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)

2018

• Andrew T. Ching & Masakazu Ishihara, 2018, "Identification of Dynamic Models of Rewards Programme," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 3, pages 306-323, September, DOI: 10.1111/jere.12188.
• Angela Abbate & Massimiliano Marcellino, 2018, "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 1, pages 155-179, January, DOI: 10.1111/rssa.12273.
• Daniel O. Beltran & David Draper, 2018, "Estimating dynamic macroeconomic models: how informative are the data?," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 2, pages 501-520, February, DOI: 10.1111/rssc.12238.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018, "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 523-548, April, DOI: 10.1111/rssc.12237.
• Rafael González†Val & Miriam Marcén, 2018, "Club Classification of US Divorce Rates," Manchester School, University of Manchester, volume 86, issue 4, pages 512-532, July, DOI: 10.1111/manc.12203.
• Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper, Norges Bank, number 2018/10, Oct.
• Liyuan Chen & Paola Zerilli & Christopher F Baum, 2018, "Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications," Boston College Working Papers in Economics, Boston College Department of Economics, number 953, Jan.
• Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers, Bank of England, number 716, Mar.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Namju Kim, 2018, "The Effect of Investment-Specific Technology Shocks on the Gap of Wage and Employment by Workers¡Ç Skill or Tasks (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2018-19, Jul.
• Liu Xiaochun & Luger Richard, 2018, "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1, April, DOI: 10.1515/snde-2016-0078.
• Mazur Błażej & Pipień Mateusz, 2018, "Time-varying asymmetry and tail thickness in long series of daily financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-21, December, DOI: 10.1515/snde-2017-0071.
• Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018, "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers, Brandeis University, Department of Economics and International Business School, number 123, Sep.
• Jean-Pascal Guironnet, 2018, "Incertitude de classement final et affluence en Ligue 1 française de football : une nouvelle approche," Revue d'économie politique, Dalloz, volume 128, issue 4, pages 641-666.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2018, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/21, Oct.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
• Badi 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," CESifo Working Paper Series, CESifo, number 6993.
• Christiane Baumeister & James D. Hamilton, 2018, "Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations," CESifo Working Paper Series, CESifo, number 7048.
• Filippo Elba & Fiammetta Cosci & Anna Pettini & Federico M. Stefanini, 2018, "Adolescents on the Road: A Case Study of Determinants of Risky Behaviors," CESifo Working Paper Series, CESifo, number 7144.
• Magnus Reif, 2018, "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 265.
• Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2018, "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," Discussion Papers, Centre for Macroeconomics (CFM), number 1822, Aug.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
• Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh, 2018, "Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-78, Dec.
• Alberto Ortiz-Bolaños & Sebastián Cadavid-Sánchez & Gerardo Kattan-Rodríguez, 2018, "Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 6, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• Alberto Ortiz Bolaños (ed.), 2018, "Monetary Policy and Financial Stability in Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5en, edition 1, ISBN: ARRAY(0x72465908), December.
• Alberto Ortiz Bolaños (ed.), 2018, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5es, edition 1, ISBN: ARRAY(0x73d09898), December.
• Sebasti√°n Cadavid S√°nchez, 2018, "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 16970, Nov.
• Todd B. Walker, 2018, "Inflation Targeting in Emerging Economies," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 7-20, DOI: 10.32468/Espe.8501.
• Alejandro López-Vera & Andr�s D. Pinchao-Rosero & Norberto Rodr�guez-Ni�o, 2018, "Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 48-64, DOI: 10.32468/Espe.8503.
• Jim Sánchez González & Diego Restrepo Tob�n & Andr�s Ram�rez Hassan, 2018, "Inefficiency and Bank Failures: A Joint Bayesian Estimationof a Stochastic Frontier Model and a Hazards Model," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16788, Aug.
• Jim Sánchez & Diego Restrepo & Andres Ram�rez, 2018, "Inefficiency and Bank Failures: A Joint Bayesian Esti-mationof a Stochastic Frontier Model and a Hazards Model," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16977, Nov.
