Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2020

• Zhou, Wei & O'Neill, Eoghan & Moncaster, Alice & Reiner, David M. & Guthrie, Peter, 2020, "Forecasting urban residential stock turnover dynamics using system dynamics and Bayesian model averaging," Applied Energy, Elsevier, volume 275, issue C, DOI: 10.1016/j.apenergy.2020.115388.
• Bian, Zhicun & Ma, Jun & Ni, Jinlan & Stewart, Shamar, 2020, "Synchronization of regional growth dynamics in China," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2018.09.007.
• Eo, Yunjong & Kang, Kyu Ho, 2020, "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103812.
• Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020, "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2019.103792.
• Horvath, Jaroslav, 2020, "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2020.103852.
• Lütkepohl, Helmut & Woźniak, Tomasz, 2020, "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103862.
• Laumer, Sebastian, 2020, "Government spending and heterogeneous consumption dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103868.
• Zens, Gregor & Böck, Maximilian & Zörner, Thomas O., 2020, "The heterogeneous impact of monetary policy on the US labor market," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103989.
• Davidson, Sharada Nia, 2020, "Interdependence or contagion: A model switching approach with a focus on Latin America," Economic Modelling, Elsevier, volume 85, issue C, pages 166-197, DOI: 10.1016/j.econmod.2019.05.015.
• Fu, Bowen, 2020, "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, volume 88, issue C, pages 320-340, DOI: 10.1016/j.econmod.2019.09.045.
• De, Kuhelika & Sun, Wei, 2020, "Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S," Economic Modelling, Elsevier, volume 89, issue C, pages 1-9, DOI: 10.1016/j.econmod.2019.10.015.
• Han, Jong-Suk & Hur, Joonyoung, 2020, "Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach," Economic Modelling, Elsevier, volume 89, issue C, pages 142-152, DOI: 10.1016/j.econmod.2019.10.002.
• Fu, Buben & Wang, Bin, 2020, "The transition of China's monetary policy regime: Before and after the four trillion RMB stimulus," Economic Modelling, Elsevier, volume 89, issue C, pages 273-303, DOI: 10.1016/j.econmod.2019.10.022.
• Zamanzadeh, Akbar & Chan, Marc K. & Ehsani, Mohammad Ali & Ganjali, Mojtaba, 2020, "Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?," Economic Modelling, Elsevier, volume 91, issue C, pages 613-632, DOI: 10.1016/j.econmod.2019.12.003.
• Zhang, Bo & Dai, Wei, 2020, "Trend inflation and macroeconomic stability in a small open economy," Economic Modelling, Elsevier, volume 91, issue C, pages 769-778, DOI: 10.1016/j.econmod.2019.10.029.
• Duarte, Cláudia & Maria, José R. & Sazedj, Sharmin, 2020, "Trends and cycles under changing economic conditions," Economic Modelling, Elsevier, volume 92, issue C, pages 126-146, DOI: 10.1016/j.econmod.2020.06.011.
• Albonico, Alice & Tirelli, Patrizio, 2020, "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, volume 93, issue C, pages 13-26, DOI: 10.1016/j.econmod.2020.06.021.
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020, "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101105.
• Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020, "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101216.
• Hong, Hui & Bian, Zhicun & Chen, Naiwei, 2020, "Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.02.003.
• Gupta, Rangan & Sun, Xiaojin, 2020, "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108677.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• Zhu, Yanli & Han, Xiaoyi & Chen, Ying, 2020, "Bayesian estimation and model selection of threshold spatial Durbin model," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108956.
• Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020, "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108964.
• Jiang, Yu, 2020, "Identification of business cycles and the Great Moderation in the post-war U.S. economy," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109072.
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020, "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109120.
• Massari, Filippo & Newton, Jonathan, 2020, "When does ambiguity fade away?," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109404.
• Karlsson, Sune & Österholm, Pär, 2020, "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109622.
• Bollinger, Christopher R. & van Hasselt, Martijn, 2020, "Estimating the cumulative rate of SARS-CoV-2 infection," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109652.
• Klein, Nadja & Herwartz, Helmut & Kneib, Thomas, 2020, "Modelling regional patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 513-539, DOI: 10.1016/j.jeconom.2019.07.003.
• Li, Yong & Yu, Jun & Zeng, Tao, 2020, "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 450-493, DOI: 10.1016/j.jeconom.2019.11.002.
