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)

2012

• 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.
• Katarzyna Budnik, 2012, "Do those who stay work less? On the impact of emigration on the measured TFP in Poland," NBP Working Papers, Narodowy Bank Polski, number 113.
• Blazej Mazur & Mateusz Pipien, 2012, "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers, Narodowy Bank Polski, number 124.
• Mariusz Próchniak & Bartosz Witkowski, 2012, "Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods," NBP Working Papers, Narodowy Bank Polski, number 137.
• Arthur Korteweg & Morten Sorensen, 2012, "Estimating Loan-to-Value and Foreclosure Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 17882, Mar.
• Péter Hudomiet & Robert J. Willis, 2012, "Estimating Second Order Probability Beliefs from Subjective Survival Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 18258, Jul.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18467, Oct.
• Martin D. Heintzelman & Patrick J. Walsh & Dustin J. Grzeskowiak, 2012, "A Multi-Method, Spatial Approach for Explaining the Appearance and Passage of Open Space Referenda," NCEE Working Paper Series, National Center for Environmental Economics, U.S. Environmental Protection Agency, number 201202, Apr, revised Apr 2012.
• Roberto Leon-Gonzalez & Daniel Montolio, 2012, "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 12-08, Sep.
• Arnaud Doucet & Neil Shephard, 2012, "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W05, Jun.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/13, Aug.
• Oliver Röhn, 2012, "Current Account Benchmarks for Turkey," OECD Economics Department Working Papers, OECD Publishing, number 988, Sep, DOI: 10.1787/5k92smtqp9vk-en.
• Galán, Jorge E. & Veiga, Helena & Wiper, Michael P., 2012, "Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2012/03.
• Jesús Crespo Cuaresma & Martin Feldkircher, 2012, "Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 46-64.
• Matthew Salois & Charles Moss & Kenneth Erickson, 2012, "Farm income, population and farmland prices: a relative information approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 39, issue 2, pages 289-307, April.
• Christian Julliard & Anisha Ghosh, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3037-3076.
• Neil Shephard & Arnaud Doucet, 2012, "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Series Working Papers, University of Oxford, Department of Economics, number 606, Jun.
• Marcel Boumans, 2012, "Sims, Christopher Albert (born 1942)," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• Francesco Bianchi & Leonardo Melosi, 2012, "Constrained Discretion and Central Bank Transparency," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-031, Oct.
• Francesco Bianchi & Leonardo Melosi, 2012, "Constrained Discretion and Central Bank Transparency," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-041, Oct.
• Song, Yong & Shi, Shuping, 2012, "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 36455, Feb.
• Maheu, John & Song, Yong, 2012, "A new structural break model with application to Canadian inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 36870, Feb.
• Sinha, Pankaj & Jayaraman, Prabha, 2012, "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper, University Library of Munich, Germany, number 37662, Feb.
• Bai, Jushan & Wang, Peng, 2012, "Identification and estimation of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 38434, Apr.
• Koop, Gary & Korobilis, Dimitris, 2012, "Large time-varying parameter VARs," MPRA Paper, University Library of Munich, Germany, number 38591, Feb.
• Karapanagiotidis, Paul, 2012, "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 38885, Mar.
• Chan, Joshua & Strachan, Rodney, 2012, "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," MPRA Paper, University Library of Munich, Germany, number 39360.
• Liebermann, Joelle, 2012, "Real-time forecasting in a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 39452.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A new model of trend inflation," MPRA Paper, University Library of Munich, Germany, number 39496.
• Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella, 2012, "Skew mixture models for loss distributions: a Bayesian approach," MPRA Paper, University Library of Munich, Germany, number 39826.
• Shachat, Jason & Swarthout, J. Todd & Wei, Lijia, 2012, "A hidden Markov model for the detection of pure and mixed strategy play in games," MPRA Paper, University Library of Munich, Germany, number 39896, Jul.
• Chan, Joshua & Eisenstat, Eric, 2012, "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper, University Library of Munich, Germany, number 40051.
• Serbanoiu, Georgian Valentin, 2012, "Transmission of fiscal policy shocks into Romania's economy," MPRA Paper, University Library of Munich, Germany, number 40947, Jun.
