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

• Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019, "Forecast density combinations of dynamic models and data driven portfolio strategies," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 170-186, DOI: 10.1016/j.jeconom.2018.11.011.
• Fisher, Mark & Jensen, Mark J., 2019, "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 187-202, DOI: 10.1016/j.jeconom.2018.11.012.
• Herbst, Edward & Schorfheide, Frank, 2019, "Tempered particle filtering," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 26-44, DOI: 10.1016/j.jeconom.2018.11.003.
• Geweke, John & Durham, Garland, 2019, "Sequentially adaptive Bayesian learning algorithms for inference and optimization," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2018.11.002.
• Dellaportas, Petros & Tsionas, Mike G., 2019, "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 45-57, DOI: 10.1016/j.jeconom.2018.11.004.
• Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019, "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 58-74, DOI: 10.1016/j.jeconom.2018.11.005.
• Isakov, Leah & Lo, Andrew W. & Montazerhodjat, Vahid, 2019, "Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 117-136, DOI: 10.1016/j.jeconom.2018.12.009.
• Liao, Yuan & Simoni, Anna, 2019, "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 338-360, DOI: 10.1016/j.jeconom.2019.03.001.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019, "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 137-154, DOI: 10.1016/j.jeconom.2019.04.024.
• Hautsch, Nikolaus & Voigt, Stefan, 2019, "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 221-240, DOI: 10.1016/j.jeconom.2019.04.028.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019, "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 241-271, DOI: 10.1016/j.jeconom.2019.04.029.
• Petrova, Katerina, 2019, "A quasi-Bayesian local likelihood approach to time varying parameter VAR models," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 286-306, DOI: 10.1016/j.jeconom.2019.04.031.
• Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019, "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 323-344, DOI: 10.1016/j.jeconom.2019.04.033.
• Pesaran, M. Hashem & Smith, Ron P., 2019, "A Bayesian analysis of linear regression models with highly collinear regressors," Econometrics and Statistics, Elsevier, volume 11, issue C, pages 1-21, DOI: 10.1016/j.ecosta.2018.10.001.
• Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, volume 119, issue C, pages 333-355, DOI: 10.1016/j.euroecorev.2019.08.002.
• Best, Gabriela & Hur, Joonyoung, 2019, "Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics," European Economic Review, Elsevier, volume 119, issue C, pages 55-78, DOI: 10.1016/j.euroecorev.2019.06.006.
• Yang, Qiao, 2019, "Stock returns and real growth: A Bayesian nonparametric approach," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 53-69, DOI: 10.1016/j.jempfin.2019.06.005.
• Müller, Gernot & Seibert, Armin, 2019, "Bayesian estimation of stable CARMA spot models for electricity prices," Energy Economics, Elsevier, volume 78, issue C, pages 267-277, DOI: 10.1016/j.eneco.2018.10.016.
• Chen, Liyuan & Zerilli, Paola & Baum, Christopher F., 2019, "Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications," Energy Economics, Elsevier, volume 79, issue C, pages 111-129, DOI: 10.1016/j.eneco.2018.03.032.
• Ghoddusi, Hamed & Creamer, Germán G. & Rafizadeh, Nima, 2019, "Machine learning in energy economics and finance: A review," Energy Economics, Elsevier, volume 81, issue C, pages 709-727, DOI: 10.1016/j.eneco.2019.05.006.
• Fontana, Magda & Iori, Martina & Nava, Consuelo Rubina, 2019, "Switching behavior in the Italian electricity retail market: Logistic and mixed effect Bayesian estimations of consumer choice," Energy Policy, Elsevier, volume 129, issue C, pages 339-351, DOI: 10.1016/j.enpol.2019.01.060.
• Zhang, Tong & Shi, Xunpeng & Zhang, Dayong & Xiao, Junji, 2019, "Socio-economic development and electricity access in developing economies: A long-run model averaging approach," Energy Policy, Elsevier, volume 132, issue C, pages 223-231, DOI: 10.1016/j.enpol.2019.05.031.
• Li, Zhuo & Panza, Laura & Song, Yong, 2019, "The evolution of ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models," Explorations in Economic History, Elsevier, volume 71, issue C, pages 112-134, DOI: 10.1016/j.eeh.2018.10.002.
• Skintzi, Vasiliki D., 2019, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 20-28, DOI: 10.1016/j.irfa.2018.12.005.
