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)

2013

• Wolfgang Polasek & Richard Sellner, 2013, "The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 23-65, March.
• Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa, 2013, "What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2013/01, Oct.
• Michal Franta, 2013, "The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/09, Sep.
• Michael Jetter & Andrés Ramírez Hassan, 2013, "The roots of export diversification," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10600, Jan.
• AVELLA, Pasquale & BOCCIA, Maurizio & WOLSEY, Laurence, 2013, "Single item reformulations for a vendor managed inventory routing problem: computational experience with benchmark instances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013045, Sep.
• WOLSEY, Laurence & YAMAN , Hand & ,, 2013, "Continuous knapsack sets with divisible capacities," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013063, Dec.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013, "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9377, Mar.
• Pappa, Evi & Bermperoglu, Dimitrios & Vella, Eugenia, 2013, "Spending-based austerity measures and their effects on output and unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9383, Mar.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2013, "Inferring hawks and doves from voting records," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9418, Apr.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2013, "Estimating the preferences of central bankers: an analysis of four voting records," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9602, Aug.
• Ilut, Cosmin & Bianchi, Francesco, 2013, "Monetary/Fiscal Policy Mix and Agents' Beliefs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9645, Sep.
• Farmer, Roger & Khramov, Vadim, 2013, "Solving and Estimating Indeterminate DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9663, Sep.
• Bianchi, Francesco, 2013, "Methods for Measuring Expectations and Uncertainty in Markov-Switching Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9705, Oct.
• Marques, Helena & Pino, Gabriel & Tena Horrillo, Juan de Dios, 2013, "Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws130908, Apr.
• Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2013, "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws131918, Jun.
• Montes-Rojas, G. & Galvao Jr, A. F., 2013, "Bayesian Endogeneity Bias Modeling," Working Papers, Department of Economics, City St George's, University of London, number 13/09.
• Loomis, John B. & Mueller, Julie M., 2013, "A Spatial Probit Modeling Approach to Account for Spatial Spillover Effects in Dichotomous Choice Contingent Valuation Surveys," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 1, pages 53-63, February.
• Peter Eibich & Nicolas R. Ziebarth, 2013, "Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 620.
• Francesco Bianchi & Leonardo Melosi, 2013, "Constrained Discretion and Central Bank Transparency," Working Papers, Duke University, Department of Economics, number 13-13.
• Amisano, Gianni & Geweke, John, 2009, "Optimal Prediction Pools," Working Paper Series, European Central Bank, number 1017, Mar.
• Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009, "The role of labor markets for euro area monetary policy," Working Paper Series, European Central Bank, number 1035, Mar.
• Altavilla, Carlo & Ciccarelli, Matteo, 2009, "The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area," Working Paper Series, European Central Bank, number 1089, Sep.
• Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009, "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series, European Central Bank, number 1110, Nov.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010, "Forecasting with DSGE models," Working Paper Series, European Central Bank, number 1185, May.
• Amisano, Gianni & Fagan, Gabriel, 2010, "Money growth and inflation: a regime switching approach," Working Paper Series, European Central Bank, number 1207, Jun.
• Marcet, Albert & Jarociński, Marek, 2010, "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series, European Central Bank, number 1263, Nov.
• Lombardi, Marco J. & Nicoletti, Giulio, 2011, "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series, European Central Bank, number 1289, Jan.
• Bermingham, Colin & D'Agostino, Antonello, 2011, "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series, European Central Bank, number 1365, Aug.
• Canova, Fabio & Ciccarelli, Matteo, 2011, "Cyclical fluctuations in the Mediterranean basin," Working Paper Series, European Central Bank, number 1367, Aug.
• Amisano, Gianni & Geweke, John, 2011, "Analysis of variance for bayesian inference," Working Paper Series, European Central Bank, number 1409, Dec.
• Onorante, Luca & Koop, Gary, 2012, "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series, European Central Bank, number 1422, Feb.
• McAdam, Peter & Lombardo, Giovanni, 2012, "Financial market frictions in a model of the euro area," Working Paper Series, European Central Bank, number 1423, Feb.
• Straub, Roland & Coenen, Günter & Trabandt, Mathias, 2012, "Fiscal policy and the 'Great Recession' in the euro area," Working Paper Series, European Central Bank, number 1429, Mar.
• Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2012, "Thousands of models, one story: current account imbalances in the global economy," Working Paper Series, European Central Bank, number 1441, Jun.
