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

• 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.
• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Pinilla Jaime & Negrín Miguel & González-López-Valcárcel Beatriz & Vázquez-Polo Francisco-José, 2018, "Using a Bayesian Structural Time–Series Model to Infer the Causal Impact on Cigarette Sales of Partial and Total Bans on Public Smoking," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 5, pages 423-439, September, DOI: 10.1515/jbnst-2017-0125.
• Planas, Christophe & Rossi, Alessandro, 2018, "The slice sampler and centrally symmetric distributions," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2018-11, Nov.
• Richard T. Carson & Jacob LaRiviere, 2018, "Structural Uncertainty and Pollution Control: Optimal Stringency with Unknown Pollution Sources," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 2, pages 337-355, October, DOI: 10.1007/s10640-017-0156-1.
• Gholamreza Hajargasht & William E. Griffiths, 2018, "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, volume 50, issue 1, pages 1-24, October, DOI: 10.1007/s11123-018-0531-0.
• Kirthi Kalyanam & John McAteer & Jonathan Marek & James Hodges & Lifeng Lin, 2018, "Cross channel effects of search engine advertising on brick & mortar retail sales: Meta analysis of large scale field experiments on Google.com," Quantitative Marketing and Economics (QME), Springer, volume 16, issue 1, pages 1-42, March, DOI: 10.1007/s11129-017-9188-7.
• Matthias Pelster & Johannes Vilsmeier, 2018, "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, volume 21, issue 1, pages 63-118, April, DOI: 10.1007/s11147-017-9134-6.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2018, "Confidence biases and learning among intuitive Bayesians," Theory and Decision, Springer, volume 84, issue 3, pages 453-482, May, DOI: 10.1007/s11238-017-9612-1.
• Ryosuke Igari & Takahiro Hoshino, 2018, "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-021, Dec.
• Mihnea Constantinescu & Anh Dinh Minh Nguyen, 2018, "A century of gaps," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 51, Aug.
• Vincent Boucher & Finagnon A. Dedewanou & Arnaud Dufays, 2018, "Peer-Induced Beliefs Regarding College Participation," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1817.
• David Schwegman, 2017, "Rental Market Discrimination against Same-Sex Couples: Evidence from an Email Correspondence Audit," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 210, Oct.
• Baadi H. Baltagi & Peter H. Egger & Michaela Kesina, 2018, "Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai using a Bayesian Spatial Bivariate Probit Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 211, Apr.
• Christoph Engel, 2018, "Empirical Methods for the Law," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 174, issue 1, pages 5-23, March, DOI: 10.1628/093245617X15096094637968.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018, "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 391, Nov, revised Nov 2018.
• Ian Borg & Germano Ruisi, 2018, "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers, Central Bank of Malta, number WP/04/2018.
• Lajos Tamás Szabó, 2018, "Forecasting external demand using BVAR models," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/134.
• Francesco Pattarin, 2018, "Spending Policies of Italian Banking Foundations," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0071, Nov.
• Go Kotera & Saisuke Sakai, 2018, "Policy Simulation of Government Expenditure and Taxation Based on the DSGE Model," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 14, issue 4, pages 613-640, July.
• David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018, "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/18.
• Boris Chafwehe & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2018, "Endogenous forward guidance," Working Paper Research, National Bank of Belgium, number 354, Oct.
• Arnoud Stevens & Joris Wauters, 2018, "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research, National Bank of Belgium, number 355, Oct.
• Jan De Loecker & Catherine Fuss & Johannes Van Biesebroeck, 2018, "Markup and price dynamics:linking micro to macro," Working Paper Research, National Bank of Belgium, number 357, Oct.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 24597, May.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018, "Forecasting with Dynamic Panel Data Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25102, Sep.
• Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2018, "The Origins and Effects of Macroeconomic Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25386, Dec.
• Luis Daniel Torres Gonzalez & Jangho Yang, 2018, "The Persistent Statistical Structure of the US Input-Output Coefficient Matrices: 1963-2007," Working Papers, New School for Social Research, Department of Economics, number 1804, Apr.
• Patrick Mokre & Miriam Rehm, 2018, "Inter-Industry Wage Inequality: Persistent differences and turbulent equalization," Working Papers, New School for Social Research, Department of Economics, number 1818, Dec.
• Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 18-12, Oct.
• Johnstone, David, 2018, "Accounting Theory as a Bayesian Discipline," Foundations and Trends(R) in Accounting, now publishers, volume 13, issue 1-2, pages 1-266, December, DOI: 10.1561/1400000056.
• François Robin, 2018, "Use of Google Trends Data in Banque de France Monthly Retail Trade Surveys," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 35-63, DOI: https://doi.org/10.24187/ecostat.20.
• Paulo Chahuara, 2018, "Preferencias y Valorizacion por Atributos del Servicio de Internet Fijo en el Peru: un primer acercamiento via experimento de eleccion discreta," Documentos de Trabajo, OSIPTEL, number 39.
• Massimo Florio & Francesco Giffoni & Anna Giunta & Emanuela Sirtori, 2018, "Big science, learning, and innovation: evidence from CERN procurement," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 27, issue 5, pages 915-936.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018, "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 34-62.
• Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2018, "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 2, pages 810-854.
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018, "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, volume 32, issue 2, pages 383-409.
• Francesco Zanetti & Konstantinos Theodoridis, 2018, "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," Economics Series Working Papers, University of Oxford, Department of Economics, number 856, Aug.
• Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018, "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 394-412, October, DOI: 10.1057/s41260-018-0090-y.
• Lisa Gianmoena & Vicente Rios, 2018, "The Determinants of Resilience in European Regions During the Great Recession: a Bayesian Model Averaging Approach," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2018/235, Jul.
• Kruiniger, Hugo, 2018, "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper, University Library of Munich, Germany, number 110375, Jun, revised 15 Aug 2021.
• Raputsoane, Leroi, 2018, "Leader followership in monetary policy coordination," MPRA Paper, University Library of Munich, Germany, number 121903, Apr.
• Raputsoane, Leroi, 2018, "Leader followership in monetary policy coordination," MPRA Paper, University Library of Munich, Germany, number 121905, Apr.
• Mashabela, Juliet & Raputsoane, Leroi, 2018, "The behaviour of disaggregated output over the economic cycle," MPRA Paper, University Library of Munich, Germany, number 121912, Feb.
• Maheu, John M & Yang, Qiao & Song, Yong, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83779.
• Maheu, John M & Song, Yong & Yang, Qiao, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83999, Jan.
• Mashabela, Juliet & Raputsoane, Leroi, 2018, "The behaviour of disaggregated transitory and potential output over the economic cycle," MPRA Paper, University Library of Munich, Germany, number 84422, Feb.
• Barron, Kai, 2018, "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," MPRA Paper, University Library of Munich, Germany, number 84742, Feb.
• He, Zhongfang, 2018, "A Class of Generalized Dynamic Correlation Models," MPRA Paper, University Library of Munich, Germany, number 84820, Feb.
• Raputsoane, Leroi, 2018, "Targeting financial stress as opposed to the exchange rate," MPRA Paper, University Library of Munich, Germany, number 84865, Feb.
• Raputsoane, Leroi, 2018, "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper, University Library of Munich, Germany, number 84866, Feb.
• Raputsoane, Leroi, 2018, "Monetary policy coordination leader followership," MPRA Paper, University Library of Munich, Germany, number 85684, Apr.
• Tsionas, Mike & 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," MPRA Paper, University Library of Munich, Germany, number 85811.
• Check, Adam J. & Nolan, Anna K. & Schipper, Tyler C., 2018, "Forecasting GDP: Do Revisions Matter?," MPRA Paper, University Library of Munich, Germany, number 86194, Apr.
• Arora, Vipin, 2018, "Natural Gas and the US Economy: Some Preliminary Rules of Thumb," MPRA Paper, University Library of Munich, Germany, number 87279, Jun.
• Raputsoane, Leroi, 2018, "Quantifying economic recovery from the recent global financial crisis," MPRA Paper, University Library of Munich, Germany, number 87410, Jun.
• Koop, Gary & Korobilis, Dimitris, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 87972, Jul.
• Kruiniger, Hugo, 2018, "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper, University Library of Munich, Germany, number 88623, Jun.
• Blazejowski, Marcin & Kufel, Paweł & Kwiatkowski, Jacek, 2018, "Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)," MPRA Paper, University Library of Munich, Germany, number 88745, Aug.
• Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
• CHAFIK, Omar, 2018, "Financial cycle and conduct of monetary policy: theory and empirical evidence," MPRA Paper, University Library of Munich, Germany, number 88995, Sep.
• CHAFIK, Omar, 2018, "Financial cycle and conduct of monetary policy: The amplifier/divider theory," MPRA Paper, University Library of Munich, Germany, number 89170, Sep.
• bailek, Alexandra, 2018, "Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning," MPRA Paper, University Library of Munich, Germany, number 89875, Oct.
• Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
• Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
• Drissi, Ramzi & Ghassan, Hassan B., 2018, "Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting," MPRA Paper, University Library of Munich, Germany, number 93075, Mar, revised Apr 2019.
• Drissi, Ramzi & Ghassan, Hassan Belkacem, 2018, "Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting," MPRA Paper, University Library of Munich, Germany, number 95174, Mar, revised Apr 2019.
• Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
• Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
• Łukasz Lenart, 2018, "Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 3, pages 233-262, September.
• António R. dos Santos & João Amador, 2018, "Thirty Years of Economic Growth in Africa," Working Papers, Banco de Portugal, Economics and Research Department, number w201820.
• Haroon Mumtaz, 2018, "A generalised stochastic volatility in mean VAR," Working Papers, Queen Mary University of London, School of Economics and Finance, number 855, Mar.
• Haroon Mumtaz, 2018, "Measuring the origins of macroeconomic uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 864, Aug.
• Haroon Mumtaz & Katerina Petrova, 2018, "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 875, Nov.
• Martin Bruns & Michele Piffer, 2018, "Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses," Working Papers, Queen Mary University of London, School of Economics and Finance, number 878, Nov.
• Anne, Musson & Damien, Rousselière, 2018, "Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives," Working Papers SMART, INRAE UMR SMART, number 18-07.
• Gutiérrez, Ana Paola & Pérez, Fernando, 2018, "Choques agregados y sectoriales en la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 29-53.
• Pérez-Forero, Fernando, 2018, "Measuring the Stance of Monetary Policy in a Time-Varying World," Working Papers, Banco Central de Reserva del Perú, number 2018-004, Apr.
• Gondo, Rocío & Pérez, Fernando, 2018, "The Transmission of Exogenous Commodity and Oil Prices shocks to Latin America - A Panel VAR approach," Working Papers, Banco Central de Reserva del Perú, number 2018-012, Dec.
• Alban Moura, 2018, "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 27, pages 48-63, January, DOI: 10.1016/j.red.2017.11.004.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2018, "Monetary Policy and Macroeconomic Stability Revisited," 2018 Meeting Papers, Society for Economic Dynamics, number 219.
• Alexander Richter & Nathaniel Throckmorton, 2018, "A New Way to Quantify the Effect of Uncertainty," 2018 Meeting Papers, Society for Economic Dynamics, number 565.
• Nikolay Arefiev & Ramis Khabibullin, 2018, "Bayesian identification of structural vector autoregression models," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 49, pages 115-142.
• Jawad EL OTHMANI, 2018, "Estimation bayésienne d’un modèle néo-keynésien pour l’économie marocaine," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2018-5, Dec.
• Maryam Barzegar Marvasti & Behzad Salmani & Seyed Alireza Kazerooni & Parviz Mohammadzadeh, 2018, "Determinants of Exchange Market Pressures in Different Exchange Rate Regimes: Bayesian Model Averaging Evidence," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 1, pages 159-182.
• Ali Besharat & Reza Ranjpour & Seyed Kamal Sadeghi, 2018, "The Study of the Most Effective Factors Explaining Economic Growth in OIC Countries: Bayesian Panel Likelihood Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 3, pages 239-263.
• Florian Huber & Michael Pfarrhofer & Thomas O. Z√∂rner, 2018, "Stochastic model specification in Markov switching vector error correction models," Working Papers in Economics, University of Salzburg, number 2018-3, Nov.
• Manfred M. Fischer & Florian Huber & Michael Pfarrhofer, 2018, "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics, University of Salzburg, number 2018-4, Nov.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2018, "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics, University of Salzburg, number 2018-5, Nov.
• Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer-Steinnocher, 2018, "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Economics, University of Salzburg, number 2018-7, Nov.
