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

• 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 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 Academy of National Economy and Public Administration (RANEPA), volume 43, pages 96-117.
• Boris Demeshev & Oxana Malakhovskaya, 2016, "BVAR mapping," Applied Econometrics, Russian 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.
• Bovin Ladi Jocelin & Hugues Awiki Afandakondji, 2016, "Business & Economics," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006624, Aug.
• Pawe? Baranowski & Zbigniew Kuchta, 2016, "Changes in nominal rigidities in Poland - a regime switching DSGE perspective," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5306955, Nov.
• Michał Jakubczyk, 2016, "Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-011, May, DOI: 10.33119/kaewps2016011.
• Moon Young Kang & Byungho Park & Sanghak Lee & Jaehwan Kim & Greg Allenby, 2016, "This paper examines the effect of message characteristics on donation behavior using an economic," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 2, issue 4, pages 40-57.
• Jiang Liang & Wang Xiaohu & Jun Yu, 2016, "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers, Singapore Management University, School of Economics, number 01-2016, Jan.
• Anna Kormilitsina, 2016, "Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1607, Jun.
• Anna Kormilitsina & Sarah Zubairy, 2016, "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1608, Jan.
• Gregor Bäurle & Rolf Scheufele, 2016, "Credit cycles and real activity - the Swiss case," Working Papers, Swiss National Bank, number 2016-13.
• Dongnyok Shim & Jin Gyo Kim & Jorn Altmann, 2016, "Identifying Key Drivers and Bottlenecks in the Adoption of E-Book Readers in Korea," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2016129, Jan, revised Jan 2016.
• Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
• Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
• Shinya Kawata & Yoshi Fujiwara, 2016, "Constructing of network from topics and their temporal change in the Nikkei newspaper articles," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 423-436, December, DOI: 10.1007/s40844-016-0061-2.
• Philipp Piribauer, 2016, "Heterogeneity in spatial growth clusters," Empirical Economics, Springer, volume 51, issue 2, pages 659-680, September, DOI: 10.1007/s00181-015-1023-y.
• Yasutomo Murasawa, 2016, "The Beveridge–Nelson decomposition of mixed-frequency series," Empirical Economics, Springer, volume 51, issue 4, pages 1415-1441, December, DOI: 10.1007/s00181-015-1061-5.
• 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, Springer, volume 67, issue 1, pages 96-124, March, DOI: 10.1111/jere.12074.
• Yuko Onishi & Yasuhiro Omori, 2016, "Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria," The Japanese Economic Review, Springer, volume 67, issue 4, pages 418-440, December, DOI: 10.1111/jere.12108.
• Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
• Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1638-1665, December, DOI: 10.1080/07474938.2015.1092808.
• Xianhua Dai & Wolfgang Karl Härdle & Keming Yu, 2016, "Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 16, pages 2941-2955, December, DOI: 10.1080/02664763.2016.1155203.
• Christian Daude & Arne Nagengast & Jose Ramon Perea, 2016, "Productive capabilities: An empirical analysis of their drivers," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 4, pages 504-535, June, DOI: 10.1080/09638199.2015.1073342.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 375-390, July, DOI: 10.1080/07350015.2015.1040116.
• , & , & ,, 2016, "Fragility of asymptotic agreement under Bayesian learning," Theoretical Economics, Econometric Society, volume 11, issue 1, January.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016, "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-084/III, Mar, revised 03 Jul 2017.
• Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu, 2016, "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-003/III, Jan.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-005/III, Jan.
• Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016, "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-075/III, Sep.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-099/III, Nov.
• Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
• George Elias, 2016, "Benchmarking Heterogeneous Distribution System Operators: Evidence from Norway," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1606, Mar.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "In search of the Euro area fiscal stance," Working Papers, School of Economics, University College Dublin, number 201612, Aug.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
• Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016, "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2016013.
• Richard Fowles & Peter Loeb & Chompoonuh Permpoonwiwat, 2016, "Motorcycle Fatalities Revisited: A Classical and Bayesian Analysis," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2016_04.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016, "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:08.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
• Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016, "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series, The World Bank, number 7645, Apr.
• Florian Huber & Martin Feldkircher, 2016, "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp221, Mar.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp235, Sep.
• Feldkircher, Martin & Huber, Florian, 2016, "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 221, Mar.
• Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 235, Sep.
• Badi H. Baltagi & Yin‐Fang Yen, 2016, "Welfare Reform and Children's Health," Health Economics, John Wiley & Sons, Ltd., volume 25, issue 3, pages 277-291, March, DOI: 10.1002/hec.3139.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
• Enrique Moral‐Benito, 2016, "Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 584-602, April.
• Eric Eisenstat & Rodney W. Strachan, 2016, "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 805-820, August.
• Davide Pettenuzzo & Francesco Ravazzolo, 2016, "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1312-1332, November.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
• Markku Lanne & Jani Luoto, 2016, "Noncausal Bayesian Vector Autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1392-1406, November.
• Emir Malikov & Subal C. Kumbhakar & Mike G. Tsionas, 2016, "A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1407-1429, November.
• Michal Franta, 2016, "The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 147-166, March.
• Stelios D. Bekiros & Alessia Paccagnini, 2016, "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 613-632, November.
• Tim Oliver Berg, 2016, "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 8, pages 718-740, December.
• Gestel, R.V. & Müller, T. & Bosmans, J., 2016, "Does My High Blood Pressure Improve Your Survival? Overall and Subgroup Learning Curves in Health," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 16/27, Aug.
• Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016, "The Aino 2.0 model," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2016.
• Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016, "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers, Deutsche Bundesbank, number 03/2016.
• Abbate, Angela & Marcellino, Massimiliano, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers, Deutsche Bundesbank, number 19/2016.
• Pelster, Matthias & Vilsmeier, Johannes, 2016, "The determinants of CDS spreads: Evidence from the model space," Discussion Papers, Deutsche Bundesbank, number 43/2016.
• Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2016, "Minimum wage and employment: Escaping the parametric straitjacket," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-17.
• Wolters, Maik H., 2016, "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers, Kiel Institute for the World Economy, number 2031.
• Lesage, James P. & Vance, Colin & Chih, Yao-Yu, 2016, "A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 617, DOI: 10.4419/86788717.
• Hanck, Christoph & Prüser, Jan, 2016, "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 620, DOI: 10.4419/86788722.
• Kaeding, Matthias, 2016, "Fast, approximate MCMC for Bayesian analysis of large data sets: A design based approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 660, DOI: 10.4419/86788766.
• Netésunajev, Aleksei & Glass, Katharina, 2016, "Uncertainty and employment dynamics in the euro area and the US," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-002.
• Almosova, Anna, 2016, "Labor market frictions and monetary policy design," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-054.
• Chen, Xiaoyu, 2016, "A multicity study of association between air pollution and CHD mortality in China by using time series threshold poisson regression model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-055.
• Vogel, Lukas & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2016, "The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145473.
• Schnücker, Annika, 2016, "Restrictions Search for Panel VARs," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145566.
• Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016, "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145847.
• Dany, Geraldine, 2016, "The credit channel during times of financial stress: A time varying VAR analysis," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145899.
• Barron, Kai, 2016, "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2016-309.

2015

• Griselda Dávila Aragón & Fernando Cruz Aranda & Agustín I. Cabrera Llanos & Francisco Ortiz Arango, 2015, "Análisis de la Productividad Mediante Redes Bayesianas en una Pyme Desarrollada de Tecnología," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 61-71, Enero-Jun.
• Kenneth Harttgen & Stefan Lang & Judith Santer, 2015, "Multilevel Modelling of Child Mortality in Africa," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2015-03, Feb.
• Eric M. Leeper & Nora Traum & Todd B. Walker, 2015, "Clearing Up the Fiscal Multiplier Morass," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-013, Jul.
• Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2015, "Spatial Stochastic Frontier Models: Accounting for Unobserved Local Determinants of Inefficiency," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0172, Jan.
• Luca Mulazzani & Rosa Manrique & Giulio Malorgio, 2015, "Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services," 2015 EAFE (European Association of Fisheries Economists) Conference Papers, Nisea, number 007.
• Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez, 2015, "Variable selection in the analysis of energy consumption-growth nexus," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/15.
• Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro, 2015, "Agglomeration effects of informal sector: evidence from Cambodia," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 495, Feb.