• Alfredo R. Anaya Narváez & Yaneth Patricia Romero �lvarez, 2018, "La inclusión financiera en Sincelejo (Colombia). Un modelo econométrico probit," Revista Ecos de Economía, Universidad EAFIT, volume 22, issue 46, pages 91-110, June.
• Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018, "A Model of the Fed's View on Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12564, Jan.
• Baumeister, Christiane & Hamilton, James, 2018, "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12911, May.
• Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018, "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13016, Jun.
• Koenig, Michael & Hsieh, Chih-Sheng & Liu, Xiaodong, 2018, "Network Formation with Local Complements and Global Substitutes: The Case of R&D Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13161, Sep.
• Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13171, Sep.
• Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13193, Sep.
• Melosi, Leonardo & Faccini, Renato, 2018, "Pigouvian Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13370, Dec.
• Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13396, Dec.
• Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
• Fabian Goessling, 2018, "Randomized Quasi Sequential Markov Chain Monte Carlo²," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7018, Feb.
• Dennis Wesselbaum, 2018, "Fiscal Policy in a Business Cycle Model with Endogenous Productivity," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 103-135, May.
• Afees A. Salisu & Idris Adediran, 2018, "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 060, Jul.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
• Lhuissier, Stéphane, 2018, "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 2, pages 426-469, March.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-33.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2018, "Priors for the long run," Working Paper Series, European Central Bank, number 2132, Feb.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
• Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018, "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series, European Central Bank, number 2200, Nov.
• Kemisola Christianah Osundina & Sheriffdeen A. Tella & Bolaji A. Adesoye, 2018, "Interest Rate Channel and Real Economy in Nigeria: A Bayesian Vector Autoregression Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 313-321.
• Igari, Ryosuke & Hoshino, Takahiro, 2018, "A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing," Computational Statistics & Data Analysis, Elsevier, volume 126, issue C, pages 150-166, DOI: 10.1016/j.csda.2018.04.001.
• De Luigi, Clara & Huber, Florian, 2018, "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 218-238, DOI: 10.1016/j.jedc.2018.01.027.
• Nalban, Valeriu, 2018, "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, volume 68, issue C, pages 190-204, DOI: 10.1016/j.econmod.2017.07.015.
• Grant, Angelia L., 2018, "The Great Recession and Okun's law," Economic Modelling, Elsevier, volume 69, issue C, pages 291-300, DOI: 10.1016/j.econmod.2017.10.002.
• Wong, Chin-Yoong & Eng, Yoke-Kee, 2018, "Is optimal Islamic financial contract stabilizing? The perspective of a New Keynesian model with the financial accelerator," Economic Modelling, Elsevier, volume 71, issue C, pages 121-133, DOI: 10.1016/j.econmod.2017.12.007.
• Makiela, Kamil & Ouattara, Bazoumana, 2018, "Foreign direct investment and economic growth: Exploring the transmission channels," Economic Modelling, Elsevier, volume 72, issue C, pages 296-305, DOI: 10.1016/j.econmod.2018.02.007.
• Fowler, Stuart J. & Fowler, Jennifer J. & Seagraves, Philip A. & Beauchamp, Charles F., 2018, "A fundamentalist theory of real estate market outcomes," Economic Modelling, Elsevier, volume 73, issue C, pages 295-305, DOI: 10.1016/j.econmod.2018.04.005.
• Babecký, Jan & Franta, Michal & Ryšánek, Jakub, 2018, "Fiscal policy within the DSGE-VAR framework," Economic Modelling, Elsevier, volume 75, issue C, pages 23-37, DOI: 10.1016/j.econmod.2018.06.005.
• Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent, 2018, "One size does not fit all… panel data: Bayesian model averaging and data poolability," Economic Modelling, Elsevier, volume 75, issue C, pages 364-376, DOI: 10.1016/j.econmod.2018.07.009.
• Shin, Minchul & Zhang, Boyuan & Zhong, Molin & Lee, Dong Jin, 2018, "Measuring international uncertainty: The case of Korea," Economics Letters, Elsevier, volume 162, issue C, pages 22-26, DOI: 10.1016/j.econlet.2017.10.014.