• Dufays, Arnaud & Rombouts, Jeroen V.K., 2020, "Relevant parameter changes in structural break models," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 46-78, DOI: 10.1016/j.jeconom.2019.10.008.
• Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020, "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 335-355, DOI: 10.1016/j.jeconom.2019.12.007.
• Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020, "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 105-118, DOI: 10.1016/j.jeconom.2019.11.006.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 1-27, DOI: 10.1016/j.ecosta.2018.12.002.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Boucher, Vincent, 2020, "Equilibrium homophily in networks," European Economic Review, Elsevier, volume 123, issue C, DOI: 10.1016/j.euroecorev.2020.103370.
• Skevas, Ioannis, 2020, "Inference in the spatial autoregressive efficiency model with an application to Dutch dairy farms," European Journal of Operational Research, Elsevier, volume 283, issue 1, pages 356-364, DOI: 10.1016/j.ejor.2019.10.033.
• Tsionas, Mike G. & Malikov, Emir & Kumbhakar, Subal C., 2020, "Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior," European Journal of Operational Research, Elsevier, volume 284, issue 1, pages 313-324, DOI: 10.1016/j.ejor.2019.12.026.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Iseringhausen, Martin, 2020, "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 275-292, DOI: 10.1016/j.jempfin.2020.06.008.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Kim, Junghun & Seung, Hyunchan & Lee, Jongsu & Ahn, Joongha, 2020, "Asymmetric preference and loss aversion for electric vehicles: The reference-dependent choice model capturing different preference directions," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104666.
• Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020, "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104721.
• Kim, Wonse & Lee, Junseok & Kang, Kyungwon, 2020, "The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.002.
• Kupiec, Paul H., 2020, "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100761.
• Huang, Yifan & Meng, Shengwang, 2020, "A Bayesian nonparametric model and its application in insurance loss prediction," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 84-94, DOI: 10.1016/j.insmatheco.2020.04.010.
• Njenga, Carolyn Ndigwako & Sherris, Michael, 2020, "Modeling mortality with a Bayesian vector autoregression," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 40-57, DOI: 10.1016/j.insmatheco.2020.05.011.
• Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020, "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, volume 161, issue C, pages 199-218, DOI: 10.1016/j.inteco.2019.12.001.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2020, "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," International Economics, Elsevier, volume 162, issue C, pages 34-49, DOI: 10.1016/j.inteco.2020.03.002.
• Tallman, Ellis W. & Zaman, Saeed, 2020, "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 373-398, DOI: 10.1016/j.ijforecast.2019.04.024.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020, "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 570-587, DOI: 10.1016/j.ijforecast.2019.07.008.
• Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan, 2020, "Can Google search data help predict macroeconomic series?," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1163-1172, DOI: 10.1016/j.ijforecast.2018.12.006.
• Monokroussos, George & Zhao, Yongchen, 2020, "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1173-1180, DOI: 10.1016/j.ijforecast.2020.03.004.
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020, "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1318-1328, DOI: 10.1016/j.ijforecast.2020.01.004.
• Du, Kai & Huddart, Steven & Xue, Lingzhou & Zhang, Yifan, 2020, "Using a hidden Markov model to measure earnings quality," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2019.101281.
• Dybowski, T. Philipp & Kempa, Bernd, 2020, "The European Central Bank’s monetary pillar after the financial crisis," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105965.
• Casellina, Simone & Pandolfo, Giuseppe & Quagliariello, Mario, 2020, "Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story," Journal of Economics and Business, Elsevier, volume 112, issue C, DOI: 10.1016/j.jeconbus.2020.105931.
• Heinsalu, Sander, 2020, "Reversals of signal-posterior monotonicity imply a bias of screening," Journal of Economic Theory, Elsevier, volume 188, issue C, DOI: 10.1016/j.jet.2020.105073.
• Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari, 2020, "Shrinking the cross-section," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 271-292, DOI: 10.1016/j.jfineco.2019.06.008.
• Schmidt, Jörg, 2020, "Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102235.
• Di Bartolomeo, Giovanni & Di Pietro, Marco & Beqiraj, Elton, 2020, "Price and wage inflation persistence across countries and monetary regimes," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102255.
• Richard Higgins, C., 2020, "Financial frictions and changing macroeconomic volatility," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103204.
• Burlon, Lorenzo & D’Imperio, Paolo, 2020, "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103191.
