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)

2016

• Edward P. Herbst & Frank Schorfheide, 2016, "Tempered Particle Filtering," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-072, Aug, DOI: 10.17016/FEDS.2016.072.
• Daniel O. Beltran & David Draper, 2016, "Estimating Dynamic Macroeconomic Models : How Informative Are the Data?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1175, Aug, DOI: 10.17016/IFDP.2016.1175.
• Leonardo Melosi, 2016, "Signaling Effects of Monetary Policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-14, Sep.
• Francesco Bianchi & Leonardo Melosi, 2016, "Constrained Discretion and Central Bank Transparency," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-15, Oct.
• Troy Davig & Aaron Smalter Hall, 2016, "Recession forecasting using Bayesian classification," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-6, Aug, DOI: 10.18651/RWP2016-06.
• Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, volume 4, issue 1, pages 1-20, March.
• Arnaud Dufays, 2016, "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, volume 4, issue 1, pages 1-33, March.
• David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016, "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, volume 4, issue 1, pages 1-19, March.
• Guido Travaglini, 2016, "Time-varying parameter estimation in macroeconometrics," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 26, Nov.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2016_09, Mar.
• Jean-Pierre Florens & Anna Simoni, 2016, "Regularizing Priors For Linear Inverse Problems," Post-Print, HAL, number hal-03089887, Feb, DOI: 10.1017/S0266466614000796.
• Franz Dietrich & Christian List, 2016, "Probabilistic opinion pooling," Post-Print, HAL, number halshs-00978032.
• Franz Dietrich & Christian List, 2016, "Probabilistic opinion pooling," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00978032.
• Massimiliano Caporin & Michele Costola & Gregory Mathieu Jannin & Bertrand Maillet, 2016, "On the (Ab)Use of Omega?," Working Papers, HAL, number hal-01697640, Jul.
• Blaise Gnimassoun & Joseph Keneck Massil, 2016, "Determinants of corruption: Can we put all countries in the same basket?," Working Papers, HAL, number hal-04141599.
• Majda Benzidia & Michel Lubrano, 2016, "A Bayesian Look at American Academic Wages: The Case of Michigan State University," Working Papers, HAL, number halshs-01358882, Nov.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2016, "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," Working Papers, HAL, number halshs-01405622, Nov.
• Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn, 2016, "Determinants of long-term economic Growth redux: A Measurement Error Model Averaging (MEMA) approach," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 19/2016, Dec.
• Raoufina, Karine, 2016, "Forecasting Employment Growth in Sweden Using a Bayesian VAR Model," Working Papers, National Institute of Economic Research, number 144, Jun.
• Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2016, "Can Public Spending Boost Private Consumption?," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 005, Dec.
• Ikechukwu Kelikume & Faith A. Alabi & Roseline Chizoba Ike-Anikwe, 2016, "An Empirical Analysis Of Monetary Policy Reaction Function: Evidence From Nigeria," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 13-25.
• Rilind Kabashi & Katerina Suleva, 2016, "Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 18, issue 1, pages 5-33, June.
• Abhishek Gupta, 2016, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 33-65, March.
• Kristina Bluwstein & Fabio Canova, 2016, "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 3, pages 69-120, September.
• Michal Andrle & Miroslav Plašil, 2016, "System Priors for Econometric Time Series," IMF Working Papers, International Monetary Fund, number 2016/231, Nov.

2015

• Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-30, Jun.
• Markku Lanne & Jani Luoto, 2015, "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-37, Aug.
• Kota Ogasawara & Genya Kobayashi, 2015, "The impact of social workers on infant mortality in inter-war Tokyo: Bayesian dynamic panel quantile regression with endogenous variables," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 9, issue 1, pages 97-130, January, DOI: 10.1007/s11698-014-0110-1.
• Wang, Yang & Annan, Francis, 2015, "Estimation of Yield Densities: A Bayesian Nonparametric Perspective," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 204325, DOI: 10.22004/ag.econ.204325.
