Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2014

• 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, Centre for Economic Policy Research, number 10022, Jun.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, Centre for Economic Policy Research, number 10028, Jun.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 10160, Sep.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, Centre for Economic Policy Research, number 10238, Nov.
• Petrella, Ivan & Drechsel, Thomas & Antolín-Díaz, Juan, 2014, "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers, Centre for Economic Policy Research, number 10272, Nov.
• Giacomini, Raffaella & Kitagawa, Toru, 2014, "Inference about Non-Identified SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 10287, Dec.
• Bianchi, Francesco & Kung, Howard & Morales, Gonzalo, 2014, "Growth, Slowdowns, and Recoveries," CEPR Discussion Papers, Centre for Economic Policy Research, number 10291, Dec.
• Giannone, Domenico & BaÅ„bura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers, Centre for Economic Policy Research, number 9931, Apr.
• Bianchi, Francesco & Melosi, Leonardo, 2014, "Constrained Discretion and Central Bank Transparency," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Berger, Tino & Kempa, Bernd, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 203-214, DOI: 10.1016/j.jmacro.2013.12.002.
• Luik, Marc-André & Wesselbaum, Dennis, 2014, "Bubbles over the U.S. business cycle: A macroeconometric approach," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 27-41, DOI: 10.1016/j.jmacro.2014.02.005.
• Burda, Martin & Prokhorov, Artem, 2014, "Copula based factorization in Bayesian multivariate infinite mixture models," Journal of Multivariate Analysis, Elsevier, volume 127, issue C, pages 200-213, DOI: 10.1016/j.jmva.2014.02.011.
• Çakır, Metin & Balagtas, Joseph V., 2014, "Consumer Response to Package Downsizing: Evidence from the Chicago Ice Cream Market," Journal of Retailing, Elsevier, volume 90, issue 1, pages 1-12, DOI: 10.1016/j.jretai.2013.06.002.
• Palma, Andreza Aparecida & Portugal, Marcelo Savino, 2014, "Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy," Journal of Policy Modeling, Elsevier, volume 36, issue 5, pages 824-839, DOI: 10.1016/j.jpolmod.2014.08.004.
• Born, Benjamin & Pfeifer, Johannes, 2014, "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, volume 68, issue C, pages 68-85, DOI: 10.1016/j.jmoneco.2014.07.012.
• Canepa, Alessandra & Ibnrubbian, Abdullah, 2014, "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 538-550, DOI: 10.1016/j.qref.2014.04.002.
• Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T., 2014, "Differences in subprime loan pricing across races and neighborhoods," Regional Science and Urban Economics, Elsevier, volume 48, issue C, pages 199-215, DOI: 10.1016/j.regsciurbeco.2014.07.006.
• Eibich, Peter & Ziebarth, Nicolas R., 2014, "Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 305-320, DOI: 10.1016/j.regsciurbeco.2014.06.005.
• Abbruzzo, Antonino & Brida, Juan Gabriel & Scuderi, Raffaele, 2014, "Determinants of individual tourist expenditure as a network: Empirical findings from Uruguay," Tourism Management, Elsevier, volume 43, issue C, pages 36-45, DOI: 10.1016/j.tourman.2014.01.014.
• Joshua C.C. Chan & Angelia L. Grant, 2014, "Fast Computation of the Deviance Information Criterion for Latent Variable Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-09, Jan.
• Thomas A. Lubik & Christian Matthes, 2014, "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-16, Feb.
• Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-21, Feb.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-23, Mar.
• Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014, "International Capital Flows and the Boom-Bust Cycle in Spain," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-40, May.
• Joshua C.C. Chan & Angelia L. Grant, 2014, "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-51, Jul.
• Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-68, Nov.
• Shiryaev, Albert N. & Zhitlukhin, Mikhail N. & Ziemba, William T., 2014, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59288, Aug.
• Salman Huseynov & Vugar Ahmadov, 2014, "Business Cycles in Oil Exporting Countries: A Declining Role for Oil?," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development, EcoMod, number 7369, Oct.
• Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033017.
• Garland Durham & John Geweke, 2014, "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034003.
• Miguel Belmonte & Gary Koop, 2014, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034004.
• Enrique Martínez-García & Mark A. Wynne, 2014, "Assessing Bayesian Model Comparison in Small Samples," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034006.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034007.
• Martin Burda, 2014, "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034008.
• Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
• Gail Blattenberger & Richard Fowles & Peter D. Loeb, 2014, "Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034011.
• Elías Moreno & Luís Raúl Pericchi, 2014, "Intrinsic Priors for Objective Bayesian Model Selection," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034012.
• Esther Hee Lee, 2014, "Copula Analysis of Correlated Counts," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034021.
• Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
• Jorge E. Galán & Michael G. Pollitt, 2014, "Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1403, Feb.
• Mojtaba Ganjali & T. Baghfalaki & D. Berridge, 2014, "A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring," International Econometric Review (IER), Economic Research Association, volume 6, issue 1, pages 24-41, April.
• Márcio Poletti Laurini & Armênio Dias Westin Neto, 2014, "Arbitrage In The Term Structure Of Interest Rates: A Bayesian Approach," International Econometric Review (IER), Economic Research Association, volume 6, issue 2, pages 77-99, September.
• Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014, "International Capital Flows and the Boom-Bust Cycle in Spain," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 519, Jun.
• Abbate, Angela & Thaler, Dominik, 2014, "Monetary policy effects on bank risk taking," Economics Working Papers, European University Institute, number ECO2014/07.
