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

• 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 IV, 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.
• Di Bartolomeo Giovanni & Di Pietro Marco, 2013, "Price and wage inflation inertia under time-dependent adjustments," wp.comunite, Department of Communication, University of Teramo, number 0103, Sep.
• Di Bartolomeo Giovanni & Hughes Hallett Andrew & Acocella Nicola, 2013, "When Can Policy Makers Anchor Expectations? Dynamic controllability and the limits to time inconsistency," wp.comunite, Department of Communication, University of Teramo, number 0104, 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 (IfW Kiel), 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.

2012

• Cathy Chen & Simon Lin & Philip Yu, 2012, "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 1, pages 19-48, June, DOI: 10.1007/s10614-011-9266-y.
• Olivier Parent, 2012, "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, volume 14, issue 1, pages 49-73, January, DOI: 10.1007/s10109-011-0151-y.
• Sheng-Kai Chang & Yi-Yi Chen & Hung-Jen Wang, 2012, "A Bayesian estimator for stochastic frontier models with errors in variables," Journal of Productivity Analysis, Springer, volume 38, issue 1, pages 1-9, August, DOI: 10.1007/s11123-011-0242-2.
• Sridhar Narayanan & Puneet Manchanda, 2012, "An empirical analysis of individual level casino gambling behavior," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 1, pages 27-62, March, DOI: 10.1007/s11129-011-9110-7.
• Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2012, "A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 151-196, June, DOI: 10.1007/s11129-012-9119-6.
• Oliver Rutz & Randolph Bucklin, 2012, "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 231-257, June, DOI: 10.1007/s11129-011-9114-3.
• Johannes Reichl & Sylvia Frühwirth-Schnatter, 2012, "A censored random coefficients model for the detection of zero willingness to pay," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 259-281, June, DOI: 10.1007/s11129-011-9115-2.
• Michael Evans & Zvi Gilula & Irwin Guttman, 2012, "Conversion of ordinal attitudinal scales: An inferential Bayesian approach," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 3, pages 283-304, September, DOI: 10.1007/s11129-011-9116-1.
• Lynd Bacon & Peter Lenk, 2012, "Augmenting discrete-choice data to identify common preference scales for inter-subject analyses," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 4, pages 453-474, December, DOI: 10.1007/s11129-012-9124-9.
• Ahmed Hachicha & Fatma Hachicha & Afif Masmoudi, 2012, "A comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 4, pages 479-493, May, DOI: 10.1007/s11156-011-0236-1.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2012, "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1206, Feb.
• Lora R. Todorova & Bodo Vogt, 2012, "Herding in a Laboratory Asset Market with a Rich Action Set," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 120022, Sep.
• Xiaoshan Chen & Ronald Macdonald, 2012, "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1091-1116, September, DOI: j.1538-4616.2012.00524.x.
• Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012, "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 7, pages 1301-1324, October, DOI: j.1538-4616.2012.00533.x.
• Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012, "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1507-1533, December, DOI: j.1538-4616.2012.00542.x.
• Olivier Parent & Abdallah Zouache, 2012, "Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 168, issue 3, pages 488-518, September.
• Alessia Paccagnini, 2012, "Comparing Hybrid DSGE Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 228, Dec, revised Dec 2012.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
• Kornél Kisgergely, 2012, "Is there a carry trade channel of monetary policy in emerging countries?," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/3.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12092, Dec.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012, "Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/12, Jan.
• Rong Zhang & Brett A. Inder & Xibin Zhang, 2012, "Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/12, Feb.
• Punnoose Jacob & Gert Peersman, 2012, "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Working Paper Research, National Bank of Belgium, number 226, Aug.
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• Salles, Andre Assis de, 2012, "The Relationship between Crude Oil Prices and Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 98515, revised 2019.
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