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)

2017

• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017, "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 235-316.
• Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017, "Business cycles in an oil economy," BIS Working Papers, Bank for International Settlements, number 618, Mar.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Catalina A. Vallejos & Mark F. J. Steel, 2017, "Bayesian survival modelling of university outcomes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 613-631, February.
• Stephen Chick & Martin Forster & Paolo Pertile, 2017, "A Bayesian decision theoretic model of sequential experimentation with delayed response," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1439-1462, November.
• Konrad Adler & Christian Grisse, 2017, "Thousands of BEERs: Take your pick," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 1078-1104, November.
• Blaise Gnimassoun, 2017, "Exchange rate misalignments and the external balance under a pegged currency system," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 949-974, November.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017, "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper, Norges Bank, number 2017/10, Jun.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper, Norges Bank, number 2017/11, Jun.
• Marko Melolinna, 2017, "What drives business investment in the United Kingdom? Results from a firm-level VAR approach," Bank of England working papers, Bank of England, number 646, Feb.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Bank of England working papers, Bank of England, number 657, Apr.
• Katerina Petrova & George Kapetanios & Riccardo Masolo & Matthew Waldron, 2017, "A time varying parameter structural model of the UK economy," Bank of England working papers, Bank of England, number 677, Sep.
• Young Min Kim & Seojin Lee, 2017, "The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 3, pages 1-22, September.
• Ekşi Ozan & Orman Cüneyt & Taş Bedri Kamil Onur, 2017, "Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 2, pages 1-25, June, DOI: 10.1515/bejm-2016-0130.
• Berg Tim Oliver, 2017, "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 2, pages 1-29, April, DOI: 10.1515/snde-2015-0084.
• Pajor Anna & Wróblewska Justyna, 2017, "VEC-MSF models in Bayesian analysis of short- and long-run relationships," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0004.
• Chen Ray-Bing & Chen Yi-Chi & Chu Chi-Hsiang & Lee Kuo-Jung, 2017, "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-17, December, DOI: 10.1515/snde-2016-0107.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
• Yannis Maël Largent, 2017, "La dynamique de la dette et du déficit publics en périodes de récession et d’expansion," Revue économique, Presses de Sciences-Po, volume 68, issue 4, pages 571-594.
• Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M., 2017, "Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1702, Jan.
• Željka Asanović, 2017, "Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 6, issue 3, pages 157-182.
• Chandan Singha, 2017, "Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India," Working papers, Centre for Development Economics, Delhi School of Economics, number 275, May.
• Liu, Chunping & Ou, Zhirong, 2017, "What determines China's housing price dynamics? New evidence from a DSGE-VAR," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/4, Apr.
• M. Hashem Pesaran & Ron P. Smith, 2017, "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," CESifo Working Paper Series, CESifo, number 6785.
• Sapci, Ayse & Miles, Bradley, 2017, "Bank Size, Returns to Scale and Cost Efficiency," Working Papers, Department of Economics, Colgate University, number 2017-02, Mar, revised 10 Mar 2017.
• Michal Andrle & Miroslav Plasil, 2017, "System Priors for Econometric Time Series," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/01, May.
• Hernán Rincón & Diego Rodr�guez & Jorge Toro & Santiago T�llez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 83, pages 161-187, DOI: 10.1016/j.espe.2017.04.001.
• Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017, "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2836, Jan.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017, "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12256, Aug.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
• Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017, "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 411-442, November.
• Cao, Jing & Stokes, Lynne, 2017, "Comparison of Different Ranking Methods in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 203-210, May.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017, "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 197-210.
• Теодор Тодоров, 2017, "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 133-150.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.
• Helmut Lütkepohl & Tomasz Woźniak, 2017, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1707.
• Stourm, Valeria & Bradlow, Eric & Fader, Peter, 2017, "Do Stakeholder Orientation and Environmental Proactivity Impact Firm Profitability?," HEC Research Papers Series, HEC Paris, number 1242, Nov.
• Lo Duca, Marco & Adam, Tomáš, 2017, "Modeling euro area bond yields using a time-varying factor model," Working Paper Series, European Central Bank, number 2012, Feb.
• Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017, "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series, European Central Bank, number 2077, Jun.
