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)

2014

• 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.
• Götz, T.B. & Hecq, A.W., 2014, "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 028, Jan, DOI: 10.26481/umagsb.2014028.
• Trojan, Sebastian, 2014, "Multivariate Stochastic Volatility with Dynamic Cross Leverage," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1424, Aug.
• Trojan, Sebastian, 2014, "Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1425, Aug.
• Buncic, Daniel & Moretto, Carlo, 2014, "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1430, Sep.
• KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014, "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 347, Mar.
• Steven N. Durlauf & Salvador Navarro & David A. Rivers, 2014, "Model Uncertainty and the Effect of Shall-Issue Right-to-Carry Laws on Crime," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20144.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014, "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:19.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014, "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:22.
• Roberto Casarin, 2014, "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:23.
• Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
• Stefano Scalone, 2014, "Embedding Liquidity Information in Estimating Potential Output," Working Papers, University of Verona, Department of Economics, number 20/2014, Dec.
• Alfred Stiassny & Christina Uhl, 2014, "Does Elderly Employment have an Impact on Youth Employment? A General Equilibrium Approach," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp178, Jul.
• Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014, "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp184, Oct.
• Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014, "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 184, Oct.
• Sarah Zubairy, 2014, "On Fiscal Multipliers: Estimates From A Medium Scale Dsge Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 55, issue 1, pages 169-195, February, DOI: 10.1111/iere.12045.
• Yong Song, 2014, "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 825-842, August.
• Edward Herbst & Frank Schorfheide, 2014, "Sequential Monte Carlo Sampling For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1073-1098, November, DOI: 10.1002/jae.2397.
• Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014, "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1164-1182, November, DOI: 10.1002/jae.2411.
• Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014, "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 80-94, January.
• MÁrcio Poletti Laurini & Luiz Koodi Hotta, 2014, "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 3, pages 214-230, April.
• Christiane Nickel & Andreas Tudyka, 2014, "Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 7, pages 1313-1344, October, DOI: 10.1111/jmcb.12148.
• Azam, Kazim & Pitt, Michael, 2014, "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1051.
• Azam, Kazim, 2014, "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1053.
• Jing-Zhi Huang & Li Xu, 2014, "Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-31, DOI: 10.1142/S2010139214500116.
• Daniele Bregantini & Jacco J.J. Thijssen, 2014, "On a simple quickest detection rule for health-care technology assessment," Discussion Papers, Department of Economics, University of York, number 14/01, Jan.
• Daniele Bregantini, 2014, "Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA," Discussion Papers, Department of Economics, University of York, number 14/04, Mar.
• Blagov, Boris & Funke, Michael, 2014, "The credibility of Hong Kong's currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2014.
• Sacht, Stephen, 2014, "Identification of prior information via moment-matching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-04.
• Prettner, Catherine & Prettner, Klaus, 2014, "How interdependent are Eastern European economies and the Euro area?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 187.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
• Eibich, Peter & Ziebarth, Nicolas, 2014, "Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 49, pages 305-320.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014, "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers, Kiel Institute for the World Economy, number 1902.
• Dai, Xianhua & Härdle, Wolfgang Karl & Yu, Keming, 2014, "Do maternal health problems influence child's worrying status? Evidence from British cohort study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-021.
• Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014, "A money-based indicator for deflation risk," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100595.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014, "Are University Admissions Academically Fair?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-06, Feb.
• Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.
• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-12, Apr.
• Storm, Hugo & Heckelei, Thomas & Mittelhammer, Ron C., 2014, "Bayesian Estimation of Non-Stationary Markov Models Combining Micro and Macro Data," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 186376, Sep, DOI: 10.22004/ag.econ.186376.
• Andreza Aparecida Palma & Marcelo Savino Portugal, 2014, "Preferences Of The Central Bank Of Brazil Under The Inflation Targeting Regime: Estimation Using A Dsge Model For A Small Open Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 055.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Papers, arXiv.org, number 1401.3911, Jan, revised Mar 2016.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014, "A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities," Papers, arXiv.org, number 1409.1956, Sep.
• Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014, "Bayesian exploratory factor analysis," CeMMAP working papers, Institute for Fiscal Studies, number 30/14, Jul, DOI: 10.1920/wp.cem.2014.3014.
• Hruschka, Harald, 2014, "Linking Multi-Category Purchases to Latent Activities of Shoppers: Analysing Market Baskets by Topic Models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 482, Sep.
• Stefania Villa, 2014, "Financial frictions in the Euro Area and the United States: a Bayesian assessment," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1407, Dec.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2014, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers, BBVA Bank, Economic Research Department, number 1424, Sep.
• Daniel Aromi & Marcos Dal Bianco, 2014, "Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen," Working Papers, BBVA Bank, Economic Research Department, number 1431, Nov.
• Tatjana Dahlhaus, 2014, "Monetary Policy Transmission during Financial Crises: An Empirical Analysis," Staff Working Papers, Bank of Canada, number 14-21, DOI: 10.34989/swp-2014-21.
• Daniel Aromí & Marcos Dal Bianco, 2014, "An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 71, pages 40-71, December.
• Enrique Moral-Benito & Oliver Roehn, 2014, "The impact of financial (de)regulation on current account balances," Working Papers, Banco de España, number 1424, Sep.
• Martínez-Ovando Juan Carlos & Olivares-Guzmán Sergio I. & Roldán-Rodríguez Adriana, 2014, "Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains," Working Papers, Banco de México, number 2014-04, Feb.
• Ignacio Lozano & Alexander Guarín, 2014, "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia, Banco de la Republica de Colombia, number 813, Jun, DOI: 10.32468/be.813.
• Ignacio Lozano & Alexander Guarín, 2014, "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia, Banco de la Republica de Colombia, number 813i, Mar, DOI: 10.32468/be.813-I.
• Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia, Banco de la Republica de Colombia, number 853, Nov, DOI: 10.32468/be.853.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014, "FISCO: Modelo Fiscal para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 855, Dec, DOI: 10.32468/be.855.
• Ignacio Lozano & Alexander Guarin, 2014, "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 75, pages 48-63, December, DOI: 10.1016/j.espe.2014.10.001.
• Marek Jarocinski & Albert Marcet, 2015, "Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition," Working Papers, Barcelona School of Economics, number 776, Sep.
• Mariusz Próchniak & Bartosz Witkowski, 2014, "The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 14, issue 1-2, pages 159-180, December.
• Herzberg, Frederik, 2014, "Aggregating infinitely many probability measures," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 499, May.
• Herzberg, Frederik, 2016, "Respect for experts or respect for unanimity? The liberal paradox in probabilistic opinion pooling," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 513, Mar.
• Dennis Wesselbaum, 2014, "Labour Market Dynamics in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 47, issue 2, pages 173-188, June.
• Tai-Kuang Ho & Kuo-Chun Yeh, 2014, "The Post-Asian Crisis Drop In Investment: The Cases Of Indonesia, Korea, Malaysia, And Thailand," Contemporary Economic Policy, Western Economic Association International, volume 32, issue 3, pages 618-638, July.
• Kelvin Balcombe & Michail Bitzios & Iain Fraser & Janet Haddock-Fraser, 2014, "Using Attribute Importance Rankings Within Discrete Choice Experiments: An Application to Valuing Bread Attributes," Journal of Agricultural Economics, Wiley Blackwell, volume 65, issue 2, pages 446-462, June.
• Markku Lanne & Jani Luoto, 2014, "Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 5, pages 715-726, October.
• Jan R. Magnus & Wendun Wang, 2014, "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 6, pages 874-897, December.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 2, pages 129-153, May.
• Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014, "Identification of financial factors in economic fluctuations," Working Paper, Norges Bank, number 2014/09, Jul.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Paper, Norges Bank, number 2014/10, Jul.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014, "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper, Norges Bank, number 2014/11, Jul.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014, "Have standard VARs remained stable since the crisis?," Working Paper, Norges Bank, number 2014/13, Sep.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
• Min-Ho Nam & Hyuntae Kim, 2014, "Estimation of Current Account Benchmarks via Bayesian Model Averaging (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 3, pages 39-74, September.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014, "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers, Economic Research Institute, Bank of Korea, number 2014-19, Jul.
