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

• 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), Econometric 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.
• S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE model nonlinearities," Working Papers, Federal Reserve Bank of Philadelphia, number 13-47.
• 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.
• Michael Louis George, 2013, "Derivation of the Probability Distribution of WIP velocities," Working Papers, Institute of Business Entropy, number 0622, Oct.
• Michael Louis George, 2013, "Derivation of Minimum Batch size to minimize WIP and Cycle Time," Working Papers, Institute of Business Entropy, number 0623, Oct.
• Michael Louis George, 2013, "Effective Mass Me of WIP derived from Little’s Law," Working Papers, Institute of Business Entropy, number 0624, Oct.
• Michael Louis George, 2013, "Equi-partition of Energy of WIP R," Working Papers, Institute of Business Entropy, number 0625, Oct.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013, "How Optimal is US Monetary Policy?," Working Papers, Business School - Economics, University of Glasgow, number 2013_08, Mar.
• Michele Bernini & Sarah Guillou & Flora Bellone, 2013, "Firms' Leverage and Export Quality: Evidence from France," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-29, Sep.
• Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2013, "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print, HAL, number hal-01410575.
• Fabrice Murtin & Federica Marzo, 2013, "Hiv/Aids And Poverty In South Africa: A Bayesian Estimation Of Selection Models With Correlated Fixed-Effects," Post-Print, HAL, number hal-03460897, Mar, DOI: 10.1111/j.1813-6982.2012.01341.x.
• Michel Bernini & Sarah Guillou & Flora Bellone, 2013, "Firms leverage and export quality evidence from France," Sciences Po Economics Publications (main), HAL, number hal-00973035, Aug.
• Jean-Pierre Florens & Anna Simoni, 2013, "Regularizing Priors for Linear Inverse Problems," Working Papers, HAL, number hal-00873180, Oct.
• Michel Bernini & Sarah Guillou & Flora Bellone, 2013, "Firms leverage and export quality evidence from France," Working Papers, HAL, number hal-00973035, Aug.
• Gianni Amisano & Roberta Colavecchio, 2013, "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201304, May.
• Reese, Simon & Li, Yushu, 2013, "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers, Lund University, Department of Economics, number 2013:36, Oct.
• Li, Yushu & Andersson, Fredrik N. G., 2013, "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers, Lund University, Department of Economics, number 2013:39, Nov.
• Quiroz, Matias & Villani, Mattias, 2013, "Dynamic mixture-of-experts models for longitudinal and discrete-time survival data," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 268, May.
• Jun-Hyung Ko & Hiroshi Morita, 2013, "Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-270, Jan.
• Matthew J. Baker, 2013, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 440.
• Florens, Jean-Pierre & Simoni, Anna, 2013, "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 767, Mar.
• Luca Sala, 2013, "DSGE models in the frequency domain," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 504.
• Wolfgang Polasek, 2013, "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series, Institute for Advanced Studies, number 295, Apr.
• Christiane Baumeister & Luca Benati, 2013, "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 165-212, June.
• Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok, 2013, "Regionalization vs. Globalization," IMF Working Papers, International Monetary Fund, number 2013/019, Jan.
• Mr. Roger Farmer & Mr. Vadim Khramov, 2013, "Solving and Estimating Indeterminate DSGE Models," IMF Working Papers, International Monetary Fund, number 2013/200, Oct.
• Péter Hudomiet & Robert J. Willis, 2013, "Estimating Second Order Probability Beliefs from Subjective Survival Data," Decision Analysis, INFORMS, volume 10, issue 2, pages 152-170, June, DOI: 10.1287/deca.2013.0266.
• Rossana Merola, 2013, "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/08, Mar.
• Ching-Yang Lin & Hiroaki Miyamoto, 2013, "Estimating a Search and Matching Model of the Ag-gregate Labor Market in Japan," Working Papers, Research Institute, International University of Japan, number EMS_2013_09, Jul.