• Matkovskyy, Roman & Jalan, Akanksha, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, volume 31, issue C, pages 93-97, DOI: 10.1016/j.frl.2019.04.007.
• Bezemer, Dirk & Zhang, Lu, 2019, "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 52-66, DOI: 10.1016/j.jfs.2019.05.010.
• Kavaler, Itay & Smorodinsky, Rann, 2019, "On comparison of experts," Games and Economic Behavior, Elsevier, volume 118, issue C, pages 94-109, DOI: 10.1016/j.geb.2019.08.005.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M., 2019, "Approximate Bayesian forecasting," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 521-539, DOI: 10.1016/j.ijforecast.2018.08.003.
• McAdam, Peter & Warne, Anders, 2019, "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 580-600, DOI: 10.1016/j.ijforecast.2018.10.013.
• Knotek, Edward S. & Zaman, Saeed, 2019, "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1708-1724, DOI: 10.1016/j.ijforecast.2018.10.012.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019, "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1770-1789, DOI: 10.1016/j.ijforecast.2018.12.001.
• Spruk, Rok & Kovac, Mitja, 2019, "Replicating and extending Martin-Quinn scores," International Review of Law and Economics, Elsevier, volume 60, issue C, DOI: 10.1016/j.irle.2019.105861.
• Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019, "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2019.03.009.
• Kang, Woo-Young & Poshakwale, Sunil, 2019, "A new approach to optimal capital allocation for RORAC maximization in banks," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 153-165, DOI: 10.1016/j.jbankfin.2019.06.006.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Sapci, Ayse & Miles, Bradley, 2019, "Bank size, returns to scale, and cost efficiency," Journal of Economics and Business, Elsevier, volume 105, issue C, DOI: 10.1016/j.jeconbus.2019.04.003.
• Bergholt, Drago & Larsen, Vegard H. & Seneca, Martin, 2019, "Business cycles in an oil economy," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 283-303, DOI: 10.1016/j.jimonfin.2017.07.005.
• Crespo Cuaresma, Jesus & von Schweinitz, Gregor & Wendt, Katharina, 2019, "On the empirics of reserve requirements and economic growth," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 253-274, DOI: 10.1016/j.jmacro.2019.03.004.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019, "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103133.
• Akbar, Muhammad & Iqbal, Farhan & Noor, Farzana, 2019, "Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan," Resources Policy, Elsevier, volume 62, issue C, pages 154-164, DOI: 10.1016/j.resourpol.2019.03.003.
• Ivo da Rocha Lima Filho, Roberto, 2019, "Does PPI lead CPI IN Brazil?," International Journal of Production Economics, Elsevier, volume 214, issue C, pages 73-79, DOI: 10.1016/j.ijpe.2019.03.007.
• Baltagi, Badi H. & Egger, Peter H. & Kesina, Michaela, 2019, "Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 125-146, DOI: 10.1016/j.regsciurbeco.2018.04.003.
• Li, Jianan & Han, Xiaoyi, 2019, "Bayesian Lassos for spatial durbin error model with smoothness prior: Application to detect spillovers of China's treaty ports," Regional Science and Urban Economics, Elsevier, volume 77, issue C, pages 38-74, DOI: 10.1016/j.regsciurbeco.2019.01.009.
• Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019, "Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis," Structural Change and Economic Dynamics, Elsevier, volume 51, issue C, pages 55-66, DOI: 10.1016/j.strueco.2019.08.005.
• John Kenny, 2019, "Robust Bayesian Inference," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 1, pages 15-29.
• Cliff Severin & Katie Sierminski, 2019, "Variational Bayesian Methods and Frequentist Consistency," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 2, pages 1-18.
• Douglas MacLean, 2019, "Meta-Analysis of Diagnostic Tests," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 2, pages 41-55.
• Stephen Madsen, 2019, "Bayesian Uncertainty Directed Designs," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 2, pages 56-72.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-08, Jan.
• Qazi Haque, 2019, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-44, Jun.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019, "An Automated Prior Robustness Analysis in Bayesian Model Comparison," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-45, Jun.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019, "Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-46, Jun.
• Joshua C. C. Chan, 2019, "Asymmetric Conjugate Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-51, Jul.
• Hilde C. Bjornland & Julia Zhulanova, 2019, "The Shale Oil Boom and the US Economy: Spillovers and Time-Varying Effects," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-59, Aug.
• Joshua C. C. Chan, 2019, "Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-61, Aug.
• Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019, "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the US," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-87, Dec.