• Yong Li & Jun Yu & Tao Zeng, 2018, "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2018, Feb.
• Yong Li & Xiaobin Liu & Tao Zeng & Jun Yu, 2018, "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2018, May.
• Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 20-2018, Nov.
• Yuang Shiang CHAO, 2018, "Risk Management and Diversification Strategy to Evaluate MNE Systematic Risk in Emerging Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 131-152, September.
• Luis Jose S. Santos & Shirlee R. Ocampo, 2018, "Bayesian Method with Clustering Algorithm for Credit Card Transaction Fraud Detection," Romanian Statistical Review, Romanian Statistical Review, volume 66, issue 1, pages 103-120, March.
• Oyebayo Ridwan Olaniran & Mohd Asrul Affendi Bin Abdullah, 2018, "BayesRandomForest: An R implementation of Bayesian Random Forest for Regression Analysis of High-dimensional Data," Romanian Statistical Review, Romanian Statistical Review, volume 66, issue 1, pages 95-102, March.
• Martin Iseringhausen, 2018, "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 18/944, Mar.
• Nitin Kumar & Arvind Shrivastava & D. P. Singh & Purnendu Kumar, 2018, "Determinants of Financial Stress of Indian Banks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 19, issue 2, pages 210-228, September, DOI: 10.1177/1391561418794695.
• Tomá? Karel & Petr Hebák, 2018, "Forecasting Czech GDP using Bayesian dynamic model averaging," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 1, pages 65-81, May.
• Rolando Gonzales Martinez, 2018, "The Wage Curve, Once More with Feeling: Bayesian Model Averaging of Heckit Models," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 2, pages 79-92, December, DOI: 10.33119/ERFIN.2018.3.2.1.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018, "Forecasting the production side of GDP," Working Papers, Swiss National Bank, number 2018-16.
• Donald J. Lacombe & James P. LeSage, 2018, "Use and interpretation of spatial autoregressive probit models," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 1, pages 1-24, January, DOI: 10.1007/s00168-015-0705-x.
• Kota Ogasawara & Shinichiro Shirota & Genya Kobayashi, 2018, "Public health improvements and mortality in interwar Tokyo: a Bayesian disease mapping approach," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 12, issue 1, pages 1-31, January, DOI: 10.1007/s11698-016-0148-3.
• L. C. G. Rogers, 2018, "Sense, nonsense and the S&P500," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 2, pages 447-461, November, DOI: 10.1007/s10203-018-0230-3.
• Guohua Feng & Chuan Wang & Apostolos Serletis, 2018, "Shadow prices of $$\hbox {CO}_{2}$$ CO 2 emissions at US electric utilities: a random-coefficient, random-directional-vector directional output distance function approach," Empirical Economics, Springer, volume 54, issue 1, pages 231-258, February, DOI: 10.1007/s00181-016-1217-y.
• Scott E. Atkinson & Mike G. Tsionas, 2018, "Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies," Empirical Economics, Springer, volume 54, issue 1, pages 207-230, February, DOI: 10.1007/s00181-017-1233-6.
• Wen-Hsien Liu & Shu-Shih Weng, 2018, "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, volume 54, issue 2, pages 673-703, March, DOI: 10.1007/s00181-016-1198-x.
• Kuo-Jung Lee & Yi-Chi Chen, 2018, "Of needles and haystacks: revisiting growth determinants by robust Bayesian variable selection," Empirical Economics, Springer, volume 54, issue 4, pages 1517-1547, June, DOI: 10.1007/s00181-017-1271-0.
• James P. LeSage & R. Kelley Pace, 2018, "Spatial econometric Monte Carlo studies: raising the bar," Empirical Economics, Springer, volume 55, issue 1, pages 17-34, August, DOI: 10.1007/s00181-017-1330-6.
• Aubrey Poon, 2018, "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, volume 55, issue 2, pages 417-444, September, DOI: 10.1007/s00181-017-1280-z.
• Giulia Rivolta, 2018, "Potential ECB reaction functions with time-varying parameters: an assessment," Empirical Economics, Springer, volume 55, issue 4, pages 1425-1473, December, DOI: 10.1007/s00181-017-1337-z.
