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

• 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 Staff Working Paper series, Bank of England, number 646, Feb.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Bank of England Staff Working Paper series, 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 Staff Working Paper series, 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 School of Business and Economics, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis School of Business and Economics, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis School of Business and Economics, 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, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 425-431.
• Li, Bing & Liu, Qing, 2017, "On the choice of monetary policy rules for China: A Bayesian DSGE approach," China Economic Review, Elsevier, volume 44, issue C, pages 166-185, DOI: 10.1016/j.chieco.2017.04.004.
• Grant, Angelia L. & Chan, Joshua C.C., 2017, "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 114-121, DOI: 10.1016/j.jedc.2016.12.004.
• Franta, Michal, 2017, "Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 136-157, DOI: 10.1016/j.jedc.2016.12.005.
• Lambertini, Luisa & Nuguer, Victoria & Uysal, Pinar, 2017, "Mortgage default in an estimated model of the U.S. housing market," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 171-201, DOI: 10.1016/j.jedc.2017.01.007.
• Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017, "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 26-47, DOI: 10.1016/j.jedc.2017.01.014.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017, "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 140-161, DOI: 10.1016/j.jedc.2016.10.012.
• Bhatt, Vipul & Kishor, N Kundan & Ma, Jun, 2017, "The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 206-222, DOI: 10.1016/j.jedc.2017.06.008.
• Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017, "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 34-54, DOI: 10.1016/j.jedc.2017.07.006.
• Nonejad, Nima, 2017, "Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market," Economic Modelling, Elsevier, volume 61, issue C, pages 388-408, DOI: 10.1016/j.econmod.2016.11.003.
• Hur, Joonyoung & Lee, Kang Koo, 2017, "Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence," Economic Modelling, Elsevier, volume 64, issue C, pages 473-486, DOI: 10.1016/j.econmod.2017.03.001.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017, "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Herzberg, Frederik, 2017, "Respect for experts vs. respect for unanimity: The liberal paradox in probabilistic opinion pooling," Economics Letters, Elsevier, volume 151, issue C, pages 44-47, DOI: 10.1016/j.econlet.2016.12.012.
• Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017, "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, volume 154, issue C, pages 20-23, DOI: 10.1016/j.econlet.2017.02.012.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Bollinger, Christopher R. & van Hasselt, Martijn, 2017, "A Bayesian analysis of binary misclassification," Economics Letters, Elsevier, volume 156, issue C, pages 68-73, DOI: 10.1016/j.econlet.2017.04.011.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "An empirical assessment of Optimal Monetary Policy in the Euro area," European Economic Review, Elsevier, volume 100, issue C, pages 95-115, DOI: 10.1016/j.euroecorev.2017.07.012.
• Lhuissier, Stéphane, 2017, "Financial intermediaries’ instability and euro area macroeconomic dynamics," European Economic Review, Elsevier, volume 98, issue C, pages 49-72, DOI: 10.1016/j.euroecorev.2017.06.004.
• Guarin, Alexander & Lozano, Ignacio, 2017, "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, volume 32, issue C, pages 168-189, DOI: 10.1016/j.ememar.2017.06.004.
• Sarmiento, Miguel & Galán, Jorge E., 2017, "The influence of risk-taking on bank efficiency: Evidence from Colombia," Emerging Markets Review, Elsevier, volume 32, issue C, pages 52-73, DOI: 10.1016/j.ememar.2017.05.007.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Herrera, Rodrigo & Rodriguez, Alejandro & Pino, Gabriel, 2017, "Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model," Energy Economics, Elsevier, volume 63, issue C, pages 129-143, DOI: 10.1016/j.eneco.2017.01.012.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Csereklyei, Zsuzsanna & Thurner, Paul W. & Langer, Johannes & Küchenhoff, Helmut, 2017, "Energy paths in the European Union: A model-based clustering approach," Energy Economics, Elsevier, volume 65, issue C, pages 442-457, DOI: 10.1016/j.eneco.2017.05.014.
• Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017, "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, volume 67, issue C, pages 346-354, DOI: 10.1016/j.eneco.2017.08.029.
• Smith, Simon C., 2017, "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 49-61, DOI: 10.1016/j.irfa.2017.04.011.
