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)

2019

• Jim Malley & Ulrich Woitek, 2019, "Estimated Human Capital Externalities in an Endogenous Growth Framework," Working Papers, Business School - Economics, University of Glasgow, number 2019_04, Apr.
• Dimitris Korobilis, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers, Business School - Economics, University of Glasgow, number 2019_07, Sep.
• Xiaoshan Chen & Eric M. Leeper & Campbell Leith, 2019, "U.S. Monetary and Fiscal Policies - Conflict or Cooperation?," Working Papers, Business School - Economics, University of Glasgow, number 2020_04, May.
• Damien Rousselière, 2019, "A Flexible Approach to Age Dependence in Organizational Mortality: Comparing the Life Duration for Cooperative and Non-Cooperative Enterprises Using a Bayesian Generalized Additive Discrete Time Survival Model," Post-Print, HAL, number hal-02107866, DOI: 10.1007/s40953-019-00164-0.
• Roman Matkovskyy & Akanksha Jalan, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Post-Print, HAL, number hal-02131637, Dec, DOI: 10.1016/j.frl.2019.04.007.
• Blaise Gnimassoun & Joseph Keneck Massil, 2019, "Determinants of corruption : can we put all countries in the same basket?," Post-Print, HAL, number hal-02509820, DOI: 10.25428/1824-2979/201902-239-276.
• Jonathan Benchimol & André Fourçans, 2019, "Central bank losses and monetary policy rules: A DSGE investigation," Post-Print, HAL, number hal-02876656, May, DOI: 10.1016/j.iref.2019.01.010.
• Jean-Pierre Florens & Anna Simoni, 2019, "Gaussian Processes and Bayesian Moment Estimation," Post-Print, HAL, number hal-02903252, Oct, DOI: 10.1080/07350015.2019.1668799.
• Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019, "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print, HAL, number hal-02952910, Dec, DOI: 10.15609/annaeconstat2009.136.0001.
• Yuan Liao & Anna Simoni, 2019, "Bayesian inference for partially identified smooth convex models," Post-Print, HAL, number hal-03089881, Aug, DOI: 10.1016/j.jeconom.2019.03.001.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print, HAL, number hal-03403613, Oct, DOI: 10.1016/j.euroecorev.2019.08.002.
• Badi 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," Post-Print, HAL, number hal-04129289, DOI: 10.15609/annaeconstat2009.134.0043.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po Economics Publications (main), HAL, number hal-03403269, Jun.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po Economics Publications (main), HAL, number hal-03403613, Oct, DOI: 10.1016/j.euroecorev.2019.08.002.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers, HAL, number hal-03403269, Jun.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, HAL, number halshs-02073826.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2019, "The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves," Working Papers, HAL, number halshs-02122371, Feb.
• Lundgren, Berndt & Schultzberg, Mårten, 2019, "Application of the economic theory of self-control to model energy conservation behavioral change in households," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/1, Mar.
• Karlsson, Sune & Österholm, Pär, 2019, "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers, Örebro University, School of Business, number 2019:7, Sep.
• Ankargren, Sebastian & Shahnazarian, Hovick, 2019, "The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 365, Feb, revised 01 Apr 2019.
• Gunawan, David & Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc, 2019, "Subsampling Sequential Monte Carlo for Static Bayesian Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 371, Apr.
• Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc & Villani, Mattias, 2019, "Hamiltonian Monte Carlo with Energy Conserving Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 372, Apr.
• Isabella Moder, 2019, "Spillovers from the ECB's Non-standard Monetary Policy Measures on Southeastern Europe," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 4, pages 127-163, October.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2019, "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-03, Feb.
• Gustavo Cabrera González, 2019, "Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 2, pages 203-219, Abril-Jun.
• Miguel Antonio Alba Suárez & Wilmer Pineda-Ríos & Javier Deaza Chaves, 2019, "Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 2, pages 279-307, Abril-Jun.
• Beatriz Mota Aragón & José Antonio Núñez Mora, 2019, "Estimación de la distribución multivariada de los rendimientos de los tipos de cambio contra el dólar de las criptomonedas Bitcoin, Ripple y Ether," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 447-457, Julio - S.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019, "Forecasting with a Panel Tobit Model," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2019-005, May.