• F. Pancotto & G. Pignataro & D. Raggi, 2014, "Higher order beliefs and the dynamics of exchange rates," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp957, Jul.
• Pereira Manuel Coutinho & Lopes Artur Silva, 2014, "Time-varying fiscal policy in the US," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 2, pages 157-184, April, DOI: 10.1515/snde-2012-0062.
• Ravazzolo Francesco & Vahey Shaun P., 2014, "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 4, pages 367-381, September, DOI: 10.1515/snde-2012-0088.
• Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers, Brandeis University, Department of Economics and International Business School, number 76, Jul.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
• Jean-Louis Arcand, 2014, "The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking," Revue d’économie du développement, De Boeck Université, volume 22, issue HS01, pages 289-311.
• Jorge E. Galán & Michael G. Pollitt, 2014, "Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1423, Aug.
• Ristan Stijepović, 2014, "Recovery and Reduction of Non-Performing Loans – Podgorica Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 3, pages 101-118.
• Dai, Li & Minford, Patrick & Zhou, Peng, 2014, "A DSGE Model of China," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/4, May.
• Tim Oliver Berg & Steffen Henzel, 2014, "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series, CESifo, number 4711.
• Enrique Moral-Benito & Oliver Roehn, 2014, "The Impact of Financial (De-)Regulation on Current Account Balances," CESifo Working Paper Series, CESifo, number 5082.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 3, Jul.
• Ignacio Lozano & Alexander Guar�n, 2014, "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia, Banco de la Republica, number 11145, Mar.
• Luis F. Melo Velandia & Rub�n A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks� Estimates," Borradores de Economia, Banco de la Republica, number 12323, Nov.
• Hern�n Rinc�n & Diego Rodr�guez & Jorge Toro & Santiago T�llez, 2014, "FISCO: Modelo Fiscal para Colombia," Borradores de Economia, Banco de la Republica, number 12336, Dec.
• Ignacio Lozano & Alexander Guar�n, 2014, "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 48-63, DOI: 10.1016/j.espe.2014.10.001.
• Andrés Ramírez Hassan & Johnatan Cardona Jim�nez, 2014, "Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10898, Feb.
• Andrés Ramírez Hassan & Jhonatan Cardona Jim�nez & Raul Pericchi Guerra, 2014, "What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 12434, Jul.
• DASH, Sanjeeb & GÜNLÜK, Oktay & WOLSEY, Laurence A., 2014, "The continuous knapsack set," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014007, Mar.
• CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014, "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014014, Jun.
• BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2014, "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2533, Jan.
• BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2641, Jan.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers, CEPREMAP, number 30, Jan.
• Merola, Rossana, 2014, "The role of financial frictions during the crisis: an estimated DSGE model," Dynare Working Papers, CEPREMAP, number 33, Jan.
• Sheen, Jeffrey & Wang, Ben Z., 2014, "An Estimated Small Open Economy Model with Labour Market Frictions," Dynare Working Papers, CEPREMAP, number 35, Feb.
• Kolasa, Marcin & Rubaszek, Michał, 2014, "Forecasting with DSGE models with financial frictions," Dynare Working Papers, CEPREMAP, number 40, Jun.
• Edyta Laszkiewicz, 2014, "Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 2, pages 219-234.
• Canova, Fabio & Pérez Forero, Fernando J., 2014, "Estimating overidentified, non-recursive, time varying coefficients structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10022, Jun.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10028, Jun.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10160, Sep.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10238, Nov.
• Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014, "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10272, Nov.
• Giacomini, Raffaella & Kitagawa, Toru, 2014, "Inference about Non-Identified SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10287, Dec.
• Bianchi, Francesco & Kung, Howard & Morales, Gonzalo, 2014, "Growth, Slowdowns, and Recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10291, Dec.
• Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9931, Apr.
