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

• Belousova, Irina, 2017, "The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 102036, Sep.
• Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017, "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper, University Library of Munich, Germany, number 102602.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2017, "Prévisions de l’inflation et de la croissance en zone CEMAC
  [Inflation and real growth forecasts in CEMAC zone]," MPRA Paper, University Library of Munich, Germany, number 116433, Dec.
• RAPELANORO, Nady, 2017, "Global excess liquidity spillovers and monetary policy in emerging economies," MPRA Paper, University Library of Munich, Germany, number 121006, Jul.
• Murasawa, Yasutomo, 2017, "Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK," MPRA Paper, University Library of Munich, Germany, number 76244, Jan.
• Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin, 2017, "Bank capital and portfolio risk among Islamic banks," MPRA Paper, University Library of Munich, Germany, number 77932, Mar.
• Skintzi, Vasiliki, 2017, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 78278, Apr.
• Maheu, John M & Song, Yong, 2017, "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper, University Library of Munich, Germany, number 79211, May.
• Dahem, Ahlem & Skander, Slim & Fatma, Siala Guermazi, 2017, "Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia," MPRA Paper, University Library of Munich, Germany, number 79759, revised 2017.
• Hu, Xingwei, 2017, "A Theory of Dichotomous Valuation with Applications to Variable Selection," MPRA Paper, University Library of Munich, Germany, number 80457, Jun.
• Li, Zhuo & Panza, Laura & Song, Yong, 2017, "The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 80953, Jan.
• Kocięcki, Andrzej, 2017, "Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions," MPRA Paper, University Library of Munich, Germany, number 81094, Aug.
• Gallic, Ewen & Vermandel, Gauthier, 2017, "Weather Shocks, Climate Change and Business Cycles," MPRA Paper, University Library of Munich, Germany, number 81230, Aug.
• William, Barnett & Hu, Jingxian, 2017, "Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation," MPRA Paper, University Library of Munich, Germany, number 81450, Sep.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
• Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
• Paccagnini, Alessia, 2017, "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper, University Library of Munich, Germany, number 82914, Nov.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
• Rasaki, Mutiu Gbade & Malikane, Christopher, 2017, "An estimated financial accelerator model for small-open African economies," MPRA Paper, University Library of Munich, Germany, number 95977, Nov.
• Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
• Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
• Łukasz Lenart, 2017, "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 29-67, March.
• Kamil Makieła, 2017, "Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 69-95, March.
• Jerzy Marzec & Andrzej Pisulewski, 2017, "The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 243-273, September.
• José R. Maria & Paulo Júlio, 2017, "The Portuguese post-2008 period: A narrative from an estimated DSGE model," Working Papers, Banco de Portugal, Economics and Research Department, number w201715.
• Damien Rousselière, 2017, "A flexible approach to age dependence in organizational mortality. Comparing the life duration for cooperative and non-cooperative enterprises using a Bayesian Generalized Additive Discrete Time Survival Model," Working Papers SMART, INRAE UMR SMART, number 17-08.
• Alban Moura, 2017, "Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"," Online Appendices, Review of Economic Dynamics, number 16-315.
• Francesco Bianchi & Cosmin Ilut, 2017, "Code and data files for "Monetary/Fiscal Policy Mix and Agent's Beliefs"," Computer Codes, Review of Economic Dynamics, number 16-166, revised .
• Alban Moura, 2017, "Code and data files for "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"," Computer Codes, Review of Economic Dynamics, number 16-315, revised .
• Edward Herbst & David Lopez-Salido & Christopher Gust, 2017, "Forward Guidance with Bayesian Learning and Estimation," 2017 Meeting Papers, Society for Economic Dynamics, number 1189.
• Rosen Valchev & Cosmin Ilut, 2017, "Economic Agents as Imperfect Problem Solvers," 2017 Meeting Papers, Society for Economic Dynamics, number 1285.
• Elmar Mertens & Christian Matthes & Thomas Lubik, 2017, "Indeterminacy and Imperfect Information," 2017 Meeting Papers, Society for Economic Dynamics, number 337.
• Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers, Society for Economic Dynamics, number 572.
• Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017, "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers, Society for Economic Dynamics, number 803.