• Tsionas, Mike, 2012, "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 40966, May, revised 20 Aug 2012.
• Lanne, Markku & Luoto, Jani, 2012, "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper, University Library of Munich, Germany, number 41820.
• Huang, Y-F., 2012, "Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach," MPRA Paper, University Library of Munich, Germany, number 41933, Oct.
• Zhou, Yiyi, 2012, "Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market," MPRA Paper, University Library of Munich, Germany, number 42002, Oct.
• Sugawara, Shinya, 2012, "A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market," MPRA Paper, University Library of Munich, Germany, number 42154, Oct.
• Matkovskyy, Roman, 2012, "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper, University Library of Munich, Germany, number 42173, Apr.
• Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012, "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper, University Library of Munich, Germany, number 42535, Oct.
• Kociecki, Andrzej, 2012, "Orbital Priors for Time-Series Models," MPRA Paper, University Library of Munich, Germany, number 42804, Nov.
• Liao, Yuan & Simoni, Anna, 2012, "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper, University Library of Munich, Germany, number 43262, Dec.
• Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012, "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper, University Library of Munich, Germany, number 43654, Dec.
• Matkovskyy, Roman, 2012, "Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
  [Forecasting Economic Development of Ukraine based on BVAR models with different priors]," MPRA Paper, University Library of Munich, Germany, number 44725, Jan, revised Nov 2012.
• Ferreira Lima, Luis Cristovao, 2012, "The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil," MPRA Paper, University Library of Munich, Germany, number 44784, Nov.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012, "On the epidemic of financial crises," MPRA Paper, University Library of Munich, Germany, number 46693, Nov.
• 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.
• Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012, "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201216, May.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201224, Aug.
• Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012, "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201232, Dec.
• Błażej Mazur & Mateusz Pipień, 2012, "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 95-116, June.
• Gary Koop, 2012, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 143-167, September.
• Krzysztof Osiewalski & Jacek Osiewalski, 2012, "Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 169-197, September.
• Justyna Wróblewska, 2012, "Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 4, pages 253-267, December.
• Svetlana Lapinova & Alexander Saichev & Maria Tarakanova, 2012, "Volatility estimation based on extremes of the bridge (in Russian)," Quantile, Quantile, issue 10, pages 73-90, December.
• Carrera, César, 2012, "Estimating Information Rigidity using Firms’ Survey Data," Working Papers, Banco Central de Reserva del Perú, number 2012-004, Jan.
• Ormeño, Arturo, 2012, "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Working Papers, Banco Central de Reserva del Perú, number 2012-007, Feb.
• Tamas Papp & Alisdair McKay, 2012, "Accounting for idiosyncratic wage risk over the business cycle," 2012 Meeting Papers, Society for Economic Dynamics, number 820.
• Gary Koop & Dimitris Korobilis, 2012, "Large Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 11_12, Mar.
• Shu-Ping Shi & Yong Song, 2012, "Identifying Speculative Bubbles with an Infinite Hidden Markov Model," Working Paper series, Rimini Centre for Economic Analysis, number 26_12, Jun.
• Yong Song, 2012, "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series, Rimini Centre for Economic Analysis, number 28_12, Jun.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series, Rimini Centre for Economic Analysis, number 45_12, Jun.
• Martin Burda & John M. Maheu, 2012, "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 46_12, Jun.
• Mark J. Jensen & John M. Maheu, 2012, "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 48_12, Jun.
• Xin Jin & John M. Maheu, 2012, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 49_12, Jun.
• Samuel K. Ampaabeng & Chih Ming Tang, 2012, "The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana," Working Paper series, Rimini Centre for Economic Analysis, number 64_12, Sep.
• Dimitris Korobilis, 2012, "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 67_12, Nov.
• Arkady Shemyakin, 2012, "A new approach to construction of objective priors: Hellinger information," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 124-137.
• Julia Mortera & Paola Vicard & Cecilia Vergari, 2012, "Object-Oriented Bayesian Networks for a Decision Support System," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0144, Jan.
