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Edward Greenberg

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Greenberg, Edward & Parks, Robert P, 1997. "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 67-75, Jan.-Feb..

    Mentioned in:

    1. A PREDICTIVE APPROACH TO MODEL SELECTION AND MULTICOLLINEARITY (Journal of Applied Econometrics 1997) in ReplicationWiki ()
  2. Greenberg, E & Pollard, W A & Alpert, W T, 1989. "Statistical Properties of Data Stretching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 383-391, Oct.-Dec..

    Mentioned in:

    1. Statistical properties of data stretching (Journal of Applied Econometrics 1989) in ReplicationWiki ()

Working papers

  1. Steven M. Fazzari & Piero Ferri & Edward Greenberg, 1999. "Aggregate Demand and Micro Behavior: A New Perspective on Keynesian Macroeconomics," Macroeconomics 9902005, University Library of Munich, Germany.

    Cited by:

    1. Steven M. Fazzari, 2000. "Minsky and the Mainstream: Has Recent Research Rediscovered Financial Keynesianism," Macroeconomics 0004025, University Library of Munich, Germany.

  2. Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics 9802001, University Library of Munich, Germany, revised 06 May 1998.

    Cited by:

    1. Hoshino, Takahiro, 2008. "A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1413-1429, January.
    2. Rub'en Loaiza-Maya & Didier Nibbering, 2022. "Fast variational Bayes methods for multinomial probit models," Papers 2202.12495, arXiv.org, revised Oct 2022.
    3. Lahiri, Kajal & Gao, Jian, 2002. "Bayesian analysis of nested logit model by Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 111(1), pages 103-133, November.
    4. Minjung Kyung & Jeff Gill & George Casella, 2011. "Sampling schemes for generalized linear Dirichlet process random effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(3), pages 259-290, August.
    5. McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E., 2000. "A Bayesian analysis of the multinomial probit model with fully identified parameters," Journal of Econometrics, Elsevier, vol. 99(1), pages 173-193, November.
    6. Duncan Fong & Sunghoon Kim & Zhe Chen & Wayne DeSarbo, 2016. "A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA," Psychometrika, Springer;The Psychometric Society, vol. 81(1), pages 161-183, March.
    7. Patil, Priyadarshan N. & Dubey, Subodh K. & Pinjari, Abdul R. & Cherchi, Elisabetta & Daziano, Ricardo & Bhat, Chandra R., 2017. "Simulation evaluation of emerging estimation techniques for multinomial probit models," Journal of choice modelling, Elsevier, vol. 23(C), pages 9-20.
    8. Zhehan Jiang & Jonathan Templin, 2019. "Gibbs Samplers for Logistic Item Response Models via the Pólya–Gamma Distribution: A Computationally Efficient Data-Augmentation Strategy," Psychometrika, Springer;The Psychometric Society, vol. 84(2), pages 358-374, June.
    9. Luiz Moutinho & Graeme D. Hutcheson, 2006. "Store Patronage: The Utility Of A Multi-Method, Multi-Nomial Logistic Regression Model For Predicting Store Choice," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 5-25.
    10. Daziano, Ricardo A., 2013. "Conditional-logit Bayes estimators for consumer valuation of electric vehicle driving range," Resource and Energy Economics, Elsevier, vol. 35(3), pages 429-450.

  3. Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996. "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics 9608003, University Library of Munich, Germany, revised 25 Nov 1996.

    Cited by:

    1. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
    2. Hikaru Hasegawa & Kazuhiro Ueda & Kunie Mori, 2008. "Estimation of Engel Curves from Survey Data with Zero Expenditures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 535-558, August.
    3. Mikołaj Czajkowski & Marek Giergiczny & Jakub Kronenberg & Jeffrey Englin, 2019. "The Individual Travel Cost Method with Consumer-Specific Values of Travel Time Savings," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(3), pages 961-984, November.
    4. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
    5. Herriges, Joseph A. & Phaneuf, Daniel J. & Tobias, Justin, 2008. "Estimating Demand Systems when Outcomes Are Correlated Count," Staff General Research Papers Archive 12934, Iowa State University, Department of Economics.
    6. Du Juan, 2012. "Formal and Informal Care: An Empirical Bayesian Analysis Using the Two-part Model," Forum for Health Economics & Policy, De Gruyter, vol. 15(2), pages 1-42, November.
    7. Tatsushi Oka & Wei Wei & Dan Zhu, 2020. "A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China," Papers 2008.06051, arXiv.org, revised Aug 2020.
    8. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    10. Griffith, Daniel A. & Fischer, Manfred M. & LeSage, James P., 2016. "The spatial autocorrelation problem in spatial interaction modelling: a comparison of two common solutions," MPRA Paper 78264, University Library of Munich, Germany.
    11. Li, Tong & Zheng, Xiaoyong, 2012. "Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 29-46.
    12. Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019. "Multilateral index number systems for international price comparisons: Properties, existence and uniqueness," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
    13. McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.
    14. Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G., 2014. "On the use of marginal posteriors in marginal likelihood estimation via importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 54-69.
    15. Fruhwirth-Schnatter, Sylvia & Fruhwirth, Rudolf, 2007. "Auxiliary mixture sampling with applications to logistic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3509-3528, April.
    16. Jianhong Wang & Xiaoyan Lin, 2020. "A Bayesian approach for semiparametric regression analysis of panel count data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(2), pages 402-420, April.
    17. Florenz Plassmann & Neha Khanna, 2007. "Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions," Econometric Reviews, Taylor & Francis Journals, vol. 26(5), pages 503-528.
    18. Munkin, Murat K. & Trivedi, Pravin K., 2003. "Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare," Journal of Econometrics, Elsevier, vol. 114(2), pages 197-220, June.
    19. Munkin, Murat K., 2003. "The MCMC and SML estimation of a self-selection model with two outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 403-424, March.
    20. Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2013. "Institutional heterogeneity in social dilemma games: a Bayesian examination," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 2, pages 67-88, Edward Elgar Publishing.
    21. Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod, 2005. "Structural Breaks in Estimated DSGE Models with Indeterminacy," Computing in Economics and Finance 2005 357, Society for Computational Economics.
    22. B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.
    23. Birgit Schrödle & Leonhard Held & Håvard Rue, 2012. "Assessing the Impact of a Movement Network on the Spatiotemporal Spread of Infectious Diseases," Biometrics, The International Biometric Society, vol. 68(3), pages 736-744, September.
    24. Chib, Siddhartha, 2004. "Markov Chain Monte Carlo Technology," Papers 2004,22, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    25. Huang, Ho-Chuan (River), 1999. "Estimation of the SUR Tobit model via the MCECM algorithm," Economics Letters, Elsevier, vol. 64(1), pages 25-30, July.
    26. Emilio Augusto Coelho-Barros & Jorge Alberto Achcar & Josmar Mazucheli, 2010. "Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 865-880.
    27. Wong, Timothy, 2014. "Lights, camera, legal action! The effectiveness of red light cameras on collisions in Los Angeles," Transportation Research Part A: Policy and Practice, Elsevier, vol. 69(C), pages 165-182.
    28. Hruschka, Harald, 2010. "Considering endogeneity for optimal catalog allocation in direct marketing," European Journal of Operational Research, Elsevier, vol. 206(1), pages 239-247, October.
    29. Andrew D. Martin, 2003. "Bayesian Inference for Heterogeneous Event Counts," Sociological Methods & Research, , vol. 32(1), pages 30-63, August.
    30. Dimitrakopoulos, Stefanos, 2018. "Accounting for persistence in panel count data models. An application to the number of patents awarded," Economics Letters, Elsevier, vol. 171(C), pages 245-248.
    31. Castledine, A. & Moeltner, K. & Price, M.K. & Stoddard, S., 2014. "Free to choose: Promoting conservation by relaxing outdoor watering restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 324-343.