• Bianchi, Francesco & Melosi, Leonardo, 2014, "Constrained Discretion and Central Bank Transparency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9955, Apr.
• Kollmann, Robert & Roeger, Werner & in t Veld, Jan & Ratto, Marco & Pataracchia, Beatrice, 2014, "International Capital Flows and the Boom-Bust Cycle in Spain," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9957, May.
• Joscha Beckmann & Rainer Schüssler, 2014, "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2914, Feb.
• Tino Berger & Bernd Kempa, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3414, Oct.
• Sarmiento, Miguel & Galán, Jorge E., 2014, "Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws142013, Jul.
• Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos, 2014, "Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 37, issue 104, pages 73-86, Agosto.
• Norets, Andriy & Pelenis, Justinas, 2014, "Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures," Econometric Theory, Cambridge University Press, volume 30, issue 3, pages 606-646, June.
• Rousseau, Judith & Rivoirard, Vincent (ed.), 2014, "Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14331.
• Blaise Gnimassoun, 2014, "The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-22.
• Tovonony Razafindrabe, 2014, "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-6.
• Marta Bañbura & Domenico Giannone & Michèle Lenza, 2014, "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-15, Mar.
• Jan in'tVeld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014, "International Capital Flows and the Boom-Bust Cycle in Spain," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-26, Apr.
• Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series, European Central Bank, number 1710, Aug.
• Bijsterbosch, Martin & Falagiarda, Matteo, 2014, "Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis," Working Paper Series, European Central Bank, number 1714, Aug.
• Hubrich, Kirstin & Tetlow, Robert J., 2014, "Financial stress and economic dynamics: the transmission of crises," Working Paper Series, European Central Bank, number 1728, Sep.
• Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series, European Central Bank, number 1733, Sep.
• Schorfheide, Frank & Wolpin, Kenneth I., 2014, "To Hold Out or Not to Hold Out," Working Papers, Rice University, Department of Economics, number 14-018, Jul.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-022, Jan.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-011, Aug.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-04, Nov.
• Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014, "Large Bayesian VARMAs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-06, Sep.
• Chan, Joshua C.C. & Koop, Gary, 2014, "Modelling breaks and clusters in the steady states of macroeconomic variables," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 186-193, DOI: 10.1016/j.csda.2013.05.007.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2014, "Bayesian option pricing using mixed normal heteroskedasticity models," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 588-605, DOI: 10.1016/j.csda.2013.06.023.
• Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon, 2014, "Recovering default risk from CDS spreads with a nonlinear filter," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 87-104, DOI: 10.1016/j.jedc.2013.09.006.
• Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014, "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 257-275, DOI: 10.1016/j.jedc.2014.02.005.
• Liu, Yuelin & Morley, James, 2014, "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 50-68, DOI: 10.1016/j.jedc.2014.03.002.
• Milani, Fabio, 2014, "Learning and time-varying macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 94-114, DOI: 10.1016/j.jedc.2014.07.017.
• Zhu, Shushang & Fan, Minjie & Li, Duan, 2014, "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 1-25, DOI: 10.1016/j.jedc.2014.08.015.
• Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi, 2014, "Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach," Economic Modelling, Elsevier, volume 37, issue C, pages 500-506, DOI: 10.1016/j.econmod.2013.11.028.
• Bekiros, Stelios, 2014, "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, volume 38, issue C, pages 619-626, DOI: 10.1016/j.econmod.2014.02.015.
• Hurtado, Samuel, 2014, "DSGE models and the Lucas critique," Economic Modelling, Elsevier, volume 44, issue S1, pages 12-19, DOI: 10.1016/j.econmod.2013.12.002.
• Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence, 2014, "Multilateral adjustment, regime switching and real exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 68-87, DOI: 10.1016/j.najef.2013.11.003.
• Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014, "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
• Montes-Rojas, Gabriel & Galvao, Antonio F., 2014, "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, volume 122, issue 1, pages 36-39, DOI: 10.1016/j.econlet.2013.10.034.
