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)

2015

• Lo, Ming Chien & Morley, James, 2015, "Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 285-302, DOI: 10.1016/j.jimonfin.2014.12.003.
• Gnimassoun, Blaise, 2015, "The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 36-74, DOI: 10.1016/j.jimonfin.2014.12.012.
• Bijsterbosch, Martin & Falagiarda, Matteo, 2015, "The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 93-115, DOI: 10.1016/j.jimonfin.2015.02.013.
• Huang, Yu-Fan, 2015, "Time variation in U.S. monetary policy and credit spreads," Journal of Macroeconomics, Elsevier, volume 43, issue C, pages 205-215, DOI: 10.1016/j.jmacro.2014.11.005.
• Morita, Hiroshi, 2015, "State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?," Journal of Macroeconomics, Elsevier, volume 43, issue C, pages 49-61, DOI: 10.1016/j.jmacro.2014.09.002.
• Caraiani, Petre, 2015, "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 33-49, DOI: 10.1016/j.jmacro.2015.02.003.
• León-González, Roberto & Montolio, Daniel, 2015, "Endogeneity and panel data in growth regressions: A Bayesian model averaging approach," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 23-39, DOI: 10.1016/j.jmacro.2015.07.003.
• Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015, "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 295-314, DOI: 10.1016/j.jmacro.2015.09.010.
• Huynh, Kim P. & Jung, Juergen, 2015, "Subjective health expectations," Journal of Policy Modeling, Elsevier, volume 37, issue 4, pages 693-711, DOI: 10.1016/j.jpolmod.2015.04.001.
• Hubrich, Kirstin & Tetlow, Robert J., 2015, "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 100-115, DOI: 10.1016/j.jmoneco.2014.09.005.
• Cúrdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea, 2015, "Has U.S. monetary policy tracked the efficient interest rate?," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 72-83, DOI: 10.1016/j.jmoneco.2014.09.004.
• Usui, Takehiro & Kakamu, Kazuhiko & Chikasada, Mitsuko, 2015, "To introduce recycling or not: A panel data analysis in Japan," Resources, Conservation & Recycling, Elsevier, volume 101, issue C, pages 84-95, DOI: 10.1016/j.resconrec.2015.05.006.
• Wesselbaum, Dennis, 2015, "Sectoral labor market effects of fiscal spending," Structural Change and Economic Dynamics, Elsevier, volume 34, issue C, pages 19-35, DOI: 10.1016/j.strueco.2015.05.002.
• Elmar Mertens & James M Nason, 2015, "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 2015-06, Mar.
• Joshua C.C. Chan, 2015, "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-07, Mar.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-08, Mar.
• Joshua C.C. Chan & Eric Eisenstat, 2015, "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-19, Jun.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-20, Jun.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-31, Aug.
• Joshua C.C. Chan & Eric Eisenstat, 2015, "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-32, Aug.
• 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.
• Joshua C.C. Chan, 2015, "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-42, Nov.
• Anna Kormilitsina & Sarah Zubairy, 2015, "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," EcoMod2015, EcoMod, number 8646, Jul.
• Enrique Martínez-García, 2015, "The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024016.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2015, "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-20, Sep.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
• Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania, 2015, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs," Economics Working Papers, European University Institute, number ECO2015/04.
• Jan Klacso, 2015, "The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 1, pages 55-83, January.
• Valeriu Nalban, 2015, "Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 290-306, August.
• Tomas Havranek & Diana Zigraiova, 2015, "Bank Competition and Financial Stability: Much Ado About Nothing?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/07, Apr, revised Apr 2015.
• Simona Malovana, 2015, "Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/13, May, revised May 2015.
• Marcin Hitczenko, 2015, "Identifying and Evaluating Sample Selection Bias in Consumer Payment Surveys," Consumer Payments Research Data Reports, Federal Reserve Bank of Atlanta, number 2015-07, Nov.
• Mark J. Jensen, 2015, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-12, Nov.
• Mark Fisher, 2015, "Fitting a distribution to survey data for the half-life of deviations from PPP," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-15, Dec.
• Marcin Hitczenko, 2015, "Identifying and evaluating sample selection bias in consumer payment surveys," Research Data Report, Federal Reserve Bank of Boston, number 15-7, Nov.
• Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1439, Jan, DOI: 10.26509/frbc-wp-201439.
• Joshua C. C. Chan & Todd E. Clark & Gary Koop, 2015, "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1520, Oct, DOI: 10.26509/frbc-wp-201520.
• Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015, "Clustered Housing Cycles," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1524, Oct, DOI: 10.26509/frbc-wp-201524.
• Enrique Martínez García, 2015, "The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 225, Feb, DOI: 10.24149/gwp225.
• Michael B. Gordy & Pawel J. Szerszen, 2015, "Bayesian Estimation of Time-Changed Default Intensity Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-2, Jan, DOI: 10.17016/FEDS.2015.002.
• Mark Bognanni & Edward P. Herbst, 2015, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-116, Dec, DOI: 10.17016/FEDS.2015.116.
• Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015, "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-66, Aug, DOI: 10.17016/FEDS.2015.066.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2015, "Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-17, Dec, DOI: 10.18651/RWP2015-17.
• P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall, 2015, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Econometrics, MDPI, volume 3, issue 1, pages 1-10, January.
• Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas, 2015, "Bayesian Approach to Disentangling Technical and Environmental Productivity," Econometrics, MDPI, volume 3, issue 2, pages 1-23, June.
• Gerti Shijaku, 2015, "The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2015, Jun.
• Dimitris Korobilis., 2015, "Quantile forecasts of inflation under model uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_09, Apr.
• Dimitris Korobilis., 2015, "Prior selection for panel vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2015_10, Apr.
• Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers, Business School - Economics, University of Glasgow, number 2015_12, Jun.
• Xiaoshan Che & Eric M. Leepe & Campbell Leith, 2015, "US Monetary and Fiscal Policies - conflict or cooperation?," Working Papers, Business School - Economics, University of Glasgow, number 2015_14, Jun.
• Gary Koop & Dimitris Korobilis, 2015, "Forecasting With High Dimensional Panel VARs," Working Papers, Business School - Economics, University of Glasgow, number 2015_25, Nov.
• Nuno Silva, 2015, "Time-Varying Stock Return Predictability: The Eurozone Case," Notas Económicas, Faculty of Economics, University of Coimbra, issue 41, pages 28-38, June.
• Mário Augusto & Rui Pascoal & Ana Margarida Monteiro, 2015, "Size Distribution of Portuguese Firms between 2006 and 2012," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-04, Feb.
• António Alberto Santos, 2015, "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-10, Apr.
• António A. F. Santos, 2015, "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-17, Aug.
• Nuno Silva, 2015, "Industry based equity premium forecasts," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-19, Dec.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2015, "Confidence Biases and Learning among Intuitive Bayesians," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01243584, Oct.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Post-Print, HAL, number hal-02313212, Oct, DOI: 10.1093/jjfinec/nbu019.
• M. Mbarek & Damien Rousselière & Julien Salanié, 2015, "Using multiple imputation for a zero-inflated contingent valuation with a potentially biased sampling," Post-Print, HAL, number halshs-01208292, Jun.
• M. Mbarek & Damien Rousselière & Julien Salanié, 2015, "Using multiple imputation for a zero-inflated contingent valuation with a potentially biased sampling," Post-Print, HAL, number halshs-01208312, Nov.
• Louis Lévy-Garboua & Muniza Askari & Marco Gazel, 2015, "Confidence Biases and Learning among Intuitive Bayesians," Post-Print, HAL, number halshs-01243584, Oct.
• Karlsson, Sune & Temesgen, Asrat, 2015, "Bayesian Inference in Regression Models with Ordinal Explanatory Variables," Working Papers, Örebro University, School of Business, number 2015:9, Sep.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Mickelsson, Glenn, 2015, "Estimation of DSGE models: Maximum Likelihood vs. Bayesian methods," Working Paper Series, Uppsala University, Department of Economics, number 2015:6, Dec.
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015, "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers, National Research University Higher School of Economics, number WP BRP 105/EC/2015.
• Ishihara, Tsunehiro, 2015, "Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225," Economic Review, Hitotsubashi University, volume 66, issue 1, pages 1-18, January, DOI: 10.15057/27507.
• Ishihara, Tsunehiro & Watanabe, Toshiaki, 2015, "Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan," Economic Review, Hitotsubashi University, volume 66, issue 2, pages 145-168, April, DOI: 10.15057/27510.
• Morita, Hiroshi, 2015, "Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 627, Jul.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 550.
• Hlouskova, Jaroslava & Sögner, Leopold, 2015, "GMM Estimation of Affine Term Structure Models," Economics Series, Institute for Advanced Studies, number 315, Sep.
• 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.
• 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.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 760, Nov.
• Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015, "A Time Varying DSGE Model with Financial Frictions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 769, Dec.
• Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015, "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 770, Dec.
• Karen Poghosyan, 2015, "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
• Aleksandra Bezborodova & Yuri Mihalenok, 2015, "Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)," Quantile, Quantile, issue 13, pages 41-61, May.
• Daniel Rees & Penelope Smith & Jamie Hall, 2015, "A Multi-sector Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-07, May.
• Mariano Kulish & Daniel Rees, 2015, "Unprecedented Changes in the Terms of Trade," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-11, Aug.
• Ribeiro, Joao, 2015, "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
• Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2015, "Household leveraging and deleveraging," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 1, pages 3-20, January, DOI: 10.1016/j.red.2014.10.003.
• Howard Kung & Francesco Bianchi, 2015, "Growth, Slowdowns, and Recoveries," 2015 Meeting Papers, Society for Economic Dynamics, number 1073.
• Hikaru Saijo & Cosmin Ilut, 2015, "Learning, Confidence, and Business Cycles," 2015 Meeting Papers, Society for Economic Dynamics, number 917.
• Roberto Leon-Gonzales & Lise Tole, 2015, "The Determinants of Mergers & Acquisitions in a Resource-Based Industry: What Role for Environmental Sustainability?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 2, pages 111-134, December.
• Te Lai, 2015, "Regional Capital Mobility in China: An Endogenous Parameter Approach," Applied Economics and Finance, Redfame publishing, volume 2, issue 3, pages 63-75, August.
• John M. Maheu & Qiao Yang, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," Working Paper series, Rimini Centre for Economic Analysis, number 15-05, Feb.
• Gary Koop & Dimitris Korobilis, 2015, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 15-35, Sep.
• Joshua Chan & Eric Eisenstat & Gary Koop, 2015, "Large Bayesian VARMAs," Working Paper series, Rimini Centre for Economic Analysis, number 15-36, Sep.
• Lev Slutskin, 2015, "Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 129-141.
• Oana Simona HUDEA, 2015, "Estimation and Variance Decomposition in a Small-size DSGE Model," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 121-127, January.
• Samantha Leorato & Maura Mezzetti, 2015, "Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 338, Apr, revised 09 Apr 2015.
• Samuel Standaert & Glenn Rayp, 2015, "Trade Integration And Trade Agreements:Resolving The Endogeneity Problem Through A Qualitative Var," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/912, Oct.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
• Valerio Scalone, 2015, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working Papers, Sapienza University of Rome, DISS, number 6/15, Nov.