• Maria Chiara D’Errico, 2019, "Bayesian Estimation of the Photovoltaic Balance-of-System Learning Curve," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 47, issue 1, pages 111-112, March, DOI: 10.1007/s11293-019-09608-7.
• Natalia Khorunzhina & Jean-François Richard, 2019, "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 991-1017, March, DOI: 10.1007/s10614-017-9777-2.
• Jin-Yu Zhang & Zhong-Tian Chen & Yong Li, 2019, "Bayesian Testing for Leverage Effect in Stochastic Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1153-1164, March, DOI: 10.1007/s10614-017-9784-3.
• Nima Nonejad, 2019, "Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1687-1710, April, DOI: 10.1007/s10614-018-9835-4.
• Enrique Martínez-García, 2019, "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 419-454, June, DOI: 10.1007/s10614-017-9746-9.
• Juan Carlos Cuestas & Javier Ordóñez & Karsten Staehr, 2019, "Unit labour costs and the dynamics of output and unemployment in the southern European crisis countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 3, pages 597-616, August, DOI: 10.1007/s10663-018-9410-1.
• I. G. Ukpong & K. G. Balcombe & I. M. Fraser & F. J. Areal, 2019, "Preferences for Mitigation of the Negative Impacts of the Oil and Gas Industry in the Niger Delta Region of Nigeria," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 2, pages 811-843, October, DOI: 10.1007/s10640-019-00349-4.
• Markus Glatt & Roy Brouwer & Ivana Logar, 2019, "Combining Risk Attitudes in a Lottery Game and Flood Risk Protection Decisions in a Discrete Choice Experiment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 4, pages 1533-1562, December, DOI: 10.1007/s10640-019-00379-y.
• Marco Gross & Javier Población, 2019, "Implications of Model Uncertainty for Bank Stress Testing," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 1, pages 31-58, February, DOI: 10.1007/s10693-017-0275-4.
• Matthew Quick, 2019, "Multiscale spatiotemporal patterns of crime: a Bayesian cross-classified multilevel modelling approach," Journal of Geographical Systems, Springer, volume 21, issue 3, pages 339-365, September, DOI: 10.1007/s10109-019-00305-2.
• Guohua Feng & Chuan Wang & Xibin Zhang, 2019, "Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach," Journal of Productivity Analysis, Springer, volume 51, issue 1, pages 1-19, February, DOI: 10.1007/s11123-018-0542-x.
• Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1907, Apr.
• Samad Sarferaz & Florian Eckert, 2019, "Agnostische Schätzung und Zerlegung von Produktionslücken," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 4, pages 27-36, December, DOI: 10.3929/ethz-b-000385527.
• Florian Eckert & Samad Sarferaz, 2019, "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-467, Dec, DOI: 10.3929/ethz-b-000384365.
• Mirela Miescu, 2019, "Uncertainty shocks in emerging economies," Working Papers, Lancaster University Management School, Economics Department, number 277077821.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
• Yuheng Ling, 2019, "Time, space and hedonic prediction accuracy evidence from the Corsican apartment market," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 013, Apr.
• Blaise Gnimassoun, Joseph Keneck Massil, 2019, "Determinants of corruption: can we put all countries in the same basket?," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 16, issue 2, pages 239-276, December.
• Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019, "The Resolution of Long-Run Risk," Economics Discussion Paper Series, Economics, The University of Manchester, number 1908.
• Joerg Schmidt, 2019, "Risk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR approach," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201928.
• Iván Kataryniuk & Jaime Martínez-Martín, 2019, "TFP Growth and Commodity Prices in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 10, pages 2211-2229, August, DOI: 10.1080/1540496X.2018.1520089.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2019, "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/19.
• Didier Nibbering, 2019, "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/19.
• Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019, "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/19.
• Jan Przystupa, 2019, "Symmetric or asymmetric? Monetary policy and Polish economy reactions over the business cycle," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 4, pages 375-410.
