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)

2013

• 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 in Colombia," 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 – Bucy filters for Gaussian linear investment returns d," 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.
• Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013, "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201303, Jan.
• Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013, "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201307, Jan.
• Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
• Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013, "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201338, Aug.
• Goodness C. Aye & Pami Dua & Rangan Gupta, 2013, "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers, University of Pretoria, Department of Economics, number 201342, Aug.
• Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013, "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201374, Nov.
• Jiří Witzany, 2013, "Estimating Correlated Jumps and Stochastic Volatilities," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 251-283, DOI: 10.18267/j.pep.451.
• Krzysztof Osiewalski & Jacek Osiewalski, 2013, "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 1, pages 65-83, March.
• Anna Pajor & Jacek Osiewalski, 2013, "A Note on Lenk’s Correction of the Harmonic Mean Estimator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 271-275, December.
• Fousseini Traoré, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 94, issue 3, pages 303-316.
• Tim Robinson, 2013, "Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-06, Jun.
• Winkelried, Diego, 2013, "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
• Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013, "Important channels of transmission of monetary policy shock in South Africa," Working Papers, South African Reserve Bank, number 6021, Dec.
• Renzo Orsi & Davide Raggi & Francesco Turino, 2013, "Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"," Online Appendices, Review of Economic Dynamics, number 12-217.
• Renzo Orsi & Davide Raggi & Francesco Turino, 2013, "Code and data files for "Size, Trend, and Policy Implications of the Underground Economy"," Computer Codes, Review of Economic Dynamics, number 12-217, revised .
• Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013, "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers, Society for Economic Dynamics, number 202.
• Robert Tetlow & Kirstin Hubrich, 2013, "Financial stress and economic dynamics: The transmission of crises," 2013 Meeting Papers, Society for Economic Dynamics, number 571.
• Dongho Song & Amir Yaron & Frank Schorfheide, 2013, "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," 2013 Meeting Papers, Society for Economic Dynamics, number 580.
• Leonardo Melosi, 2013, "Modeling the Evolution of Expectations and Uncertainty in General Equilibrium," 2013 Meeting Papers, Society for Economic Dynamics, number 67.
• Christian Matthes & Thomas Lubik, 2013, "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," 2013 Meeting Papers, Society for Economic Dynamics, number 973.
• Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2013, "Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes," Working Paper series, Rimini Centre for Economic Analysis, number 03_13, Jan.
• Stelios D. Bekiros & Alessia Paccagnini, 2013, "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper series, Rimini Centre for Economic Analysis, number 22_13, Apr.
• Saman, Corina & Pauna, Bianca, 2013, "New Keynesian Phillips Curve for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 159-171, June.
• Flaminia Musella & Paola Vicard, 2013, "Object-oriented bayesian networks for complex quality management problems," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0174, Apr.
• Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013, "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201308, Jul.
• Rangan Gupta & Faaiqa Hartley, 2013, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
• Stefan Leist, 2013, "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue 4, pages 493-531, December.
• Olivier Parent & Rainer Hofe, 2013, "Understanding the impact of trails on residential property values in the presence of spatial dependence," The Annals of Regional Science, Springer;Western Regional Science Association, volume 51, issue 2, pages 355-375, October, DOI: 10.1007/s00168-012-0543-z.
• Markus Jochmann, 2013, "What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care," Computational Statistics, Springer, volume 28, issue 5, pages 1947-1964, October, DOI: 10.1007/s00180-012-0388-z.
• K. Arin & Alexander Molchanov & Otto Reich, 2013, "Politics, stock markets, and model uncertainty," Empirical Economics, Springer, volume 45, issue 1, pages 23-38, August, DOI: 10.1007/s00181-012-0601-5.
• Kenneth Troske & Alexandru Voicu, 2013, "The effect of the timing and spacing of births on the level of labor market involvement of married women," Empirical Economics, Springer, volume 45, issue 1, pages 483-521, August, DOI: 10.1007/s00181-012-0620-2.