• Straub, Roland & Trabandt, Mathias & Coenen, Günter, 2012, "Gauging the effects of fiscal stimulus packages in the euro area," Working Paper Series, European Central Bank, number 1483, Oct.
• Kociecki, Andrzej & Rubaszek, Michał & Ca' Zorzi, Michele, 2012, "Bayesian analysis of recursive SVAR models with overidentifying restrictions," Working Paper Series, European Central Bank, number 1492, Nov.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012, "Prior selection for vector autoregressions," Working Paper Series, European Central Bank, number 1494, Nov.
• Ciccarelli, Matteo & Ortega, Eva & Valderrama, Maria Teresa, 2012, "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Paper Series, European Central Bank, number 1498, Nov.
• Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel vector autoregressive models: a survey," Working Paper Series, European Central Bank, number 1507, Jan.
• Nickel, Christiane & Tudyka, Andreas, 2013, "Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits," Working Paper Series, European Central Bank, number 1513, Feb.
• Villa, Stefania, 2013, "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series, European Central Bank, number 1521, Mar.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Amisano, Gianni & Geweke, John, 2013, "Prediction using several macroeconomic models," Working Paper Series, European Central Bank, number 1537, Apr.
• Daniel Sgroi & Andrew J. Oswald, 2013, "How Should Peer‐review Panels Behave?," Economic Journal, Royal Economic Society, volume 0, issue , pages 255-278, August.
• McIntyre, Stuart G. & Lacombe, Donald J., 2013, "Personal Indebtedness, Spatial Effects and Crime," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-03.
• Miguel, Belmonte & Gary, Koop, 2013, "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-34.
• Gary, Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-35.
• Gary, Koop & Dimitris, Korobilis, 2013, "A New Index of Financial Conditions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-48.
• Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013, "How Optimal is US Monetary Policy?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-53.
• McIntyre, Stuart G, 2013, "Personal indebtedness, community characteristics and theft crimes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-99.
• Dmitry Kulikov & Aleksei Netsunajev, 2013, "Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-9, Dec, revised 09 Dec 2013.
• Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C., 2013, "Changing impact of fiscal policy on selected ASEAN countries," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 103-116, DOI: 10.1016/j.asieco.2012.07.003.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
• Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013, "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2582-2601, DOI: 10.1016/j.jedc.2013.06.011.
• Coenen, Günter & Straub, Roland & Trabandt, Mathias, 2013, "Gauging the effects of fiscal stimulus packages in the euro area," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 2, pages 367-386, DOI: 10.1016/j.jedc.2012.09.006.
• Próchniak, Mariusz & Witkowski, Bartosz, 2013, "Time stability of the beta convergence among EU countries: Bayesian model averaging perspective," Economic Modelling, Elsevier, volume 30, issue C, pages 322-333, DOI: 10.1016/j.econmod.2012.08.031.
• Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong, 2013, "Liquidity management of foreign exchange reserves in continuous time," Economic Modelling, Elsevier, volume 31, issue C, pages 138-142, DOI: 10.1016/j.econmod.2012.11.053.
• Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013, "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, volume 31, issue C, pages 423-432, DOI: 10.1016/j.econmod.2012.12.008.
• Caraiani, Petre, 2013, "Comparing monetary policy rules in CEE economies: A Bayesian approach," Economic Modelling, Elsevier, volume 32, issue C, pages 233-246, DOI: 10.1016/j.econmod.2013.01.045.
• Gupta, Rangan & Steinbach, Rudi, 2013, "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.econmod.2013.03.012.
• Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013, "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, volume 33, issue C, pages 867-883, DOI: 10.1016/j.econmod.2013.05.014.
• Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013, "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, volume 35, issue C, pages 231-234, DOI: 10.1016/j.econmod.2013.07.006.
• Pan, Qi & Li, Yong, 2013, "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, volume 35, issue C, pages 45-50, DOI: 10.1016/j.econmod.2013.06.029.
• Karlsson, Sune, 2013, "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00015-4.
• Kempa, Bernd & Riedel, Jana, 2013, "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 268-278, DOI: 10.1016/j.najef.2012.11.001.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Tsionas, Efthymios G., 2013, "Bayesian inference in regression with Pearson disturbances," Economics Letters, Elsevier, volume 118, issue 1, pages 177-181, DOI: 10.1016/j.econlet.2012.10.021.
