melvyn Weeks, 2007.
"Jointness of Growth Determinants ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: 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!]
Other versions: 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 Group Munich.
[Downloadable!]
Other versions: Rosa Capolupo, .
"The New Growth Theoris and their Empirics ,"
Working Papers
2005_4, Department of Economics, University of Glasgow.
[Downloadable!]
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!]
Other versions:
George Kapetanios & Vincent Labhard & Simon Price, 2007.
"Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation ,"
City University Economics Discussion Papers
07/15, Department of Economics, City University, London.
[Downloadable!] George Kapetanios & Vincent Labhard & Simon Price, 2006.
"Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation ,"
Working Papers
566, Queen Mary, University of London, Department of Economics.
[Downloadable!] Kapetanios, George & Labhard, Vincent & Price, Simon, 2008.
"Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 26, pages 33-41, January.
[Downloadable!] (restricted) Ley, Eduardo & Steel, Mark F.J., 2008.
"On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression ,"
MPRA Paper
6637, University Library of Munich, Germany, revised 06 Jan 2008.
[Downloadable!]
Other versions:
Ley, Eduardo & Steel, Mark F. J., 2007.
"On the effect of prior assumptions in Bayesian model averaging with applications to growth regression ,"
Policy Research Working Paper Series
4238, The World Bank.
[Downloadable!] 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!] Pesaran, M. Hashem & Timmermann, Allan, 2004.
"Real Time Econometrics ,"
IZA Discussion Papers
1108, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Pesaran, M.H. & Timmermann, A., 2004.
"‘Real Time Econometrics’ ,"
Cambridge Working Papers in Economics
0432, Faculty of Economics, University of Cambridge.
[Downloadable!] Pesaran, M Hashem & Timmermann, Allan G, 2004.
"Real Time Econometrics ,"
CEPR Discussion Papers
4402, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) M. Hashem Pesaran & Allan Timmermann, 2004.
"Real Time Econometrics ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Pesaran, Hashem & Timmermann, Allan, 2005.
"Real-Time Econometrics ,"
Econometric Theory ,
Cambridge University Press, vol. 21(01), pages 212-231, February.
[Downloadable!] Matteo Ciccarelli & Juan Angel García, 2009.
"What drives euro area break-even inflation rates? ,"
Working Paper Series
996, European Central Bank.
[Downloadable!]
Ciccone, Antonio & Jarocinski, Marek, 2007.
"Determinants of Economic Growth: Will Data Tell? ,"
CEPR Discussion Papers
6544, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jesus Crespo Cuaresma & Martin Feldkircher, 2009.
"Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe ,"
Working Papers
2009-17, Faculty of Economics and Statistics, University of Innsbruck.
[Downloadable!]
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!]
Other versions:
M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management ,"
IEPR Working Papers
04.3, Institute of Economic Policy Research (IEPR).
[Downloadable!] Pesaran, M Hashem & Zaffaroni, Paolo, 2005.
"Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management ,"
CEPR Discussion Papers
5279, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] 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, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Philip Bodman & Harry Campbell & Kelly-Ana Heaton & Andrew Hodge, .
"Fiscal Decentralisation, Macroeconomic Conditions and Economic Growth in Australia ,"
MRG Discussion Paper Series
2609, School of Economics, University of Queensland, Australia.
[Downloadable!]
Theo Eicher & Christian Henn & Chris Papageorgiou, 2008.
"Trade Creation and Diversion Revisited: Accounting for Model Uncertainty and Natural Trading Partner Effects ,"
IMF Working Papers
08/66, International Monetary Fund.
[Downloadable!]
Other versions: Salvador Barrios, .
"Foreign direct investment and industrial development in host countries ,"
Working Papers
98-21, FEDEA.
[Downloadable!]
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!]
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!]
Gary Koop & Simon Potter, 2003.
"Forecasting in large macroeconomic panels using Bayesian Model Averaging ,"
Staff Reports
163, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: 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!]
Rachida Ouysse & Chris Nicholas, 2008.
"Time Varying Determinants of Cross-Country Growth ,"
Discussion Papers
2008-03, School of Economics, The University of New South Wales.
[Downloadable!]
Enrique Moral-Benito, 2007.
"Determinants Of Economic Growth: A Bayesian Panel Data Approach ,"
Working Papers
wp2007_0719, CEMFI.