• Moder, Isabella, 2017, "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series, European Central Bank, number 2095, Aug.
• Ebru a layan-Akay & Muhammed H. Van, 2017, "Determinants of the Levels of Development Based on the Human Development Index:Bayesian Ordered Probit Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 425-431.
• Li, Bing & Liu, Qing, 2017, "On the choice of monetary policy rules for China: A Bayesian DSGE approach," China Economic Review, Elsevier, volume 44, issue C, pages 166-185, DOI: 10.1016/j.chieco.2017.04.004.
• Grant, Angelia L. & Chan, Joshua C.C., 2017, "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 114-121, DOI: 10.1016/j.jedc.2016.12.004.
• Franta, Michal, 2017, "Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 136-157, DOI: 10.1016/j.jedc.2016.12.005.
• Lambertini, Luisa & Nuguer, Victoria & Uysal, Pinar, 2017, "Mortgage default in an estimated model of the U.S. housing market," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 171-201, DOI: 10.1016/j.jedc.2017.01.007.
• Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017, "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 26-47, DOI: 10.1016/j.jedc.2017.01.014.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017, "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 140-161, DOI: 10.1016/j.jedc.2016.10.012.
• Bhatt, Vipul & Kishor, N Kundan & Ma, Jun, 2017, "The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 206-222, DOI: 10.1016/j.jedc.2017.06.008.
• Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017, "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 34-54, DOI: 10.1016/j.jedc.2017.07.006.
• Nonejad, Nima, 2017, "Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market," Economic Modelling, Elsevier, volume 61, issue C, pages 388-408, DOI: 10.1016/j.econmod.2016.11.003.
• Hur, Joonyoung & Lee, Kang Koo, 2017, "Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence," Economic Modelling, Elsevier, volume 64, issue C, pages 473-486, DOI: 10.1016/j.econmod.2017.03.001.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017, "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Herzberg, Frederik, 2017, "Respect for experts vs. respect for unanimity: The liberal paradox in probabilistic opinion pooling," Economics Letters, Elsevier, volume 151, issue C, pages 44-47, DOI: 10.1016/j.econlet.2016.12.012.
• Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017, "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, volume 154, issue C, pages 20-23, DOI: 10.1016/j.econlet.2017.02.012.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Bollinger, Christopher R. & van Hasselt, Martijn, 2017, "A Bayesian analysis of binary misclassification," Economics Letters, Elsevier, volume 156, issue C, pages 68-73, DOI: 10.1016/j.econlet.2017.04.011.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "An empirical assessment of Optimal Monetary Policy in the Euro area," European Economic Review, Elsevier, volume 100, issue C, pages 95-115, DOI: 10.1016/j.euroecorev.2017.07.012.
• Lhuissier, Stéphane, 2017, "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, volume 98, issue C, pages 49-72, DOI: 10.1016/j.euroecorev.2017.06.004.
• Guarin, Alexander & Lozano, Ignacio, 2017, "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, volume 32, issue C, pages 168-189, DOI: 10.1016/j.ememar.2017.06.004.
• Sarmiento, Miguel & Galán, Jorge E., 2017, "The influence of risk-taking on bank efficiency: Evidence from Colombia," Emerging Markets Review, Elsevier, volume 32, issue C, pages 52-73, DOI: 10.1016/j.ememar.2017.05.007.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Herrera, Rodrigo & Rodriguez, Alejandro & Pino, Gabriel, 2017, "Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model," Energy Economics, Elsevier, volume 63, issue C, pages 129-143, DOI: 10.1016/j.eneco.2017.01.012.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Csereklyei, Zsuzsanna & Thurner, Paul W. & Langer, Johannes & Küchenhoff, Helmut, 2017, "Energy paths in the European Union: A model-based clustering approach," Energy Economics, Elsevier, volume 65, issue C, pages 442-457, DOI: 10.1016/j.eneco.2017.05.014.
• Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017, "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, volume 67, issue C, pages 346-354, DOI: 10.1016/j.eneco.2017.08.029.
• Smith, Simon C., 2017, "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 49-61, DOI: 10.1016/j.irfa.2017.04.011.
