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

• Peter Haan & Daniel Kemptner & Arne Uhlendorff, 2015, "Bayesian procedures as a numerical tool for the estimation of an intertemporal discrete choice model," Empirical Economics, Springer, volume 49, issue 3, pages 1123-1141, November, DOI: 10.1007/s00181-014-0906-7.
• Athanassios Petralias & Pródromos Prodromídis, 2015, "Price discovery under crisis: uncovering the determinant factors of prices using efficient Bayesian model selection methods," Empirical Economics, Springer, volume 49, issue 3, pages 859-879, November, DOI: 10.1007/s00181-014-0895-6.
• K. Velupillai, 2015, "de Finetti’s theory of probability and its Jaynesian critique," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 32, issue 1, pages 85-95, April, DOI: 10.1007/s40888-015-0005-z.
• Jan Jürgensen & Robert Ikenberg & Roger-Axel Greiner & Volker Hösel, 2015, "Cost-effectiveness of modern mTOR inhibitor based immunosuppression compared to the standard of care after renal transplantation in Germany," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 4, pages 377-390, May, DOI: 10.1007/s10198-014-0579-3.
• Philippe Widmer, 2015, "Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 4, pages 407-419, May, DOI: 10.1007/s10198-014-0581-9.
• Laia Maynou & Marc Saez & Jordi Bacaria & Guillem Lopez-Casasnovas, 2015, "Health inequalities in the European Union: an empirical analysis of the dynamics of regional differences," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 5, pages 543-559, June, DOI: 10.1007/s10198-014-0609-1.
• Mira Nurmakhanova & Gavin Kretzschmar & Hassouna Fedhila, 2015, "Trade-off between financial sustainability and outreach of microfinance institutions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 231-250, December, DOI: 10.1007/s40822-015-0016-7.
• Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015, "Dynamic credit investment in partially observed markets," Finance and Stochastics, Springer, volume 19, issue 4, pages 891-939, October, DOI: 10.1007/s00780-015-0272-0.
• Chiuling Lu & Ann Yang & Jui-Feng Huang, 2015, "Bankruptcy predictions for U.S. air carrier operations: a study of financial data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 574-589, July, DOI: 10.1007/s12197-014-9282-6.
• Alexis Toda, 2015, "Bayesian general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 58, issue 2, pages 375-411, February, DOI: 10.1007/s00199-014-0849-4.
• Jairo Fúquene & Marta Álvarez & Luis Raúl Pericchi, 2015, "A robust Bayesian dynamic linear model for Latin-American economic time series: “the Mexico and Puerto Rico cases”," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-17, December, DOI: 10.1007/s40503-015-0020-z.
• Mauro Bernardi & Lea Petrella, 2015, "Multiple seasonal cycles forecasting model: the Italian electricity demand," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 4, pages 671-695, November, DOI: 10.1007/s10260-015-0313-z.
• Eo, Yunjong, 2015, "Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters," Working Papers, University of Sydney, School of Economics, number 2015-18, Oct, revised Nov 2015.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
• Li Dai & Patrick Minford & Peng Zhou, 2015, "A DSGE model of China," Applied Economics, Taylor & Francis Journals, volume 47, issue 59, pages 6438-6460, December, DOI: 10.1080/00036846.2015.1071477.
• Joshua C. C. Chan & Eric Eisenstat, 2015, "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 256-285, March, DOI: 10.1080/07474938.2014.944474.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015, "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 394-412, March, DOI: 10.1080/07474938.2013.807130.
• Markus Jochmann, 2015, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 537-558, May, DOI: 10.1080/07474938.2013.806199.
• Frank Schorfheide & Dongho Song, 2015, "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 366-380, July, DOI: 10.1080/07350015.2014.954707.
• Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas, 2015, "Has the Forecasting Performance of the Federal Reserve�s Greenbooks Changed over Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1532.
• Di Bartolomeo Giovanni & Di Pietro Marco, 2015, "Intrinsic persistence of wage inflation in New Keynesian models of the business cycles," wp.comunite, Department of Communication, University of Teramo, number 0118, May.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015, "The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-042/III, Mar, revised 04 Jul 2017.
• Chih-Sheng Hsieh & Hans van Kippersluis, 2015, "Smoking Initiation: Peers and Personality," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-093/V, Aug.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2015, "Hawks and Doves at the FOMC," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-013.
• Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015, "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-024.
• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-036.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2015, "Hawks and Doves at the FOMC," Other publications TiSEM, Tilburg University, School of Economics and Management, number 12291c8c-5dcd-4192-b37f-4.
• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7ed3f335-b5ee-4312-bc83-7.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2015, "Hawks and Doves at the FOMC," Other publications TiSEM, Tilburg University, School of Economics and Management, number c5fab1b1-c69d-4298-a6e0-e.
• Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015, "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number ca4cf819-2c5f-4391-82df-6.
• Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015, "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number cd9bb586-72f4-47d0-94e0-1.
• Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015, "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM, Tilburg University, School of Economics and Management, number f7a73cdb-55a2-40d3-936f-7.
• Hiroaki Chigira & Tsunemasa Shiba, 2015, "Dirichlet Prior For Estimating Unknown Regression Error Heteroskedasticity," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 51, Dec.
• Hiroaki Chigira & Tsunemasa Shiba, 2015, "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 341, Dec.
• Valérie ANGEON & Samuel BATES, 2015, "L'Agriculture, Facteur De Vulnérabilité Des Petites Économies Insulaires ?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 42, pages 105-131.
• Hollibaugh, Gary E. & Klingler, Jonathan & Ramey, Adam, 2015, "Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse," IAST Working Papers, Institute for Advanced Study in Toulouse (IAST), number 15-27, Jul.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
• Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics, School of Economics, University of Kent, number 1511, Jul.
• Blaise Gnimassoun & Joseph Keneck, 2015, "Determinants of corruption: Can we put all countries in the same basket?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-31.
• Miguel Carriquiry, 2015, "An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-17, Dec.
• David M. Kaplan, 2015, "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers, Department of Economics, University of Missouri, number 1516, Jul.
• David M. Kaplan & Longhao Zhuo, 2017, "Frequentist size of Bayesian inequality tests," Working Papers, Department of Economics, University of Missouri, number 1709, revised 14 Jul 2019.
• David M. Kaplan & Longhao Zhuo, 2018, "Frequentist size of Bayesian inequality tests," Working Papers, Department of Economics, University of Missouri, number 1802, revised 14 Jul 2019.
• David M. Kaplan & Longhao Zhuo, 2019, "Frequentist properties of Bayesian inequality tests," Working Papers, Department of Economics, University of Missouri, number 1910.
• Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K., 2015, "The R package MitISEM : efficient and robust simulation procedures for Bayesian inference," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 011, Jan, DOI: 10.26481/umagsb.2015011.
• Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015, "Testing for Granger Causality in Large Mixed-Frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 036, Jan, DOI: 10.26481/umagsb.2015036.
• Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi, 2015, "Identifying the sources of model misspecification," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1479, Feb, revised Jun 2018.
• Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015, "On the (Ab)Use of Omega?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:02.
• Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.
• Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
• TOMESCU-DUMITRESCU, Cornelia & HOLT, Alina Georgiana, 2015, "Inflation Dynamics And The Impact On Growth In Post-December Romania," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 2, issue 1, pages 41-45.
• Diana Zigraiova & Tomas Havranek, 2015, "Bank Competition and Financial Stability: Much Ado About Nothing?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1087, Jan.
• Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015, "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp193, Mar.
• Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015, "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp198, Jul.
• Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2015, "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 193, Mar.
• Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp, 2015, "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 198, Jul.
• Christiane Baumeister & James D. Hamilton, 2015, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," Econometrica, Econometric Society, volume 83, issue 5, pages 1963-1999, September.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 46-73, January.
• Luca Sala, 2015, "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 219-240, March.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 596-620, June.
• Joshua C. C. Chan & Justin L. Tobias, 2015, "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 650-674, June.
• Stephen Chick & Martin Forster & Paolo Pertile, 2015, "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers, Department of Economics, University of York, number 15/09, Jun.
• You, Kefei, 2015, "What drives China's outward FDI? A regional analysis," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2015.
• Hasan, Iftekhar & Horvath, Roman & Mares, Jan, 2015, "What type of finance matters for growth? Bayesian model averaging evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2015.
• Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015, "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers, Deutsche Bundesbank, number 45/2015.