• Mohsen Mehrara & Samaneh Seijani & Abbas Rezazadeh Karsalari, 2017, "Determinants of high-tech export in developing countries based on Bayesian model averaging," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 35, issue 1, pages 199-215.
• Abbas Memarzadeh & Nasser Khiabani, 2017, "Investigating Dynamic Effects of Structural Shocks in Global Oil Market on Iran’s Public and Private Sector Expenditure: Structural Dynamic Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 2, pages 169-194.
• Yong Li & Jun Yu & Tao Zeng, 2017, "Deviance Information Criterion for Bayesian Model Selection: Justification and Variation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2017, Feb.
• Yong Li & Jun Yu & Tao Zeng, 2017, "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2017, May.
• Liang Jiang & Xiaohu Wang & Jun Yu, 2017, "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2017, May.
• Martijn van Hasselt & Timothy Ferland & Jeremy Bray & Arnie Aldridge, 2017, "Bayesian Estimation of the Complier Average Casual Effect," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 17-14, Dec.
• Aleksandar Naumoski & Stevan Gaber & Vasilka Gaber-Naumoska, 2017, "Empirical Distribution Of Stock Returns Of Southeast European Emerging Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 67-77.
• Daniel Ciuiu, 2017, "Bayesian Inference for Linear Regression," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 170803, Mar.
• Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje, 2017, "Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 99-110, December.
• Fadel Hamid Hadi ALHUSSEINI, 2017, "New Bayesian Lasso in Tobit Quantile Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 213-229, June.
• Anna Giunta & Massimo Florio & Francesco Giffoni & Emanuela Sirtori, 2017, "Big Science, Learning And Innovation: Evidence From Cern Procurement," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0225, Oct.
• Stuart G McIntyre, 2017, "Personal indebtedness, community characteristics and theft crimes," Urban Studies, Urban Studies Journal Limited, volume 54, issue 10, pages 2395-2419, August, DOI: 10.1177/0042098016647335.
• Шевелев А. А., 2017, "Байесовский подход к оценке воздействия внешних шоков на макроэкономические показатели России. Bayesian approach to evaluate the impact of external shocks on russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 1, pages 26-40.
• И Управления Мир Экономики, 2017, "Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 4, pages 53-70.
• Dominika Gadowska-dos Santos, 2017, "Siec Bayesa jako narzedzie wspomagajce zarzadzanie ryzykiem operacyjnym w banku," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 125-144.
• Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh, 2017, "A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model," Working Papers, The University of Sheffield, Department of Economics, number 2017001, Jan.
• Sarah Brown & Pulak Ghosh & Bhuvanesh Pareek & Karl Taylor, 2017, "Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data," Working Papers, The University of Sheffield, Department of Economics, number 2017011, Aug.
• Mihaela Simionescu, 2017, "Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-06, May, revised May 2017.
• Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2017, "International inflation spillovers - the role of different shocks," Working Papers, Swiss National Bank, number 2017-07.
• Donald J. Lacombe & Miguel Flores, 2017, "A hierarchical SLX model application to violent crime in Mexico," The Annals of Regional Science, Springer;Western Regional Science Association, volume 58, issue 1, pages 119-134, January, DOI: 10.1007/s00168-016-0788-z.
• Márcio Poletti Laurini, 2017, "A continuous spatio-temporal model for house prices in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, volume 58, issue 1, pages 235-269, January, DOI: 10.1007/s00168-016-0801-6.
• Sara Amoroso, 2017, "Multilevel heterogeneity of R&D cooperation and innovation determinants," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 1, pages 93-120, April, DOI: 10.1007/s40821-015-0041-1.
• Harald Hruschka, 2017, "Analyzing the dependences of multi-category purchases on interactions of marketing variables," Journal of Business Economics, Springer, volume 87, issue 3, pages 295-313, April, DOI: 10.1007/s11573-016-0820-x.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Springer, volume 68, issue 1, pages 63-94, March, DOI: 10.1111/jere.12114.
• Alexander Zimper & Wei Ma, 2017, "Bayesian learning with multiple priors and nonvanishing ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 3, pages 409-447, October, DOI: 10.1007/s00199-016-1007-y.
• Pami Dua, 2017, "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 209-226, June, DOI: 10.1007/s40953-017-0077-4.