• Courtemanche, Charles & Soneji, Samir & Tchernis, Rusty, 2013, "Modeling Area-Level Health Rankings," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7631, Sep.
• Huiran Pan & Chun Wang, 2013, "Financial Development And Economic Growth: A New Investigation," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 38, issue 1, pages 27-46, March.
• Mitesh Kataria, 2013, "Confirmation: What's in the evidence?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-025, Jun.
• Mitesh Kataria, 2013, "One Swallow Doesn't Make a Summer - A Note," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-030, Aug.
• Sybille Lehwald, 2013, "Has the Euro changed business cycle synchronization? Evidence from the core and the periphery," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 4, pages 655-684, November, DOI: 10.1007/s10663-012-9205-8.
• Erindi Allaj, 2013, "The Black–Litterman model: a consistent estimation of the parameter tau," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 217-251, June, DOI: 10.1007/s11408-013-0205-x.
• Aart Kraay & Norikazu Tawara, 2013, "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, volume 18, issue 3, pages 253-283, September, DOI: 10.1007/s10887-013-9092-2.
• Jane Law & Matthew Quick, 2013, "Exploring links between juvenile offenders and social disorganization at a large map scale: a Bayesian spatial modeling approach," Journal of Geographical Systems, Springer, volume 15, issue 1, pages 89-113, January, DOI: 10.1007/s10109-012-0164-1.
• Peter Congdon, 2013, "Modelling small-area inequality in premature mortality using years of life lost rates," Journal of Geographical Systems, Springer, volume 15, issue 2, pages 149-167, April, DOI: 10.1007/s10109-012-0167-y.
• Verda Kocabas & Suzana Dragicevic, 2013, "Bayesian networks and agent-based modeling approach for urban land-use and population density change: a BNAS model," Journal of Geographical Systems, Springer, volume 15, issue 4, pages 403-426, October, DOI: 10.1007/s10109-012-0171-2.
• Vishva Danthurebandara & Martina Vandebroek & Jie Yu, 2013, "Integrated mixed logit and latent variable models," Marketing Letters, Springer, volume 24, issue 3, pages 245-259, September, DOI: 10.1007/s11002-012-9213-2.
• Paul Castillo & Carlos Montoro & Vicente Tuesta, 2013, "An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach," Open Economies Review, Springer, volume 24, issue 2, pages 217-265, April, DOI: 10.1007/s11079-012-9239-3.
• Pau Rabanal & Vicente Tuesta, 2013, "Nontradable Goods and the Real Exchange Rate," Open Economies Review, Springer, volume 24, issue 3, pages 495-535, July, DOI: 10.1007/s11079-012-9250-8.
• Sridhar Narayanan, 2013, "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 39-81, March, DOI: 10.1007/s11129-012-9127-6.
• Sanjog Misra, 2013, "Markov chain Monte Carlo for incomplete information discrete games," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 117-153, March, DOI: 10.1007/s11129-012-9128-5.
• Sanjog Misra, 2013, "Markov chain Monte Carlo for incomplete information discrete games," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 117-153, March, DOI: 10.1007/s11129-012-9128-5.
• Sridhar Narayanan, 2013, "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 1, pages 39-81, March, DOI: 10.1007/s11129-012-9127-6.
• Sudhir Voleti & Pulak Ghosh, 2013, "A robust approach to measure latent, time-varying equity in hierarchical branding structures," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 3, pages 289-319, September, DOI: 10.1007/s11129-013-9133-3.
• Subramanian Balachander & Bikram Ghosh, 2013, "Bayesian estimation of a simultaneous probit model using error augmentation: An application to multi-buying and churning behavior," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 4, pages 437-458, December, DOI: 10.1007/s11129-013-9137-z.
• Subramanian Balachander & Bikram Ghosh, 2013, "Bayesian estimation of a simultaneous probit model using error augmentation: An application to multi-buying and churning behavior," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 4, pages 437-458, December, DOI: 10.1007/s11129-013-9137-z.