• Zhang, Yonghui & Chen, Zhongtian & Li, Yong, 2017, "Bayesian testing for short term interest rate models," Finance Research Letters, Elsevier, volume 20, issue C, pages 146-152, DOI: 10.1016/j.frl.2016.09.020.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Kulish, Mariano & Rees, Daniel M., 2017, "Unprecedented changes in the terms of trade," Journal of International Economics, Elsevier, volume 108, issue C, pages 351-367, DOI: 10.1016/j.jinteco.2017.07.005.
• Boratyńska, Agata, 2017, "Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 135-140, DOI: 10.1016/j.insmatheco.2017.07.007.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017, "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 153-173, DOI: 10.1016/j.ijforecast.2016.02.004.
• Mandalinci, Zeyyad, 2017, "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1082-1104, DOI: 10.1016/j.ijforecast.2017.06.005.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017, "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1124-1143, DOI: 10.1016/j.ijforecast.2017.03.001.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2017, "Equity index variance: Evidence from flexible parametric jump–diffusion models," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 85-103, DOI: 10.1016/j.jbankfin.2017.06.010.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Ellington, Michael & Florackis, Chris & Milas, Costas, 2017, "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 93-117, DOI: 10.1016/j.jimonfin.2016.12.002.
• Netšunajev, Aleksei & Glass, Katharina, 2017, "Uncertainty and employment dynamics in the euro area and the US," Journal of Macroeconomics, Elsevier, volume 51, issue C, pages 48-62, DOI: 10.1016/j.jmacro.2016.12.002.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 96-111, DOI: 10.1016/j.jmoneco.2017.09.009.
• Watson, Philip & Deller, Steven, 2017, "Economic diversity, unemployment and the Great Recession," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 1-11, DOI: 10.1016/j.qref.2016.12.003.
• LeSage, James P. & Vance, Colin & Chih, Yao-Yu, 2017, "A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing," Regional Science and Urban Economics, Elsevier, volume 62, issue C, pages 46-55, DOI: 10.1016/j.regsciurbeco.2016.11.003.
• Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017, "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, volume 63, issue C, pages 97-120, DOI: 10.1016/j.regsciurbeco.2016.12.003.
• Cornwall, Gary J. & Parent, Olivier, 2017, "Embracing heterogeneity: the spatial autoregressive mixture model," Regional Science and Urban Economics, Elsevier, volume 64, issue C, pages 148-161, DOI: 10.1016/j.regsciurbeco.2017.03.004.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017, "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 185-197, DOI: 10.1016/j.regsciurbeco.2017.06.003.
• Mezghani, Imed & Ben Haddad, Hedi, 2017, "Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 145-156, DOI: 10.1016/j.rser.2016.10.058.
• Basher, Syed Abul & Kessler, Lawrence M. & Munkin, Murat K., 2017, "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, Elsevier, volume 34, issue C, pages 1-9, DOI: 10.1016/j.rfe.2017.03.004.
• Jitendra Kumar & Anoop Chaturvedi & Umme Afifa, 2017, "Bayesian Unit Root Test for Panel Data," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 74-95.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017, "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/02, Apr.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2017, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/11, Nov.
• Joshua C C Chan & Angelia L Grant, 2017, "Measuring the Output Gap Using Stochastic Model Specification Search," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-02, Jan.
• Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017, "Do Central Banks Respond Timely to Developments in the Global Economy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-20, Mar.
• Elmar Mertens & James M. Nason, 2017, "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-60, Sep.
• Joshua C C Chan & Yong Song, 2017, "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-61, Oct.
• Beili Zhu, 2017, "Forecasting the Real Price of Oil Under Alternative Specifications of Constant and Time-Varying Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-71, Nov.
• Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017, "Oil and Macroeconomic (In)stability," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-79, Dec.
• Zsuzsanna Csereklyei & Paul W. Thurner & Johannes Langer & Helmut Küchenhoff, 2017, "Energy paths in the European Union: A model-based clustering approach," CCEP Working Papers, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University, number 1701, Jan.
• Joab Valdivia, 2017, "Impact of NFPS Capital Expenditure on Economic Growth in Bolivia in years 2006-2016," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 1-23, December.