• Francesco Giuli & Massimiliano Tancioni, 2012, "Prince-setting, monetary policy and the contractionary effects of productivity improvements," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0161, Jul.
• Daniela Marella & Paola Vicard, 2012, "Object-oriented bayesian networks for modelling the respondent measurement error," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0167, Nov.
• Kamil Makieła, 2012, "Dekompozycja strukturalna wzrostu gospodarczego z wykorzystaniem bayesowskich modeli granicznych na przykładzie krajów UE15," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 26, pages 13-27.
• Mariusz Próchniak & Bartosz Witkowski, 2012, "Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 26, pages 45-60.
• Kamila Sławińska & Bartosz Witkowski, 2012, "Wykorzystanie uśrednionych modeli bayesowskich do badania czynników wpływających na poziom nierówności dochodowych w wybranej grupie krajów," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 27, pages 131-144.
• Li Su & Sarah Brown & Pulak Ghosh & Karl Taylor, 2012, "Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model," Working Papers, The University of Sheffield, Department of Economics, number 2012009.
• Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown, 2012, "Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model," Working Papers, The University of Sheffield, Department of Economics, number 2012027.
• Andras Fulop & Junye Li & Jun Yu, 2012, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, School of Economics, number 03-2012, Jan.
• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2012, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, School of Economics, number 12-2012, Jan.
• Ye Chen & Jun Yu, 2012, "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers, Singapore Management University, School of Economics, number 15-2012, Jan.
• Yong Li & Tao Zeng & Jun Yu, 2012, "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 30-2012, Aug.
• Enrique Moral-Benito, 2012, "Bayesian posterior prediction and meta-analysis: an application to the value of travel time savings," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 801-817, June, DOI: 10.1007/s00168-010-0407-3.
• Giorgia Callegaro & Monique Jeanblanc & Wolfgang Runggaldier, 2012, "Portfolio optimization in a defaultable market under incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 2, pages 91-111, November, DOI: 10.1007/s10203-011-0116-0.
• Bhupal Singh, 2012, "How important is the stock market wealth effect on consumption in India?," Empirical Economics, Springer, volume 42, issue 3, pages 915-927, June, DOI: 10.1007/s00181-010-0444-x.
• Khusrav Gaibulloev & Todd Sandler, 2012, "Aid for AIDS in Africa," Empirical Economics, Springer, volume 43, issue 3, pages 1171-1197, December, DOI: 10.1007/s00181-011-0527-3.
• Carme Saurina & Laura Vall-llosera & Marc Saez, 2012, "Factors determining access to and use of primary health care services in the Girona Health Region (Spain)," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 4, pages 419-427, August, DOI: 10.1007/s10198-011-0313-3.
• Rüdiger Frey & Thorsten Schmidt, 2012, "Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering," Finance and Stochastics, Springer, volume 16, issue 1, pages 105-133, January, DOI: 10.1007/s00780-011-0153-0.
• Christopher Chambers & Paul Healy, 2012, "Updating toward the signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 50, issue 3, pages 765-786, August, DOI: 10.1007/s00199-010-0588-0.
• Julia Gray & Jonathan Slapin, 2012, "How effective are preferential trade agreements? Ask the experts," The Review of International Organizations, Springer, volume 7, issue 3, pages 309-333, September, DOI: 10.1007/s11558-011-9138-1.
• Nikolaos Antonakakis & Johann Scharler, 2012, "Volatility Information And Stock Market Crashes," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 1, pages 49-57.
• Christa Jensen & Donald Lacombe & Stuart McIntyre, 2012, "A Bayesian Spatial Individual Effects Probit Model of the 2010 U.K. General Election," Working Papers, University of Strathclyde Business School, Department of Economics, number 1201, Feb.
• Joshua Chan & Gary Koop & Simon Potter, 2012, "A New Model of Trend Inflation," Working Papers, University of Strathclyde Business School, Department of Economics, number 1202, Feb.
• Stuart McIntyre & Donald Lacombe, 2012, "Personal Indebtedness, Spatial Effects and Crime," Working Papers, University of Strathclyde Business School, Department of Economics, number 1209, May.