• Mirko S. Heinle & Kevin C. Smith, 2017, "A theory of risk disclosure," Review of Accounting Studies, Springer, volume 22, issue 4, pages 1459-1491, December, DOI: 10.1007/s11142-017-9414-2.
• Harald Hruschka, 2017, "Multi-category purchase incidences with marketing cross effects," Review of Managerial Science, Springer, volume 11, issue 2, pages 443-469, March, DOI: 10.1007/s11846-016-0193-0.
• Sabine Brunswicker & Sorin Adam Matei & Michael Zentner & Lynn Zentner & Gerhard Klimeck, 2017, "Creating impact in the digital space: digital practice dependency in communities of digital scientific innovations," Scientometrics, Springer;Akadémiai Kiadó, volume 110, issue 1, pages 417-442, January, DOI: 10.1007/s11192-016-2106-z.
• Petrus Strydom, 2017, "Macro economic cycle effect on mortgage and personal loan default rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-1.
• Rachida Ouysse, 2017, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12, Apr.
• Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
• Deborah Gefang & Geraint Johnes, 2017, "Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies," Applied Economics, Taylor & Francis Journals, volume 49, issue 50, pages 5117-5133, October, DOI: 10.1080/00036846.2017.1299105.
• Joshua C. C. Chan, 2017, "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 17-28, January, DOI: 10.1080/07350015.2015.1052459.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 162-182, April, DOI: 10.1080/07350015.2015.1123636.
• Biqing Cai & Jiti Gao & Dag Tjøstheim, 2017, "A New Class of Bivariate Threshold Cointegration Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 288-305, April, DOI: 10.1080/07350015.2015.1062385.
• Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017, "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 470-485, July, DOI: 10.1080/07350015.2015.1087856.
• Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017, "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-029/III, Feb.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-058/III, Jun.
• Fernando Linardi & Cees (C.G.H.) Diks & Marco (M.J.) van der Leij & Iuri Lazier, 2017, "Dynamic Interbank Network Analysis Using Latent Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-101/II, Oct.
• Gianni Amisano & John Geweke, 2017, "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, volume 99, issue 5, pages 912-925, December.
• Satya R. Chakravarty & Nachiketa Chattopadhyay & Nora Lustig & Rodrigo Aranda Balcazar, 2017, "Measuring Directional Mobility: The Bartholomew and Prais-Bibby Indices Reconsidered," Working Papers, Tulane University, Department of Economics, number 1720, Dec.
• Stijn van Weezel, 2017, "Mostly Harmless? A Subnational Analysis of the Aid-Conflict Nexus," Working Papers, School of Economics, University College Dublin, number 201728, Dec.
• Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017, "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 11-2017, Dec.
• Stefano Tonellato, 2017, "From Dirichlet Process mixture models to spectral clustering," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:33.
• Judith Anne Clarke, 2017, "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers, Department of Economics, University of Victoria, number 1701, Jun.
• Michael Patrick Curran & Adnan Velic, 2017, "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 35, Apr.
• Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2017, "Forecasting Euro Area Inflation Using Single-Equation and Multivariate VAR–Models," Folia Oeconomica Stetinensia, Sciendo, volume 17, issue 2, pages 19-34, December, DOI: 10.1515/foli-2017-0016.
• Florian Huber & Thomas Zörner, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp250, Jun.
• Huber, Florian & Zörner, Thomas, 2017, "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 250, Jun.
• Alexander Rathke & Tobias Straumann & Ulrich Woitek, 2017, "OVERVALUED: SWEDISH MONETARY POLICY IN THE 1930s," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 58, issue 4, pages 1355-1369, November, DOI: 10.1111/iere.12254.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017, "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-119, January.
• Stefano Grassi & Nima Nonejad & Paolo Santucci De Magistris, 2017, "Forecasting With the Standardized Self‐Perturbed Kalman Filter," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 318-341, March, DOI: 10.1002/jae.2522.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2017, "Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 504-532, April.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017, "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 4, pages 783-801, June.
• Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2017, "On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 4, pages 819-840, June.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017, "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 1003-1026, August.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017, "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 931-951, August.
• Angelia L. Grant & Joshua C.C. Chan, 2017, "A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 525-552, March, DOI: 10.1111/jmcb.12388.