• Rolando Gonzales & Patricia Aranda, 2017, "Microcredit was Effective in Reducing Poverty and Empowering Women at Subnational Level in Bolivia: Evidence from a Quasi-Experimental Bayesian Spatial Model," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 1-26, December.
• Joab Valdivia, 2017, "Impacto del Gasto de Capital del SPNF sobre el Crecimiento Económico de Bolivia en el período 2006-2016," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 103-136, Diciembre.
• Rolando Gonzales & Patricia Aranda, 2017, "El Micro-Crédito logró reducir la pobreza y empoderar a la mujer a nivel sub-nacional en Bolivia: Evidencia de un Modelo Espacial Bayesiano Cuasi-Experimental," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 7-49, Diciembre.
• Tsionas, Efthymios G. & Tran, Kien C. & Michaelides, Panayotis G., 2017, "Bayesian inference in threshold stochastic frontier models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86848, Dec.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
• Alistair Dieppe & Bjorn van Roye & Paolo. Bonomolo, 2017, "Re-assessing Monetary Policy Shocks in China," EcoMod2017, EcoMod, number 10524, Jul.
• Diego Ferreira & Andreza Aparecida Palma, 2017, "Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 506-517, September, DOI: 10.1108/JES-04-2016-0066.
• Arvind Shrivastava & Nitin Kumar & Purnendu Kumar, 2017, "Bayesian analysis of working capital management on corporate profitability: evidence from India," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 568-584, September, DOI: 10.1108/JES-11-2015-0207.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017, "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20781, Dec.
• Aydan Dogan, 2017, "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2017/359.
• Piotr Dybka & Michal Rubaszek, 2017, "What Determines the Current Account: Intratemporal versus Intertemporal Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 1, pages 2-14, March.
• Svatopluk Kapounek, 2017, "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 372-395, October.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-15, May.
• Edward S. Knotek & Saeed Zaman, 2017, "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1702, Mar, DOI: 10.26509/frbc-wp-201702.
• Enrique Martínez García, 2017, "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 321, Jul, DOI: 10.24149/gwp321.
• Alexander W. Richter & Nathaniel A. Throckmorton, 2017, "A New Way to Quantify the Effect of Uncertainty," Working Papers, Federal Reserve Bank of Dallas, number 1705, May, DOI: 10.24149/wp1705r1.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017, "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-066, Jun, DOI: 10.17016/FEDS.2017.066.
• Musa Orak, 2017, "Capital-Task Complementarity and the Decline of the U.S. Labor Share of Income," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1200, Mar, DOI: 10.17016/IFDP.2017.1200.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2017, "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-1, Jan, DOI: 10.18651/RWP2017-01.
• Taeyoung Doh, 2017, "Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-8, Jul, DOI: 10.18651/RWP2017-08.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017, "Safety, liquidity, and the natural rate of interest," Staff Reports, Federal Reserve Bank of New York, number 812, May.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017, "Priors for the long run," Staff Reports, Federal Reserve Bank of New York, number 832, Nov.
• Andras Fulop & Jun Yu, 2017, "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, volume 5, issue 4, pages 1-23, October.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017, "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201710, Oct.
• Blaise Gnimassoun, 2017, "Exchange rate misalignments and the external balance under a pegged currency system," Post-Print, HAL, number hal-01665005.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017, "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers, HAL, number halshs-01494354, Mar.
• vom Hofe, Rainer & Mihaescu, Oana & Boorn, Mary Lynne, 2017, "Do urban parks really benefit homeowners economically? Evidence from a spatial hedonic study of the Cincinnati park system," HUI Working Papers, HUI Research, number 122, Jun.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
• Lanot, Gauthier & Vesterberg, Mattias, 2017, "An empirical model of the decision to switch between electricity price contracts," Umeå Economic Studies, Umeå University, Department of Economics, number 951, Jun.
• Giuseppe Di Biase, 2017, "Empirical Analysis Of Real Credit Risk Data," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 97-108.
• Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017, "Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-10, Nov.