• Beata Bierut & Piotr Dybka, 2019, "Institutional determinants of export competitiveness among the EU countries: evidence from Bayesian model averaging," NBP Working Papers, Narodowy Bank Polski, number 306.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019, "Forecasting with a Panel Tobit Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26569, Dec.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26586, Dec.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-07, Mar.
• Marcos Fernandes, 2019, "Confirmation Bias in Social Networks," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 19-05.
• Martin Feldkircher & Nico Hauzenberger, 2019, "How useful are time-varying parameter models for forecasting economic growth in CESEE?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 29-48.
• Clara De Luigi & Florian Huber & Josef Schreiner, 2019, "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
• Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2019, "Identification of Financial Factors in Economic Fluctuations," The Economic Journal, Royal Economic Society, volume 129, issue 617, pages 311-337.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019, "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," 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 27, issue 1, pages 30-54, June.
• Luna-Ramirez, Susana & Agudelo, Diego A., 2019, "¿Agrega Valor el Modelo Black-Litterman en Portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación Empírica 2008-2016 || Does the Black-Litterman Model Add Value in Portfolios of the Integrated Latin American Market (MILA)? Empirical Eva," 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 27, issue 1, pages 55-73, June.
• Francesca Di Iorio & Maria Letizia Giorgietti, 2019, "Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 169, Feb.
• Georgios Magkonis & Anastasia Theofilakou, 2019, "Transmission of sectoral debt shocks in OECD countries: Evidence from the income channel," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-02, Jan.
• Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019, "Threshold Stochastic Volatility Models with Heavy Tails:A Bayesian Approach," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 32-53.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-014, Jul.
• Borooah, Vani, 2019, "Labour Market Risks," MPRA Paper, University Library of Munich, Germany, number 101672, Jul.
• Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel, 2019, "Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing," MPRA Paper, University Library of Munich, Germany, number 101698, Nov.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2019, "Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ?
  [Should conditional forecasts of inflation and real growth more accurate than unconditio," MPRA Paper, University Library of Munich, Germany, number 116432.
• Błażejowski, Marcin & Kwiatkowski, Jacek & Gazda, Jakub, 2019, "Sources of Economic Growth: A Global Perspective," MPRA Paper, University Library of Munich, Germany, number 91322, Jan.
• Zervopoulos, Panagiotis & Emrouznejad, Ali & Sklavos, Sokratis, 2019, "A Bayesian approach for correcting bias of data envelopment analysis estimators," MPRA Paper, University Library of Munich, Germany, number 91886, Jan.
• Murasawa, Yasutomo, 2019, "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper, University Library of Munich, Germany, number 91979, Feb.
• CHAFIK, Omar, 2019, "Monetary policy in oil exporting countries with fixed exchange rate and open capital account: expectations matter," MPRA Paper, University Library of Munich, Germany, number 92558, Mar.
• Asafo, Shuffield Seyram, 2019, "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper, University Library of Munich, Germany, number 92967, Mar.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2019, "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 93813, May.
• Economou, Polychronis & Malefaki, Sonia & Kounetas, Konstantinos, 2019, "Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison," MPRA Paper, University Library of Munich, Germany, number 94462, Jun.
• Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Rios, Vicente, 2019, "New Evidence on the Size and Drivers of the Shadow Economy in Spain: A Model Averaging Approach," MPRA Paper, University Library of Munich, Germany, number 97504, Jul.
• Tsionas, Mike G. & Malikov, Emir & Kumbhakar, Subal C., 2019, "Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior," MPRA Paper, University Library of Munich, Germany, number 97780, Nov.
• DJINKPO, Medard, 2019, "A DSGE model for Fiscal Policy Analysis in The Gambia," MPRA Paper, University Library of Munich, Germany, number 97874, Dec, revised 30 Dec 2019.
• Oladunni, Sunday, 2019, "External Shocks and Business Cycle Fluctuations in Oil-exporting Small Open Economies: The Case of Nigeria," MPRA Paper, University Library of Munich, Germany, number 98639, Dec.
• Lusompa, Amaze, 2019, "Local Projections, Autocorrelation, and Efficiency," MPRA Paper, University Library of Munich, Germany, number 99856, Nov, revised 11 Apr 2020.
• Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
• Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019, "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 2, pages 155-177, DOI: 10.18267/j.pep.690.