  4. Siddhartha Chib & Edward Greenberg, 1996. "Bayesian Analysis of Multivariate Probit Models," Econometrics 9608002, University Library of Munich, Germany.

    Cited by:

    1. Lahiri, Kajal & Gao, Jian, 2002. "Bayesian analysis of nested logit model by Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 111(1), pages 103-133, November.

  5. Siddhartha Chib & Edward Greenberg, 1994. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics 9408001, University Library of Munich, Germany, revised 23 Feb 1995.

    Cited by:

    1. Alex Ilek & Tanya Suchoy & Nir Klein, 2006. "Estimating the premium implicit in the yields of Treasury Bills," Israel Economic Review, Bank of Israel, vol. 4(2), pages 53-83.
    2. Chris M Strickland & Gael Martin & Catherine S Forbes, 2006. "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers 22/06, Monash University, Department of Econometrics and Business Statistics.
    3. Han, Xiaoyi & Lee, Lung-fei, 2013. "Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 816-837.
    4. Kaufmann Sylvia & Scheicher Martin, 2006. "A Switching ARCH Model for the German DAX Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-37, December.
    5. Jensen Mark J., 2016. "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 455-475, September.
    6. Mike Tsionas & Marwan Izzeldin & Lorenzo Trapani, 2019. "Bayesian estimation of large dimensional time varying VARs using copulas," Papers 1912.12527, arXiv.org.
    7. Koji, Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010. "Bayesian Estimation of Demand Functions under Block-Rate Pricing," CIRJE F-Series CIRJE-F-712, CIRJE, Faculty of Economics, University of Tokyo.
    8. Collin-Dufresne, Pierre & Goldstein, Robert S. & Jones, Christopher S., 2009. "Can interest rate volatility be extracted from the cross section of bond yields?," Journal of Financial Economics, Elsevier, vol. 94(1), pages 47-66, October.
    9. Nepelski, Daniel, 2010. "Competition and Innovation: ICT- and non-ICT-enabled Product and Process Innovations," MPRA Paper 26239, University Library of Munich, Germany.
    10. Doron Avramov, "undated". "Stock-Return Predictability and Model Uncertainty," Rodney L. White Center for Financial Research Working Papers 12-00, Wharton School Rodney L. White Center for Financial Research.
    11. Sylvia Kaufmann, 2001. "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data," Working Papers 45, Oesterreichische Nationalbank (Austrian Central Bank).
    12. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    13. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
    14. Thomas M. Trimbur, 2006. "Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 247-273.
    15. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    16. Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany.
    17. Dueker, Michael, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Economics Letters, Elsevier, vol. 93(1), pages 58-62, October.
    18. Yun, Myeong-Su, 1999. "Generalized Selection Bias and The Decomposition of Wage Differentials," IZA Discussion Papers 69, Institute of Labor Economics (IZA).
    19. Stock, James H. & Watson, Mark, 2011. "Dynamic Factor Models," Scholarly Articles 28469541, Harvard University Department of Economics.
    20. Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2008. "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," CAEPR Working Papers 2008-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    21. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
    22. Chua, Chew Lian & Tsiaplias, Sarantis, 2011. "Predicting economic contractions and expansions with the aid of professional forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 438-451, April.
    23. Geweke, John & Keane, Michael, 2000. "An empirical analysis of earnings dynamics among men in the PSID: 1968-1989," Journal of Econometrics, Elsevier, vol. 96(2), pages 293-356, June.
    24. Leopold Soegner & Alfred Stiassny, 2000. "A Cross-Country Study on Okun's Law," Working Papers geewp13, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    25. Yi-Chi Chen & Wei-Choun Yu, 2011. "Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1807-1826.
    26. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 07/2003, University of Verona, Department of Economics.
    27. John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
    28. Alejandro Onofri & Lilyan E. Fulginiti, 2005. "Public Inputs and Productivty in the Agricultural Sector: A Dynamic Dual Approach," Others 0502011, University Library of Munich, Germany.
    29. Dawei Liu & Zhigen Hu & Wencheng Guo, 2018. "Multi-Attribute Group-Decision on a Construction Diversion Scheme for Hydropower Projects Based on Perception Utility," Energies, MDPI, vol. 11(11), pages 1-12, November.
    30. Scruggs, John T., 2007. "Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 14(2), pages 220-247, March.
    31. Siddhartha Chib & Michael J. Dueker, 2004. "Non-Markovian regime switching with endogenous states and time-varying state strengths," Working Papers 2004-030, Federal Reserve Bank of St. Louis.
    32. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February.
    33. Michael Dueker & Katrin Assenmacher-Wesche, 2010. "Forecasting macro variables with a Qual VAR business cycle turning point index," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 2909-2920.
    34. Andrew Ching & Susumu Imai & Neelam Jain, 2006. "Bayesian Estimation Of Dynamic Discrete Choice Models," Working Paper 1118, Economics Department, Queen's University.
    35. Jérôme Creel & Paul Hubert, 2015. "Has inflation targeting changed the conduct of monetary policy?," SciencePo Working papers Main hal-03411690, HAL.
    36. Aikaterini Karadimitropoulou & Miguel León-Ledesma, 2013. "World, Country, and Sector Factors in International Business Cycles," University of East Anglia Applied and Financial Economics Working Paper Series 045, School of Economics, University of East Anglia, Norwich, UK..
    37. Miazhynskaia, Tatiana & Fruhwirth-Schnatter, Sylvia & Dorffner, Georg, 2006. "Bayesian testing for non-linearity in volatility modeling," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 2029-2042, December.
    38. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
    39. Courtemanche, Charles & Soneji, Samir & Tchernis, Rusty, 2013. "Modeling Area-Level Health Rankings," IZA Discussion Papers 7631, Institute of Labor Economics (IZA).
    40. Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics 9802001, University Library of Munich, Germany, revised 06 May 1998.
    41. Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
    42. Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2022. "A Time-Varying Threshold STAR Model with Applications," Department of Economics Working Papers 2022_04, Universidad Torcuato Di Tella.
    43. Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia 549, Banco de la Republica de Colombia.
    44. Anna Mikusheva, 2014. "Estimation of dynamic stochastic general equilibrium models (in Russian)," Quantile, Quantile, issue 12, pages 1-21, February.
    45. Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
    46. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.