• Gunawan, David & Griffiths, William E. & Chotikapanich, Duangkamon, 2018, "Bayesian inference for health inequality and welfare using qualitative data," Economics Letters, Elsevier, volume 162, issue C, pages 76-80, DOI: 10.1016/j.econlet.2017.11.005.
• Ay, Jean-Sauveur & Ayouba, Kassoum & Le Gallo, Julie, 2018, "Nonlinear impact estimation in spatial autoregressive models," Economics Letters, Elsevier, volume 163, issue C, pages 59-64, DOI: 10.1016/j.econlet.2017.11.031.
• Tsionas, Mike G., 2018, "Bayesian local influence analysis: With an application to stochastic frontiers," Economics Letters, Elsevier, volume 165, issue C, pages 54-57, DOI: 10.1016/j.econlet.2018.02.005.
• Mumtaz, Haroon, 2018, "Does uncertainty affect real activity? Evidence from state-level data," Economics Letters, Elsevier, volume 167, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.03.026.
• Klarl, Torben, 2018, "Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market," Economics Letters, Elsevier, volume 170, issue C, pages 79-84, DOI: 10.1016/j.econlet.2018.05.037.
• Chan, Joshua C.C. & Eisenstat, Eric, 2018, "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, volume 171, issue C, pages 1-5, DOI: 10.1016/j.econlet.2018.06.031.
• Meinen, Philipp & Roehe, Oke, 2018, "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Economics Letters, Elsevier, volume 171, issue C, pages 189-192, DOI: 10.1016/j.econlet.2018.07.045.
• Dimitrakopoulos, Stefanos, 2018, "Accounting for persistence in panel count data models. An application to the number of patents awarded," Economics Letters, Elsevier, volume 171, issue C, pages 245-248, DOI: 10.1016/j.econlet.2018.08.004.
• Andrle, Michal & Plašil, Miroslav, 2018, "Econometrics with system priors," Economics Letters, Elsevier, volume 172, issue C, pages 134-137, DOI: 10.1016/j.econlet.2018.08.038.
• Mumtaz, Haroon, 2018, "A generalised stochastic volatility in mean VAR," Economics Letters, Elsevier, volume 173, issue C, pages 10-14, DOI: 10.1016/j.econlet.2018.08.044.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018, "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 108-123, DOI: 10.1016/j.jeconom.2017.07.002.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018, "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2017.12.007.
• Atkinson, Scott E. & Primont, Daniel & Tsionas, Mike G., 2018, "Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 131-146, DOI: 10.1016/j.jeconom.2017.12.009.
• Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018, "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 189-206, DOI: 10.1016/j.jeconom.2018.02.001.
• Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2018, "New distribution theory for the estimation of structural break point in mean," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 156-176, DOI: 10.1016/j.jeconom.2018.03.009.
• Mao, Guangyu & Zhang, Zhengjun, 2018, "Stochastic tail index model for high frequency financial data with Bayesian analysis," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 470-487, DOI: 10.1016/j.jeconom.2018.03.019.
• Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
• Li, Yong & Yu, Jun & Zeng, Tao, 2018, "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 237-260, DOI: 10.1016/j.jeconom.2018.08.001.
• Constantinescu, Mihnea & Nguyen, Anh D.M., 2018, "Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization," Economic Systems, Elsevier, volume 42, issue 4, pages 649-664, DOI: 10.1016/j.ecosys.2018.08.003.
• Tsionas, Efthymios G. & Malikov, Emir & Kumbhakar, Subal C., 2018, "An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking," European Journal of Operational Research, Elsevier, volume 270, issue 2, pages 747-760, DOI: 10.1016/j.ejor.2018.04.012.
• Skevas, Ioannis & Emvalomatis, Grigorios & Brümmer, Bernhard, 2018, "Productivity growth measurement and decomposition under a dynamic inefficiency specification: The case of German dairy farms," European Journal of Operational Research, Elsevier, volume 271, issue 1, pages 250-261, DOI: 10.1016/j.ejor.2018.04.050.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• Kwon, Tae Yeon & Lee, Yoonjung, 2018, "Industry specific defaults," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 45-58, DOI: 10.1016/j.jempfin.2017.10.002.
• Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018, "“On the (Ab)use of Omega?”," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 11-33, DOI: 10.1016/j.jempfin.2017.11.007.
• Blümke, Oliver, 2018, "On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 65-77, DOI: 10.1016/j.jempfin.2018.03.003.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
• Chai, Jian & Xing, Li-Min & Zhou, Xiao-Yang & Zhang, Zhe George & Li, Jie-Xun, 2018, "Forecasting the WTI crude oil price by a hybrid-refined method," Energy Economics, Elsevier, volume 71, issue C, pages 114-127, DOI: 10.1016/j.eneco.2018.02.004.
• Richter, Laura-Lucia & Pollitt, Michael G., 2018, "Which smart electricity service contracts will consumers accept? The demand for compensation in a platform market," Energy Economics, Elsevier, volume 72, issue C, pages 436-450, DOI: 10.1016/j.eneco.2018.04.004.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018, "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, volume 72, issue C, pages 560-582, DOI: 10.1016/j.eneco.2018.03.037.
• Cohen, Jed & Moeltner, Klaus & Reichl, Johannes & Schmidthaler, Michael, 2018, "Valuing electricity-dependent infrastructure: An essential-input approach," Energy Economics, Elsevier, volume 73, issue C, pages 258-273, DOI: 10.1016/j.eneco.2018.05.018.
• Smith, Michael Stanley & Shively, Thomas S., 2018, "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, volume 74, issue C, pages 886-903, DOI: 10.1016/j.eneco.2018.07.013.
• Rios, Vicente & Gianmoena, Lisa, 2018, "Convergence in CO2 emissions: A spatial economic analysis with cross-country interactions," Energy Economics, Elsevier, volume 75, issue C, pages 222-238, DOI: 10.1016/j.eneco.2018.08.009.
• Nonejad, Nima, 2018, "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 260-270, DOI: 10.1016/j.irfa.2018.03.012.
• de Oliveira, Henrique, 2018, "Blackwell's informativeness theorem using diagrams," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 126-131, DOI: 10.1016/j.geb.2017.12.008.
• Richardson, Robert & Hartman, Brian, 2018, "Bayesian nonparametric regression models for modeling and predicting healthcare claims," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2018.06.002.
• Dyevre, Arthur & Lampach, Nicolas, 2018, "The origins of regional integration: Untangling the effect of trade on judicial cooperation," International Review of Law and Economics, Elsevier, volume 56, issue C, pages 122-133, DOI: 10.1016/j.irle.2018.08.003.
• Courtemanche, Charles & Tchernis, Rusty & Ukert, Benjamin, 2018, "The effect of smoking on obesity: Evidence from a randomized trial," Journal of Health Economics, Elsevier, volume 57, issue C, pages 31-44, DOI: 10.1016/j.jhealeco.2017.10.006.
• Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2018, "How does financial liberalisation affect the influence of monetary policy on the current account?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 93-123, DOI: 10.1016/j.jimonfin.2018.03.015.
• Hofmarcher, Paul & Crespo Cuaresma, Jesus & Grün, Bettina & Humer, Stefan & Moser, Mathias, 2018, "Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 150-165, DOI: 10.1016/j.jmacro.2018.05.005.
• Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
• Guglielminetti, Elisa & Pouraghdam, Meradj, 2018, "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, volume 50, issue C, pages 156-179, DOI: 10.1016/j.labeco.2017.09.008.
• Baumeister, Christiane & Hamilton, James D., 2018, "Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations," Journal of Monetary Economics, Elsevier, volume 100, issue C, pages 48-65, DOI: 10.1016/j.jmoneco.2018.06.005.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018, "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 108-120, DOI: 10.1016/j.pacfin.2018.06.003.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018, "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, volume 51, issue C, pages 107-120, DOI: 10.1016/j.ejpoleco.2017.03.004.
• Kasy, Maximilian, 2018, "Optimal taxation and insurance using machine learning — Sufficient statistics and beyond," Journal of Public Economics, Elsevier, volume 167, issue C, pages 205-219, DOI: 10.1016/j.jpubeco.2018.09.002.