• Jakub Bechný, 2019, "Unemployment Hysteresis in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 5, pages 532-546, DOI: 10.18267/j.pep.709.
• Zulfiqar Ali Wagan & Zhang Chen & Hakimzadi Wagan, 2019, "A Factor-Augmented Vector Autoregressive Approach to Analyze the Transmission of Monetary Policy," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 6, pages 709-728, DOI: 10.18267/j.pep.699.
• Justyna Wróblewska & Anna Pajor, 2019, "One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 1, pages 23-45, March.
• Cláudia Duarte & José R. Maria & Sharmin Sazedj, 2019, "Trends and cycles under changing economic conditions," Working Papers, Banco de Portugal, Economics and Research Department, number w201918.
• Germano Ruisi, 2019, "Time-Varying Local Projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 891, Jul.
• Shayan Zakipour-Saber, 2019, "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers, Queen Mary University of London, School of Economics and Finance, number 895, Oct.
• Shayan Zakipour-Saber, 2019, "Markov-Switching Proxy BVARs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 896, Oct.
• Gustavo Cabrera Gonzalez & Adrian de Leon Arias, 2019, "Modelacion markoviana para identificar la dinamica y pronostico del indice de produccion industrial en Mexico de 1980 a 2018," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 2, pages 23-41, Julio-Dic.
• Barron, Kai, 2019, "Belief Updating: Does the \'Good-News, Bad-News\' Asymmetry Extend to Purely Financial Domains?," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 170, Jul.
• Francesco Furlanetto & Orjan Robstad, 2019, "Online Appendix to "Immigration and the macroeconomy: some new empirical evidence"," Online Appendices, Review of Economic Dynamics, number 18-245.
• Aydan Dogan, 2019, "Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Online Appendices, Review of Economic Dynamics, number 18-377.
• Francesco Furlanetto & Orjan Robstad, 2019, "Code and data files for "Immigration and the macroeconomy: some new empirical evidence"," Computer Codes, Review of Economic Dynamics, number 18-245, revised .
• Aydan Dogan, 2019, "Code and data files for "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Computer Codes, Review of Economic Dynamics, number 18-377, revised .
• Francesco Furlanetto & Orjan Robstad, 2019, "Immigration and the macroeconomy: some new empirical evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 34, pages 1-19, October, DOI: 10.1016/j.red.2019.02.006.
• Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2019, "The Origins and Effects of Macroeconomic Uncertainty," 2019 Meeting Papers, Society for Economic Dynamics, number 245.
• Christian Bayer & Ralph Luetticke, 2019, "Shocks, Frictions, and Inequality in US Business Cycles," 2019 Meeting Papers, Society for Economic Dynamics, number 256.
• Paul Ho, 2019, "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers, Society for Economic Dynamics, number 390.
• Renato Faccini & Leonardo Melosi, 2019, "Pigouvian Cycles," 2019 Meeting Papers, Society for Economic Dynamics, number 977.
• Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers, Red Investigadores de Economía, number 8, Jun.
• Echavarría, Juan José & Giraldo, Iader & Jaramillo, Fernando, 2019, "Cadenas globales de valor, crecimiento y protección arancelaria en Colombia," Working papers, Red Investigadores de Economía, number 9, Jun.
• Abhijit Sen Gupta & Tara Iyer, 2019, "Quarterly Forecasting Model for India’s Economic Growth: Bayesian Vector Autoregression Approach," ADB Economics Working Paper Series, Asian Development Bank, number 573, Mar.
• Hongyi Chen & Shuo Cao, 2019, "Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth," ADBI Working Papers, Asian Development Bank Institute, number 938, Mar.
• Achour Aya, 2019, "Réserves de change et fonctionnement de l'économie marocaine: enseignements à partir d'un modèle DSGE," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2019-4, Dec.
• Fatma Busem Hatipoglu & Umut Uyar, 2019, "Examining the Dynamics of Macroeconomic Indicators and Banking Stock Returns with Bayesian Networks," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 807-822.
• William A. Barnett & Jingxian Hu, 2019, "Capital Control, Exchange Rate Regime, And Monetary Policy: Indeterminacy And Bifurcation," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 139, Oct.