• Hudak, Michael, 2015, "Estimating US Crop Supply Model Elasticities Using PMP and Bayesian Analysis," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205279, DOI: 10.22004/ag.econ.205279.
• Michler, Jeffrey D. & Viens, Frederi G. & Shively, Gerald E., 2015, "Risk, Agricultural Production, and Weather Index Insurance in Village South Asia," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205297, DOI: 10.22004/ag.econ.205297.
• Michler, Jeffrey D. & Viens, Frederi & Shively, Gerald, 2015, "Risk, Agricultural Production, and Weahter Index Insurance in Village South Asia," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212460, DOI: 10.22004/ag.econ.212460.
• Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015, "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015003, Jan.
• Marcin Blazejowski & Jacek Kwiatkowski, 2015, "Bayesian Model Averaging and Jointness Measures for gretl," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 2, Oct.
• Sinan Apak, 2015, "A Bayesian Approach Proposal For Inventory Cost and Demand Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 41-48, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Pawel Baranowski & Zbigniew Kuchta, 2015, "Changes in nominal rigidities in Poland – a regime switching DSGE perspective," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 6/2015, Dec.
• Gaurab Aryal & Dong-Hyuk Kim, 2015, "Empirical Relevance of Ambiguity in First Price Auction Models," Papers, arXiv.org, number 1504.02516, Apr.
• Jaroslava Hlouskova & Leopold Sogner, 2015, "GMM Estimation of Affine Term Structure Models," Papers, arXiv.org, number 1508.01661, Aug.
• Miguel Sarmiento & Jorge E. Galán, 2015, "The influence of risk-taking on bank efficiency: evidence from Colombia," Working Papers, Banco de España, number 1537, Dec.
• Miguel Sarmiento & Jorge E. Galán, 2015, "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 894, Jul, DOI: 10.32468/be.894.
• Rolando Gonzales Martínez, 2015, "Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 76, pages 31-43, April, DOI: 10.1016/j.espe.2015.01.003.
• Michael Jetter & Andrés Ramírez Hassan, 2015, "Want Export Diversification? Educate The Kids First," Economic Inquiry, Western Economic Association International, volume 53, issue 4, pages 1765-1782, October.
• Daniel Fernández-Kranz & Marie Paul & Núria Rodríguez-Planas, 2015, "Part-Time Work, Fixed-Term Contracts, and the Returns to Experience," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 4, pages 512-541, August.
• Manfred M. Fischer & James P. LeSage, 2015, "A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe," Papers in Regional Science, Wiley Blackwell, volume 94, issue 4, pages 677-702, November.
• Tim Oliver Berg, 2015, "Technology News and the US Economy: Time Variation and Structural Changes," Scottish Journal of Political Economy, Scottish Economic Society, volume 62, issue 3, pages 227-263, July.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Paper, Norges Bank, number 2015/05, Mar.
• Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2015, "Labor Supply Factors and Economic Fluctuations," Working Paper, Norges Bank, number 2015/07, Apr.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
• Drago Bergholt, 2015, "Foreign shocks," Working Paper, Norges Bank, number 2015/15, Nov.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2015, Jan.
• Hilde C. Bjørnland & Vegard H. Larsen, 2015, "Oil and macroeconomic (in)stability," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 7/2015, Jun.
• Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2015, Aug.
• Davide Pettenuzzo & Francesco Ravazzolo, 2015, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2015, Aug.
• Drago Bergholt, 2015, "Foreign Shocks," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2015, Nov.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers, Bank of England, number 528, May.
• Ching-Wai (Jeremy) Chiu & John Hill, 2015, "The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation," Bank of England working papers, Bank of England, number 540, Aug.
• Rohan Churm & Mike Joyce & George Kapetanios & Konstantinos Theodoridis, 2015, "Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme," Bank of England working papers, Bank of England, number 542, Aug.
• Andrew Meldrum & Matt Roberts-Sklar, 2015, "Long-run priors for term structure models," Bank of England working papers, Bank of England, number 575, Dec.
• Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise, 2015, "Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-4, Jun.