• Paul Levine & Joseph Pearlman & Bo Yang, 2012, "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1012, Aug.
• Sriram Shankar & B. Bhaskara Rao, 2012, "Estimates of the long-run growth rate of Singapore with a CES production function," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 15, pages 1525-1530, October, DOI: 10.1080/13504851.2011.637889.
• Emil Stavrev & Helge Berger, 2012, "The information content of money in forecasting euro area inflation," Applied Economics, Taylor & Francis Journals, volume 44, issue 31, pages 4055-4072, November, DOI: 10.1080/00036846.2011.587776.
• Ant Afonso & Ricardo M. Sousa, 2012, "The macroeconomic effects of fiscal policy," Applied Economics, Taylor & Francis Journals, volume 44, issue 34, pages 4439-4454, December, DOI: 10.1080/00036846.2011.591732.
• Drew Creal, 2012, "A Survey of Sequential Monte Carlo Methods for Economics and Finance," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 3, pages 245-296, DOI: 10.1080/07474938.2011.607333.
• Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012, "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 358-367, January, DOI: 10.1080/07350015.2012.663258.
• Guillaume Horny & Rute Mendes & Gerard J. van den Berg, 2012, "Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 468-480, March, DOI: 10.1080/07350015.2012.698142.
• Rodney Strachan & Herman K. van Dijk, 2012, "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-025/4, Mar.
• Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-026/4, Mar.
• Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent, 2012, "Screening for Collusion: A Spatial Statistics Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-058/1, Jun.
• Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-096/III, Sep.
• Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-098/III, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
• Denitsa Stefanova, 2012, "Stock Market Asymmetries: A Copula Diffusion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-125/IV/DSF45, Nov.
• Cizek, P. & Lei, J. & Ligthart, J.E., 2012, "The Determinants of VAT Introduction : A Spatial Duration Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-071.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-017.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 889f1e52-6cc4-470e-87ce-2.
• Ching-Yang Lin & Hiroaki Miyamoto, 2012, "Estimating a Search and Matching Model of the Aggregate Labor Market in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-850, Apr.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Mark J Jensen & John M Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers, University of Toronto, Department of Economics, number tecipa-453, Apr.
• Mark J Jensen & John M Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," Working Papers, University of Toronto, Department of Economics, number tecipa-458, Jun.
• Enrique Moral-Benito, 2012, "Determinants of Economic Growth: A Bayesian Panel Data Approach," The Review of Economics and Statistics, MIT Press, volume 94, issue 2, pages 566-579, May.
• James D. Hamilton & Michael T. Owyang, 2012, "The Propagation of Regional Recessions," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 935-947, November.
• Jidoud, Ahmat, 2012, "The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire," TSE Working Papers, Toulouse School of Economics (TSE), number 12-346, Oct.
• Müller-Plantenberg, Nikolas, 2012, "Long swings in Japan’s current account and in the yen," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/08, Mar.
• Sylvain Barde, 2012, "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics, School of Economics, University of Kent, number 1202, Jan.
• Fabio Canova & Fernando J. Pérez Forero, 2012, "Estimating overidentified, nonrecursive, time-varying coefficients structural VARs," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1321, May.
• Mirkov, Nikola, 2012, "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1201, Jan.
• Mirkov, Nikola & Sutter, Barbara, 2012, "Central Bank Reserves and the Yield Curve at the ZLB," Working Papers on Finance, University of St. Gallen, School of Finance, number 1208, Oct.
• Chase Parker DeHan, 2012, "Stock Markets and Growth: A Re-Evaluation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2012_08.
• Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012, "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:35.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012, "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:36.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_15.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
• Manfred M. Fischer & James P. LeSage, 2012, "A Bayesian approach to identifying and interpreting regional convergence clubs in Europe," ERSA conference papers, European Regional Science Association, number ersa12p217, Oct.
• Florian Schoiswohl & Philipp Piribauer & Michael Gmeinder & Matthias Koch & Manfred Fischer, 2012, "The Speed of Income Convergence in Europe: A case for Bayesian Model Averaging with Eigenvector Filtering," ERSA conference papers, European Regional Science Association, number ersa12p744, Oct.