• Nida Khan & Muhammad Aslam, 2019, "Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, volume 3, issue 2, pages 62-76.
• Mohammad Jalal Goldoost & Seyed Abbas Najafizadeh & Seyed Fakhreddin fakhrhosseini & Ahamad Sarlak, 2019, "Resilience of macroeconomic variables of the Iranian economy against monetary policy shock based on the DSGE mode," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 2, pages 1-28.
• Elahe Mahmoodi & Zahra Nasrollahi & Kazem Yavari, 2019, "The Effect of Housing Market Fluctuations on Macro economy: A DSGE Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 2, pages 249-278.
• Florian Huber & Gary Koop & Luca Onorante, 2019, "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Working Papers in Economics, University of Salzburg, number 2019-2, May.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics, University of Salzburg, number 2019-3, Aug.
• Yong Li & Nianling Wang & Jun Yu, 2019, "Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 16-2019, Jul.
• Martijn van Hasselt & Christopher Bollinger & Jeremy Bray, 2019, "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-13, Oct.
• Jun Gao & Sheng Zhu, 2019, "A New Structural Analysis of Inflation and Economic Activity," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 35-51, June.
• Beata K. Bierut & Piotr Dybka, 2019, "Institutional determinants of export competitiveness among the EU countries: evidence from Bayesian model averaging," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2019-043, Apr, DOI: 10.33119/kaewps2019043.
• Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2019, "Global Spillover Effects of US Uncertainty," Working Paper Series, Institute of Economic Research, Seoul National University, number no107, Jan.
• James P. LeSage & Daniel Hendrikz, 2019, "Large Bayesian vector autoregressive forecasting for regions: A comparison of methods based on alternative disturbance structures," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 3, pages 563-599, June, DOI: 10.1007/s00168-019-00908-z.
• Esko Penttinen & Merja Halme & Pekka Malo & Timo Saarinen & Ville-Matias Vilén, 2019, "Playing for fun or for profit: how extrinsically-motivated and intrinsically-motivated players make the choice between competing dual-purposed gaming platforms," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 3, pages 337-358, September, DOI: 10.1007/s12525-018-0298-1.
• Efthymios G. Tsionas & Kien C. Tran & Panayotis G. Michaelides, 2019, "Bayesian inference in threshold stochastic frontier models," Empirical Economics, Springer, volume 56, issue 2, pages 399-422, February, DOI: 10.1007/s00181-017-1364-9.
• Luca Grassetti & Laura Rizzi, 2019, "The determinants of individual health care expenditures in the Italian region of Friuli Venezia Giulia: evidence from a hierarchical spatial model estimation," Empirical Economics, Springer, volume 56, issue 3, pages 987-1009, March, DOI: 10.1007/s00181-017-1372-9.
• Marko Melolinna & Máté Tóth, 2019, "Output gaps, inflation and financial cycles in the UK," Empirical Economics, Springer, volume 56, issue 3, pages 1039-1070, March, DOI: 10.1007/s00181-018-1498-4.
• Gregor Bäurle & Rolf Scheufele, 2019, "Credit cycles and real activity: the Swiss case," Empirical Economics, Springer, volume 56, issue 6, pages 1939-1966, June, DOI: 10.1007/s00181-018-1449-0.
• Brent Meyer & Saeed Zaman, 2019, "The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy," Empirical Economics, Springer, volume 57, issue 2, pages 603-630, August, DOI: 10.1007/s00181-018-1472-1.
• Eleftherios Giovanis, 2019, "Worthy to lose some money for better air quality: applications of Bayesian networks on the causal effect of income and air pollution on life satisfaction in Switzerland," Empirical Economics, Springer, volume 57, issue 5, pages 1579-1611, November, DOI: 10.1007/s00181-018-1509-5.
• Laia Maynou & Gabriel Coll-de-Tuero & Marc Saez, 2019, "The effects of copayment in primary health care: evidence from a natural experiment," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 8, pages 1237-1248, November, DOI: 10.1007/s10198-019-01089-4.