• Caraiani, Petre & Luik, Marc-André & Wesselbaum, Dennis, 2020, "Credit policy and asset price bubbles," Journal of Macroeconomics, Elsevier, volume 65, issue C, DOI: 10.1016/j.jmacro.2020.103229.
• Virbickaitė, Audronė & Frey, Christoph & Macedo, Demian N., 2020, "Bayesian sequential stock return prediction through copulas," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00173.
• Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020, "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00182.
• Agbeyegbe, Terence D., 2020, "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100020.
• Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2020, "Identifying the sources of model misspecification," Journal of Monetary Economics, Elsevier, volume 110, issue C, pages 1-18, DOI: 10.1016/j.jmoneco.2019.01.003.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020, "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 262-282, DOI: 10.1016/j.jmoneco.2019.03.011.
• Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2020, "Global spillover effects of US uncertainty," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 71-89, DOI: 10.1016/j.jmoneco.2019.05.008.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020, "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 249-264, DOI: 10.1016/j.jmoneco.2019.06.007.
• Miyamoto, Wataru & Nguyen, Thuy Lan, 2020, "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 184-200, DOI: 10.1016/j.jmoneco.2019.09.007.
• Azqueta-Gavaldón, Andrés, 2020, "Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122574.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Dynamics and determinants of spillovers across the option-implied volatilities of US equities," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 257-264, DOI: 10.1016/j.qref.2019.03.008.
• Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David, 2020, "Cryptocurrencies as hedges and safe-havens for US equity sectors," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 294-307, DOI: 10.1016/j.qref.2019.05.001.
• Rolheiser, Lyndsey & van Dijk, Dorinth & van de Minne, Alex, 2020, "Housing vintage and price dynamics," Regional Science and Urban Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.regsciurbeco.2020.103569.
• Daziano, Ricardo A., 2020, "Flexible customer willingness to pay for bundled smart home energy products and services," Resource and Energy Economics, Elsevier, volume 61, issue C, DOI: 10.1016/j.reseneeco.2020.101175.
• Xu, Xuecai & Huang, Dong & Guo, Fengjun, 2020, "Addressing spatial heterogeneity of injury severity using Bayesian multilevel ordered probit model," Research in Transportation Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.retrec.2019.100748.
• Kim, Young Min & Lee, Seojin, 2020, "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 117-134, DOI: 10.1016/j.iref.2020.05.001.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020, "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
• Shi, Yongjing & Tiwari, Aviral Kumar & Gozgor, Giray & Lu, Zhou, 2020, "Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101231.
• Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020, "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101225.
• Lankhuizen, Maureen & Boonstra, Harm Jan & de Blois, Chris, 2020, "Unpacking freight – Identifying conditions driving regional freight transport in statistics," Transportation Research Part A: Policy and Practice, Elsevier, volume 132, issue C, pages 415-435, DOI: 10.1016/j.tra.2019.11.025.
• Henderson, Heath & Follett, Lendie, 2020, "A Bayesian framework for estimating human capabilities," World Development, Elsevier, volume 129, issue C, DOI: 10.1016/j.worlddev.2019.104872.
• Michler, Jeffrey D., 2020, "Agriculture in the process of development: A micro-perspective," World Development, Elsevier, volume 129, issue C, DOI: 10.1016/j.worlddev.2020.104888.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for US Business Cycle Fluctuations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-102, Nov.
• Joshua C.C. Chan & Xuewen Yu, 2020, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-108, Dec.
• Maximilian Bock & Martin Feldkircher & Pierre L. Siklos, 2020, "International Effects of Euro Area Forward Guidance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-54, May.
• Mengheng Li & Bowen Fu, 2020, "US Shocks and the Uncovered Interest Rate Parity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-87, Oct.
• Joshua C.C. Chan & Rodney W. Strachan, 2020, "Bayesian State Space Models in Macroeconometrics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-90, Oct.
• Bo Zhang & Bao H. Nguyen, 2020, "Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-91, Oct.
• Na Guo & Bo Zhang & Jamie Cross, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-99, Nov.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118924, Jan.
• Nascimento, Marcus Gerardus L. & Becker, Kalinca L. & Mendonça, Mario Jorge, 2020, "Implications of Brazilian institutional guidelines on educational efficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123309, Oct.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2003, revised Mar 2020.