• Giovanni Di Bartolomeo & Marco Di Pietro, 2017, "Intrinsic Persistence of Wage Inflation in New Keynesian Models of the Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1161-1195, September, DOI: 10.1111/jmcb.12412.
• Syed Abul Basher & Lawrence M. Kessler & Murat K. Munkin, 2017, "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 1-9, September, DOI: 10.1016/j.rfe.2017.03.004.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017, "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1145.
• Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017, "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers, Deutsche Bundesbank, number 24/2017.
• Mokinski, Frieder, 2017, "A severity function approach to scenario selection," Discussion Papers, Deutsche Bundesbank, number 34/2017.
• Siemsen, Thomas & Vilsmeier, Johannes, 2017, "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers, Deutsche Bundesbank, number 37/2017.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
• Simionescu, Mihaela, 2017, "Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach," GLO Discussion Paper Series, Global Labor Organization (GLO), number 82.
• Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2017, "Minimum wage and employment: Escaping the parametric straitjacket," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2017-.
• Gehrke, Britta, 2017, "Fiscal rules and unemployment," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 10/2014, revised 2017.
• Prüser, Jan & Schlösser, Alexander, 2017, "The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 708, DOI: 10.4419/86788826.
• Prüser, Jan, 2017, "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 710, DOI: 10.4419/86788828.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.

2016

• Chee Kian Leong, 2016, "Credit Risk Scoring with Bayesian Network Models," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 3, pages 423-446, March, DOI: 10.1007/s10614-015-9505-8.
• Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka, 2016, "POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 37-59, February, DOI: 10.1007/s10663-015-9287-1.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 57-68, March.
• Jonas Ngouhouo Poufoun & Philippe Delacote, 2016, "What drives livelihoods’ strategies in ruralareas? Evidence from the Tridom Conservation Landscape using Spatial Probit Analysis," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2016-05, May, revised May 2016.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016, "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1607.
• Thierry Kame Babilla & Adele Ngo Bilong & Sandra Kendo & Martin Jaures Ndzana Eloundou, 2016, "Macroeconomics implications of female entrepreneurs facing financial frictions to access to credit: A DSGE model approach in Cameroon," Working Papers MPIA, PEP-MPIA, number 2016-02.
• Rolando Gonzales & Gabriela Aguilera-Lizarazu & Andrea Rojas-Hosse & Patricia Aranda, 2016, "Preference for women but less preference for indigenous women: A lab-field experiment of loan discrimination in a developing economy," Working Papers PIERI, PEP-PIERI, number 2016-24.
• Rolando Gonzales & Joel Mendizabal & Patricia Aranda, 2016, "Is microfinance truly useless for poverty reduction and women empowerment? A Bayesian spatial-propensity score matching evaluation in Bolivia," Working Papers PMMA, PEP-PMMA, number 2016-06.
• Rilind Kabashi & Katerina Suleva, 2016, "Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions," Working Papers, National Bank of the Republic of North Macedonia, number 2016-02, May.
• Badi Baltagi & Peter Egger & Michaela Kesina, 2016, "Bayesian Spatial Bivariate Panel Probit Estimation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 187, Jan.
• Rasekhi, Saeed & Rastgar, Majid, 2016, "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 351-373, October.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Michael Jetter & Christopher F. Parmeter, 2016, "Uncovering the determinants of corruption," Working Papers, University of Miami, Department of Economics, number 2016-02, Mar.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "In search of the Euro Area Fiscal Stance," Working Papers, University of Milano-Bicocca, Department of Economics, number 324, Feb, revised 24 Feb 2016.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 331, Mar, revised 11 Mar 2016.
• Maria Letizia GIORGETTI & Maria Luisa MANCUSI, 2016, "Entry and Patenting in the Pharmaceutical Industry," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-02, Feb.
• Massimo FLORIO & Aleksandra PARTEKA & Emanuela SIRTORI, 2016, "The Role of EU Policy in Supporting Technological Innovation in SMEs - a Bayesian Network Analysis of Firm-Level Data from Poland," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-13, Nov.
• Tomasz Wozniak, 2016, "Rare Events and Risk Perception: Evidence from Fukushima Accident," Department of Economics - Working Papers Series, The University of Melbourne, number 2021, Apr.