• Ioannis Skevas, 2019, "A Hierarchical Stochastic Frontier Model for Efficiency Measurement Under Technology Heterogeneity," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 3, pages 513-524, September, DOI: 10.1007/s40953-018-0144-5.
• Damien Rousselière, 2019, "A Flexible Approach to Age Dependence in Organizational Mortality: Comparing the Life Duration for Cooperative and Non-Cooperative Enterprises Using a Bayesian Generalized Additive Discrete Time Survival Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 829-855, December, DOI: 10.1007/s40953-019-00164-0.
• Michael L. Polemis & Mike G. Tsionas, 2019, "Bayesian nonlinear panel cointegration: an empirical application to the EKC hypothesis," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 2, pages 113-120, August, DOI: 10.1007/s12076-019-00230-4.
• Laurent Maurin, 2019, "Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 1, pages 19-45, February, DOI: 10.1007/s10258-018-00151-y.
• Yaguo Deng & Helena Veiga & Michael P. Wiper, 2019, "Efficiency evaluation of hotel chains: a Spanish case study," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 2, pages 115-139, June, DOI: 10.1007/s13209-019-0188-6.
• W. Holmes Finch, 2019, "A Monte Carlo Simulation Study Assessing the Performance of a Bayesian Approach for Identifying Differences in Change Point Location for Two Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 3, pages 1-4.
• Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019, "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/28, Aug.
• Paul Levine, 2019, "The State of DSGE Modelling," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0319, Jan.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019, "Information, VARs and DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1619, Oct.
• Rachida Ouysse, 2019, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12a, Dec.
• Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2019, "Global Spillover Effects of US Uncertainty," Discussion Papers, School of Economics, The University of New South Wales, number 2017-17a, Feb.
• Eo, Yunjong & Kang, Kyu Ho, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers, University of Sydney, School of Economics, number 2019-08, Apr, revised Nov 2019.
• Andrés Ramírez Hassan & Santiago Montoya Blandón, 2019, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 301-318, March, DOI: 10.1080/07474938.2016.1261062.
• Arnaud Dufays & Jeroen V. K. Rombouts, 2019, "Sparse Change-point HAR Models for Realized Variance," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 857-880, September, DOI: 10.1080/07474938.2018.1454366.
• Audronė Virbickaitė & Hedibert F. Lopes & M. Concepción Ausín & Pedro Galeano, 2019, "Particle learning for Bayesian semi-parametric stochastic volatility model," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1007-1023, October, DOI: 10.1080/07474938.2018.1514022.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019, "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 565-580, April, DOI: 10.1080/01621459.2018.1483826.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019, "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 831-843, April, DOI: 10.1080/01621459.2018.1448827.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 1-12, January, DOI: 10.1080/07350015.2016.1255216.
• Florian Huber & Martin Feldkircher, 2019, "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 27-39, January, DOI: 10.1080/07350015.2016.1256217.
• Gauthier Lanot & Mattias Vesterberg, 2019, "An empirical model of the decision to switch between electricity price contracts," Journal of Business Analytics, Taylor & Francis Journals, volume 2, issue 1, pages 24-46, January, DOI: 10.1080/2573234X.2019.1645575.
• Tayyar Buyukbasaran & Gokce Karasoy Can & Hande Kucuk, 2019, "Identifying Credit Supply Shocks in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1906.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019, "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1935.
• Mahmut Sami Güngör & Bülent Güloğlu, 2019, "The Effects of Structural Shocks on Macroeconomic Fundamentals under Aggressive Monetary Policy: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 12, issue 2, pages 7-21, December.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019, "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-025/III, Apr.
• Anoek Castelein & Dennis Fok & Richard Paap, 2019, "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-056/III, Aug.
• Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019, "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-057/III, Aug.
• Martin Burda & Louis Belisle, 2019, "Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo," Working Papers, University of Toronto, Department of Economics, number tecipa-638, Apr.
• Audrone Virbickaite & Christoph Frey & Demian N. Macedo, 2019, "Sequential Stock Return Prediction Through Copulas," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 91.
• Ivan Mendieta-Munoz & Mengheng Li, 2019, "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2019_06.