• Boysen-Hogrefe, Jens, 2013, "A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis," Economics Letters, Elsevier, volume 118, issue 1, pages 50-54, DOI: 10.1016/j.econlet.2012.09.017.
• Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013, "News impact curve for stochastic volatility models," Economics Letters, Elsevier, volume 120, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2013.03.001.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013, "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 132-141, DOI: 10.1016/j.jeconom.2013.03.002.
• Jensen, Mark J. & Maheu, John M., 2013, "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 3-17, DOI: 10.1016/j.jeconom.2013.03.009.
• Chan, Joshua C.C., 2013, "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 162-172, DOI: 10.1016/j.jeconom.2013.05.003.
• Koop, Gary & Korobilis, Dimitris, 2013, "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 185-198, DOI: 10.1016/j.jeconom.2013.04.007.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.
• Houssa, Romain, 2013, "Uncertainty about welfare effects of consumption fluctuations," European Economic Review, Elsevier, volume 59, issue C, pages 35-62, DOI: 10.1016/j.euroecorev.2012.12.006.
• Koop, Gary & Tole, Lise, 2013, "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 166-181, DOI: 10.1016/j.jempfin.2013.10.005.
• Du, Xiaodong & Carriquiry, Miguel A., 2013, "Spatiotemporal analysis of ethanol market penetration," Energy Economics, Elsevier, volume 38, issue C, pages 128-135, DOI: 10.1016/j.eneco.2013.03.012.
• Sudarshan, Anant, 2013, "Deconstructing the Rosenfeld curve: Making sense of California's low electricity intensity," Energy Economics, Elsevier, volume 39, issue C, pages 197-207, DOI: 10.1016/j.eneco.2013.05.002.
• Cai, Zhen & Aguilar, Francisco X., 2013, "Meta-analysis of consumer's willingness-to-pay premiums for certified wood products," Journal of Forest Economics, Elsevier, volume 19, issue 1, pages 15-31, DOI: 10.1016/j.jfe.2012.06.007.
• Kim, Dong-Hyuk, 2013, "Optimal choice of a reserve price under uncertainty," International Journal of Industrial Organization, Elsevier, volume 31, issue 5, pages 587-602, DOI: 10.1016/j.ijindorg.2013.10.003.
• Jacob, Punnoose & Peersman, Gert, 2013, "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Journal of International Economics, Elsevier, volume 90, issue 2, pages 302-315, DOI: 10.1016/j.jinteco.2013.01.004.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G., 2013, "Turkish bank efficiency: Bayesian estimation with undesirable outputs," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 506-517, DOI: 10.1016/j.jbankfin.2012.09.009.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2013, "Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1073-1083, DOI: 10.1016/j.jbankfin.2012.11.004.
• Asako, Kazumi & Liu, Zhentao, 2013, "A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2639-2651, DOI: 10.1016/j.jbankfin.2013.02.015.
• Ampaabeng, Samuel K. & Tan, Chih Ming, 2013, "The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana," Journal of Health Economics, Elsevier, volume 32, issue 6, pages 1013-1027, DOI: 10.1016/j.jhealeco.2013.08.001.
• Amisano, Gianni & Fagan, Gabriel, 2013, "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 118-145, DOI: 10.1016/j.jimonfin.2012.09.006.
• Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M., 2013, "Regional capital mobility in China: Economic reform with limited financial integration," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 493-503, DOI: 10.1016/j.jimonfin.2013.07.001.
• van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013, "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 19-40, DOI: 10.1016/j.jmacro.2013.05.001.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013, "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 183-204, DOI: 10.1016/j.matcom.2012.06.013.
• Han, Xiaoyi & Lee, Lung-fei, 2013, "Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 816-837, DOI: 10.1016/j.regsciurbeco.2013.04.006.
• Blattenberger, Gail & Fowles, Richard & Loeb, Peter D., 2013, "Determinants of motor vehicle crash fatalities using Bayesian model selection methods," Research in Transportation Economics, Elsevier, volume 43, issue 1, pages 112-122, DOI: 10.1016/j.retrec.2012.12.004.
• Wong, Chin-Yoong & Eng, Yoke-Kee, 2013, "International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model," International Review of Economics & Finance, Elsevier, volume 26, issue C, pages 109-124, DOI: 10.1016/j.iref.2012.08.011.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. Globalization," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-09, Feb.
• Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013, "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-15, Mar.