• Zhang, Yonghui & Chen, Zhongtian & Li, Yong, 2017, "Bayesian testing for short term interest rate models," Finance Research Letters, Elsevier, volume 20, issue C, pages 146-152, DOI: 10.1016/j.frl.2016.09.020.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Kulish, Mariano & Rees, Daniel M., 2017, "Unprecedented changes in the terms of trade," Journal of International Economics, Elsevier, volume 108, issue C, pages 351-367, DOI: 10.1016/j.jinteco.2017.07.005.
• Boratyńska, Agata, 2017, "Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 135-140, DOI: 10.1016/j.insmatheco.2017.07.007.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017, "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 153-173, DOI: 10.1016/j.ijforecast.2016.02.004.
• Mandalinci, Zeyyad, 2017, "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1082-1104, DOI: 10.1016/j.ijforecast.2017.06.005.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017, "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1124-1143, DOI: 10.1016/j.ijforecast.2017.03.001.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2017, "Equity index variance: Evidence from flexible parametric jump–diffusion models," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 85-103, DOI: 10.1016/j.jbankfin.2017.06.010.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Ellington, Michael & Florackis, Chris & Milas, Costas, 2017, "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 93-117, DOI: 10.1016/j.jimonfin.2016.12.002.
• Netšunajev, Aleksei & Glass, Katharina, 2017, "Uncertainty and employment dynamics in the euro area and the US," Journal of Macroeconomics, Elsevier, volume 51, issue C, pages 48-62, DOI: 10.1016/j.jmacro.2016.12.002.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 96-111, DOI: 10.1016/j.jmoneco.2017.09.009.
• Watson, Philip & Deller, Steven, 2017, "Economic diversity, unemployment and the Great Recession," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 1-11, DOI: 10.1016/j.qref.2016.12.003.
• LeSage, James P. & Vance, Colin & Chih, Yao-Yu, 2017, "A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing," Regional Science and Urban Economics, Elsevier, volume 62, issue C, pages 46-55, DOI: 10.1016/j.regsciurbeco.2016.11.003.
• Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017, "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, volume 63, issue C, pages 97-120, DOI: 10.1016/j.regsciurbeco.2016.12.003.
• Cornwall, Gary J. & Parent, Olivier, 2017, "Embracing heterogeneity: the spatial autoregressive mixture model," Regional Science and Urban Economics, Elsevier, volume 64, issue C, pages 148-161, DOI: 10.1016/j.regsciurbeco.2017.03.004.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017, "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 185-197, DOI: 10.1016/j.regsciurbeco.2017.06.003.
• Mezghani, Imed & Ben Haddad, Hedi, 2017, "Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 145-156, DOI: 10.1016/j.rser.2016.10.058.
• Basher, Syed Abul & Kessler, Lawrence M. & Munkin, Murat K., 2017, "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, Elsevier, volume 34, issue C, pages 1-9, DOI: 10.1016/j.rfe.2017.03.004.
• Jitendra Kumar & Anoop Chaturvedi & Umme Afifa, 2017, "Bayesian Unit Root Test for Panel Data," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 74-95.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017, "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/02, Apr.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2017, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/11, Nov.
• Joshua C C Chan & Angelia L Grant, 2017, "Measuring the Output Gap Using Stochastic Model Specification Search," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-02, Jan.
• Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017, "Do Central Banks Respond Timely to Developments in the Global Economy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-20, Mar.
• Elmar Mertens & James M. Nason, 2017, "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-60, Sep.
• Joshua C C Chan & Yong Song, 2017, "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-61, Oct.
• Beili Zhu, 2017, "Forecasting the Real Price of Oil Under Alternative Specifications of Constant and Time-Varying Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-71, Nov.
• Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017, "Oil and Macroeconomic (In)stability," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-79, Dec.
• Zsuzsanna Csereklyei & Paul W. Thurner & Johannes Langer & Helmut Küchenhoff, 2017, "Energy paths in the European Union: A model-based clustering approach," CCEP Working Papers, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University, number 1701, Jan.
• Joab Valdivia, 2017, "Impact of NFPS Capital Expenditure on Economic Growth in Bolivia in years 2006-2016," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 1-23, December.
• Rolando Gonzales & Patricia Aranda, 2017, "Microcredit was Effective in Reducing Poverty and Empowering Women at Subnational Level in Bolivia: Evidence from a Quasi-Experimental Bayesian Spatial Model," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 1-26, December.
• Joab Valdivia, 2017, "Impacto del Gasto de Capital del SPNF sobre el Crecimiento Económico de Bolivia en el período 2006-2016," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 103-136, Diciembre.