• Mariolis, Theodore & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2019, "A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100229, Feb.
• Sariev, Eduard & Germano, Guido, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101029, Feb.
• Maynou, Laia & Coll-de-Tuero, Gabriel & Saez, Marc, 2019, "The effects of copayment in primary health care: evidence from a natural experiment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101303, Nov.
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A010.
• Theodore F. Figinski & Alicia Lloro & Phillip Li, 2019, "New Evidence on the Effect of Compulsory Schooling Laws☆," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A013.
• Eri Nakamura & Takuya Urakami & Kazuhiko Kakamu, 2019, "A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B", DOI: 10.1108/S0731-90532019000040B003.
• Justin L. Tobias & Joshua C. C. Chan, 2019, "An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B", DOI: 10.1108/S0731-90532019000040B004.
• Rolando Gonzales & Andrea Rojas-Hosse, 2019, "Inflation shocks and income inequality," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 10, issue 2, pages 226-240, April, DOI: 10.1108/AJEMS-10-2018-0299.
• Donglian Ma & Hisashi Tanizaki, 2019, "Fat-tailed stochastic volatility model and the stock market returns in China," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 2, pages 170-184, June, DOI: 10.1108/CFRI-03-2018-0028.
• Khee Giap Tan & Nguyen Trieu Duong Luu & Sangiita Yoong Wei Cher, 2019, "Understanding growth slowdown dynamics in India’s sub-national economies," International Journal of Social Economics, Emerald Group Publishing Limited, volume 46, issue 3, pages 429-453, January, DOI: 10.1108/IJSE-09-2017-0418.
• Tobias Brünner, 2019, "Price formation in call auctions with insider information," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 3, pages 408-426, July, DOI: 10.1108/SEF-02-2018-0066.
• Wei Zhou & Eoghan O'Neill & Alice Moncaster & David M Reiner & Peter Guthrie, 2019, "Applying Bayesian Model Averaging to Characterise Urban Residential Stock Turnover Dynamics," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1933, Sep.
• Jiri Witzany & Milan Ficura, 2019, "Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 5, pages 463-488, October.
• Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-11, Jul.
• Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019, "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-3, Mar, DOI: 10.29338/wp2019-03.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers, Federal Reserve Bank of Cleveland, number 18-03R, Sep, DOI: 10.26509/frbc-wp-201803r.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2019, "Monetary Policy and Macroeconomic Stability Revisited," Working Papers, Federal Reserve Bank of Cleveland, number 19-14, Jun, DOI: 10.26509/frbc-wp-201914.
• Mark Bognanni & John Zito, 2019, "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 19-29, Dec, DOI: 10.26509/frbc-wp-201929.
• Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019, "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 359, Mar, revised 05 Mar 2021, DOI: 10.24149/gwp359r1.
• Han Hong & Huiyu Li & Jessie Li, 2019, "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-24, Sep, DOI: 10.24148/wp2019-24.
• Gianni Amisano & Oreste Tristani, 2019, "Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-024, Apr, DOI: 10.17016/FEDS.2019.024.
• Padma Sharma, 2019, "Risk-Shifting, Regulation, and Government Assistance," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-10, Nov, DOI: 10.18651/RWP2019-10.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2019, "Business Cycles Across Space and Time," Working Papers, Federal Reserve Bank of St. Louis, number 2019-010, Jan, revised 05 May 2021, DOI: 10.20955/wp.2019.010.
• Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," Staff Reports, Federal Reserve Bank of New York, number 893, Aug.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019, "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers, Federal Reserve Bank of Philadelphia, number 19-51, Dec, DOI: https://doi.org/10.21799/frbp.wp.20.
• Christian Matthes & Felipe Schwartzman, 2019, "What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?," Working Paper, Federal Reserve Bank of Richmond, number 19-9, Mar.
• Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019, "Indeterminacy and Imperfect Information," Working Paper, Federal Reserve Bank of Richmond, number 19-17, Oct.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2019, "Estimating Stochastic Ray Production Frontiers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/06, Sep.
• Emanuela Ciapanna & Marco Taboga, 2019, "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, volume 7, issue 3, pages 1-32, June.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," JRFM, MDPI, volume 12, issue 2, pages 1-14, May.
• Marcin Błażejowski & Jacek Kwiatkowski & Jakub Gazda, 2019, "Sources of Economic Growth: A Global Perspective," Sustainability, MDPI, volume 11, issue 1, pages 1-14, January.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1912.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.