    47. Gael M. Martin, 2000. "US deficit sustainability: a new approach based on multiple endogenous breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
    48. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002. "Bayesian inference for hospital quality in a selection model," Working Paper Series 2002-18, Federal Reserve Bank of San Francisco.
    49. Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
    50. Patacchini, Eleonora & Arduini, Tiziano, 2016. "Residential Choices of Young Americans," IZA Discussion Papers 10186, Institute of Labor Economics (IZA).
    51. Zenou, Yves & picard, pierre & Patacchini, Eleonora, 2015. "Urban Social Structure, Social Capital and Spatial Proximity," CEPR Discussion Papers 10501, C.E.P.R. Discussion Papers.
    52. Aikaterini Karadimitropoulou, 2017. "Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization," Working Papers 238, Bank of Greece.
    53. Chung-Ming Kuan, 2013. "Markov switching model (in Russian)," Quantile, Quantile, issue 11, pages 13-40, December.
    54. Antonio Pacifico, 2023. "Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(4), pages 557-574, June.
    55. Will Davis & Alexander Gordan & Rusty Tchernis, 2021. "Measuring the spatial distribution of health rankings in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2921-2936, November.
    56. Lahiri, Kajal & Gao, Jian, 2002. "Bayesian analysis of nested logit model by Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 111(1), pages 103-133, November.
    57. Shyh-Wei Chen & Chung-Hua Shen, 2007. "Evidence of the duration-dependence from the stock markets in the Pacific Rim economies," Applied Economics, Taylor & Francis Journals, vol. 39(11), pages 1461-1474.
    58. Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004. "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Econometric Society 2004 North American Summer Meetings 450, Econometric Society.
    59. Alexander Tsyplakov, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian)," Quantile, Quantile, issue 8, pages 69-122, July.
    60. Arana, Jorge E. & Leon, Carmelo J., 2005. "Flexible mixture distribution modeling of dichotomous choice contingent valuation with heterogenity," Journal of Environmental Economics and Management, Elsevier, vol. 50(1), pages 170-188, July.
    61. Christopher J. O'Donnell & Alicia N. Rambaldi & Howard E. Doran, 2001. "Estimating economic relationships subject to firm- and time-varying equality and inequality constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 709-726.
    62. Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 349-366, November.
    63. Mikkelsen, Peter, 2003. "Estimating intractable non-linear term structure models," Finance Working Papers 02-7, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    64. Sergio J. Rey & Guy R. West & Mark V. Janikas, 2004. "Uncertainty in Integrated Regional Models," Urban/Regional 0401001, University Library of Munich, Germany.
    65. Eleonora Patacchini & Edoardo Rainone, 2017. "Social ties and the demand for financial services," Temi di discussione (Economic working papers) 1115, Bank of Italy, Economic Research and International Relations Area.
    66. Mulik, Kranti & Featherstone, Allen M. & Marsh, Thomas L., 2003. "Imposing Curvature Restrictions On A Translog Cost Function Using A Markov Chain Monte Carlo Simulation Approach," 2003 Annual meeting, July 27-30, Montreal, Canada 22038, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    67. Marsh, Thomas L. & Featherstone, Allen M. & Garrett, Thomas A., 2003. "Input Inefficiency in Commercial Banks: A Normalized Quadratic Input Distance Approach," 2003 Regional Committee NCT-194, October 6-7, 2003; Kansas City, Missouri 132520, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    68. Michael B. Gordy & Pawel J. Szerszen, 2015. "Bayesian Estimation of Time-Changed Default Intensity Models," Finance and Economics Discussion Series 2015-2, Board of Governors of the Federal Reserve System (U.S.).
    69. Chib, Siddhartha & Nardari, Federico & Shephard, Neil, 2006. "Analysis of high dimensional multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 134(2), pages 341-371, October.
    70. Arnold Zellner, 2000. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," Econometric Society World Congress 2000 Contributed Papers 1206, Econometric Society.
    71. Jouchi Nakajima, 2011. "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series 11-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
    72. Chen, Peng, 2018. "Understanding international stock market comovements: A comparison of developed and emerging markets," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 451-464.
    73. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.
    74. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    75. Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M., 2006. "Bayesian analysis of the stochastic conditional duration model," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2247-2267, May.
    76. Lee, Grace H.Y. & Azali, M., 2012. "Is East Asia an optimum currency area?," Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
    77. Ana B. Galvão & Michael T. Owyang, 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis.
    78. Mark M. Pitt & Daniel L. Millimet, 1999. "Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints," Working Papers 99-4, Brown University, Department of Economics.
    79. Griffiths, William E. & O'Donnell, Christopher J. & Cruz, Agustina Tan, 1999. "Imposing Regularity Conditions On A System Of Cost And Factor Share Equations," Working Papers 12925, University of New England, School of Economics.
    80. Krzysztof Beck & Piotr Stanek, 2019. "Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries," Eastern European Economics, Taylor & Francis Journals, vol. 57(4), pages 317-330, July.
    81. Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
    82. Joel Hasbrouck, 1998. "Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-076, New York University, Leonard N. Stern School of Business-.
    83. Peng Chen & Shu Wu, 2013. "On international stock market co-movements and macroeconomic risks," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 978-982, July.
    84. Sandor, Zsolt & Andras, P.Peter, 2004. "Alternative sampling methods for estimating multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 120(2), pages 207-234, June.
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    1. Andrew B. Whitford, 2007. "Competing Explanations for Bureaucratic Preferences," Journal of Theoretical Politics, , vol. 19(3), pages 219-247, July.
    2. Jerayr J. Haleblian & Michael D. Pfarrer & Jason T. Kiley, 2017. "High-Reputation Firms and Their Differential Acquisition Behaviors," Strategic Management Journal, Wiley Blackwell, vol. 38(11), pages 2237-2254, November.
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    4. Ben F. M. Wijnen & Iris Mosweu & Marian H. J. M. Majoie & Leone Ridsdale & Reina J. A. Kinderen & Silvia M. A. A. Evers & Paul McCrone, 2018. "A comparison of the responsiveness of EQ-5D-5L and the QOLIE-31P and mapping of QOLIE-31P to EQ-5D-5L in epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(6), pages 861-870, July.
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Articles