[Downloadable!]
Other versions: Rosa Capolupo, 2005.
"THE NEW GROWTH THEORIES AND THEIR EMPIRICS, Discussion Paper in Economics, University of Glasgow, N. 2005-04 (http://www.gla.ac.uk/Acad/Economics ,"
GE, Growth, Math methods
0506003, EconWPA.
[Downloadable!]
Mehmet Eris, 2008.
"Foreign aid and growth ,"
Economics Bulletin ,
Economics Bulletin, vol. 15(14), pages 1-14.
[Downloadable!]
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, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: 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!]
Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007.
"Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants ,"
Working Papers
UWEC-2007-25-P, University of Washington, Department of Economics.
[Downloadable!]
Carmen Fernandez & Eduardo Ley & Mark Steel, 2001.
"Bayesian Modelling of Catch in a Northwest Atlantic Fishery ,"
Econometrics
0110003, EconWPA, revised 18 Nov 2001.
[Downloadable!]
Other versions: Prüfer, P. & Tondl, G., 2008.
"The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions ,"
Discussion Paper
2008-61, Tilburg University, Center for Economic Research.
[Downloadable!]
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!]
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!]
repec:att:wimass:1920420 is not listed on IDEAS
Carmen Fernández & Eduardo Ley & Mack F. J. Steel, .
"Statistical modeling of fishing activities in the North Atlantic ,"
Working Papers
97-25, FEDEA.
[Downloadable!]
Other versions:
Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997.
"Statistical Modeling of Fishing Activities in the North Atlantic ,"
Econometrics
9712001, EconWPA.
[Downloadable!] Fernandez, C. & Ley, E. & Steel, M.F.J., 1997.
"Statistical modeling of fishing activities in the North Atlantic ,"
Discussion Paper
111, Tilburg University, Center for Economic Research.
[Downloadable!] 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!]
David Jamieson Bolder & Yuliya Romanyuk, 2008.
"Combining Canadian Interest-Rate Forecasts ,"
Working Papers
08-34, Bank of Canada.
[Downloadable!]
Li, GuangJie, 2009.
"The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence ,"
Cardiff Economics Working Papers
E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009.
[Downloadable!]
Raouf Boucekkine & Fernando del Río & Omar Licandro, .
"Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models ,"
Working Papers
98-19, FEDEA.
[Downloadable!]
Other versions:
Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999.
"Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1999007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!] Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 1999.
"Endogenous vs exogenously driven fluctuations in vintage capital models ,"
CEPREMAP Working Papers (Couverture Orange)
9901, CEPREMAP.
[Downloadable!] Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999.
"Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models ,"
Journal of Economic Theory ,
Elsevier, vol. 88(1), pages 161-187, September.
[Downloadable!] (restricted) 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!]
Other versions: 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)
Other versions: 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!]
Other versions: Steven N. Durlauf, 2003.
"Policy Evaluation and Empirical Growth Research ,"
Working Papers Central Bank of Chile
205, Central Bank of Chile.
[Downloadable!]
Oliver Röhn & Sultan Orazbayev & Aslan Sarinzhipov, 2009.
"An Institutional Risk Analysis of the Kazakh Economy ,"
Ifo Working Paper Series
Ifo Working Paper No. 70, Ifo Institute for Economic Research at the University of Munich.
[Downloadable!]
Eklund, Jana & Karlsson, Sune, 2007.
"Computational Efficiency in Bayesian Model and Variable Selection ,"
Working Papers
2007:4, Örebro University, Swedish Business School.
[Downloadable!]
Other versions: Todd E. Clark & Michael W. McCracken, 2008.
"Combining forecasts from nested models ,"
Working Papers
2008-037, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Todd E. Clark & Michael W. McCracken, 2006.
"Combining forecasts from nested models ,"
Research Working Paper
RWP 06-02, Federal Reserve Bank of Kansas City.
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2007.
"Combining forecasts from nested models ,"
Finance and Economics Discussion Series
2007-43, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2009.
"Combining Forecasts from Nested Models ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 71(3), pages 303-329, 06.
[Downloadable!] (restricted) Kelvin Balcombe, 2005.
"Model Selection Using Information Criteria and Genetic Algorithms ,"
Computational Economics ,
Springer, vol. 25(3), pages 207-228, June.
[Downloadable!] (restricted)
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This page was last updated on 2009-11-29.
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