• Bendel, Daniel, 2015, "Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 42, issue 1, pages 91-103, DOI: 10.2373/1864-810X.15-01-06.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015, "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-014.
• Scheufele, Rolf & Bäurle, Gregor, 2015, "Credit cycles and real activity - the Swiss case," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112931.
• Kaeding, Matthias, 2015, "Flexible Modeling of Binary Data Using the Log-Burr Link," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113043.
• Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113077.

2014

• Peter Congdon, 2014, "Estimating life expectancies for US small areas: a regression framework," Journal of Geographical Systems, Springer, volume 16, issue 1, pages 1-18, January, DOI: 10.1007/s10109-013-0177-4.
• James LeSage & Yuxue Sheng, 2014, "A spatial econometric panel data examination of endogenous versus exogenous interaction in Chinese province-level patenting," Journal of Geographical Systems, Springer, volume 16, issue 3, pages 233-262, July, DOI: 10.1007/s10109-014-0198-7.
• Ping Yin & Lan Mu & Marguerite Madden & John Vena, 2014, "Hierarchical Bayesian modeling of spatio-temporal patterns of lung cancer incidence risk in Georgia, USA: 2000–2007," Journal of Geographical Systems, Springer, volume 16, issue 4, pages 387-407, October, DOI: 10.1007/s10109-014-0200-4.
• M. Alonso & M. Beamonte & P. Gargallo & M. Salvador, 2014, "Labour and residential accessibility: a Bayesian analysis based on Poisson gravity models with spatial effects," Journal of Geographical Systems, Springer, volume 16, issue 4, pages 409-439, October, DOI: 10.1007/s10109-014-0201-3.
• C. O’Donnell, 2014, "Econometric estimation of distance functions and associated measures of productivity and efficiency change," Journal of Productivity Analysis, Springer, volume 41, issue 2, pages 187-200, April, DOI: 10.1007/s11123-012-0311-1.
• William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2014, "Estimation and efficiency measurement in stochastic production frontiers with ordinal outcomes," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 67-84, August, DOI: 10.1007/s11123-013-0365-8.
• Jorge Galán & Helena Veiga & Michael Wiper, 2014, "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 85-101, August, DOI: 10.1007/s11123-013-0377-4.
• Renée Fry-McKibbin & Cody Hsiao & Chrismin Tang, 2014, "Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes," Open Economies Review, Springer, volume 25, issue 3, pages 521-570, July, DOI: 10.1007/s11079-013-9289-1.
• German Zenetti & Thomas Otter, 2014, "Bayesian estimation of the random coefficients logit from aggregate count data," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 1, pages 43-84, March, DOI: 10.1007/s11129-013-9140-4.
• Pengyuan Wang & Eric Bradlow & Edward George, 2014, "Meta-analyses using information reweighting: An application to online advertising," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 2, pages 209-233, June, DOI: 10.1007/s11129-014-9145-7.
• Juha Karvanen & Ari Rantanen & Lasse Luoma, 2014, "Survey data and Bayesian analysis: a cost-efficient way to estimate customer equity," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 3, pages 305-329, September, DOI: 10.1007/s11129-014-9148-4.
• Greg Allenby & Jeff Brazell & John Howell & Peter Rossi, 2014, "Economic valuation of product features," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 4, pages 421-456, December, DOI: 10.1007/s11129-014-9150-x.
• Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014, "Identification of financial factors in economic fluctuations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-364, Jan, DOI: 10.3929/ethz-a-010200285.
• Deborah Gefang & Geraint Johnes, 2014, "Asymmetric volatility spillovers between UK regional worker flows and vacancies," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/08, May.
• Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas, 2014, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/19, Dec.
• Jean-François Carpantier, 2014, "Specific Markov-switching behaviour for ARMA parameters," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-07.
• Matthias Held & Marcel Omachel, 2014, "An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 140010, Oct.
• Badi H. Baltagi & Yin-Fang Yen, 2014, "Welfare Reform and Children's Health," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 172, Nov.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014, "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 286, Nov, revised Nov 2014.
• Dürnecker, Georg & Meyer, Moritz & Vega-Redondo, Fernando, 2014, "The Network Origins of Economic Growth," Working Papers, University of Mannheim, Department of Economics, number 14-06.
• Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014, "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/14.
• Haotian Chen & Xibin Zhang, 2014, "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/14.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/14.
• Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis, 2014, "Profile of earners and remittances in Mexico: a relative deprivation approach," Contaduría y Administración, Accounting and Management, volume 59, issue 3, pages 11-33, julio-sep.
• Arnaud Dufays, 2014, "On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers," Working Paper Research, National Bank of Belgium, number 263, Sep.
• Gonzalo Camba-Méndez & Dobromił Serwa, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers, Narodowy Bank Polski, number 185.
• Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014, "Pricing sovereign credit risk of an emerging market," NBP Working Papers, Narodowy Bank Polski, number 189.
• Francesco Bianchi & Cosmin Ilut, 2014, "Monetary/Fiscal Policy Mix and Agents' Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20194, Jun.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2014, "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 20303, Jul.
• Anita Castledine & Klaus Moeltner & Michael Price & Shawn Stoddard, 2014, "Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 20362, Jul.
• Francesco Bianchi & Leonardo Melosi, 2014, "Constrained Discretion and Central Bank Transparency," NBER Working Papers, National Bureau of Economic Research, Inc, number 20566, Oct.
• Francesco Bianchi & Howard Kung & Gonzalo Morales, 2014, "Growth, Slowdowns, and Recoveries," NBER Working Papers, National Bureau of Economic Research, Inc, number 20725, Dec.
• Christiane Baumeister & James D. Hamilton, 2014, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 20741, Dec.
• Startz, Richard, 2014, "Choosing the More Likely Hypothesis," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 2, pages 119-189, November, DOI: 10.1561/0800000028.
• Christian Daude & Arne Nagengast & José Ramón Perea, 2014, "Productive Capabilities: An Empirical Investigation of their Determinants," OECD Development Centre Working Papers, OECD Publishing, number 321, Feb, DOI: 10.1787/5k3tt0dh36zv-en.
• A. Norets & X. Tang, 2014, "Semiparametric Inference in Dynamic Binary Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 3, pages 1229-1262.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
• Anna Ferus, 2014, "The application of data envelopment analysis method in managing companies' credit risk," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 1, pages 60-69, April.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Dietrich, Franz & List, Christian, 2014, "Probabilistic Opinion Pooling," MPRA Paper, University Library of Munich, Germany, number 54806, Mar.
• Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
• Nonejad, Nima, 2014, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," MPRA Paper, University Library of Munich, Germany, number 55662, May.
• Nonejad, Nima, 2014, "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 55664, May.
• Travaglini, Guido, 2014, "Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records," MPRA Paper, University Library of Munich, Germany, number 55835, Apr.
• Rubio, Francisco Javier & Steel, Mark F. J., 2014, "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper, University Library of Munich, Germany, number 57102, Jun.
• Vallejos, Catalina & Steel, Mark F. J., 2014, "Bayesian Survival Modelling of University Outcomes," MPRA Paper, University Library of Munich, Germany, number 57185, May.
• Berg, Tim Oliver, 2014, "Time Varying Fiscal Multipliers in Germany," MPRA Paper, University Library of Munich, Germany, number 57223, Jul.
• Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G., 2014, "Mobility of Knowledge and Local Innovation Activity," MPRA Paper, University Library of Munich, Germany, number 57478, Jul.
• Ifrim, Adrian, 2014, "Estimation of the Basic New Keynesian Model for the Economy of Romania," MPRA Paper, University Library of Munich, Germany, number 57479.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
• Wesselbaum, Dennis, 2014, "Sectoral Labor Market Effects of Fiscal Spending," MPRA Paper, University Library of Munich, Germany, number 58761, Sep.
• González-Val, Rafael & Marcén, Miriam, 2014, "Club classification of US divorce rates," MPRA Paper, University Library of Munich, Germany, number 59440, Oct.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014, "Robust linear static panel data models using epsilon-contamination," MPRA Paper, University Library of Munich, Germany, number 59896, Nov.
• Jin, Xin & Maheu, John M, 2014, "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 60102, Nov.
• Mukhoti, Sujay, 2014, "Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness," MPRA Paper, University Library of Munich, Germany, number 62532, Jun.
• Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014, "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper, University Library of Munich, Germany, number 63515, Oct.
• Zaghdoudi, Taha, 2014, "Modèle d’alerte des crises bancaires basé sur une approche bayésienne
  [Banking crisis early warning model based on a bayesian model averaging approach]," MPRA Paper, University Library of Munich, Germany, number 69262, May.