• Rolando Gonzales & Patricia Aranda, 2017, "El Micro-Crédito logró reducir la pobreza y empoderar a la mujer a nivel sub-nacional en Bolivia: Evidencia de un Modelo Espacial Bayesiano Cuasi-Experimental," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 2, issue 1, pages 7-49, Diciembre.
• Tsionas, Efthymios G. & Tran, Kien C. & Michaelides, Panayotis G., 2017, "Bayesian inference in threshold stochastic frontier models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86848, Dec.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
• Alistair Dieppe & Bjorn van Roye & Paolo. Bonomolo, 2017, "Re-assessing Monetary Policy Shocks in China," EcoMod2017, EcoMod, number 10524, Jul.
• Diego Ferreira & Andreza Aparecida Palma, 2017, "Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 506-517, September, DOI: 10.1108/JES-04-2016-0066.
• Arvind Shrivastava & Nitin Kumar & Purnendu Kumar, 2017, "Bayesian analysis of working capital management on corporate profitability: evidence from India," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 568-584, September, DOI: 10.1108/JES-11-2015-0207.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017, "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20781, Dec.
• Aydan Dogan, 2017, "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2017/359.
• Piotr Dybka & Michal Rubaszek, 2017, "What Determines the Current Account: Intratemporal versus Intertemporal Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 1, pages 2-14, March.
• Svatopluk Kapounek, 2017, "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 372-395, October.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-15, May.
• Edward S. Knotek & Saeed Zaman, 2017, "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1702, Mar, DOI: 10.26509/frbc-wp-201702.
• Enrique Martínez García, 2017, "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 321, Jul, DOI: 10.24149/gwp321.
• Alexander W. Richter & Nathaniel A. Throckmorton, 2017, "A New Way to Quantify the Effect of Uncertainty," Working Papers, Federal Reserve Bank of Dallas, number 1705, May, DOI: 10.24149/wp1705r1.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017, "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-066, Jun, DOI: 10.17016/FEDS.2017.066.
• Musa Orak, 2017, "Capital-Task Complementarity and the Decline of the U.S. Labor Share of Income," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1200, Mar, DOI: 10.17016/IFDP.2017.1200.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2017, "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-1, Jan, DOI: 10.18651/RWP2017-01.
• Taeyoung Doh, 2017, "Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-8, Jul, DOI: 10.18651/RWP2017-08.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017, "Safety, liquidity, and the natural rate of interest," Staff Reports, Federal Reserve Bank of New York, number 812, May.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017, "Priors for the long run," Staff Reports, Federal Reserve Bank of New York, number 832, Nov.
• Andras Fulop & Jun Yu, 2017, "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, volume 5, issue 4, pages 1-23, October.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017, "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201710, Oct.
• Blaise Gnimassoun, 2017, "Exchange rate misalignments and the external balance under a pegged currency system," Post-Print, HAL, number hal-01665005.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017, "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers, HAL, number halshs-01494354, Mar.
• vom Hofe, Rainer & Mihaescu, Oana & Boorn, Mary Lynne, 2017, "Do urban parks really benefit homeowners economically? Evidence from a spatial hedonic study of the Cincinnati park system," HUI Working Papers, HUI Research, number 122, Jun.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
• Lanot, Gauthier & Vesterberg, Mattias, 2017, "An empirical model of the decision to switch between electricity price contracts," Umeå Economic Studies, Umeå University, Department of Economics, number 951, Jun.
• Giuseppe Di Biase, 2017, "Empirical Analysis Of Real Credit Risk Data," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 97-108.

2016

• Luis Uzeda, 2016, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-632, Mar.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
• Fadel HAMID HADI ALHUSSEINI, 2016, "Some Methods Of Quantile Regression For Analysis Of The Poverty In Iraq," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 67-85, JULY.
• Mbarek, Marouene & Rousselière, Damien & Salanié, Julien, 2016, "Using multiple imputation for a zero-inflated contingent valuation with potentially biased sampling," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235690, DOI: 10.22004/ag.econ.235690.
• Michler, Jeffrey & Shively, Gerald, 2016, "Agricultural Production, Weather Variability, and Technical Change: 40 Years of Evidence from Indi," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236342, DOI: 10.22004/ag.econ.236342.