  1. Chib, Siddhartha & Greenberg, Edward & Simoni, Anna, 2023. "Nonparametric Bayes Analysis Of The Sharp And Fuzzy Regression Discontinuity Designs," Econometric Theory, Cambridge University Press, vol. 39(3), pages 481-533, June.

    Cited by:

    1. Antonio R. Linero, 2023. "Prior and posterior checking of implicit causal assumptions," Biometrics, The International Biometric Society, vol. 79(4), pages 3153-3164, December.

  2. Piero Ferri & Steve Fazzari & Edward Greenberg & Anna Variato, 2011. "Aggregate Demand, Harrod’s Instability and Fluctuations," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 209-220, October.

    Cited by:

    1. Bitros, George C., 2020. "Demand adjusted capital input and potential output in the context of U.S. economic growth," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    2. Steven Fazzari & Piero Ferri & AnnaMaria Variato, 2018. "Demand-led growth and accommodating supply," FMM Working Paper 15-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    3. Filippo Gusella & Anna Maria Variato, 2021. "Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics," Working Papers - Economics wp2021_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

  3. Fazzari, Steven M. & Ferri, Piero & Greenberg, Edward, 2010. "Investment and the Taylor rule in a dynamic Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2010-2022, October.

    Cited by:

    1. Piero Ferri, 2013. "Income distribution and debts in a fragile economy: market processes and macro constraints," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 219-230, October.
    2. Okamoto, Yoshikazu & Nakamura, Akihiro, 2013. "The influence of local loop unbundling on investment by incumbent telecommunications operators in the OECD member countries," 24th European Regional ITS Conference, Florence 2013 88499, International Telecommunications Society (ITS).
    3. Filippo Gusella & Anna Maria Variato, 2021. "Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics," Working Papers - Economics wp2021_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

  4. Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.

    Cited by:

    1. Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
    2. Huaiye Zhang & Inyoung Kim & Chun Gun Park, 2014. "Semiparametric Bayesian hierarchical models for heterogeneous population in nonlinear mixed effect model: application to gastric emptying studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2743-2760, December.
    3. Christos Merkatas & Simo Särkkä, 2023. "System identification using autoregressive Bayesian neural networks with nonparametric noise models," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(3), pages 319-330, May.
    4. Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012. "Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 127, Courant Research Centre PEG.
    5. Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
    6. Sun, Peng & Kim, Inyoung & Lee, Ki-Ahm, 2018. "Dual-semiparametric regression using weighted Dirichlet process mixture," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 162-181.
    7. Jin, Xin & Maheu, John M, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper 60102, University Library of Munich, Germany.
    8. Norets, Andriy & Pelenis, Justinas, 2022. "Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity," Journal of Econometrics, Elsevier, vol. 230(1), pages 62-82.
    9. Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
    10. Eoghan O'Neill, 2022. "Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression," Papers 2211.07506, arXiv.org, revised Feb 2024.
    11. Didier Nibbering & Coos van Buuren & Wei Wei, 2021. "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers 19/21, Monash University, Department of Econometrics and Business Statistics.
    12. Debdeep Pati & David Dunson, 2014. "Bayesian nonparametric regression with varying residual density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 1-31, February.

  5. Fazzari, Steven & Ferri, Piero & Greenberg, Edward, 2008. "Cash flow, investment, and Keynes-Minsky cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 555-572, March.

    Cited by:

