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

• Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter, 2014, "Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2014-12, Feb.
• 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 4, 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.
• Yuko Onishi & Yasuhiro Omori, 2014, "Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-943, Oct.
• 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.