• Paula Cruz-García & Anabel Forte & Jesús Peiró-Palomino, 2020, "On the drivers of profitability in the banking industry in restructuring times: a Bayesian perspective," Applied Economic Analysis, Emerald Group Publishing Limited, volume 28, issue 83, pages 111-131, June, DOI: 10.1108/AEA-01-2020-0003.
• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2020, "Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041007.
• Joshua C. C. Chan & Chenghan Hou & Thomas Tao Yang, 2020, "Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041008.
• Yu-Wei Hsieh & Matthew Shum, 2020, "Bayesian Estimation of Linear Sum Assignment Problems," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041011.
• Sophia Ding & Peter H. Egger, 2020, "Full-information Bayesian Estimation of Cross-sectional Sample Selection Models," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Networks", DOI: 10.1108/S0731-905320200000042013.
• Cássio Besarria & Marcelo Silva & Diego Jesus, 2020, "News shocks, government subsidies and housing prices in Brazil," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 1, pages 157-177, May, DOI: 10.1108/IJHMA-02-2020-0011.
• Haytem Troug & Matt Murray, 2020, "Crisis determination and financial contagion: an analysis of the Hong Kong and Tokyo stock markets using an MSBVAR approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 8, pages 1548-1572, December, DOI: 10.1108/JES-03-2020-0095.
• Diego Ferreira & Andreza Aparecida Palma & Marcos Minoru Hasegawa, 2020, "Time-varying monetary policy reaction function under asymmetric preferences: revisiting the Brazilian inflation targeting experience," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 4, pages 893-911, September, DOI: 10.1108/JES-05-2019-0199.
• Satya R. Chakravarty & Nachiketa Chattopadhyay & Nora Lustig & Rodrigo Aranda, 2020, "Measuring Directional Mobility: The Bartholomew and Prais-Bibby Indices Reconsidered," Research on Economic Inequality, Emerald Group Publishing Limited, "Inequality, Redistribution and Mobility", DOI: 10.1108/S1049-258520200000028003.
• Wei Zhou & Eoghan O’Neill & Alice Moncaster & David Reiner & Peter Guthrie, 2020, "Forecasting Urban Residential Stock Turnover Dynamics using System Dynamics and Bayesian Model Averaging," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2016, Jun.
• Fateh Belaid & Christophe Rault, 2020, "Energy Expenditure in Egypt: Empirical Evidence Based on A Quantile Regression Approach," Working Papers, Economic Research Forum, number 1446, Dec, revised 20 Dec 2020.
• Nguyen Ngoc Thach, 2020, "The Variable Elasticity of Substitution Function and Endogenous Growth: An Empirical Evidence from Vietnam," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 263-277.
• Alexandros Pasiouras & Theodoros Daglis, 2020, "The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 352-361.
• Dejan Zivkov & Marina Gajic-Glamoclija & Jelena Kovacevic & Sanja Loncar, 2020, "Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 461-486, November.
• Dejan Zivkov & Jelena Damnjanovic & Jasmina Duraskovic, 2020, "The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 6, pages 566-588, December.
• Sophio Togonidze & Evzen Kocenda, 2020, "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/35, Sep, revised Sep 2020.
• Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020, "Selective Attention in Exchange Rate Forecasting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/42, Oct, revised Oct 2020.
• Xin Jin, 2020, "A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 179-210, June.
• Mark J. Jensen, 2020, "Measuring and Managing COVID-19 Model Risk," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 7, pages 1-12, June, DOI: 10.29338/ph2020-07.
• Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-15, Aug, DOI: 10.29338/wp2020-15.
• Edward S. Knotek & Saeed Zaman, 2020, "Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach," Working Papers, Federal Reserve Bank of Cleveland, number 20-17, Jun, DOI: 10.26509/frbc-wp-202017.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2020, "Measuring Uncertainty and Its Effects in the COVID-19 Era," Working Papers, Federal Reserve Bank of Cleveland, number 20-32R, Oct, revised 05 Jan 2022, DOI: 10.26509/frbc-wp-202032r.
• Enrique Martínez García, 2020, "Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 403, Oct, revised 20 Feb 2021, DOI: 10.24149/gwp403r1.
• Marwan Izzeldin & Emmanuel Mamatzakis & Anthony Murphy & Mike G. Tsionas, 2020, "A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth," Working Papers, Federal Reserve Bank of Dallas, number 2012, May, DOI: 10.24149/wp2012.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-08, Feb, DOI: 10.24148/wp2020-08.
• Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-10, Mar, DOI: 10.24148/wp2020-10.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2020, "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-003, Jan, DOI: 10.17016/FEDS.2020.003.
• Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020, "Online Estimation of DSGE Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-023, Feb, DOI: 10.17016/FEDS.2020.023.
• Giovanni Nicolo, 2020, "Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-035, May, DOI: 10.17016/FEDS.2020.035.
• Elena Afanasyeva, 2020, "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-045, Jun, DOI: 10.17016/FEDS.2020.045.
• Scott A. Brave & R. Andrew Butters & Michael Fogarty, 2020, "Looking down the road with ALEX: Forecasting U.S. GDP," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 447, pages 1-5, October.
• Gianluca Benigno & Jan J. J. Groen, 2020, "Uncertainty about Trade Policy Uncertainty," Staff Reports, Federal Reserve Bank of New York, number 919, Mar.
• Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports, Federal Reserve Bank of New York, number 944, Oct.
• Frank Schorfheide & Dongho Song, 2020, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers, Federal Reserve Bank of Philadelphia, number 20-26, Jul, DOI: 10.21799/frbp.wp.2020.26.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2020, "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers, Federal Reserve Bank of Philadelphia, number 20-35, Sep, DOI: 10.21799/frbp.wp.2020.35.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2020, "Uniform Priors for Impulse Responses," Working Papers, Federal Reserve Bank of Philadelphia, number 22-30, Sep, DOI: 10.21799/frbp.wp.2022.30.
• Paul Ho, 2020, "Global Robust Bayesian Analysis in Large Models," Working Paper, Federal Reserve Bank of Richmond, number 20-07, Jun, DOI: 10.21144/wp20-07.
• David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2020, "Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14," Econometrics, MDPI, volume 8, issue 1, pages 1-1, February.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," Working Papers, Business School - Economics, University of Glasgow, number 2020_08, Feb.
• Dimitris Korobilis & Davide Pettenuzzo, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers, Business School - Economics, University of Glasgow, number 2020_09, Apr.
• Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
• Dimitris Korobilis, 2020, "Sign restrictions in high-dimensional vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2020_21, Sep.
• Anastasia Dimiski, 2020, "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Working Papers, University of Guelph, Department of Economics and Finance, number 2004.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020, "Bayesian inference for TIP curves: an application to child poverty in Germany," Post-Print, HAL, number hal-02477216, Mar, DOI: 10.1007/s10888-019-09426-6.
• Dr. Prof. Jan Johannes & Dr. Anna Simoni & Dr. Schenk, 2020, "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print, HAL, number hal-02903256, DOI: 10.15609/annaeconstat2009.137.0083.
• Matteo Mogliani & Anna Simoni, 2020, "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print, HAL, number hal-03089878, Aug, DOI: 10.1016/j.jeconom.2020.07.022.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020, "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Post-Print, HAL, number hal-04129345, DOI: 10.1007/s00181-020-01893-5.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020, "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," Working Papers, HAL, number halshs-02909932, Jul.
• Gardberg, Malin, 2020, "Aggregate Consumption and Wealth in the Long Run: The Impact of Financial Liberalization," Working Paper Series, Research Institute of Industrial Economics, number 1339, May.
• Lillestøl, Jostein, 2020, "Sampling risk evaluations in a tax fraud case: Some modelling issues," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/5, May.
• Karlsson, Sune & Mazur, Stepan, 2020, "Flexible Fat-tailed Vector Autoregression," Working Papers, Örebro University, School of Business, number 2020:5, Apr.
• Corbo, Vesna & Strid, Ingvar, 2020, "MAJA: A two-region DSGE model for Sweden and its main trading partners," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 391, Jul.
• Morita, Hiroshi, 2020, "Fiscal multipliers in the most aged country: Empirical evidence and theoretical interpretation," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-100, Sep.
• Jelena Rkman, 2020, "An Estimated Search and Matching Model of the Croatian Labor Market: Post-crisis Analysis," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 22, issue 2, pages 35-72, December.
• Laura Liu, 2020, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2020-003, Mar.
• Xin Wei, 2020, "Dynamic Expectations Formation and U.S. Monetary Policy Regime Change," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2020-007, Aug.
• Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020, "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12928, Jan.
• Beltempo, Marc & Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2020, "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13046, Mar.
• Beltempo, Marc & Bresson, Georges & Lacroix, Guy, 2020, "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13099, Mar.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2020, "Robust Dynamic Panel Data Models Using e-Contamination," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13214, May.