• Jan Capek, 2014, "Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 6, pages 457-475, December.
• Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2014, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers, FEDEA, number 2014-11, Oct.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-1, Feb.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-6, Jun.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014, "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1411, Sep, DOI: 10.26509/frbc-wp-201411.
• Kristle Romero Cortes & Philip E. Strahan, 2014, "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1412, Sep, DOI: 10.26509/frbc-wp-201412.
• Mark Bognanni & Edward P. Herbst, 2014, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1427, Nov, DOI: 10.26509/frbc-wp-201427.
• Jan in't Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014, "International capital flows and the boom-bust cycle in Spain," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 181, May, DOI: 10.24149/gwp181.
• Enrique Martínez García & Mark A. Wynne, 2014, "Assessing Bayesian model comparison in small samples," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 189, Aug, DOI: 10.24149/gwp189.
• Enrique Martínez García & Mark A. Wynne, 2014, "Technical note on "assessing Bayesian model comparison in small samples"," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 190, Aug, DOI: 10.24149/gwp190.
• Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti, 2014, "Has U.S. Monetary Policy Tracked the Efficient Interest Rate?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-12, May, DOI: 10.24148/wp2014-12.
• Cristina Fuentes-Albero, 2014, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-84, Sep.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1100, Apr.
• Francesco Bianchi & Leonardo Melosi, 2014, "Constrained Discretion and Central Bank Transparency," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-16, Jul.
• Dean Croushore & Keith Sill, 2014, "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers, Federal Reserve Bank of Philadelphia, number 14-29, Sep.
• Thomas A. Lubik & Christian Matthes, 2014, "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," Working Paper, Federal Reserve Bank of Richmond, number 14-2, Jan.
• Salman Huseynov & Vugar Ahmadov, 2014, "Business Cycles in Oil Exporting Countries: A Declining Role for Oil?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2014, Feb.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, Business School - Economics, University of Glasgow, number 2014_10, Aug.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Working Papers, Business School - Economics, University of Glasgow, number 2014_19, Nov.
• Alfred Duncan & Charles Nolan, 2014, "Disputes, Debt and Equity," Working Papers, Business School - Economics, University of Glasgow, number 2014_20, Dec.
• António Alberto Santos & João Andrade, 2014, "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-10, Apr.
• António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
• Franz Dietrich & Christian List, 2016, "Probabilistic opinion pooling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00978032.
• Jean-François Carpantier & Arnaud Dufays, 2014, "Specific Markov-switching behaviour for ARMA parameters," Working Papers, HAL, number hal-01821134, Jun.
• Tovonony Razafindrabe, 2014, "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," Working Papers, HAL, number hal-04141363.
• Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014, "A money-based indicator for deflation risk," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201403, Apr.
• Kataria, Mitesh, 2014, "Confirmation: What's in the evidence?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 594, May, revised Jun 2015.
• Li, Yushu & Andersson, Fredrik N. G., 2014, "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/11, Mar.
• Andersson, Fredrik N. G. & Li, Yushu, 2014, "Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/38, Nov.
• Watanabe, Toshiaki, 2014, "Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution," Economic Review, Hitotsubashi University, volume 65, issue 2, pages 156-167, April, DOI: 10.15057/27348.
• Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014, "Bayesian Exploratory Factor Analysis," Working Papers, Human Capital and Economic Opportunity Working Group, number 2014-014, Jul.
• Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.
• Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2014, "Does central bank independence really matter? Re-assessing the role of the independence of monetary policy-makers in macroeconomic outcomes," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 8, issue 4, pages 427-473.
• Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014, "Bayesian exploratory factor analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/14, Jul.
• Raffaella Giacomini & Toru Kitagawa, 2014, "Inference about Non-Identi?ed SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/14, Nov.
• Pablo M. Pincheira, 2014, "Convergence and Long-Run Uncertainty," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 29, issue 1, pages 17-52, April.
• Stelios Bekiros & Alessia Paccagnini, 2014, "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers, Department of Research, Ipag Business School, number 2014-183, Jan.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, Department of Research, Ipag Business School, number 2014-426, Jan.
• Tovonony Razafindrabe, 2014, "A multi-country DSGE model with incomplete Exchange Rate Passthrough: application for the Euro area," Working Papers, Department of Research, Ipag Business School, number 2014-83, Jan.
• Ching-Yang Lin & Hiroaki Miyamoto, 2014, "An Estimated Search and Matching Model of the Japanese Labor Market," Working Papers, Research Institute, International University of Japan, number EMS_2014_02, Feb.
• Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas, 2014, "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," IZA Discussion Papers, IZA Network @ LISER, number 8024, Mar.
• Brown, Sarah & Ghosh, Pulak & Taylor, Karl, 2014, "Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data," IZA Discussion Papers, IZA Network @ LISER, number 8301, Jul.
• Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014, "Bayesian Exploratory Factor Analysis," IZA Discussion Papers, IZA Network @ LISER, number 8338, Jul.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014, "Robust Linear Static Panel Data Models Using ?-Contamination," IZA Discussion Papers, IZA Network @ LISER, number 8661, Nov.
• Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014, "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," CDL Aging, Health, Labor working papers, The Christian Doppler (CD) Laboratory Aging, Health, and the Labor Market, Johannes Kepler University Linz, Austria, number 1501, Mar.
• Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014, "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2014-03, Mar.
• Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014, "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2014-02, Mar.
• Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek, 2014, "Bayesian Exploratory Factor Analysis," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2014-08, Jun.
• 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.