• Mengheng Li & Ivan Mendieta-Munoz, 2019, "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 2019/08, Jun.
• Qazi Haque, 2019, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-10.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019, "Empirical evidence on the dynamics of investment under uncertainty in the U.S," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-18.
• Stefano Tonellato, 2019, "Bayesian nonparametric clustering as a community detection problem," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 20.
• Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019, "The regional transmission of uncertainty shocks on income inequality in the United States," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2019/01.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2019, "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 621-640, August, DOI: 10.1002/jae.2680.
• Xin Jin & John M. Maheu & Qiao Yang, 2019, "Bayesian parametric and semiparametric factor models for large realized covariance matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 641-660, August, DOI: 10.1002/jae.2685.
• Cristina Fuentes‐Albero, 2019, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1581-1621, September, DOI: 10.1111/jmcb.12554.
• Zeyyad Mandalinci & Haroon Mumtaz, 2019, "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1713-1730, September, DOI: 10.1111/jmcb.12576.
• Willy Alanya & Gabriel Rodríguez, 2019, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-18, March, DOI: 10.1142/S0219091519500036.
• Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
• Stanisławska, Ewa & Paloviita, Maritta & Łyziak, Tomasz, 2019, "Assessing reliability of aggregated inflation views in the European Commission consumer survey," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2019.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019, "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers, Deutsche Bundesbank, number 15/2019.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• Benchimol, Jonathan & Fourçans, André, 2019, "Central bank losses and monetary policy rules: A DSGE investigation," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 61, pages 289-303.
• Adam, Marc C. & Jansson, Walter, 2019, "Credit constraints and the propagation of the Great Depression in Germany," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/12.
• Fuhrer, Adrian & Hock, Thorsten, 2019, "Uncertainty in the Black-Litterman model: A practical note," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 68.
• Vogel, Lukas, 2019, "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203586.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203609.
• Barron, Kai, 2019, "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2016-309r, revised 2019.
• Barron, Kai & Huck, Steffen & Jehiel, Philippe, 2019, "Everyday econometricians: Selection neglect and overoptimism when learning from others," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2019-301.

2018

• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Planas, Christophe & Rossi, Alessandro, 2018, "The slice sampler and centrally symmetric distributions," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2018-11, Nov.
• Richard T. Carson & Jacob LaRiviere, 2018, "Structural Uncertainty and Pollution Control: Optimal Stringency with Unknown Pollution Sources," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 2, pages 337-355, October, DOI: 10.1007/s10640-017-0156-1.
• Gholamreza Hajargasht & William E. Griffiths, 2018, "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, volume 50, issue 1, pages 1-24, October, DOI: 10.1007/s11123-018-0531-0.
• Kirthi Kalyanam & John McAteer & Jonathan Marek & James Hodges & Lifeng Lin, 2018, "Cross channel effects of search engine advertising on brick & mortar retail sales: Meta analysis of large scale field experiments on Google.com," Quantitative Marketing and Economics (QME), Springer, volume 16, issue 1, pages 1-42, March, DOI: 10.1007/s11129-017-9188-7.
• Matthias Pelster & Johannes Vilsmeier, 2018, "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, volume 21, issue 1, pages 63-118, April, DOI: 10.1007/s11147-017-9134-6.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2018, "Confidence biases and learning among intuitive Bayesians," Theory and Decision, Springer, volume 84, issue 3, pages 453-482, May, DOI: 10.1007/s11238-017-9612-1.
• Ryosuke Igari & Takahiro Hoshino, 2018, "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-021, Dec.
• Mihnea Constantinescu & Anh Dinh Minh Nguyen, 2018, "A century of gaps," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 51, Aug.
• Vincent Boucher & Finagnon A. Dedewanou & Arnaud Dufays, 2018, "Peer-Induced Beliefs Regarding College Participation," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1817.
• David Schwegman, 2017, "Rental Market Discrimination against Same-Sex Couples: Evidence from an Email Correspondence Audit," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 210, Oct.
• Baadi H. Baltagi & Peter H. Egger & Michaela Kesina, 2018, "Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai using a Bayesian Spatial Bivariate Probit Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 211, Apr.