• Debarsy, Nicolas & LeSage, James, 2018, "Flexible dependence modeling using convex combinations of different types of connectivity structures," Regional Science and Urban Economics, Elsevier, volume 69, issue C, pages 48-68, DOI: 10.1016/j.regsciurbeco.2018.01.001.
• Jetter, Michael & Parmeter, Christopher F., 2018, "Sorting through global corruption determinants: Institutions and education matter – Not culture," World Development, Elsevier, volume 109, issue C, pages 279-294, DOI: 10.1016/j.worlddev.2018.05.013.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2018, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 2, pages 18-46.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 1-14.
• Andrew G. Chapple, 2018, "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/09, Jun.
• Jitendra Kumar & Varun Agiwal, 2018, "Merger and Acquire of Series: A New Approach of Time Series Modeling," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/16, Dec.
• Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018, "International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-16, Apr.
• Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-25, May.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-26, May.
• Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
• Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-49, Oct.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co- Heteroscedasticity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-52, Oct.
• Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2018, "State dependence in labor market fluctuations: evidence, theory, and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90380, Aug.
• Sydney Chikalipah, 2018, "Does a meaningful relationship exist between copper prices and economic growth in Zambia?," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 10, issue 1, pages 72-84, November, DOI: 10.1108/AJEMS-04-2018-0095.
• Bernard Njindan Iyke, 2018, "Assessing the effects of housing market shocks on output: the case of South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 287-306, May, DOI: 10.1108/SEF-09-2016-0237.
• Asai, M. & McAleer, M.J., 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-005/III, Jan.
• Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of FED'S view on inflation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-03, Jan.
• Mark Fisher & Mark J. Jensen, 2018, "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-2, Feb, DOI: 10.29338/wp2018-02.
• Dongho Song & Jenny Tang, 2018, "News-driven uncertainty fluctuations," Working Papers, Federal Reserve Bank of Boston, number 18-3, Jan.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1803, Mar, DOI: 10.26509/frbc-wp-201803.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Endogenous Uncertainty," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1805, Mar, DOI: 10.26509/frbc-wp-201805.
• Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Laura Liu, 2018, "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-036, May, DOI: 10.17016/FEDS.2018.036.
• Cristina Fuentes-Albero, 2018, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-054, Aug, DOI: 10.17016/FEDS.2018.054.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2018, "Forward Guidance with Bayesian Learning and Estimation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-072, Oct, DOI: 10.17016/FEDS.2018.072.
• Robert J. Tetlow, 2018, "The Monetary Policy Response to Uncertain Inflation Persistence," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-08-29, Aug, DOI: 10.17016/2380-7172.2247.
• Renato Faccini & Leonardo Melosi, 2018, "The Role of News about TFP in U.S. Recessions and Booms," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-6, Apr, DOI: 10.21033/wp-2018-06.
• Taeyoung Doh & Andrew Lee Smith, 2018, "Reconciling VAR-based Forecasts with Survey Forecasts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-13, Dec, DOI: 10.18651/RWP2018-13.
• Craig S. Hakkio & Jun Nie, 2018, "Forecasting Foreign Economic Growth Using Cross-Country Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-14, Dec, DOI: 10.18651/RWP2018-14.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018, "DSGE forecasts of the lost recovery," Staff Reports, Federal Reserve Bank of New York, number 844, Mar.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic predictions with big data: the illusion of sparsity," Staff Reports, Federal Reserve Bank of New York, number 847, Apr.
• Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Econometrics, MDPI, volume 6, issue 2, pages 1-24, May.
• Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
• Michael Louis George, 2018, "Maximizing profit increase in manufacturing based on an Information Theory model," Working Papers, Institute of Business Entropy, number 0627, Aug.
• Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Post-Print, HAL, number hal-01840598, Jun, DOI: 10.3390/econometrics6020029.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega?”," Post-Print, HAL, number hal-02312145, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega ?”," Post-Print, HAL, number hal-03549448, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Jean-Pascal Guironnet, 2018, "Incertitude de classement final et affluence en Ligue 1 française de football : une nouvelle approche," Post-Print, HAL, number halshs-02064147, DOI: 10.3917/redp.284.0641.