    1. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
    2. Kenshiro Ninomiya, 2015. "Financial Structure, Cycle, and Instability," Discussion Papers CRR Discussion Paper Series B: Financial 15, Shiga University, Faculty of Economics,Center for Risk Research, revised Jan 2017.
    3. Piero Ferri & AnnaMaria Variato, 2010. "Financial Fragility, the Minskian Triad, and Economic Dynamics," International Journal of Political Economy, Taylor & Francis Journals, vol. 39(2), pages 70-82.
    4. Toshio Watanabe, 2021. "Reconsideration of the IS–LM model and limitations of monetary policy: a Tobin–Minsky model," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 103-129, April.
    5. Di Guilmi, Corrado & Carvalho, Laura, 2017. "The dynamics of leverage in a demand-driven model with heterogeneous firms," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 70-90.
    6. José Pedro Bastos Neves & Willi Semmler, 2022. "Credit, output and financial stress: A non‐linear LVSTAR application to Brazil," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 900-923, July.
    7. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17739, University of Greenwich, Greenwich Political Economy Research Centre.
    8. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogenous firms," Working Paper Series 28, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    9. Davis, Leila & de Souza, Joao & Kim, YK. & Rella, Giacomo, 2023. "What are firms borrowing for? The role of financial assets," Economic Modelling, Elsevier, vol. 125(C).
    10. Marcio Santetti, 2023. "A time-varying finance-led model for U.S. business cycles," Papers 2310.05153, arXiv.org, revised Jan 2024.
    11. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Documents de Travail de l'OFCE 2012-06, Observatoire Francais des Conjonctures Economiques (OFCE).
    12. Jan Toporowski, 2013. "The Elgar Companion to Hyman Minsky," Review of Political Economy, Taylor & Francis Journals, vol. 25(1), pages 175-177, January.
    13. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
    14. Nikolaidi, Maria, 2017. "Three decades of modelling Minsky: what we have learned and the way forward," Greenwich Papers in Political Economy 17509, University of Greenwich, Greenwich Political Economy Research Centre.
    15. Piero Ferri & Anna Maria Variato, 2007. "Macro Dynamics in a Model with Uncertainty," Working Papers (-2012) 0704, University of Bergamo, Department of Economics.
    16. Ryoo, Soon, 2015. "Household debt and housing bubble: A Minskian approach to boom-bust cycles," UMASS Amherst Economics Working Papers 2015-08, University of Massachusetts Amherst, Department of Economics.
    17. Datta, Soumya, 2014. "Macrodynamics of debt-financed investment-led growth with interest rate rules," MPRA Paper 56713, University Library of Munich, Germany.
    18. Piero Ferri & Anna Variato, 2010. "Uncertainty and Learning in Stochastic Macro Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(3), pages 297-310, August.
    19. Stefan Ederer & Miriam Rehm, 2018. "Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework," Working Papers PKWP1808, Post Keynesian Economics Society (PKES).
    20. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy (IfW Kiel).
    21. Datta, Soumya, 2012. "Cycles and Crises in a Model of Debt-financed Investment-led Growth," MPRA Paper 50200, University Library of Munich, Germany, revised 12 Dec 2012.
    22. Leila E Davis & Joao Paulo A de Souza & Gonzalo Hernandez, 2019. "An empirical analysis of Minsky regimes in the US economy," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 43(3), pages 541-583.
    23. Kenshiro Ninomiya, 2022. "Financial structure, cycle, and instability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-23, December.
    24. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
    25. Engelbert Stockhammer & Giorgos Gouzoulis & Rob Calvert Jump, 2019. "Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010)," Working Papers PKWP1907, Post Keynesian Economics Society (PKES).
    26. Stockhammer, Engelbert & Wildauer, Rafael, 2015. "Debt-driven growth? Wealth, distribution and demand in OECD countries," Economics Discussion Papers 2015-2, School of Economics, Kingston University London.
    27. Piero Ferri, 2010. "Growth Cycles and the Financial Instability Hypothesis (FIH)," Chapters, in: Dimitri B. Papadimitriou & L. Randall Wray (ed.), The Elgar Companion to Hyman Minsky, chapter 11, Edward Elgar Publishing.
    28. Filippo Gusella & Engelbert Stockhammer, 2021. "Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 758-797, November.
    29. Engelbert Stockhammer & Giorgos Gouzoulis, 2023. "Debt-GDP cycles in historical perspective: the case of the USA (1889–2014)," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 317-335.
    30. Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
    31. Teglio, Andrea & Mazzocchetti, Andrea & Ponta, Linda & Raberto, Marco & Cincotti, Silvano, 2019. "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 59-83.
    32. Juan Laborda & Vicente Salas & Cristina Suárez, 2021. "Financial constraints on R&D projects and minsky moments: containing the credit cycle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1089-1111, September.
    33. Armon Rezai, 2013. "Cycles of demand and distribution and monetary policy in the U.S. economy," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 231-250.
    34. Michalis Nikiforos, 2015. "Uncertainty and Contradiction: An Essay on the Business Cycle," Working Papers 1514, New School for Social Research, Department of Economics.
    35. Hiroshi Nishi, 2016. "An empirical contribution to Minsky’s financial fragility:Evidence from non-financial sectors in Japan," Discussion papers e-16-007, Graduate School of Economics , Kyoto University.
    36. Agustinus Prasetyantoko, 2006. "Financing Constraint and Firm Investment Following a Financial Crisis in Indonesia," Post-Print halshs-00133964, HAL.
    37. Soon Ryoo, 2009. "Long waves and short cycles in a model of endogenous financial fragility," UMASS Amherst Economics Working Papers 2009-03, University of Massachusetts Amherst, Department of Economics.
    38. Giovanni Covi, 2020. "Euro area growth differentials: diverging and reinforcing factors in a Kaleckian SVAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 147-180, February.
    39. Tramontana, F. & Gardini, L. & Ferri, P., 2010. "The dynamics of the NAIRU model with two switching regimes," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 681-695, April.
    40. Chen, Zhenxi & Lien, Donald & Lin, Yaheng, 2021. "Sentiment: The bridge between financial markets and macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1177-1190.
    41. Edson Vengesai & Farai Kwenda, 2018. "Cash Flow Volatility and Firm Investment Behaviour: Evidence from African Listed Firms," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 129-149.
    42. Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2017. "Securitisation and Business Cycle: An Agent-Based Perspective," MPRA Paper 76760, University Library of Munich, Germany.
    43. Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2016. "Financialisation: Dimensions and determinants. A cross-country study," Working Papers PKWP1619, Post Keynesian Economics Society (PKES).
    44. Piero Ferri & Anna Maria Variato, 2007. "Endogenous Cycles, Debt and Monetary Policy," Working Papers (-2012) 0703, University of Bergamo, Department of Economics.
    45. Hideyuki Adachi & Atsushi Miyake, 2015. "A Macrodynamic Analysis of Financial Instability," World Scientific Book Chapters, in: Hideyuki Adachi & Tamotsu Nakamura & Yasuyuki Osumi (ed.), Studies in Medium-Run Macroeconomics Growth, Fluctuations, Unemployment, Inequality and Policies, chapter 5, pages 117-146, World Scientific Publishing Co. Pte. Ltd..
    46. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.
    47. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    48. Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016. "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, vol. 56(C), pages 11-24.
    49. Franke Reiner, 2012. "Microfounded Animal Spirits in the New Macroeconomic Consensus," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-41, October.
    50. Agustinus, Prasetyantoko, 2007. "Foreign Ownership and Firm Financing Constraint in Indonesia," MPRA Paper 6500, University Library of Munich, Germany.
    51. Engelbert Stockhammer & Robert Calvert Jump & Karsten Kohler & Julian Cavallero, 2018. "Short and medium term financial-real cycles: An empirical assessment," FMM Working Paper 29-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    52. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
    53. Fazzari, Steven M. & Ferri, Piero & Greenberg, Edward, 2010. "Investment and the Taylor rule in a dynamic Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2010-2022, October.
    54. Kenshiro Ninomiya, 2017. "Financial Structure and Instability in an Open Economy," Discussion Papers CRR Discussion Paper Series B: Financial 16, Shiga University, Faculty of Economics,Center for Risk Research.
    55. Iancu, Aurel, 2011. "Financial System Fragility Models," Working Papers of National Institute for Economic Research 110211, Institutul National de Cercetari Economice (INCE).
    56. Michalis Nikiforos, 2017. "Uncertainty and Contradiction: An Essay on the Business Cycle," Review of Radical Political Economics, Union for Radical Political Economics, vol. 49(2), pages 247-264, June.