• Stelios Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, volume 45, issue 1, pages 635-664, August, DOI: 10.1007/s00181-012-0623-z.
• Željka Asanović, 2013, "Early Warning Systems for Banking Crises in Montenegro: Combination of Signal Approach and Logit Model," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 3, pages 405-419, November, DOI: 10.1007/s11300-013-0295-1.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013, "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-05, May.
• Miguel Belmonte & Gary Koop, 2013, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1302, Jan.
• Gary Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1303, Jan.
• Gary Koop & Dimitris Korobilis, 2013, "A new index of financial conditions," Working Papers, University of Strathclyde Business School, Department of Economics, number 1307, Jun.
• McIntyre Stuart G, 2013, "Personal indebtedness, community characteristics and theft crimes," Working Papers, University of Strathclyde Business School, Department of Economics, number 1320, Sep.
• Paul Levine & Peter McAdam & Peter Welz, 2013, "On Habit and the Socially Efficient Level of Consumption and Work Effort," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0713, Oct.
• Ming Chien Lo & James Morley, 2013, "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers, School of Economics, The University of New South Wales, number 2013-05, May.
• Yuelin Liu & James Morley, 2013, "Structural Evolution of the Postwar U.S. Economy," Discussion Papers, School of Economics, The University of New South Wales, number 2013-15, Jun.
• Yuelin Liu & James Morley, 2013, "Structural Evolution of the Postwar U.S. Economy," Discussion Papers, School of Economics, The University of New South Wales, number 2013-15A, Jun.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity risk prediction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1333-1339, September, DOI: 10.1080/13504851.2013.806775.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013, "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 29-44, January, DOI: 10.1080/07350015.2012.727718.
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013, "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 94-106, January, DOI: 10.1080/07350015.2012.741549.
• Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013, "On Identification of Bayesian DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 3, pages 300-314, July, DOI: 10.1080/07350015.2013.773905.
• Gaurab Aryal & Dong-Hyuk Kim, 2013, "A Point Decision for Partially Identified Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 4, pages 384-397, October, DOI: 10.1080/07350015.2013.794731.
• Canan Yuksel, 2013, "Role of Investment Shocks in Explaining Business Cycles in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1312.
• Giovanni Di Bartolomeo & Marco Di Pietro, 2013, "Price and wage inflation inertia under time-dependent adjustments," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 103, Sep.
• Giovanni Di Bartolomeo & Andrew Hughes Hallett & Nicola Acocella, 2013, "When Can Policy Makers Anchor Expectations? Dynamic controllability and the limits to time inconsistency," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 104, Sep.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-011/III, Jan.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-055/III, Apr, revised 16 Jan 2015.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013, "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-060/III, Apr, revised 06 Mar 2014.
• Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-090/III, Jul.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-142/III, Sep, revised 01 Nov 2014.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-047.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Inferring Hawks and Doves from Voting Records," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-024.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Inferring Hawks and Doves from Voting Records," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1588f60e-61f6-4492-a5d1-5.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records," Other publications TiSEM, Tilburg University, School of Economics and Management, number b8f10be2-d664-4d83-8bf4-6.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Inferring Hawks and Doves from Voting Records," Other publications TiSEM, Tilburg University, School of Economics and Management, number daf17793-6ce0-4c29-827b-d.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013, "Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records," Other publications TiSEM, Tilburg University, School of Economics and Management, number ea85a7a5-07de-4416-ba44-b.
• Martin Burda & Artem Prokhorov, 2013, "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers, University of Toronto, Department of Economics, number tecipa-473, Jan.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013, "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1501-1519, December.
• Florens, Jean-Pierre & Simoni, Anna, 2013, "Regularizing Priors for Linear Inverse Problems," TSE Working Papers, Toulouse School of Economics (TSE), number 13-384, Mar.
• Helena Marques & Gabriel Pino & J.D. Tena, 2013, "Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 59.
