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

• 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2017-10, Jul.
• Qazi Haque, 2017, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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.
• 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.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 1, pages 63-94, March.
• 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.
• Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih, 2017, "Oil and macroeconomic (in)stability," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2017, Nov.
• 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, Centre for Economic Policy Research, 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.