• Anna Czarnecka (Kiłyk) & Paulina Magierska & Agnieszka Parkitna, 2016, "Statistical evaluation of payment system development in Poland," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/16/05, May.
• Majda Benzidia & Michel Lubrano, 2016, "A Bayesian Look at American Academic Wages: The Case of Michigan State University," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1628, Oct.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2016, "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1642, Nov.
• Fábio Martins Serrano & Márcio Issao Nakane, 2016, "Impacto Regional Da Política Monetária No Brasil: Uma Abordagem Bayesiana," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 038.
• Haykaz Igityan, 2016, "Labor Market Frictions in the Estimated DSGE Model for Armenia," Working Papers, Central Bank of Armenia, number 5, Apr.
• David M. Kaplan & Longhao Zhuo, 2016, "Frequentist properties of Bayesian inequality tests," Papers, arXiv.org, number 1607.00393, Jul, revised Jul 2024.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers, arXiv.org, number 1607.04532, Jul, revised Jul 2018.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1639.
• Srini Vasan & Adelamar Alcantara, 2016, "GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 1-13, August.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 931, Mar, DOI: 10.32468/be.931.
• Daniel M. Rees & Penelope Smith & Jamie Hall, 2016, "A Multi-sector Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 92, issue 298, pages 374-408, September.
• Cathy W.S. Chen & Mike K.P. So & Thomas C. Chiang, 2016, "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 1, pages 96-124, March.
• Diana Zigraiova & Tomas Havranek, 2016, "Bank Competition And Financial Stability: Much Ado About Nothing?," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 5, pages 944-981, December.
• Boris Blagov & Michael Funke, 2016, "The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 895-914, December.
• Sarah Brown & Pulak Ghosh & Karl Taylor, 2016, "Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 62, issue 3, pages 467-488, September.
• Martín Vallejos, 2016, "Estimando fricciones nominales y reales para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 9-60, July.
• Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint prediction bands for macroeconomic risk management," Working Paper, Norges Bank, number 2016/7, Apr.
• Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016, "Oil and macroeconomic (in)stability," Working Paper, Norges Bank, number 2016/12, Sep.
• Francesco Furlanetto & Ørjan Robstad, 2016, "Immigration and the macroeconomy: some new empirical evidence," Working Paper, Norges Bank, number 2016/18, Oct.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Paper, Norges Bank, number 2016/19, Dec.
• Leif Anders Thorsrud, 2016, "Nowcasting using news topics. Big Data versus big bank," Working Paper, Norges Bank, number 2016/20, Dec.
• Leif Anders Thorsrud, 2016, "Words are the new numbers: A newsy coincident index of business cycles," Working Paper, Norges Bank, number 2016/21, Dec.
• Leif Anders Thorsrud, 2016, "Words are the new numbers: A newsy coincident index of business cycles," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2016, Feb.
• Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2016, May.
• Leif Anders Thorsrud, 2016, "Nowcasting using news topics Big Data versus big bank," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2016, Nov.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2016, Nov.
• Marko Melolinna & Máté Tóth, 2016, "Output gaps, inflation and financial cycles in the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 585, Feb.
• Sinem Hacioglu & Kerem Tuzcuoglu, 2016, "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England Staff Working Paper series, Bank of England, number 622, Oct.
• Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
• Mike G. Tsionas, 2016, "Alternatives to large VAR, VARMA and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 217, Dec.
• Ciccarelli Matteo & Ortega Eva & Valderrama Maria Teresa, 2016, "Commonalities and cross-country spillovers in macroeconomic-financial linkages," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 231-275, January, DOI: 10.1515/bejm-2013-0120.
• Nonejad Nima, 2016, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 55-90, January, DOI: 10.1515/jtse-2013-0024.
• Eo Yunjong, 2016, "Structural changes in inflation dynamics: multiple breaks at different dates for different parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 211-231, June, DOI: 10.1515/snde-2015-0041.
• Lahiri Kajal & Yang Liu, 2016, "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 421-440, September, DOI: 10.1515/snde-2014-0054.
• Jensen Mark J., 2016, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 455-475, September, DOI: 10.1515/snde-2014-0116.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis School of Business and Economics, number 103, Mar.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis School of Business and Economics, number 103R, Mar, revised Apr 2016.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis School of Business and Economics, number 99, Jan.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis School of Business and Economics, number 99R, Jan, revised Aug 2016.