• Nicolas Debarsy & James Lesage, 2018, "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print, HAL, number halshs-03319303, DOI: 10.1016/j.regsciurbeco.2018.01.001.
• Anne Musson & Damien Rousselière, 2018, "Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives," Working Papers, HAL, number hal-01911612.
• Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of the FED's view on inflation," Working Papers, HAL, number hal-03458456, Jan.
• Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," Working Papers, HAL, number hal-04141693.
• Lillestøl, Jostein, 2018, "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/12, Sep.
• Karlsson, Sune & Österholm, Pär, 2018, "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers, Örebro University, School of Business, number 2018:5, Mar.
• Karlsson, Sune & Österholm, Pär, 2018, "A Note on the Stability of the Swedish Philips Curve," Working Papers, Örebro University, School of Business, number 2018:6, Mar.
• Armin Seibert & Andrei Sirchenko & Gernot Muller, 2018, "A Model for Policy Interest Rates," HSE Working papers, National Research University Higher School of Economics, number WP BRP 192/EC/2018.
• Bobby Chung, 2018, "Peers' Parents and Educational Attainment: The Exposure Effect," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-086, Nov.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018, "Forecasting Inflation in Argentina," IDB Publications (Working Papers), Inter-American Development Bank, number 8940, Jun, DOI: http://dx.doi.org/10.18235/0001160.
• Bernard Njindan Iyke, 2018, "Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 57-80, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
• Norets, Andriy & Pelenis, Justinas, 2018, "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Economics Series, Institute for Advanced Studies, number 342, Jul.
• Ching-Wai (Jeremy) Chiu & John Hill, 2018, "The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 113-158, March.
• Thorsten Simon & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2018, "Lightning Prediction Using Model Output Statistics," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-14, Jul.

2017

• Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017, "Does the ARFIMA really shift?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-16, Apr.
• Qazi Haque, 2017, "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2017-10, Jul.
• Qazi Haque, 2017, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2017-13, Nov.
• Fadel Hamid Hadi ALHUSSEINI, 2017, "Selection Of Variables Influencing Iraqi Banks Deposits By Using New Bayesian Lasso Quantile Regression," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 6, issue 1, pages 46-59, JULY.
• Rousselière, Damien, 2017, "A flexible approach to age dependence in organizational mortality. Comparing the life duration of cooperative and non-cooperative enterprises using a Bayesian Generalized Additive Discrete Time Survival Model," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 264214, DOI: 10.22004/ag.econ.264214.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, , "A Model of the Fed’s View on Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269087, DOI: 10.22004/ag.econ.269087.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, , "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017, "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1710, Mar.
• Fernando J. Pérez Forero, 2017, "Measuring the Stance of Monetary Policy in a Time-Varying," Working Papers, Peruvian Economic Association, number 102, Aug.
• Nikolaus Hautsch & Stefan Voigt, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers, arXiv.org, number 1709.06296, Sep, revised Jun 2018.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Forecasting with Dynamic Panel Data Models," Papers, arXiv.org, number 1709.10193, Sep.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers, arXiv.org, number 1711.00564, Nov, revised Mar 2024.
• M Hashem Pesaran & Ron P Smith, 2017, "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1707, Nov.
• Iván Kataryniuk & Jaime Martínez-Martín, 2017, "TFP growth and commodity prices in emerging economies," Working Papers, Banco de España, number 1711, Mar.
• Francesco Furlanetto & Ørjan Robstad, 2017, "Immigration and the macroeconomy: some new empirical evidence," Working Papers, Banco de España, number 1716, Apr.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social ties and the demand for financial services," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1115, Jun.
• Lambertini Luisa & Nuguer Victoria & Uysal Pinar, 2017, "Mortgage Default in an Estimated Model of the U.S. Housing Market," Working Papers, Banco de México, number 2017-06, Jun.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 83, pages 161-187, June, DOI: 10.1016/j.espe.2017.04.001.