• Gao, Xiaoxue Sherry & Harrison, Glenn & Tchernis, Rusty, 2020, "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13580, Aug.
• Becker, Christoph K. & Melkonyan, Tigran & Proto, Eugenio & Sofianos, Andis & Trautmann, Stefan T., 2020, "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13821, Oct.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020, "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/25.

2019

• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2019, "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients," Annals of Economics and Statistics, GENES, issue 134, pages 43-77, DOI: 10.15609/annaeconstat2009.134.0043.
• J.P. Florens & C. Gourieroux & A. Monfort, 2019, "Model Risk Management: Limits and Future of Bayesian Approaches," Annals of Economics and Statistics, GENES, issue 136, pages 1-26, DOI: 10.15609/annaeconstat2009.136.0001.
• Eduardo M. Azevedo & Alex Deng & José L. Montiel Olea & E. Glen Weyl, 2019, "Empirical Bayes Estimation of Treatment Effects with Many A/B Tests: An Overview," AEA Papers and Proceedings, American Economic Association, volume 109, pages 43-47, May.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2019, "The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1914, Feb.
• Erik Vardanyan, 2019, "Do Remittances Worsen Export Diversification?," Working Papers, Central Bank of Armenia, number 10, Aug.
• Stella Mnoyan, 2019, "Exchange Rate Pass-through in Armenia," Working Papers, Central Bank of Armenia, number 13, Oct, revised Dec 2019.
• Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
• Matteo Mogliani & Anna Simoni, 2019, "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers, arXiv.org, number 1903.08025, Mar, revised Jun 2020.
• Florian Huber & Gary Koop & Luca Onorante, 2019, "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Papers, arXiv.org, number 1905.10787, May, revised Dec 2019.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers, arXiv.org, number 1908.06325, Aug, revised Dec 2019.
• Sander Heinsalu, 2019, "Reversals of signal-posterior monotonicity imply a bias of screening," Papers, arXiv.org, number 1910.03117, Oct, revised Nov 2019.
• Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019, "Focused Bayesian Prediction," Papers, arXiv.org, number 1912.12571, Dec, revised Aug 2020.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019, "Fluctuations in Global Macro Volatility," Working Papers, Banco de España, number 1925, Jul.
• Lorenzo Burlon & Paolo D'Imperio, 2019, "The euro-area output gap through the lens of a DSGE model," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 477, Jan.
• Andrea De Polis & Mario Pietrunti, 2019, "Exchange rate dynamics and unconventional monetary policies: it�s all in the shadows," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1231, Jul.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
• Matteo Mogliani, 2019, "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers, Banque de France, number 713.
• Stéphane Lhuissier, 2019, "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers, Banque de France, number 726.
• Krzysztof Beck, 2019, "What drives business cycle synchronization? BMA results from the European Union," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 2, pages 248-275, DOI: 10.1080/1406099X.2019.1652393.
• Tom Fong & Gabriel Wu, 2019, "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• Emanuel Kohlscheen & Jouchi Nakajima, 2019, "Steady-state growth," BIS Working Papers, Bank for International Settlements, number 812, Sep.
• Robert Ambrisko, 2019, "Fiscal Devaluation in a Small Open Economy," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 1, pages 67-88, March, DOI: 10.31477/rjmf.201901.67.
• Sergei Seleznev, 2019, "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series, Bank of Russia, number wps47, Oct.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019, "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1302-1323, July, DOI: 10.1111/ecin.12791.
• Jun‐Hyung Ko & Hiroshi Morita, 2019, "Regime Switches in Japan's Fiscal Policy: Markov‐Switching VAR Approach," Manchester School, University of Manchester, volume 87, issue 5, pages 724-749, September, DOI: 10.1111/manc.12261.
• Gary Koop & Dimitris Korobilis, 2019, "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 5, pages 937-959, October, DOI: 10.1111/obes.12303.
• Boris Blagov, 2019, "Exchange rate uncertainty and import prices in the euro area," Review of International Economics, Wiley Blackwell, volume 27, issue 5, pages 1537-1572, November, DOI: 10.1111/roie.12434.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper, Norges Bank, number 2019/2, Jan.
• Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019, "News-driven inflation expectations and information rigidities," Working Paper, Norges Bank, number 2019/5, Feb.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019, "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper, Norges Bank, number 2019/7, Mar.