• Gholamreza Hajargasht & William E. Griffiths, 2016, "Estimation and Testing of Stochastic Frontier Models using Variational Bayes," Department of Economics - Working Papers Series, The University of Melbourne, number 2024, May.
• William Gatt, 2016, "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers, Central Bank of Malta, number WP/02/2016.
• Ida Hjortsoe & Martin Weale & Tomasz Wieladek, 2016, "Monetary policy and the current account; theory and evidence," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 45, Mar.
• Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016, "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 09/16.
• Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016, "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/16.
• D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016, "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/16.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
• Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2016, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/16.
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
• Drew D. Creal & Jing Cynthia Wu, 2016, "Bond Risk Premia in Consumption-based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22183, Apr.
• Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016, "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 22225, May.
• Ş. Pelin Akyol & James Key & Kala Krishna, 2016, "Hit or Miss? Test Taking Behavior in Multiple Choice Exams," NBER Working Papers, National Bureau of Economic Research, Inc, number 22401, Jul.
• Francis DiTraglia & Camilo García-Jimeno, 2016, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22621, Sep.
• Cosmin L. Ilut & Hikaru Saijo, 2016, "Learning, Confidence, and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22958, Dec.
• Berg, Nathan & Biele, Guido & Gigerenzer, Gerd, 2016, "Consistent Bayesians Are No More Accurate Than Non-Bayesians: Economists Surveyed About PSA," Review of Behavioral Economics, now publishers, volume 3, issue 2, pages 189-219, July, DOI: 10.1561/105.00000034.
• Martin Feldkircher & Florian Huber & Isabella Moder, 2016, "Modeling the evolution of monetary policy rules in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-27.
• Dennis Wesselbaum & Marc-Andre Luik, 2016, "Did the FED REact to Asset Price Bubbles?," Working Papers, University of Otago, Department of Economics, number 1602, Feb, revised Feb 2016.
• Hugo Storm & Thomas Heckelei & Ron C. Mittelhammer, 2016, "Bayesian estimation of non-stationary Markov models combining micro and macro data," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 43, issue 2, pages 303-329.
• Ali Chalak & Mohamad Abiad & Kelvin Balcombe, 2016, "Joint use of attribute importance rankings and non-attendance data in choice experiments," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 43, issue 5, pages 737-760.
• Matias Iaryczower & Gabriel Katz, 2016, "More than Politics: Ability and Ideology in the British Appellate Committee," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 1, pages 61-93.
• Gabriel Rodriguez & Willy Alanya, 2016, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-413.
• Edward Herbst & Frank Schorfheide, 2016, "Tempered Particle Filtering," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-017, Oct, revised 25 Oct 2016.
• Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016, "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-022, Dec, revised 21 Dec 2016.
• Jean-Francois Richard, 2016, "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels," Working Paper, Department of Economics, University of Pittsburgh, number 5980, Jan.
• Raputsoane, Leroi, 2016, "Real effective exchange rates comovement and the South African currency," MPRA Paper, University Library of Munich, Germany, number 121901, Jan.
• Raputsoane, Leroi, 2016, "Real effective exchange rates comovements and the South African currency," MPRA Paper, University Library of Munich, Germany, number 68667, Jan.
• Makieła, Kamil, 2016, "Bayesian inference in generalized true random-effects model and Gibbs sampling," MPRA Paper, University Library of Munich, Germany, number 69389, Jan.
• Njindan Iyke, Bernard, 2016, "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper, University Library of Munich, Germany, number 70205, Feb.
• Griffin, Jim & Liu, Jia & Maheu, John M, 2016, "Bayesian Nonparametric Estimation of Ex-post Variance," MPRA Paper, University Library of Munich, Germany, number 71220, May.
• Khorunzhina, Natalia & Richard, Jean-Francois, 2016, "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels," MPRA Paper, University Library of Munich, Germany, number 72326, Jun.
• Cai, Yifei, 2016, "短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究
  [Short-term Capital Flow, Economic Policy Uncertainty and VIX—Evidence from a Time-varying Analysis Framework]," MPRA Paper, University Library of Munich, Germany, number 73213, Aug.