• Piribauer, Philipp & Fischer, Manfred M., 2014, "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper, University Library of Munich, Germany, number 77548, Jun.
• Huseynov, Salman & Ahmadov, Vugar, 2014, "Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma
  [A DSGE model for Azerbaijan: estimation and forecasting]," MPRA Paper, University Library of Munich, Germany, number 78123, Aug.
• Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
• Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
• Małgorzata Doman & Ryszard Doman, 2014, "Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 33-56, March.
• Kamil Makieła, 2014, "Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 3, pages 193-216, September.
• Roman Huptas, 2014, "Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 4, pages 237-273, December.
• Thomai Filippeli & Konstantinos Theodoridis, 2014, "DSGE Priors for BVAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 713, Mar.
• Castillo, Paul & Rojas, Youel, 2014, "Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 27-46.
• Castillo, Paul & Rojas, Youel, 2014, "Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets," Working Papers, Banco Central de Reserva del Perú, number 2014-012, Aug.
• Roberto Savona, 2014, "Detecting Early Warnings for Hedge Fund Contagion," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 60-73, March-Apr.
• Stefan Avdjiev, 2014, "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes, Review of Economic Dynamics, number 12-186, revised .
• Renzo Orsi & Davide Raggi & Francesco Turino, 2014, "Size, Trend, and Policy Implications of the Underground Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 3, pages 417-436, July, DOI: 10.1016/j.red.2013.11.001.
• Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers, Society for Economic Dynamics, number 1199.
• Francesco Bianchi, 2014, "Constrained Discretion and Central Bank Transparency," 2014 Meeting Papers, Society for Economic Dynamics, number 424.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series, Rimini Centre for Economic Analysis, number 31_14, Nov.
• Xin Jin & John M. Maheu, 2014, "Bayesian Semiparametric Modeling of Realized Covariance Matrices," Working Paper series, Rimini Centre for Economic Analysis, number 34_14, Nov.
• Gary Koop & Dimitris Korobilis, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 39_14, Nov.
• Joshua C.C. Chan & Eric Eisenstat & Gary Koop, 2014, "Large Bayesian VARMAs," Working Paper series, Rimini Centre for Economic Analysis, number 40_14, Nov.
• Eric Eisenstat & Rodney Strachan, 2014, "Modelling Inflation Volatility," Working Paper series, Rimini Centre for Economic Analysis, number 43_14, Dec.
• Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 44_14, Dec.
• David Brown & Caprice Knapp & Kimberly Baker & Meggen Kaufmann, 2014, "Using Bayesian Imputation to Assess Racial and Ethnic Disparities in Pediatric Performance Measures," Working Papers, University of Alberta, Department of Economics, number 2014-09, Sep.
• Andrey Polbin, 2014, "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 33, issue 1, pages 3-29.
• Dedu, Vasile & Stoica, Tiberiu, 2014, "The Impact of Monetaru Policy on the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 71-86, June.
• James P. LeSage, 2014, "What Regional Scientists Need to Know about Spatial Econometrics," The Review of Regional Studies, Southern Regional Science Association, volume 44, issue 1, pages 13-32, Spring.
• Mihaela Simionescu (Bratu), 2014, "The Bayesian Modelling Of Inflation Rate In Romania," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 147-160, June.
• Elton Beqiraj & Massimiliano Tancioni, 2014, "Evaluating Labor Market Targeted Fiscal Policies inHigh Unemployment EZ Countries," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 165, Jun.
• Elton Beqiraj & Massimiliano Tancioni, 2014, "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 167, Nov.
• Rahul Mukherjee, 2014, "Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0901514, Dec.
• Valeriu Nalban, 2014, "Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902936, Dec.
• Ricardo Marto, 2014, "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 150, issue IV, pages 353-398, December.
• Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Working Papers, Singapore Management University, School of Economics, number 01-2014, Jun.
• Yong Li & Xiao-Bin Liu & Jun Yu, 2014, "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers, Singapore Management University, School of Economics, number 03-2014, Jun.
• Andras Fulop & Jun Yu, 2014, "Bayesian Analysis of Bubbles in Asset Prices," Working Papers, Singapore Management University, School of Economics, number 04-2014, Jul.