• Tanaka, Kiyoyasu, 2015, "The impact of foreign firms on industrial productivity : evidence from Japan," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 533, Aug.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Błażejowski, Marcin & Kwiatkowski, Jacek, 2015, "Bayesian Model Averaging and Jointness Measures for gretl," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i05, DOI: http://hdl.handle.net/10.18637/jss..
• Sylvain Barde, 2015, "Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 2, pages 337-358, February, DOI: 10.1007/s10614-014-9422-2.
• James LeSage, 2015, "Software for Bayesian cross section and panel spatial model comparison," Journal of Geographical Systems, Springer, volume 17, issue 4, pages 297-310, October, DOI: 10.1007/s10109-015-0217-3.
• Kelvin Balcombe & Iain Fraser, 2015, "Parametric preference functionals under risk in the gain domain: A Bayesian analysis," Journal of Risk and Uncertainty, Springer, volume 50, issue 2, pages 161-187, April, DOI: 10.1007/s11166-015-9213-8.
• Frederik Herzberg, 2015, "Aggregating infinitely many probability measures," Theory and Decision, Springer, volume 78, issue 2, pages 319-337, February, DOI: 10.1007/s11238-014-9424-5.
• Sandra Stankiewicz, 2015, "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-12, May.
• Konstantinos Theodoridis & Haroon Mumtaz, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Lancaster University Management School, Economics Department, number 101219932.
• Jordan Roulleau-Pasdeloup & Anastasia Zhutova, 2015, "Labor Market Policies and the "Missing Deflation" Puzzle: Lessons from Hoover Policies during the U.S Great Depression," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 15.05, May.
• Jacco Thijssen & Daniele Bergantini, 2015, "A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions," Working Papers, Academic Unit of Health Economics, Leeds Institute of Health Sciences, University of Leeds, number 1505.
• Berg Tim Oliver, 2015, "Time Varying Fiscal Multipliers in Germany," Review of Economics, De Gruyter, volume 66, issue 1, pages 13-46, April, DOI: 10.1515/roe-2015-0103.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1508.
• Arnaud Dufays, 2015, "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche, CIRPEE, number 1518.
• Mehrara, Mohsen & Jebelameli, Farkhondeh & Mojab, Ramin, 2015, "Oil Revenue Shocks and Value-Added of Different Sectors, A TVP- VAR Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 23, pages 39-58, April.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
• William E. Griffiths & Gholamreza Hajargasht, 2015, "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series, The University of Melbourne, number 1190, Jan.
• Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015, "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series, The University of Melbourne, number 1191, May.
• Laura Panza & Tomasz Wozniak, 2015, "Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 1193, May.
• Tomasz Wozniak, 2015, "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series, The University of Melbourne, number 1194, May.
• Robert Gilhooly & Martin Weale & Tomasz Wieladek, 2015, "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 38, Dec.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2015, "Confidence Biases and Learning among Intuitive Bayesians," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15080, Oct, DOI: 10.1007/s11238-017-9612-1.
• Biqing Cai & Jiti Gao & Dag Tjostheim, 2015, "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/15.
• David T. Frazier & Gael M. Martin & Christian P. Robert, 2015, "On Consistency of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/15.
• Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015, "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/15.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2015, "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/15.
• Marina Azzimonti, 2015, "Partisan Conflict and Private Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 21273, Jun.
• Eric M. Leeper & Nora Traum & Todd B. Walker, 2015, "Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 21433, Jul.
• Vahid Montazerhodjat & Andrew W. Lo, 2015, "Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 21499, Aug.
• Roberto Leon-Gonzalez & Thanabalasingam Vinayagathasan, 2015, "Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-15, Sep.
• Roberto Leon-Gonzalez & Daniel Montolio, 2015, "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-16, Oct.
• Griffin, Robert & Anderson, Christopher, 2015, "Bidder Behavior in a Common Value Simultaneous Ascending Auction," Strategic Behavior and the Environment, now publishers, volume 5, issue 3-4, pages 215-253, December, DOI: 10.1561/102.00000061.
• Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015, "Bayesian Estimation of Agent-Based Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W12, Nov.
• Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent, 2015, "Screening for collusion: a spatial statistics approach," Journal of Economic Geography, Oxford University Press, volume 15, issue 2, pages 417-448.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 798-838.
• Marco Del Negro & Giorgio E. Primiceri, 2015, "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1342-1345.