• Francetich, Alejandro & Kreps, David, 2014, "Bayesian inference does not lead you astray…on average," Economics Letters, Elsevier, volume 125, issue 3, pages 444-446, DOI: 10.1016/j.econlet.2014.10.022.
• Kalli, Maria & Griffin, Jim E., 2014, "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 779-793, DOI: 10.1016/j.jeconom.2013.10.012.
• Kim, Jae-Young, 2014, "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 132-145, DOI: 10.1016/j.jeconom.2013.08.012.
• Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K., 2014, "Marginal likelihood for Markov-switching and change-point GARCH models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 508-522, DOI: 10.1016/j.jeconom.2013.08.017.
• Jensen, Mark J. & Maheu, John M., 2014, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 523-538, DOI: 10.1016/j.jeconom.2013.08.018.
• Li, Yong & Zeng, Tao & Yu, Jun, 2014, "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 602-612, DOI: 10.1016/j.jeconom.2013.08.035.
• Pelenis, Justinas, 2014, "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 624-638, DOI: 10.1016/j.jeconom.2013.10.006.
• Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014, "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 49-72, DOI: 10.1016/j.jeconom.2014.01.007.
• Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014, "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 73-80, DOI: 10.1016/j.jeconom.2014.02.002.
• Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014, "Bayesian exploratory factor analysis," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 31-57, DOI: 10.1016/j.jeconom.2014.06.008.
• Crespo Cuaresma, Jesús & Fidrmuc, Jarko & Hake, Mariya, 2014, "Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis," Economic Systems, Elsevier, volume 38, issue 1, pages 26-42, DOI: 10.1016/j.ecosys.2013.09.001.
• Koop, Gary & Korobilis, Dimitris, 2014, "A new index of financial conditions," European Economic Review, Elsevier, volume 71, issue C, pages 101-116, DOI: 10.1016/j.euroecorev.2014.07.002.
• Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 207-229, DOI: 10.1016/j.jempfin.2014.06.008.
• Gillen, Benjamin J., 2014, "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 402-420, DOI: 10.1016/j.jempfin.2014.09.006.
• Galán, Jorge E. & Pollitt, Michael G., 2014, "Inefficiency persistence and heterogeneity in Colombian electricity utilities," Energy Economics, Elsevier, volume 46, issue C, pages 31-44, DOI: 10.1016/j.eneco.2014.08.024.
• Lin, L. & Ren, R.E. & Sornette, D., 2014, "The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 210-225, DOI: 10.1016/j.irfa.2014.02.012.
• Maheu, John M. & Song, Yong, 2014, "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 144-160, DOI: 10.1016/j.ijforecast.2013.06.004.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014, "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 635-644, DOI: 10.1016/j.ijforecast.2013.01.012.
• Feng, Guohua & Zhang, Xiaohui, 2014, "Returns to scale at large banks in the US: A random coefficient stochastic frontier approach," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 135-145, DOI: 10.1016/j.jbankfin.2013.10.012.
• Castledine, A. & Moeltner, K. & Price, M.K. & Stoddard, S., 2014, "Free to choose: Promoting conservation by relaxing outdoor watering restrictions," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PA, pages 324-343, DOI: 10.1016/j.jebo.2014.02.004.
• Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle, 2014, "Disagreement and asset prices," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 226-238, DOI: 10.1016/j.jfineco.2014.06.007.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014, "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 517-553, DOI: 10.1016/j.jfineco.2014.07.015.
• Feldkircher, Martin, 2014, "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 19-49, DOI: 10.1016/j.jimonfin.2013.12.003.
• Pesce, Antonio, 2014, "International (spillovers in) macrofinancial linkages and the decoupling phenomenon," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 41-67, DOI: 10.1016/j.jimonfin.2014.07.006.
• in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014, "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, volume 48, issue PB, pages 314-335, DOI: 10.1016/j.jimonfin.2014.05.021.
• Lin, Ching-Yang & Miyamoto, Hiroaki, 2014, "An estimated search and matching model of the Japanese labor market," Journal of the Japanese and International Economies, Elsevier, volume 32, issue C, pages 86-104, DOI: 10.1016/j.jjie.2014.03.001.