  6. Ferri, Piero & Greenberg, Edward & Day, Richard H., 2001. "The Phillips curve, regime switching, and the NAIRU," Journal of Economic Behavior & Organization, Elsevier, vol. 46(1), pages 23-37, September.

    Cited by:

    1. Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016. "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," Sciences Po publications 2016-19, Sciences Po.
    2. Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
    3. Sin-Yu Ho & Bernard Njindan Iyke, 2019. "Unemployment And Inflation: Evidence Of A Nonlinear Phillips Curve In The Eurozone," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(4), pages 151-163, Fall.
    4. Jan Toporowski, 2013. "The Elgar Companion to Hyman Minsky," Review of Political Economy, Taylor & Francis Journals, vol. 25(1), pages 175-177, January.
    5. Piero Ferri & Anna Maria Variato, 2007. "Macro Dynamics in a Model with Uncertainty," Working Papers (-2012) 0704, University of Bergamo, Department of Economics.
    6. Beissinger, Thomas, 2003. "Strukturelle Arbeitslosigkeit in Europa : eine Bestandsaufnahme (Structural unemployment in Europe * an inventory)," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 36(4), pages 411-427.
    7. Beissinger, Thomas, 2003. "Strukturelle Arbeitslosigkeit in Europa: Eine Bestandsaufnahme," University of Regensburg Working Papers in Business, Economics and Management Information Systems 389, University of Regensburg, Department of Economics.
    8. Piero Ferri & Anna Maria Variato, 2010. "Income Distribution and the Interaction between Cycles and," Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 4, Edward Elgar Publishing.
    9. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
    10. Piero Ferri, 2010. "Growth Cycles and the Financial Instability Hypothesis (FIH)," Chapters, in: Dimitri B. Papadimitriou & L. Randall Wray (ed.), The Elgar Companion to Hyman Minsky, chapter 11, Edward Elgar Publishing.
    11. Ferri, Piero & Cristini, Annalisa & Tramontana, Fabio, 2023. "Meta-models of the Phillips curve and income distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 215-232.
    12. Piero Ferri & Fabio Tramontana, 2018. "Debt Persistence in a Deflationary Environment: A Regime-Switching Model," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 421-442, August.
    13. Tramontana, F. & Gardini, L. & Ferri, P., 2010. "The dynamics of the NAIRU model with two switching regimes," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 681-695, April.
    14. Piero Ferri & Anna Maria Variato, 2007. "Endogenous Cycles, Debt and Monetary Policy," Working Papers (-2012) 0703, University of Bergamo, Department of Economics.
    15. Angelo M. Fasolo & Marcelo Savino Portugal, 2003. "Imperfect Rationality and Inflationary Inertia: a New Estimation of the Phillips Curve for Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] b34, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    16. Piero Ferri, 2007. "The Labour Market And Technical Change In Endogenous Cycles," Metroeconomica, Wiley Blackwell, vol. 58(4), pages 609-633, November.

  7. Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998. "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, vol. 86(1), pages 33-54, June.
    See citations under working paper version above.
  8. Steven M. Fazzari & Piero Ferri & Edward Greenberg, 1998. "Aggregate Demand and Firm Behavior: A New Perspective on Keynesian Microfoundations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 20(4), pages 527-558, July.

    Cited by:

    1. John W. Keating & Isaac K. Kanyama, 2015. "Is sticky price adjustment important for output fluctuations?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 3(3), pages 392-418, July.
    2. William McColloch, 2013. "Book review. Piero Ferri, Macroeconomics of Growth Cycles and Financial Instability (Edward Elgar, Cheltenham, UK and Northampton, MA, USA 2011) 224 pp," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(4), pages 472—475-4, October.
    3. Cynamon Barry Z. & Fazzari Steven M., 2008. "Household Debt in the Consumer Age: Source of Growth--Risk of Collapse," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-32, October.
    4. Ferri, Piero & Greenberg, Edward & Day, Richard H., 2001. "The Phillips curve, regime switching, and the NAIRU," Journal of Economic Behavior & Organization, Elsevier, vol. 46(1), pages 23-37, September.
    5. Steven M. Fazzari, 2000. "Minsky and the Mainstream: Has Recent Research Rediscovered Financial Keynesianism," Macroeconomics 0004025, University Library of Munich, Germany.
    6. Steven Fazzari & Piero Ferri & AnnaMaria Variato, 2018. "Demand-led growth and accommodating supply," FMM Working Paper 15-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    7. Giorgos Argitis, 2011. "A view on post-Keynesian interest rate policy," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 8(1), pages 91-112.
    8. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
    9. Richard Senner & Didier Sornette, 2019. "The Holy Grail of Crypto Currencies: Ready to Replace Fiat Money?," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(4), pages 966-1000, October.
    10. Sam Levey, 2021. "Modeling Monopoly Money: Government as the Source of the Price Level and Unemployment," Economics Working Paper Archive wp_992, Levy Economics Institute.
    11. W. D. McCausland & F. Summerfield & I. Theodossiou, 2020. "The Effect of Industry-Level Aggregate Demand on Earnings: Evidence from the US," Journal of Labor Research, Springer, vol. 41(1), pages 102-127, June.
    12. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    13. Fazzari, Steven & Ferri, Piero & Greenberg, Edward, 2008. "Cash flow, investment, and Keynes-Minsky cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 555-572, March.
    14. Fazzari, Steven M. & Ferri, Piero & Greenberg, Edward, 2010. "Investment and the Taylor rule in a dynamic Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2010-2022, October.

  9. Greenberg, Edward & Parks, Robert P, 1997. "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 67-75, Jan.-Feb..
    See citations under working paper version above.
  10. Chib, Siddhartha & Greenberg, Edward, 1996. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometric Theory, Cambridge University Press, vol. 12(3), pages 409-431, August.
    See citations under working paper version above.
  11. Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.