• Negrín, Miguel A. & Martel, María & Vázquez-Polo, Francisco J., 2015, "Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 20, issue 1, pages 64-76, December.
• Patricia Lengua Lafosse & Cristian Bayes & Gabriel Rodríguez, 2015, "A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-405.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-028, Aug, revised 31 Aug 2015.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-030, Aug, revised 09 Sep 2015.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2015, "Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation," MPRA Paper, University Library of Munich, Germany, number 61441, Jan.
• Malefaki, Valia, 2015, "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper, University Library of Munich, Germany, number 62216, Jan.
• Berg, Tim Oliver, 2015, "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper, University Library of Munich, Germany, number 62405, Feb.
• Maheu, John M & Yang, Qiao, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 62408, Jan.
• Fornaro, Paolo, 2015, "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper, University Library of Munich, Germany, number 62973, Mar.
• Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015, "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
  [Modeling and forecasting of macroeconomic variables of the national economy: problems and practical issues]," MPRA Paper, University Library of Munich, Germany, number 63517, Mar.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 64143, Apr.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 64341, Apr.
• Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios G., 2015, "Bayesian Approach to Disentangling Technical and Environmental Productivity," MPRA Paper, University Library of Munich, Germany, number 64877.
• Naser, Hanan & Alaali, Fatema, 2015, "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper, University Library of Munich, Germany, number 65295, Jan, revised 25 Jun 2015.
• Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
• Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios, 2015, "A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010," MPRA Paper, University Library of Munich, Germany, number 66490.
• Dahem, Ahlem, 2015, "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper, University Library of Munich, Germany, number 66702, Sep.
• Kim, Jaeho, 2015, "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 67153, Oct.
• Monokroussos, George, 2015, "Nowcasting in Real Time Using Popularity Priors," MPRA Paper, University Library of Munich, Germany, number 68594, Nov.
• Giovanis, Eleftherios, 2015, "Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain," MPRA Paper, University Library of Munich, Germany, number 68669, Nov.
• Troug, Haytem Ahmed & Murray, Matt, 2015, "Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach," MPRA Paper, University Library of Munich, Germany, number 68706, Sep.
• Njindan Iyke, Bernard, 2015, "Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA," MPRA Paper, University Library of Munich, Germany, number 68968.
• Njindan Iyke, Bernard, 2015, "Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa," MPRA Paper, University Library of Munich, Germany, number 69610, Sep, revised 01 Feb 2016.
• Baranowski, Paweł & Kuchta, Zbigniew, 2015, "Changes in nominal rigidities in Poland – a regime switching DSGE perspective," MPRA Paper, University Library of Munich, Germany, number 70573, Dec, revised Mar 2016.
• Liu, Jia & Maheu, John M, 2015, "Improving Markov switching models using realized variance," MPRA Paper, University Library of Munich, Germany, number 71120, Sep.
• Koop, Gary & Korobilis, Dimitris, 2015, "Forecasting with High-Dimensional Panel VARs," MPRA Paper, University Library of Munich, Germany, number 84275, Dec, revised 31 Jan 2018.
• Yin, Ming, 2015, "Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation," MPRA Paper, University Library of Munich, Germany, number 88111, Dec, revised 2018.
• Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
• Alexander Zimper & Wei Ma, 2015, "Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity," Working Papers, University of Pretoria, Department of Economics, number 201535, Jun.
• Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
• Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
• Jiří Hasman & Josef Novotný, 2015, "Cross-National Variation in Income Inequality and its Determinants: An Application of Bayesian Model Averaging on a New Standardized Inequality Data Set," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 2, pages 211-224, DOI: 10.18267/j.pep.509.
• Shalva Mkhatrishvili & Zviad Zedginidze, 2015, "Modeling Macro-Fiscal Interlinkages: Case of Georgia," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 1, pages 15-41, March.
• Justyna Wróblewska, 2015, "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 91-110, June.
• Łukasz Kwiatkowski, 2015, "A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 219-247, December.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 2, Feb.
• Zeyyad Mandalinci, 2015, "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 3, Dec.
• Zeyyad Mandalinci & Haroon Mumtaz, 2015, "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 757, Oct.
• Zeyyad Mandalinci, 2015, "Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 758, Oct.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Large Vector Autoregressions with Asymmetric Priors," Working Papers, Queen Mary University of London, School of Economics and Finance, number 759, Nov.