• Vlad Tarko, 2013, "Can probability theory deal with entrepreneurship?," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 26, issue 3, pages 329-345, September, DOI: 10.1007/s11138-012-0193-5.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013, "Regionalization vs. Globalization," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1302, Feb.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1321, Nov.
• Michele Campolieti & Deborah Gefang & Gary Koop, 2013, "A new look at variation in employment growth in Canada," Working Papers, Lancaster University Management School, Economics Department, number 26145565.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity Risk Prediction," Cahiers de recherche, CIRPEE, number 1312.
• Boostani, Reza, 2013, "Staggered Price and Monetary Policy in Ir," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 15, pages 115-128, June.
• Mojab, Ramin & Barakchian, Seyyed Mahdi & Nili, Farhad, 2013, "Explaining Monetary Base and Government Expenditure Variations in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 17, pages 1-16, December.
• Stelios Bekiros & Alessia Paccagnini, 2013, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, University of Milano-Bicocca, Department of Economics, number 236, Feb, revised Feb 2013.
• Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
• Pedro Gomis-Porqueras & Solmaz Moslehi & Vivianne Vilar, 2013, "The Fiscal Theory of the Price Level When All Income is Taxed," Monash Economics Working Papers, Monash University, Department of Economics, number 09-13, May.
• Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2013, "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 28/13.
• McCAUSLAND, William & MARLEY, A. A. J., 2013, "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2013-06.
• William J. McCausland & A.A.J. Marley, 2013, "Bayesian Inference and Model Comparison for Random Choice Structures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2013.
• Martínez Sánchez José Francisco & Venegas Martínez, 2013, "Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano," Contaduría y Administración, Accounting and Management, volume 58, issue 2, pages 221-259, abril-jun.
• A. Stevens, 2013, "What inflation developments reveal about the Phillips curve: implications for monetary policy," Economic Review, National Bank of Belgium, issue iii, pages 67-76, December.
• Rossana Merola, 2013, "The role of financial frictions during the crisis: An estimated DSGE model," Working Paper Research, National Bank of Belgium, number 249, Dec.
• Mateusz Pipień, 2013, "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers, Narodowy Bank Polski, number 151.
• Mariusz Próchniak & Bartosz Witkowski, 2013, "The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging," NBP Working Papers, Narodowy Bank Polski, number 165.
• Steven L. Scott & Hal R. Varian, 2015, "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Chapters, National Bureau of Economic Research, Inc, "Economic Analysis of the Digital Economy".
• Edward P. Herbst & Frank Schorfheide, 2013, "Sequential Monte Carlo Sampling for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19152, Jun.
• Charles Courtemanche & Samir Soneji & Rusty Tchernis, 2013, "Modeling Area-Level Health Rankings," NBER Working Papers, National Bureau of Economic Research, Inc, number 19450, Sep.
• Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013, "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19457, Sep.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," NBER Working Papers, National Bureau of Economic Research, Inc, number 19565, Oct.
• Steven L. Scott & Hal R. Varian, 2013, "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 19567, Oct.
• S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE Model Nonlinearities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19693, Dec.
• Frank Schorfheide & Dongho Song, 2013, "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 19712, Dec.
• Traoré, Fousseini, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, volume 2013, issue 03, pages 303-316, September.
• Traoré, Fousseini, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, volume 94, issue 03, pages 303-316, September.
• Roberto Leon-Gonzalez & Thanabalasingam Vinayagathasan, 2013, "Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 13-12, Jul.
• Galina ULIAN & Iulia CAPRIAN, 2013, "The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 25-30.
• Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013, "Clustered Housing Cycles," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2013/02, Feb.
• Punnoose Jacob & Gert Peersman, 2013, "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2013/04, Jan.
• Boriss Siliverstovs, 2013, "Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 129-151, DOI: 10.1787/jbcma-2013-5k4bxlxjkd32.
• Pop Alexandra Mihaela & Dumitrascu Danut, 2013, "The Measurement And Evaluation Of The Internal Communication Process In Project Management," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1563-1572, July.