• Joshua C.C. Chan, 2013, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-31, May.
• Benjamin Wong, 2013, "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-59, Aug.
• Joshua C C Chan & Cody Y L Hsiao, 2013, "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-74, Nov.
• Gerba, Eddie & Hauzenberger, Klemens, 2013, "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56393, Mar.
• Michał Rubaszek & Marcin Kolasa, 2013, "Forecasting with DSGE models with financial frictions," EcoMod2013, EcoMod, number 5100, Jun.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2013, "Institutional heterogeneity in social dilemma games: a Bayesian examination," Chapters, Edward Elgar Publishing, chapter 2, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
• Luc Bauwens & Dimitris Korobilis, 2013, "Bayesian methods," Chapters, Edward Elgar Publishing, chapter 16, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Anna Simoni & Jean-Pierre Florens, 2013, "Regularizing Priors for Linear Inverse Problems," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-32.
• Fabio Canova & Matteo Ciccarelli, 2013, "Panel Vector Autoregressive Models: A Survey☆The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031006.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Jiawei Chen, 2013, "Estimation of the Loan Spread Equation with Endogenous Bank-Firm Matching," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032009.
• Korkmaz, E. & Kuik, R. & Fok, D., 2013, ""Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-001-LIS, Jan.
• Rahmatallah Poudineh & Tooraj Jamasb, 2013, "Determinants of Investment under Incentive Regulation: The Case of Norwegian Electricity Distribution Networks," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1312, Jun.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez, 2013, "Riesgo operacional en la banca trasnacional: un enfoque bayesiano," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 31-72, May.
• Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov, 2013, "ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price," International Econometric Review (IER), Economic Research Association, volume 5, issue 2, pages 53-69, September.
• Vivien LEWIS & Arnaud STEVENS, 2013, "Entry and markup dynamics in an estimated business cycle model," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces13.20, Oct.
• Alamá Sabater Luisa & Conesa Guillén David & Forte Deltell Anabel & Tortosa-Ausina Emili, 2013, "A Bayesian Perspective to Analyze Branch Location Patterns in Spanish Banking," Working Papers, Fundacion BBVA / BBVA Foundation, number 2013127, Jul.
• Michele Bernini & Sarah Guillou & Flora Bellone, 2013, "Firms leverage and export quality:evidence from France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2013-13, Sep.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez, 2013, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers, FEDEA, number 2013-23, Dec.
• Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013, "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers, FEDEA, number 2013-24, Dec.
• Jean-Louis ARCAND, 2013, "L’(absence d’) impact de l’impact : pourquoi les évaluations d’impact conduisent rarement à une prise de décision politique fondée sur les faits," Working Papers, FERDI, number P73, Jun.
• Jean-Louis ARCAND, 2013, "The (lack of) impact of impact: Why impact evaluations seldom lead to evidence-based policymaking," Working Papers, FERDI, number P73, Jun.
• Edward P. Herbst & Frank Schorfheide, 2013, "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-43.
• Manuel Gonzalez-Astudillo, 2013, "Monetary-fiscal policy interactions: interdependent policy rule coefficients," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-58.
• Francesco Bianchi & Leonardo Melosi, 2013, "Modeling the Evolution of Expectations and Uncertainty in General Equilibrium," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-12, Sep.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. globalization," Working Papers, Federal Reserve Bank of St. Louis, number 2013-002, Jan, DOI: 10.20955/wp.2013.002.
• Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013, "Clustered housing cycles," Working Papers, Federal Reserve Bank of St. Louis, number 2013-021, DOI: 10.20955/wp.2013.021.
• Kenneth Beauchemin, 2013, "A 14-Variable Mixed-Frequency VAR Model," Staff Report, Federal Reserve Bank of Minneapolis, number 493, Dec.
• Marco Del Negro & Giorgio E. Primiceri, 2013, "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports, Federal Reserve Bank of New York, number 619.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2013, "Estimating dynamic equilibrium models with stochastic volatility," Working Papers, Federal Reserve Bank of Philadelphia, number 13-19.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.
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• Svend Rasmussen & Anders L. Madsen & Mogens Lund, 2013, "Bayesian network as a modelling tool for risk management in agriculture," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/12, May.
• Michael Louis George, , "Derivation of the the conversion factor from bits of entropy to dollars of waste," Working Papers, Institute of Business Entropy, number 0604.
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