• Liang Jiang & Xiaohu Wang & Jun Yu, 2014, "On Bias in the Estimation of Structural Break Points," Working Papers, Singapore Management University, School of Economics, number 22-2014, Dec.
• Konrad Adler & Christian Grisse, 2014, "Real exchange rates and fundamentals: robustness across alternative model specifications," Working Papers, Swiss National Bank, number 2014-07.
• Gregor Bäurle & Daniel Kaufmann, 2014, "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers, Swiss National Bank, number 2014-10.
• Petre Caraiani, 2014, "Do money and financial variables help forecasting output in emerging European Economies?," Empirical Economics, Springer, volume 46, issue 2, pages 743-763, March, DOI: 10.1007/s00181-013-0686-5.
• Colin Bermingham & Antonello D’Agostino, 2014, "Understanding and forecasting aggregate and disaggregate price dynamics," Empirical Economics, Springer, volume 46, issue 2, pages 765-788, March, DOI: 10.1007/s00181-013-0685-6.
• Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara, 2014, "TFP growth and its determinants: a model averaging approach," Empirical Economics, Springer, volume 47, issue 1, pages 227-251, August, DOI: 10.1007/s00181-013-0737-y.
• Yasutomo Murasawa, 2014, "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, volume 47, issue 2, pages 495-522, September, DOI: 10.1007/s00181-013-0747-9.
• Kemal Bagzibagli, 2014, "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, volume 47, issue 3, pages 781-823, November, DOI: 10.1007/s00181-013-0768-4.
• Satoshi Kabe & Yuichiro Kanazawa, 2014, "Estimating the Markov-switching almost ideal demand systems: a Bayesian approach," Empirical Economics, Springer, volume 47, issue 4, pages 1193-1220, December, DOI: 10.1007/s00181-013-0777-3.
• James LeSage & Carlos Llano-Verduras, 2014, "Forecasting spatially dependent origin and destination commodity flows," Empirical Economics, Springer, volume 47, issue 4, pages 1543-1562, December, DOI: 10.1007/s00181-013-0786-2.
• Maurus Rischatsch, 2014, "Lead me not into temptation: drug price regulation and dispensing physicians in Switzerland," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 7, pages 697-708, September, DOI: 10.1007/s10198-013-0515-y.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2014-11, Nov.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1408, Aug.
• Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014, "Large Bayesian VARMAs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1409, Sep.
• Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014, "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0414, Aug.
• Yuelin Liu, 2014, "Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy," Discussion Papers, School of Economics, The University of New South Wales, number 2014-41, Dec.
• Yuelin Liu, 2014, "How Structural Is Unemployment in the United States?," Discussion Papers, School of Economics, The University of New South Wales, number 2014-42, Dec.
• John Geweke & Gianni Amisano, 2014, "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 270-288, June, DOI: 10.1080/07474938.2013.807182.
• Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 3-35, June, DOI: 10.1080/07474938.2013.807094.
• M�rcio Poletti Laurini, 2014, "Dynamic functional data analysis with non-parametric state space models," Journal of Applied Statistics, Taylor & Francis Journals, volume 41, issue 1, pages 142-163, January, DOI: 10.1080/02664763.2013.838663.
• Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2014, "The Determinants of Economic Growth in European Regions," Regional Studies, Taylor & Francis Journals, volume 48, issue 1, pages 44-67, January, DOI: 10.1080/00343404.2012.678824.
• Bulent Ulasan, 2014, "Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1407.
• Iulian Vasile Popescu, 2014, "The impact of the recent global crisis on the prioritization of central banks final objectives. A structural approach in the context of Central and Eastern European states," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 51-76, September.
• Hüseyin Taştan & Bekir Aşık, 2014, "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 3, issue 2, pages 27-50, May.
• Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-039/III, Mar.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014, "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-118/III, Sep, revised 31 Mar 2016.
• Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014, "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-119/III, Sep, revised 14 Sep 2014.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-152/III, Dec.
• James P. LESAGE, 2014, "Software For Bayesian Spatial Model Comparison," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 40, pages 11-24.
• K.Vela Velupillai, 2014, "de Finetti's Theory of Probability and its Jaynesian Critique," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1406.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, volume 14, issue 3, pages 623-661, September.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," Studies in Economics, School of Economics, University of Kent, number 1405, Feb.