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

• 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, 2021, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-10, Jul, 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, IZA Network @ LISER, 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, IZA Network @ LISER, 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, IZA Network @ LISER, number 13099, Mar.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2020, "Robust Dynamic Panel Data Models Using e-Contamination," IZA Discussion Papers, IZA Network @ LISER, number 13214, May.
• Gao, Xiaoxue Sherry & Harrison, Glenn & Tchernis, Rusty, 2020, "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," IZA Discussion Papers, IZA Network @ LISER, 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, IZA Network @ LISER, 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.
• Masahiro Tanaka, 2020, "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 629-651, February, DOI: 10.1007/s10614-019-09905-y.
• Sanha Noh, 2020, "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 795-841, December, DOI: 10.1007/s10614-019-09944-5.
• Nicolas Lampach & Arthur Dyevre, 2020, "Choosing for Europe: judicial incentives and legal integration in the European Union," European Journal of Law and Economics, Springer, volume 50, issue 1, pages 65-86, August, DOI: 10.1007/s10657-019-09622-9.
• Narcissa Balta & Bořek Vašíček, 2020, "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 431-451, May, DOI: 10.1007/s10663-019-09432-x.
• Omar Chafik, 2020, "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, volume 17, issue 2, pages 363-380, May, DOI: 10.1007/s10368-019-00448-z.
• James Paul LeSage, 2020, "Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis–Hastings Monte Carlo log-marginal likelihoods," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 47-75, January, DOI: 10.1007/s10109-019-00294-2.
• Chun-kei Tsang & Sung-ko Li, 2020, "Allocation of resources within subgroups of an industry: a case study in the Chinese industrial sector," Journal of Productivity Analysis, Springer, volume 53, issue 1, pages 125-139, February, DOI: 10.1007/s11123-019-00563-8.
• Tjeerd M. Boonman & Andrea E. Sanchez Urbina, 2020, "Extreme Bounds Analysis in Early Warning Systems for Currency Crises," Open Economies Review, Springer, volume 31, issue 2, pages 431-470, April, DOI: 10.1007/s11079-019-09565-3.
• Max J. Pachali & Peter Kurz & Thomas Otter, 2020, "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 4, pages 343-380, December, DOI: 10.1007/s11129-020-09226-7.
• Hyowon Kim & Dong Soo Kim & Greg M. Allenby, 2020, "Benefit Formation and Enhancement," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 4, pages 419-468, December, DOI: 10.1007/s11129-020-09228-5.
• Robin Braun & Ralf Brüggemann, 2020, "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2020-01, May.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020, "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-488, Dec, DOI: 10.3929/ethz-b-000458723.
• Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020, "Selective Attention in Exchange Rate Forecasting," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1035, Jul.
• Yuheng Ling & Claudio Detotto & Dominique Prunetti, 2020, "Spatio-Temporal Modeling of second homes dynamics in Corsica," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 014, Feb.
• Mahniya Zafar & Naved Hamid & Fatima Arshad, 2020, "Are Agricultural Markets in the Punjab Technically Efficient?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 25, issue 1, pages 89-138, Jan-June.
• Jonas Gross & Johannes Zahner, 2020, "What's on the ECB's mind? - Monetary policy before and after the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202008.
• David Finck & Paul Rudel, 2020, "Do Credit Supply Shocks Have Asymmetric Effects?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202026.
• Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020, "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 229, May.
• Jonah B. Gelbach & Jenny R. Hawkins, 2020, "A Bayesian Approach to Event Studies for Securities Litigation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 176, issue 1, pages 86-111, DOI: 10.1628/jite-2020-0012.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers, University of Milano-Bicocca, Department of Economics, number 453, Nov, revised Oct 2022.
• Germano Ruisi, 2020, "An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta," CBM Working Papers, Central Bank of Malta, number WP/06/2020.
• William Gatt & Germano Ruisi, 2020, "Housing demand shocks, foreign labour inflows and consumption," CBM Working Papers, Central Bank of Malta, number WP/07/2020.
• Barnabás Székely, 2020, "Funding for lending schemes should prioritize SME lending," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/138.
• Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020, "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/20.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2020, "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/20.
• Ruben Loaiza-Maya & Didier Nibbering, 2020, "Scalable Bayesian Estimation in the Multinomial Probit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/20.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2020, "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/20.
• Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020, "Online Estimation of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26826, Mar.
• Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 26935, Apr.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27001, Apr.
• Christiane Baumeister & James D. Hamilton, 2020, "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 27014, Apr.
• Shomesh Chaudhuri & Andrew W. Lo & Danying Xiao & Qingyang Xu, 2020, "Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27175, May.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers, National Bureau of Economic Research, Inc, number 27248, May.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
• Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2020, "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 27685, Aug.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 27715, Aug.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27719, Aug.
• Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020, "Payments Crises and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 27733, Aug.
• Michele Lenza & Giorgio E. Primiceri, 2020, "How to Estimate a VAR after March 2020," NBER Working Papers, National Bureau of Economic Research, Inc, number 27771, Sep.
• Cosmin L. Ilut & Rosen Valchev, 2020, "Economic Agents as Imperfect Problem Solvers," NBER Working Papers, National Bureau of Economic Research, Inc, number 27820, Sep.
• Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020, "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers, National Bureau of Economic Research, Inc, number 28241, Dec.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020, "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series, National Center for Environmental Economics, U.S. Environmental Protection Agency, number 202001, Mar.
• Remzi Baris Tercioglu, 2020, "A sectoral approach to measuring output gap: Evidence from 20 US sectors over 1948-2019," Working Papers, New School for Social Research, Department of Economics, number 2012, Oct, revised Jun 2021.
• Brian Hartley, 2020, "Corridor stability of the Kaleckian growth model: a Markov-switching approach," Working Papers, New School for Social Research, Department of Economics, number 2013, Oct, revised Nov 2020.
• CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W., 2020, "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 20-09, Sep.
• Adrien Papuchon, 2020, "Have Young Adults’ Opinions on the Social Role of the State Changed since the 2008 Economic Crisis?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 514-515-5, pages 175-198, DOI: https://doi.org/10.24187/ecostat.20.
• Vianney Costemalle, 2020, "Bayesian Probabilistic Population Projections for France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 29-47, DOI: https://doi.org/10.24187/ecostat.20.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2020, "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2017-2023 papers hosted by The National Institute of Economic and Social Research), Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-07, May.
• Paulo Chahuara, 2020, "Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano," Documentos de Trabajo, OSIPTEL, number 42.
• Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand & Camerer, Colin, 2020, "Meta-Analysis of Empirical Estimates of Loss-Aversion," MetaArXiv, Center for Open Science, number hnefr, Dec, DOI: 10.31222/osf.io/hnefr.
• Patrick Mokre & Miriam Rehm, 2020, "Inter-industry wage inequality: persistent differences and turbulent equalisation," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 44, issue 4, pages 919-942.
• Kiyoyasu Tanaka & Yoshihiro Hashiguchi, 2020, "Agglomeration economies in the formal and informal sectors: a Bayesian spatial approach‡," Journal of Economic Geography, Oxford University Press, volume 20, issue 1, pages 37-66.
• Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020, "State Dependence in Labor Market Fluctuations," Economics Series Working Papers, University of Oxford, Department of Economics, number 902, Feb.
• Vargas-Sánchez, Jhon Jairo & Causado, Edwin & Mercado, Hugo, 2020, "Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s || Bayesian estimators of Weibull distributions applied to a model of waiting lines G/G/s," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 142-162, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
• Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020, "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 182, Feb.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
• Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui, 2020, "Interconnected Deviations from Covered Interest Parity," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 191, Sep.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
• Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
• Jefferson Martínez & Gabriel Rodríguez, 2020, "Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-483, DOI: 10.18800/2079-8474.0483.
• Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020, "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-484, DOI: 10.18800/2079-8474.0484.
• Jhonatan Portilla Goicochea & Gabriel Rodríguez, 2020, "Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-485, DOI: 10.18800/2079-8474.0485.
• Álvaro Jiménez & Gabriel Rodríguez, 2020, "Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-489, DOI: 10.18800/2079-8474.0489.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-038, Nov.