• Ki-Ho Kim, 2015, "GVAR Analysis on 6 Korean Broad Regions - Bayesian Cointegration Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 4, pages 97-131, December.
• Kyu Ho Kang & Hyung Suk Oh, 2015, "The Effect of U.S. Long-Term Interest Rates on the Term Structure of Korean Interest Rates (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2015-2, Jan.
• Wesselbaum Dennis, 2015, "What drives endogenous growth in the United States?," The B.E. Journal of Macroeconomics, De Gruyter, volume 15, issue 1, pages 183-221, January, DOI: 10.1515/bejm-2013-0179.
• Burda Martin, 2015, "Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 1, pages 95-113, January, DOI: 10.1515/jtse-2013-0013.
• Jochmann Markus & Koop Gary, 2015, "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 35-48, February, DOI: 10.1515/snde-2012-0064.
• Bekiros Stelios & Paccagnini Alessia, 2015, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 107-136, April, DOI: 10.1515/snde-2013-0061.
• Abdymomunov Azamat & Kang Kyu Ho, 2015, "The effects of monetary policy regime shifts on the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 183-207, April, DOI: 10.1515/snde-2013-0031.
• Donayre Luiggi, 2015, "Do monetary policy shocks generate TAR or STAR dynamics in output?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 227-247, April, DOI: 10.1515/snde-2013-0038.
• Nonejad Nima, 2015, "Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 561-584, December, DOI: 10.1515/snde-2014-0043.
• Thilo Klein, 2015, "Does Anti-Diversification Pay? A One-Sided Matching Model of Microcredit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1521, Jul.
• Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015, "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 145.
• David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015, "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
• Toda, Alexis Akira, 2015, "Bayesian general equilibrium," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1g6889mk, Feb.
• Kajal Lahiri & Liu Yang, 2015, "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series, CESifo, number 5175.
• Tim Oliver Berg, 2015, "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 203.
• Mario V. Wuthrich & Michael Merz, 2015, "Stochastic Claims Reserving Manual: Advances in Dynamic Modeling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-34, Aug.
• Stéphane Lhuissier, 2015, "The Regime-switching volatility of Euro Area Business Cycles," Working Papers, CEPII research center, number 2015-22, Nov.
• Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi, 2015, "Robust linear static panel data models using ε-contamination," CIRANO Working Papers, CIRANO, number 2015s-30, Jul.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2015, "Confidence Biases and Learning among Intuitive Bayesians," CIRANO Working Papers, CIRANO, number 2015s-51, Nov.
• Tomas Havranek & Diana Zigraiova, 2015, "Bank Competition and Financial Stability: Much Ado about Nothing?," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/02, Apr.
• Michal Franta, 2015, "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/04, Jun.
• Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015, "In the Quest of Measuring the Financial Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/05, Jul.
• Oscar Andrés Espinosa & Paola Andrea Vaca, 2015, "Incidencias de los sectores financiero, fiscal y externo en la actividad económica colombiana: una aproximación VAR Bayesiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Miguel Sarmiento & Jorge E. Gal�n, 2015, "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia, Banco de la Republica, number 13254, Jul.
• Rolando Gonzales Martínez, 2015, "Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 76, pages 31-43, DOI: 10.1016/j.espe.2015.01.003.
• Andr´es Ramírez Hassan & Santiago Montoya Bland�n, 2015, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 13678, Jul.
• Daniel Barráez Guzmán & Mariela Perdomo Le�n, 2015, "Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR," Revista Semestre Económico, Universidad de Medellín, volume 13, issue 27, pages 81-97.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.
• Dufays, A. & Rombouts, V., 2015, "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015032, Jul.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015, "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2651, Jan.
• Yang, Yuan & Wang, Lu, 2015, "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models," Dynare Working Papers, CEPREMAP, number 47, Nov.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2015, "Hawks and Doves at the FOMC," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10442, Feb.
• Eijffinger, Sylvester & Uras, Burak & Grajales, Anderson, 2015, "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10532, Apr.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015, "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10801, Sep.