• Lucia dalla Pellegrina & Margherita Saraceno & Mattia Suardi, 2018, "Migration policy: did an emergency provision displace standard rules? Evidence from Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 3, pages 863-893, December, DOI: 10.1007/s40888-018-0128-0.
• Philippe K. Widmer & Maria Trottmann & Peter Zweifel, 2018, "Choice of reserve capacity by hospitals: a problem for prospective payment," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 5, pages 663-673, June, DOI: 10.1007/s10198-017-0909-3.
• Fritz Breuss, 2018, "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 1, pages 105-126, April, DOI: 10.1007/s41549-018-0025-1.
• Yoshihiro Ohtsuka, 2018, "Large Shocks and the Business Cycle: The Effect of Outlier Adjustments," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 1, pages 143-178, April, DOI: 10.1007/s41549-018-0027-z.
• Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018, "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 369-385, April, DOI: 10.1007/s12197-017-9410-1.
• Andrew T. Ching & Masakazu Ishihara, 2018, "Identification of Dynamic Models of Rewards Programme," The Japanese Economic Review, Springer, volume 69, issue 3, pages 306-323, September, DOI: 10.1111/jere.12188.
• Carlos Cuerpo & Ángel Cuevas & Enrique M. Quilis, 2018, "Estimating output gap: a beauty contest approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 9, issue 3, pages 275-304, August, DOI: 10.1007/s13209-018-0181-5.
• Herculano, Miguel C., 2018, "The role of contagion in the transmission of financial stress," ESRB Working Paper Series, European Systemic Risk Board, number 81, Aug.
• Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
• Tomasz Woźniak, 2018, "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 4, pages 325-346, April, DOI: 10.1080/07474938.2015.1092839.
• Joshua C. C. Chan, 2018, "Specification tests for time-varying parameter models with stochastic volatility," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 807-823, September, DOI: 10.1080/07474938.2016.1167948.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018, "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 131-145, January, DOI: 10.1080/07350015.2015.1137760.
• Koskinen Hannu & Vilmunen Jouko, 2018, "Implications for Aggregate Inflation of Sectoral Asymmetries: An Empirical Implication," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1818, Feb.
• Fethi Ogunc & Mustafa Utku Ozmen & Cagri Sarikaya, 2018, "Inflation Dynamics in Turkey from a Bayesian Perspective," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1810.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e120, Mar.
• Shuffield Seyram Asafo, 2018, "The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 11, issue 3, pages 65-72, December.
• Manabu Asai & Michael McAleer, 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-005/III, Jan.
• Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
• Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-063/III, Aug.
• Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018, "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-069/III, Sep.
• Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-076/III, Oct.
• Martin Burda & Remi Daviet, 2018, "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-618, Sep.
• Francesco Bianchi & Leonardo Melosi, 2018, "Constrained Discretion and Central Bank Transparency," The Review of Economics and Statistics, MIT Press, volume 100, issue 1, pages 187-202, March.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, volume 100, issue 5, pages 799-815, December.
• Juan Carlos Cuestas & Karsten Staehr & Javier Ordóñez, 2018, "Unit Labour Costs and the Dynamics of Output and Unemployment in the Southern European Crisis Countries," TUT Economic Research Series, Department of Finance and Economics, Tallinn University of Technology, number 41, Mar.
• Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018, "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 88.
• Audrone Virbickaite & Hedibert F. Lopes, 2018, "Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 89.
• Manabu Asai & Michael McAleer, 2018, "Bayesian analysis of realized matrix-exponential GARCH models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-04, Jan.
• Joao Amador & Antonio R. dos Santos, 2018, "Thirty years of economic growth in Africa," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp1802.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 43, Mar.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 44, May.
• Mengheng Li & Marcel Scharth, 2018, "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 49, Aug.
• Gheno Gloria, 2018, "A new link function for the prediction of binary variables," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 4, issue 2, pages 67-77, November, DOI: 10.2478/crebss-2018-0014.
• Martin Feldkircher & Florian Huber & Gregor Kastner, 2018, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp260, Jan.
• Feldkircher, Martin & Kastner, Gregor & Huber, Florian, 2018, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 260, Jan.
• Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018, "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2018/06.
• Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018, "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2018/09, Nov.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2018, "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, volume 86, issue 2, pages 617-654, March, DOI: 10.3982/ECTA14308.