• Frank Schorfheide & Dongho Song, 2020, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-039, Jul.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper, University Library of Munich, Germany, number 100165, May.
• Aliaga, Augusto, 2020, "Reglas de política monetaria para una economía abierta con fricciones financieras: Un enfoque Bayesiano
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• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Forecasting transaction counts with integer-valued GARCH models," MPRA Paper, University Library of Munich, Germany, number 101779, Jul, revised 11 Jul 2020.
• Jemio Hurtado, Valeria, 2020, "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper, University Library of Munich, Germany, number 102374, Jul, revised 14 Jul 2020.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020, "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper, University Library of Munich, Germany, number 103250, Oct, revised 01 Oct 2020.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Mansur, Alfan, 2020, "Shocks and Frictions in US Business Cycle: A Bayesian DSGE Approach," MPRA Paper, University Library of Munich, Germany, number 104546, Oct, revised 24 Oct 2020.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020, "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper, University Library of Munich, Germany, number 106098, Dec, revised 21 Dec 2020.
• Adeniyi, Isaac Adeola, 2020, "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper, University Library of Munich, Germany, number 99165, Mar.
• Rivolta, Giulia & Trecroci, Carmine, 2020, "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper, University Library of Munich, Germany, number 99403, Apr.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
• Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020, "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 369-412, December.
• Haroon Mumtaz, 2020, "A Generalised Stochastic Volatility in Mean VAR. An Updated Algorithm," Working Papers, Queen Mary University of London, School of Economics and Finance, number 908, Jul.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 912, Sep.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"," Computer Codes, Review of Economic Dynamics, number 19-271, revised .
• Anttonen, Jetro & Lehmus, Markku & Vihriälä, Vesa, 2020, "Weak Economic Conditions and the Objective of the Government Programme," ETLA Brief, The Research Institute of the Finnish Economy, number 86, Mar.
• Mortaza OJAGHLOU, 2020, "Dynamic Effects of Macroeconomic Fundamentals on Stock Market Movements: Evidence from BIST100," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 2, pages 17-36.
• Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2020, "Global Spillover Effects Of US Uncertainty," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022299, Jan.
• Mohammad Mehdi Zare Shahneh & Zahra Nasrollahi & Hojat Parsa, 2020, "The impact of gender inequality on macroeconomic variables in the framework of a DSGE model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 29-60.
• Krzysztof DRACHAL, 2020, "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 18-34, July.
• Joshua C. Hall & Donald J. Lacombe & Shree B. Pokharel, 2020, "State Exit Exams and Graduation Rates: A Hierarchical SLX Modelling Approach," The Review of Regional Studies, Southern Regional Science Association, volume 50, issue 2, pages 189-206, DOI: 10.52324/001c.12636.
• Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
• Piotr Dybka, 2020, "One model or many? Exchange rates determinants and their predictive capabilities," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-053, Jul, DOI: 10.33119/kaewps2020053.
• Joonyoung Hur & Jong-Suk Han, 2020, "Effect of Monetary Policy on Government Spending Multiplier," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2004.
• Nicolo Maffei Faccioli & Eugenia Vella, 2020, "The Asymmetric Unemployment Response of Natives and Foreigners to Migration Shocks," Working Papers, The University of Sheffield, Department of Economics, number 2020008, Aug.
• Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020, "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers, Swiss National Bank, number 2020-12.
• Gürkan BOZMA & Sinan KUL, 2020, "Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock prices can be estimated using this relationship. In t," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Lei Shi, 2020, "Bayesian analysis of multivariate ordered probit model with individual heterogeneity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 4, pages 649-665, December, DOI: 10.1007/s10182-020-00369-2.
• Yuheng Ling, 2020, "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 367-388, April, DOI: 10.1007/s00168-019-00967-2.
• Patrizia Berti & Emanuela Dreassi & Pietro Rigo, 2020, "A notion of conditional probability and some of its consequences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 3-15, June, DOI: 10.1007/s10203-019-00256-9.
• Frank Lad & Giuseppe Sanfilippo, 2020, "Predictive distributions that mimic frequencies over a restricted subdomain," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 17-41, June, DOI: 10.1007/s10203-020-00281-z.
• Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
• Jaeho Kim & Sora Chon, 2020, "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, volume 58, issue 3, pages 1339-1354, March, DOI: 10.1007/s00181-018-1554-0.
• Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020, "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, volume 58, issue 3, pages 1355-1380, March, DOI: 10.1007/s00181-018-1575-8.
• Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020, "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, volume 58, issue 5, pages 2085-2103, May, DOI: 10.1007/s00181-018-1615-4.
• Jan Prüser & Alexander Schlösser, 2020, "The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR," Empirical Economics, Springer, volume 58, issue 6, pages 2889-2910, June, DOI: 10.1007/s00181-018-01619-8.
• Yasutomo Murasawa, 2020, "Measuring public inflation perceptions and expectations in the UK," Empirical Economics, Springer, volume 59, issue 1, pages 315-344, July, DOI: 10.1007/s00181-019-01675-8.
• Andrés Ramírez-Hassan, 2020, "Dynamic variable selection in dynamic logistic regression: an application to Internet subscription," Empirical Economics, Springer, volume 59, issue 2, pages 909-932, August, DOI: 10.1007/s00181-019-01644-1.
• Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2020, "Measuring the strength of the theories of government size," Empirical Economics, Springer, volume 59, issue 5, pages 2185-2222, November, DOI: 10.1007/s00181-019-01718-0.
• Sune Karlsson & Pär Österholm, 2020, "A note on the stability of the Swedish Phillips curve," Empirical Economics, Springer, volume 59, issue 6, pages 2573-2612, December, DOI: 10.1007/s00181-019-01746-w.
• Constantinos Kardaras & Johannes Ruf, 2020, "Filtration shrinkage, the structure of deflators, and failure of market completeness," Finance and Stochastics, Springer, volume 24, issue 4, pages 871-901, October, DOI: 10.1007/s00780-020-00435-2.
• Maren Hein & Peter Kurz & Winfried J. Steiner, 2020, "Analyzing the capabilities of the HB logit model for choice-based conjoint analysis: a simulation study," Journal of Business Economics, Springer, volume 90, issue 1, pages 1-36, February, DOI: 10.1007/s11573-019-00927-4.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2020, "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 18, issue 1, pages 91-111, March, DOI: 10.1007/s10888-019-09426-6.
• Gan-Ochir Doojav & Kaliappa Kalirajan, 2020, "Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 253-291, June, DOI: 10.1007/s40953-019-00179-7.
• Tamás Krisztin & Philipp Piribauer & Michael Wögerer, 2020, "The spatial econometrics of the coronavirus pandemic," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 3, pages 209-218, December, DOI: 10.1007/s12076-020-00254-1.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State dependence in labour market fluctuations," Working Papers, European Stability Mechanism, number 47, Dec.
• Vivek Srikrishnan & Yawen Guan & Klaus Keller & Richard S.J. Tol, 2020, "Fossil fuel resources, decarbonization, and economic growth drive the feasibility of Paris climate targets," Working Paper Series, Department of Economics, University of Sussex Business School, number 0620, Mar.
• Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020, "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers, Swiss National Bank, Study Center Gerzensee, number 20.04, Aug.
• Anne Musson & Damien Rousselière, 2020, "Exploring the effect of crisis on cooperatives: a Bayesian performance analysis of French craftsmen cooperatives," Applied Economics, Taylor & Francis Journals, volume 52, issue 25, pages 2657-2678, May, DOI: 10.1080/00036846.2019.1693699.
• Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
• Xingwei Hu, 2020, "A theory of dichotomous valuation with applications to variable selection," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 1075-1099, November, DOI: 10.1080/07474938.2020.1735750.
• F. Di Iorio & M. Letizia Giorgetti, 2020, "Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector," Industry and Innovation, Taylor & Francis Journals, volume 27, issue 7, pages 789-803, August, DOI: 10.1080/13662716.2019.1685373.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 531, pages 1092-1110, July, DOI: 10.1080/01621459.2019.1660171.
• Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2020, "Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 124-136, January, DOI: 10.1080/07350015.2018.1459302.