• Canova, Fabio & Bluwstein, Kristina, 2015, "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10856, Oct.
• Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11032, Dec.
• Jean-Pierre Florens & Anna Simoni, 2015, "Gaussian processes and Bayesian moment estimation," Working Papers, Center for Research in Economics and Statistics, number 2015-09, Nov.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Shachat, Jason & Swarthout, J. Todd & Wei, Lijia, 2015, "A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 729-752, August.
• Blaise Gnimassoun, 2015, "Exchange rate misalignments and the external balance under a pegged currency system," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-9.
• Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015, "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series, European Central Bank, number 1773, Apr.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Gross, Marco & Población García, Francisco Javier, 2015, "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series, European Central Bank, number 1845, Sep.
• Ciccarelli, Matteo & García, Juan Angel, 2015, "International spillovers in inflation expectations," Working Paper Series, European Central Bank, number 1857, Oct.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-72, Apr.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-73, Apr.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Chen, Xiaoshan & Leeper, Eric M. & Leith, Campbell, 2015, "US Monetary and Fiscal Policies - Conflict or Cooperation?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-77, Jun.
• Lenno Uuskula, 2015, "Firm turnover and inflation dynamics," Bank of Estonia Working Papers, Bank of Estonia, number wp2015-01, Feb, revised 03 Feb 2015.
• Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam, 2015, "Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach," Journal of Asian Economics, Elsevier, volume 36, issue C, pages 34-46, DOI: 10.1016/j.asieco.2014.12.001.
• Lhuissier, Stéphane & Zabelina, Margarita, 2015, "On the stability of Calvo-style price-setting behavior," Journal of Economic Dynamics and Control, Elsevier, volume 57, issue C, pages 77-95, DOI: 10.1016/j.jedc.2015.05.002.
• Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
• Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2015, "CES technology and business cycle fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 133-151, DOI: 10.1016/j.jedc.2015.09.006.
• Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015, "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, volume 44, issue C, pages 116-130, DOI: 10.1016/j.econmod.2014.10.028.
• Ambriško, Róbert & Babecký, Jan & Ryšánek, Jakub & Valenta, Vilém, 2015, "Assessing the impact of fiscal measures on the Czech economy," Economic Modelling, Elsevier, volume 44, issue C, pages 350-357, DOI: 10.1016/j.econmod.2014.07.021.
• Merola, Rossana, 2015, "The role of financial frictions during the crisis: An estimated DSGE model," Economic Modelling, Elsevier, volume 48, issue C, pages 70-82, DOI: 10.1016/j.econmod.2014.10.037.
• Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015, "Financial frictions and the role of investment-specific technology shocks in the business cycle," Economic Modelling, Elsevier, volume 51, issue C, pages 571-582, DOI: 10.1016/j.econmod.2015.09.010.
• Buncic, Daniel & Moretto, Carlo, 2015, "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 1-38, DOI: 10.1016/j.najef.2015.03.002.
• Chan, Joshua C.C. & Grant, Angelia L., 2015, "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, volume 131, issue C, pages 29-33, DOI: 10.1016/j.econlet.2015.03.036.
• Nonejad, Nima, 2015, "Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling," Economics Letters, Elsevier, volume 133, issue C, pages 35-39, DOI: 10.1016/j.econlet.2015.04.034.
• Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco, 2015, "Model averaging estimation of generalized linear models with imputed covariates," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 452-463, DOI: 10.1016/j.jeconom.2014.06.002.
• Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015, "Estimating dynamic equilibrium models with stochastic volatility," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 216-229, DOI: 10.1016/j.jeconom.2014.08.010.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.
• Kaufmann, Sylvia, 2015, "K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 82-94, DOI: 10.1016/j.jeconom.2015.02.001.
• Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015, "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 54-69, DOI: 10.1016/j.jeconom.2015.06.021.
• Yu, Ping, 2015, "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 83-100, DOI: 10.1016/j.jeconom.2013.09.002.
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• Joshua C.C. Chan, 2015, "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-41, Nov.
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