• Griselda Dávila-Aragón & Salvador Rivas-Aceves & Francisco Ortiz-Arango, 2017, "Operational Risk Measured by Bayesian Networks with a Poisson-Gamma Joint Distribution in a Financial Firm," 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 12, issue 4, pages 351-363, Octubre-D.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Thomas Kneib & Nikolaus Umlauf, 2017, "A Primer on Bayesian Distributional Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-13, Jul.
• Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017, "Probabilistic forecasting of thunderstorms in the Eastern Alps," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-25, Dec.
• Xiao, Jinzhi & Hart, Chad E. & Lence, Sergio H, 2017, "USDA Forecasts Of Crop Ending Stocks: How Well Have They Performed?," ISU General Staff Papers, Iowa State University, Department of Economics, number 201704070700001580, Apr.
• Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl, 2017, "Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data," IZA Discussion Papers, IZA Network @ LISER, number 10910, Jul.
• Piatek, Rémi & Gensowski, Miriam, 2017, "A Multinomial Probit Model with Latent Factors: Identification and Interpretation without a Measurement System," IZA Discussion Papers, IZA Network @ LISER, number 11042, Sep.
• James Raymer, 2017, "Measuring flows of international migration," IZA World of Labor, LISER, pages 354-354, April.
• Kefei You, 2017, "What Drives Outward Fdi Of China? A Regional Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 239-253, April-Jun.
• Tan Khee Giap & Luu Nguyen Trieu Duong & Lian Xiao, 2017, "Empirical Analysis of Growth Slowdown in Asean," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 363-376, July-Sept.
• Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro, 2017, "Agglomeration economies in the formal and informal sectors : a Bayesian spatial approach," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 666, May.
• Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017, "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i01, DOI: http://hdl.handle.net/10.18637/jss..
• William A. Barnett & Jingxian Hu, 2017, "Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201706, Sep, revised Sep 2017.
• Aykut Ekinci & Halil İbrahim Erdal, 2017, "Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 677-686, April, DOI: 10.1007/s10614-016-9623-y.
• Daniel Mantilla-García & Vijay Vaidyanathan, 2017, "Predicting stock returns in the presence of uncertain structural changes and sample noise," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 357-391, August, DOI: 10.1007/s11408-017-0290-3.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social Ties and the Demand for Financial Services," Journal of Financial Services Research, Springer;Western Finance Association, volume 52, issue 1, pages 35-88, October, DOI: 10.1007/s10693-017-0279-0.
• Márcio Poletti Laurini, 2017, "A spatial error model with continuous random effects and an application to growth convergence," Journal of Geographical Systems, Springer, volume 19, issue 4, pages 371-398, October, DOI: 10.1007/s10109-017-0256-z.
• Guohua Feng & Bin Peng & Xiaohui Zhang, 2017, "Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach," Journal of Productivity Analysis, Springer, volume 48, issue 2, pages 179-192, December, DOI: 10.1007/s11123-017-0515-5.
• Takahiro Hoshino & Ryosuke Igari, 2017, "Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-014, Apr.
• Ryosuke Igari & Takahiro Hoshino, 2017, "Bayesian Data Combination Approach for Repeated Durations under Unobserved Missing Indicators: Application to Interpurchase-Timing in Marketing," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-015, Apr.
• Igari Ryosuke & Takahiro Hoshino, 2017, "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-020, Jun.
• Robin Braun & Ralf Brüggemann, 2017, "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-07, Aug.
• Hiroyuki Watanabe, 2017, "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2017-20, Aug.
• Go Kotera & Saisuke Sakai, 2017, "Complementarity between Merit Goods and Private Consumption: Evidence from estimated DSGE model for Japan," KIER Working Papers, Kyoto University, Institute of Economic Research, number 978, Sep.
• Alison F Smith & Peter Hall & Claire Hulme & Janet A Dunn & Christopher C McConkey & Joy K Rahman & Christopher McCabe & Hisham Mehanna, 2017, "Cost-effectiveness analysis of PET-CT guided management for locally advanced head and neck cancer," Working Papers, Academic Unit of Health Economics, Leeds Institute of Health Sciences, University of Leeds, number 1702.
• Mihnea Constantinescu & Anh Dinh Minh Nguyen, 2017, "Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 4, Apr.
• Badi H. Baltagia & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017, "Robust linear static panel data models using e-contamination," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1706.