• Stelios D. Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7326, Aug.
• Stelios D. Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7329, Aug.
• Eddie Gerba & Klemens Hauzenberger, 2013, "Estimating US Fiscal and Monetary Interactions in a Time Varying VAR," Studies in Economics, School of Economics, University of Kent, number 1303, Mar.
• Stefano Grassi & Paolo Santucci de Magistris, 2013, "It's all about volatility of volatility: evidence from a two-factor stochastic volatility model," Studies in Economics, School of Economics, University of Kent, number 1404, Nov.
• Trojan, Sebastian, 2013, "Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1341, Dec, revised Aug 2014.
• Garland Durham & John Geweke, 2013, "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 9, Apr.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:08.
• Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
• Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013, "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:13.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:17, revised 2014.
• Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013, "Adaptive Sticky Generalized Metropolis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:19.
• Stuart McIntyre, 2013, "Personal Indebtedness, Community Characteristics And Theft Crime," ERSA conference papers, European Regional Science Association, number ersa13p1176, Nov.
• Antonio Pesce, 2013, "Is Decoupling in action?," ERSA conference papers, European Regional Science Association, number ersa13p1252, Nov.
• Manfred M. Fischer & James P. LeSage, 2013, "A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe," ERSA conference papers, European Regional Science Association, number ersa13p39, Nov.
• Enrico Fabrizi & Maria Ferrante & Carlo Trivisano, 2013, "Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size," ERSA conference papers, European Regional Science Association, number ersa13p894, Nov.
• Manfred M. Fischer & Philipp Piribauer, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp158, Oct.
• Fischer, Manfred M. & Piribauer, Philipp, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 158, Oct.
• Rodney W. Strachan & Herman K. Van Dijk, 2013, "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 385-402, February, DOI: 10.1111/j.1468-2354.2012.00737.x.
• Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013, "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 62-81, January.
• Gary M. Koop, 2013, "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 177-203, March.
• Dimitris Korobilis, 2013, "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 204-230, March.
• Jesús Crespo Cuaresma & Martin Feldkircher, 2013, "Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 720-741, June.
• Ying Fang & Shicheng Huang & Linlin Niu, 2013, "De Facto Currency Baskets of China and East Asian Economies: The Rising Weights," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Ming Lin & Changjiang Liu & Linlin Niu, 2013, "Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• CHEN Wei & NIU Linlin, 2013, "基于贝叶斯模型平均 (Bma) 方法的中国通货膨胀的建模及预测," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-12-05, Dec.
• Kliem, Martin & Uhlig, Harald, 2013, "Bayesian estimation of a DSGE model with asset prices," Discussion Papers, Deutsche Bundesbank, number 37/2013.
• Haas, Armin & Onischka, Mathias & Fucik, Markus, 2013, "Black swans, dragon kings, and Bayesian risk management," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-11.
• Afanasyeva, Elena, 2013, "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 70.
• Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013, "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-026.
• Berg, Tim Oliver & Henzel, Steffen, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79783.
• Eibich, Peter & Ziebarth, Nicolas, 2013, "Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79844.
• Offick, Sven & Winkler, Roland, 2013, "Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79845.
• Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens, 2013, "The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79990.
• Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J., 2013, "Melting down: Systemic financial instability and the macroeconomy," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80487.
• Asatryan, Zareh & Feld, Lars P., 2013, "Revisiting the link between growth and federalism: A Bayesian model averaging approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-049.
• Stefano Grassi & Paolo Santucci de Magistris, 2013, "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-03, 02.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
• Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
• Nima Nonejad, 2013, "Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-25, 08.
• Nima Nonejad, 2013, "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-26, 08.
• Nima Nonejad, 2013, "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-27, 08.
• Asger Lunde & Anne Floor Brix & Wei Wei, 2015, "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-46, Feb.
• Galina ULIAN & Iulia CAPRIAN, 2013, "The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 25-30.