    Cited by:

    1. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004. "Similarities and Convergence in G7 Cycles," CEPR Discussion Papers 4534, C.E.P.R. Discussion Papers.
    2. Maria Chiara D'errico, 2020. "Demand Elasticity in the Italian Power Market: a Bayesian Experiment under dual pricing scheme," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
    3. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
    4. Canova, Fabio & Pérez Forero, Fernando J., 2014. "Estimating overidentified, non-recursive, time varying coefficients structural VARs," CEPR Discussion Papers 10022, C.E.P.R. Discussion Papers.
    5. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
    6. Alessandro Rebucci, 2003. "Measuring Contagion With A Bayesian Time-Varying Coefficient Model," Working Papers. Serie AD 2003-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    7. García, Irene & Huo, Stella & Prado, Raquel & Bravo, Lelys, 2020. "Dynamic Bayesian temporal modeling and forecasting of short-term wind measurements," Renewable Energy, Elsevier, vol. 161(C), pages 55-64.
    8. Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
    9. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
    10. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
    11. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010. "Time Varying Dimension Models," Working Paper series 44_10, Rimini Centre for Economic Analysis.
    12. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
    13. Ofer Mintz & Imran S. Currim & Ivan Jeliazkov, 2013. "Information Processing Pattern and Propensity to Buy: An Investigation of Online Point-of-Purchase Behavior," Marketing Science, INFORMS, vol. 32(5), pages 716-732, September.
    14. Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse VAR models," Papers 1608.02740, arXiv.org, revised Oct 2018.
    15. Emanuela Ciapanna & Marco Taboga, 2019. "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, vol. 7(3), pages 1-32, June.
    16. Diana M. Hechavarría & Siri A. Terjesen & Amy E. Ingram & Maija Renko & Rachida Justo & Amanda Elam, 2017. "Taking care of business: the impact of culture and gender on entrepreneurs’ blended value creation goals," Small Business Economics, Springer, vol. 48(1), pages 225-257, January.
    17. Ciccarelli, Matteo & Ortega, Eva & Valderrama, Maria Teresa, 2012. "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Paper Series 1498, European Central Bank.
    18. Fabio Canova & Matteo Ciccarelli, 2009. "Estimating Multicountry Var Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 929-959, August.
    19. Gondo, Rocío & Pérez, Fernando, 2019. "Cross-Border flows and the effect of Global Financial shocks in Latin America," Working Papers 2019-020, Banco Central de Reserva del Perú.
    20. Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor & Francis Journals, vol. 17(1), pages 57-75.
    21. Shukur, Ghazi & Zeebari, Zangin, 2011. "Median Regression for SUR Models with the Same Explanatory Varia," Working Paper Series in Economics and Institutions of Innovation 258, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    22. Tat Chan & Ravi Dhar & William Putsis, 2015. "The Technological Conundrum: How Rapidly Advancing Technology Can Lead to Commoditization," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), vol. 2(2), pages 119-132, June.
    23. Repullo, Rafael & Martinez-Miera, David, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," CEPR Discussion Papers 13530, C.E.P.R. Discussion Papers.
    24. Landim, Flavia & Gamerman, Dani, 2000. "Dynamic hierarchical models: an extension to matrix-variate observations," Computational Statistics & Data Analysis, Elsevier, vol. 35(1), pages 11-42, November.
    25. Matteo Ciccarelli & Alessandro Rebucci, 2001. "The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is It Changing Over Time?," Working Papers 0115, Banco de España.
    26. Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
    27. Pesce, Antonio, 2014. "International (spillovers in) macrofinancial linkages and the decoupling phenomenon," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 41-67.
    28. Choudhary, Vidyanand & Currim, Imran & Dewan, Sanjeev & Jeliazkov, Ivan & Mintz, Ofer & Turner, John, 2017. "Evaluation Set Size and Purchase: Evidence from a Product Search Engine," Journal of Interactive Marketing, Elsevier, vol. 37(C), pages 16-31.
    29. van Heerde, Harald J. & Dinner, Isaac M. & Neslin, Scott A., 2019. "Engaging the unengaged customer: The value of a retailer mobile app," International Journal of Research in Marketing, Elsevier, vol. 36(3), pages 420-438.
    30. L von Auer & M Trede, 2012. "The dynamics of brand equity: a hedonic regression approach to the laser printer market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(10), pages 1351-1362, October.
    31. Zeebari, Zangin & Shukur, Ghazi, 2012. "On the Least Absolute Deviations Method for Ridge Estimation of SURE Models," HUI Working Papers 69, HUI Research.
    32. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
    33. Siddhartha Chib & Edward Greenberg, 1994. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics 9408001, University Library of Munich, Germany, revised 23 Feb 1995.
    34. Zinna, Gabriele, 2014. "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, vol. 20(C), pages 1-22.
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  13. Ferri, Piero & Greenberg, Edward, 1990. "A wage-price regime switching model," Journal of Economic Behavior & Organization, Elsevier, vol. 13(1), pages 77-95, January.

    Cited by:

    1. Juan Gabriel Brida, 2000. "A two regime model of inflation and unemployment fluctuations," Documentos de Trabajo (working papers) 1100, Department of Economics - dECON.

  14. Greenberg, E & Pollard, W A & Alpert, W T, 1989. "Statistical Properties of Data Stretching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 383-391, Oct.-Dec..

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    1. Mark Partridge, 2002. "Moonlighting in a High Growth Economy: Evidence from U.S. State‐Level Data," Growth and Change, Wiley Blackwell, vol. 33(4), pages 424-452, September.

  15. Greenberg, Edward & Denzau, Arthur T, 1988. "Profit and Expenditure Functions in Basic Public Finance: An Expository Note," Economic Inquiry, Western Economic Association International, vol. 26(1), pages 145-158, January.

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  16. Marshall, William J & Yawitz, Jess B & Greenberg, Edward, 1981. "Optimal Regulation under Uncertainty," Journal of Finance, American Finance Association, vol. 36(4), pages 909-921, September.