• Vincent Boucher, 2017, "The Estimation of Network Formation Games with Positive Spillovers," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1710.
• Roth T.M.S Vathana & Abdelkrim Araar & Bopharath Sry & PHANN Dalis, 2017, "The dynamics of microcredit borrowings in Cambodia," Working Papers PMMA, PEP-PMMA, number 2017-17.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017, "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 208, Sep.
• Alice, Albonico & Roberta, Cardani & Patrizio, Tirelli, 2017, "Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMU’s Big Four," Working Papers, University of Milano-Bicocca, Department of Economics, number 373, Nov, revised Jan 2018.
• Francesca DI IORIO & Maria Letizia GIORGETTI, 2017, "Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2017-07, Apr.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017, "Bayesian Assessment of Lorenz and Stochastic Dominance," Department of Economics - Working Papers Series, The University of Melbourne, number 2029, Mar.
• David Gunawan & William Griffths & Duangkamon Chotikapanich, 2017, "Bayesian Inference for Health Inequality and Welfare Using Qualitative Data "Abstract: We show how to use Bayesian inference to compare two ordinal categorical distributions commonly occurring with data on self-reported health status. Procedures," Department of Economics - Working Papers Series, The University of Melbourne, number 2031, Jun.
• Rudra P. Pradhan, Mak B. Arvin, & Mahendhiran Nair, Jay Mittal, & Neville R. Norman, 2017, "Telecommunications infrastructure and usage and the FDI–growth nexus: evidence from Asian-21 countries "Abstract: This paper examines causal relationships between telecommunications infrastructure and usage (TEL), foreign direct investment (FDI)," Department of Economics - Working Papers Series, The University of Melbourne, number 2032, Jun.
• Christoph Engel, 2017, "Empirical Methods for the Law," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2017_07, Apr.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017, "Bayesian assessment of Lorenz and stochastic dominance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/17.
• Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao, 2017, "A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/17.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017, "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/17.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017, "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/17.
• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
• Gregory De Walque & Thomas Lejeune & Yuliya Rychalovska & Rafael Wouters, 2017, "An estimated two-country EA-US model with limited exchange rate pass-through," Working Paper Research, National Bank of Belgium, number 317, Mar.
• Edward Herbst & Frank Schorfheide, 2017, "Tempered Particle Filtering," NBER Working Papers, National Bureau of Economic Research, Inc, number 23448, May.
• Erik Heitfield & Gary Richardson & Shirley Wang, 2017, "Contagion During the Initial Banking Panic of the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 23629, Jul.
• Jean-Pierre Dubé & Sanjog Misra, 2017, "Personalized Pricing and Consumer Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 23775, Sep.
• Chunping Liu & Zhirong Ou, 2017, "What determines China's housing price dynamics? New evidence from a DSGE-VAR," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2017/04, Apr.
• Slutskin, L., 2017, "Graphical Statistical Methods for Studying Causal Effects. Bayesian Networks," Journal of the New Economic Association, New Economic Association, volume 36, issue 4, pages 12-30.
• Jangho Yang, 2017, "An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier," Working Papers, New School for Social Research, Department of Economics, number 1714, Apr.
• Shevelev A.A., 2017, "Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 17, issue 1, pages 26-40.
• Jinzhi Xiao & Chad E. Hart & Sergio H. Lence, 2017, "USDA Forecasts Of Crop Ending Stocks: How Well Have They Performed?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, volume 39, issue 2, pages 220-241.
• Gianni Amisano & Roberto Savona, 2017, "Mutual Funds Dynamics and Economic Predictors," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 302-330.
• Leonardo Melosi, 2017, "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 2, pages 853-884.
• Christopher S. Jones & Lukasz Pomorski, 2017, "Investing in Disappearing Anomalies," Review of Finance, European Finance Association, volume 21, issue 1, pages 237-267.
• Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2017, "Hedge Fund Replication: A Model Combination Approach," Review of Finance, European Finance Association, volume 21, issue 4, pages 1767-1804.
• Laura Liu, 2017, "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-006, Apr, revised 28 Apr 2017.
• Asad Zaman, 2017, "Subjective Probability Does Not Exist," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2017:152.