• Oepping, Hardy, 2016, "Ein Bayes-Netz zur Analyse des Absturzrisikos im Gerüstbau
  [A Bayesian network for analysing the risk of falling from height in scaffolding]," MPRA Paper, University Library of Munich, Germany, number 73602, Aug.
• Oepping, Hardy, 2016, "Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks," MPRA Paper, University Library of Munich, Germany, number 73611, Sep.
• Byrne, Joseph & Fu, Rong, 2016, "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper, University Library of Munich, Germany, number 75366, Nov.
• Makieła, Kamil & Marzec, Jerzy & Pisulewski, Andrzej, 2016, "Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach," MPRA Paper, University Library of Munich, Germany, number 80295, Oct.
• Vorobyev, Oleg Yu., 2016, "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper, University Library of Munich, Germany, number 81892, Sep.
• Vorobyev, Oleg Yu., 2016, "The theory of dual co~event means," MPRA Paper, University Library of Munich, Germany, number 81893, Sep.
• Błażejowski, Marcin & Gazda, Jakub & Kwiatkowski, Jacek, 2016, "Bayesian Model Averaging in the Studies on Economic Growth in the EU Regions – Application of the gretl BMA package," MPRA Paper, University Library of Munich, Germany, number 89366, Mar, revised Oct 2016.
• Iiboshi, Hirokuni & Shintani, Mototsugu, 2016, "Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model," MPRA Paper, University Library of Munich, Germany, number 93868, Apr.
• Jan Čapek, 2016, "Structural Changes in the Czech Economy: A DSGE Model Approach," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 37-52, DOI: 10.18267/j.pep.535.
• Roman Huptas, 2016, "The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 1-20, March.
• Renata Wróbel-Rotter, 2016, "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 2, pages 93-114, June.
• Jakub Boratyński, 2016, "A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 219-239, December.
• Jacek Osiewalski & Krzysztof Osiewalski, 2016, "Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 241-271, December.
• Sergei S. Shibaev, 2016, "Recession Propagation In Small Regional Economies: Spatial Spillovers And Endogenous Clustering," Working Paper, Economics Department, Queen's University, number 1369, Nov.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 4, Feb.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 5, Jul.
• Mirela Sorina Miescu, 2016, "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers, Queen Mary University of London, School of Economics and Finance, number 791, Apr.
• Pérez Forero, Fernando & Serván, Sergio, 2016, "The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies," Working Papers, Banco Central de Reserva del Perú, number 2016-012, Dec.
• Pérez Forero, Fernando, 2016, "Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America," Working Papers, Banco Central de Reserva del Perú, number 2016-013, Dec.
• Stefan Avdjiev, 2016, "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 181-197, April, DOI: 10.1016/j.red.2015.01.002.
• Jaroslav Borovicka, 2016, "Identifying ambiguity shocks in business cycle models using survey data," 2016 Meeting Papers, Society for Economic Dynamics, number 1615.
• Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers, Society for Economic Dynamics, number 472.
• Hikaru Saijo & Cosmin Ilut, 2016, "Learning, Confidence and Business Cycle," 2016 Meeting Papers, Society for Economic Dynamics, number 664.
• Michael Ellington & Chris Florackis & Costas Milas, 2016, "Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR," Working Paper series, Rimini Centre for Economic Analysis, number 16-28, Dec.
• Alexander Knyazev & Oleg Lepekhin & Arkady Shemyakin, 2016, "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 42, pages 30-53.
• Olga Borzykh, 2016, "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 43, pages 96-117.
• Boris Demeshev & Oxana Malakhovskaya, 2016, "BVAR mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 43, pages 118-141.
• Sidhartha Dash & Peyman Mestchian, 2016, "Safety in Numbers: Toward a New Methodology for Quantifying Cyber Risk," Journal of Financial Transformation, Capco Institute, volume 44, pages 39-44.
• Alireza Tamizi, 2016, "Determinants of CO2 Emissions in Developing Countries using Bayesian Econometric Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 145-168.
• Corina SAMAN, 2016, "The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 170-183, December.
• Matei KUBINSCHI & Dinu BARNEA, 2016, "Systemic Risk Impact on Economic Growth - The Case of the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-94, December.
• Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2016, "On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/917, Jan.
• Yuan Liao & Anna Simoni, 2016, "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers, Rutgers University, Department of Economics, number 201607, Jul.