    Cited by:

    1. Evans, Lewis & Guthrie, Graeme, 2006. "Incentive Regulation of Prices when Costs are Sunk," Working Paper Series 18971, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    2. Simon GB Cowan & Simon Cowan, 2002. "Utility Regulation and Risk Allocation: The Roles of Marginal Cost Pricing and Futures Markets," Economics Series Working Papers 100, University of Oxford, Department of Economics.
    3. Roger Buckland & Julian Williams & Janice Beecher, 2015. "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, vol. 47(2), pages 117-145, April.
    4. Clive Stones, 2007. "Risk Sharing, the Cost of Equity and the Optimal Capital Structure of the Regulated Firm," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 30(2), pages 139-159, March.
    5. Koski, Heli, 2013. "The Impact of the USO on the Profitability of Postal Service Provision in Finland," ETLA Working Papers 22, The Research Institute of the Finnish Economy.
    6. Guthrie, Graeme, 2020. "Regulation, welfare, and the risk of asset stranding," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 273-287.
    7. Evans, Lewis & Guthrie, Graeme, 2003. "Asset Stranding is Inevitable: Implications for Optimal Regulatory Design," Working Paper Series 18978, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    8. Evans, Lewis T. & Guthrie, Graeme A., 2005. "Risk, price regulation, and irreversible investment," International Journal of Industrial Organization, Elsevier, vol. 23(1-2), pages 109-128, February.
    9. Johnstone, David & Havyatt, David, 2022. "Sophistry and high electricity prices in Australia," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 88(C).
    10. Martin Lally, 2007. "Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt," Accounting Research Journal, Emerald Group Publishing Limited, vol. 20(2), pages 73-80, December.
    11. Evans, Lewis & Guthrie, Graeme, 2005. "Risk, Price Regulation, and Irreversible Investment," Working Paper Series 18977, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    12. Biggar, Darryl, 2022. "Seven outstanding issues in energy network regulation," Energy Economics, Elsevier, vol. 115(C).
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  17. Greenberg, Edward, 1980. "Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity," Econometrica, Econometric Society, vol. 48(7), pages 1805-1813, November.

    Cited by:

    1. Harvey S. James Jr., 1996. "Economic Development and Strikes: An Examination of the Haas and Stack Model," Development and Comp Systems 9612001, University Library of Munich, Germany.
    2. Ozcam, Ahmet & Judge, George, 1988. "The Analytical Risk of a Two Stage Pretest Estimator in the Case of Possible Heteroscedasticity," CUDARE Working Papers 198478, University of California, Berkeley, Department of Agricultural and Resource Economics.

  18. Greenberg, Edward & Marshall, William J & Yawitz, Jess B, 1978. "The Technology of Risk and Return," American Economic Review, American Economic Association, vol. 68(3), pages 241-251, June.

    Cited by:

    1. Nitzan Weiss, 1984. "Capital Markets, Output, and the Demand for Inputs under Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 10(1), pages 51-69, Jan-Mar.
    2. Schmalensee, Richard., 1978. "A simple model of risk and return on long-lived tangible assets," Working papers 1036-78., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. Luis H. B. Braido & V. Filipe Martins†da†Rocha, 2018. "Output Contingent Securities And Efficient Investment By Firms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 989-1012, May.
    4. Elyès Jouini, 2023. "Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy," Management Science, INFORMS, vol. 69(7), pages 4190-4209, July.
    5. Kevin J. Maloney & William J. Marshall & Jess B. Yawitz, 1983. "The Effect of Risk on the Firm's Optimal Capital Stock: A Note," NBER Working Papers 1132, National Bureau of Economic Research, Inc.
    6. Ali F. Darrat & Tarun K. Mukherjee, 1995. "Inter‐industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 141-155, March.
    7. stanley c. w. salvary, 2005. "The Accounting Variable And Stock Price Determination," Finance 0502011, University Library of Munich, Germany.
    8. stanley c. w. salvary, 2005. "Financial Accounting Measurement: Instrumentation And Calibration," Finance 0502001, University Library of Munich, Germany.
    9. William J. Marshall & Jess B. Yawitz & Edward Greenberg, 1984. "Incentives for Diversification and the Structure of the Conglomerate Firm," NBER Working Papers 1280, National Bureau of Economic Research, Inc.
    10. Stehle, Richard, 1981. "The choice of invoicing currency under exchange rate and price level uncertainty," Discussion Papers, Series C 2, University of Konstanz, Department of Economics.
    11. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
    12. Nitzan Weiss, 1983. "Leverage, Risk-Adjusted Discount Rate and Industry Equilibrium," The American Economist, Sage Publications, vol. 27(1), pages 5-12, March.

  19. Greenberg, Edward & Barnett, Harold J, 1971. "TV Program Diversity-New Evidence and Old Theories," American Economic Review, American Economic Association, vol. 61(2), pages 89-93, May.

    Cited by:

    1. Jean Gabszewicz & Didier Laussel & Nathalie Sonnac, 1999. "TV-Broadcasting Competition and Advertising," Working Papers 99-72, Center for Research in Economics and Statistics.
    2. Bourreau, Marc, 2003. "Mimicking vs. counter-programming strategies for television programs," Information Economics and Policy, Elsevier, vol. 15(1), pages 35-54, March.
    3. Heritiana Ranaivoson, 2005. "The economic analysis of product diversity," Cahiers de la Maison des Sciences Economiques r05083, Université Panthéon-Sorbonne (Paris 1).

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Greenberg,Edward, 2013. "Introduction to Bayesian Econometrics," Cambridge Books, Cambridge University Press, number 9781107015319.

    Cited by:

    1. Galvao, Ana Beatriz & Owyang, Michael, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," EMF Research Papers 38, Economic Modelling and Forecasting Group.
    2. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
    3. Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers 341, Graduate School of Economics and Management, Tohoku University.
    4. Tobias S. Blattner & Michael A. S. Joyce, 2020. "The Euro Area Bond Free Float and the Implications for QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1361-1395, September.
    5. Marius Galabe Sampid & Haslifah M Hasim & Hongsheng Dai, 2018. "Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-33, June.
    6. Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
    7. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 354-360.
    8. Clements, Michael P. & Galvao, Ana Beatriz, 2020. "Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty," EMF Research Papers 36, Economic Modelling and Forecasting Group.
    9. Michael P. Clements & Ana Beatriz Galvão, 2023. "Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 164-185, March.
    10. Fabian Krüger & Sebastian Lerch & Thordis Thorarinsdottir & Tilmann Gneiting, 2021. "Predictive Inference Based on Markov Chain Monte Carlo Output," International Statistical Review, International Statistical Institute, vol. 89(2), pages 274-301, August.

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