• Joshua C.C. Chan & Gary Koop, 2013, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-603, Feb.
• Joshua C.C. Chan & Eric Eisenstat, 2013, "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-604, Feb.
• Gaurab Aryal & Dong-Hyuk Kim, 2013, "Emprical Relevance of Ambiguity in First Price Auction Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-607, Apr.
• Balcombe, Kelvin George & Bitzios, Michael & Fraser, Iain & Haddock-Fraser, Janet, 2013, "Using Attribute Importance Rankings within Discrete Choice Experiments: An Application to Valuing Bread Attributes," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia, Australian Agricultural and Resource Economics Society, number 152151, Feb, DOI: 10.22004/ag.econ.152151.
• Traoré, Fousseini, 2013, "Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), volume 94, issue 3, DOI: 10.22004/ag.econ.196601.
• Loomis, John B. & Mueller, Julie M., 2013, "A Spatial Probit Modeling Approach to Account for Spatial Spillover Effects in Dicotomous Choice Contingent Valuation Surveys," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 01, pages 1-11, February, DOI: 10.22004/ag.econ.143663.
• Brorsen, B. Wade, 2013, "Using Bayesian Estimation and Decision Theory to Determine the Optimal Level of Nitrogen in Cotton," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 142951, Jan, DOI: 10.22004/ag.econ.142951.
• Marek Jarocinski & Albert Marcet, 2013, "Online Appendix to "Priors about Observables in Vector Autoregressions"," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 928.13, Feb.
• Marek Jarocinski & Albert Marcet, 2013, "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 929.13, Mar.
• Samuel Hurtado, 2013, "DSGE Models and the Lucas critique," Working Papers, Banco de España, number 1310, Aug.
• Marek Jarocinski & Albert Marcet, 2015, "Priors about Observables in Vector Autoregressions," Working Papers, Barcelona School of Economics, number 684, Sep.
• Marek Jarocinski & Albert Marcet, 2015, "Online Appendix to 'Priors about Observables in Vector Autoregressions'," Working Papers, Barcelona School of Economics, number 685, Sep.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2013, "Labor-Market Heterogeneity, Aggregation, And Policy (In)Variance Of Dsge Model Parameters," Journal of the European Economic Association, European Economic Association, volume 11, issue , pages 193-220, January, DOI: j.1542-4774.2012.01098.x.
• Dimitris Korobilis, 2013, "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 2, pages 157-179, April, DOI: 10.1111/obes.2013.75.issue-2.
• Silvio R. Rendon, 2013, "Fixed and Random Effects in Classical and Bayesian Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 3, pages 460-476, June, DOI: 10.1111/obes.2013.75.issue-3.
• Fabrice Murtin & Federica Marzo, 2013, "Hiv/Aids And Poverty In South Africa: A Bayesian Estimation Of Selection Models With Correlated Fixed-Effects," South African Journal of Economics, Economic Society of South Africa, volume 81, issue 1, pages 118-139, March, DOI: 10.1111/saje.2013.81.issue-1.
• Leif Anders Thorsrud, 2013, "Global and regional business cycles. Shocks and propagations," Working Paper, Norges Bank, number 2013/08, Feb.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
• Leif Anders Thorsrud, 2013, "Global and regional business cycles. Shocks and propagations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2013, Feb.
• Alina Barnett & Ryland Thomas, 2013, "Has weak lending and activity in the United Kingdom been driven by credit supply shocks?," Bank of England Staff Working Paper series, Bank of England, number 482, Dec.
• Toyoichiro Shirota, 2013, "What is the Major Determinant of Credit Flows through Cross-Border Banking?," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-5, Mar.
• Brownlees Christian T. & Vannucci Marina, 2013, "A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 21-46, February, DOI: 10.1515/snde-2012-0043.
• Burda Martin & Maheu John M., 2013, "Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 4, pages 345-372, September, DOI: 10.1515/snde-2013-0020.