• Xin Jin & John M. Maheu, 2013, "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 335-369, March.
• Matias Iaryczower & Gabriel Katz & Sebastian Saiegh, 2013, "Voting in the Bicameral Congress: Large Majorities as a Signal of Quality," The Journal of Law, Economics, and Organization, Oxford University Press, volume 29, issue 5, pages 957-991, October.
• Christopher N. Avery & Mark E. Glickman & Caroline M. Hoxby & Andrew Metrick, 2013, "A Revealed Preference Ranking of U.S. Colleges and Universities," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 1, pages 425-467.
• Francesco Bianchi, 2013, "Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 463-490.
• Espinosa Acuña, Óscar A. & Vaca González, Paola A. & Avila Forero, Raúl A., 2013, "Elasticidades de demanda por electricidad e impactos macroecon_omicos del precio de la energía eléctrica en Colombia || Elasticity of Electricity Demand and Macroeconomics Impacts of Electricity Price," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 16, issue 1, pages 216-249, December.
• Leonardo Melosi, 2013, "Signaling Effects of Monetary Policy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-029, Mar.
• Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2013, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-036, May.
• Andriy Norets & Xun Tang, 2013, "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-054, Oct.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-059, Oct.
• Davide fiaschi & Angela Parenti, 2013, "An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2013/171, Oct.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2013, "Bayesian Model Averaging and Jointness Measures for gretl," MPRA Paper, University Library of Munich, Germany, number 44322, Feb.
• Soundararajan, Pushparaj, 2013, "Regional income convergence in India: A Bayesian Spatial Durbin Model approach," MPRA Paper, University Library of Munich, Germany, number 44744, Mar.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.
• Koop, Gary & Korobilis, Dimitris, 2013, "A New Index of Financial Conditions," MPRA Paper, University Library of Munich, Germany, number 45463, Mar.
• Kociecki, Andrzej, 2013, "Bayesian Approach and Identification," MPRA Paper, University Library of Munich, Germany, number 46538, Apr.
• Wesselbaum, Dennis, 2013, "Labour Market Dynamics in Australia," MPRA Paper, University Library of Munich, Germany, number 47771.
• Qian, Hang, 2013, "Vector Autoregression with Mixed Frequency Data," MPRA Paper, University Library of Munich, Germany, number 47856, Jun.
• Gonzalez-Astudillo, Manuel, 2013, "Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients," MPRA Paper, University Library of Munich, Germany, number 50040, Jul.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Buc," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• Kim, Chang-Jin & Kim, Jaeho, 2013, "Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 51117, Aug.
• Kim, Chang-Jin & Kim, Jaeho, 2013, "The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives," MPRA Paper, University Library of Munich, Germany, number 51118, Oct.
• Jäckel, Christoph, 2013, "Model uncertainty and expected return proxies," MPRA Paper, University Library of Munich, Germany, number 51978, Dec.
• Jensen, Mark J & Maheu, John M, 2013, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper, University Library of Munich, Germany, number 52132, Dec.
• Thum, Anna-Elisabeth, 2013, "Psychology in econometric models: conceptual and methodological foundations," MPRA Paper, University Library of Munich, Germany, number 52293, Dec.
• Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
• Marto, Ricardo, 2013, "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," MPRA Paper, University Library of Munich, Germany, number 55647, Dec.
• Dey, Jaya, 2013, "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper, University Library of Munich, Germany, number 57803, Jan, revised 06 Aug 2014.
• Aknouche, Abdelhakim, 2013, "Periodic autoregressive stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 69571, Jun, revised 2015.
• Rahmanov, Ramiz & Adigozalov, Shaig & Huseynov, Salman, 2013, "Azərbaycan Mərkəzi Bankının inflyasiya hədəfi: Baza yoxsa manşet inflyasiya?
  [The target of the Central Bank of Azerbaijan: Core or headline inflation?]," MPRA Paper, University Library of Munich, Germany, number 69825, Aug.