• Catherine Prettner & Klaus Prettner, 2012, "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp138, Mar.
• Prettner, Catherine & Prettner, Klaus, 2012, "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 138, Mar.
• M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2012, "Global Business Cycles: Convergence Or Decoupling?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 2, pages 511-538, May, DOI: 10.1111/j.1468-2354.2012.00690.x.
• Gary Koop & Dimitris Korobilis, 2012, "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 3, pages 867-886, August, DOI: 10.1111/j.1468-2354.2012.00704.x.
• Martin Feldkircher & Stefan Zeugner, 2012, "The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 686-694, June.
• Markku Lanne & Arto Luoma & Jani Luoto, 2012, "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 812-830, August.
• Martin Feldkircher, 2012, "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 4, pages 361-376, July.
• 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: 10.1111/j.1538-4616.2012.00524.x.
• Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 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: 10.1111/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: 10.1111/j.1538-4616.2012.00542.x.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012, "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-51, Oct.
• Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan, 2012, "The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/24, Aug.
• Fang, Ying & Huang, Shicheng & Niu, Linlin, 2012, "De facto currency baskets of China and East Asian economies: The rising weights," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2012.
• Feldkircher, Martin, 2012, "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 26/2012.
• Kaufmann, Sylvia & Schumacher, Christian, 2012, "Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results," Discussion Papers, Deutsche Bundesbank, number 29/2012.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-11.
• Antonakakis, Nikolaos & Tondl, Gabriele, 2012, "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging," Discussion Papers, Europa-Kolleg Hamburg, Institute for European Integration, number 1/12.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1799.
• Lewis, Vivien & Stevens, Arnoud, 2012, "The competition effect in business cycles," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 51.
• Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu, 2012, "Network formation with local complements and global substitutes: the case of R&D networks," ECON - Working Papers, Department of Economics - University of Zurich, number 217, Apr, revised Feb 2017.
• Gaurab Aryal & Dong-Hyuk Kim, 2012, "A Point Decision For Partially Identified Auction Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-569, Jan.
• Joshua C.C. Chan & Justin L. Tobias, 2012, "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-580, Aug.
• Joshua C C Chan, 2012, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-591, Oct.
• Gunter Coenen & Roland Straub & Mathias Trabandt, 2012, "Fiscal Policy and the Great Recession in the Euro Area," American Economic Review, American Economic Association, volume 102, issue 3, pages 71-76, May.
• Ishdorj, Ariun & Crepinsek, Mary Kay & Jensen, Helen H., , "Children’s Consumption of Fruits and Vegetables: Do School Environment and Policies Affect Choice in School Meals?," 2012 AAEA/EAAE Food Environment Symposium, Agricultural and Applied Economics Association, number 123534, DOI: 10.22004/ag.econ.123534.
• Balcombe, Kelvin George & Bitzios, Michael & Fraser, Iain & Haddock-Fraser, Janet, 2012, "Using Attribute Importance Rankings within Discrete Choice Experiments: an application to Valuing Bread Attributes," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK, Agricultural Economics Society, number 134759, Apr, DOI: 10.22004/ag.econ.134759.
• Sgroi, Daniel & Oswald, Andrew J., , "How Should Peer-Review Panels Behave?," Economic Research Papers, University of Warwick - Department of Economics, number 270550, DOI: 10.22004/ag.econ.270550.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012, "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1203, Jan.
• Dewachter, Hans & Iania, Leonardo, 2012, "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2012001, Jan.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2012, "Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination," Working Papers, University of Alaska Anchorage, Department of Economics, number 2012-04, Nov.
• SENBETA, Sisay Regassa, 2012, "How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2012010, Apr.
• Yuan Liao & Anna Simoni, 2012, "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers, arXiv.org, number 1212.3267, Dec, revised Nov 2013.
• Paola Cerchiello & Paolo Giudici & Enzo Rocca, 2012, "Credit rating models: merging quantitative variables and qualitative information," BANCARIA, Bancaria Editrice, volume 11, pages 42-50, November.
• Christiane Baumeister & Luca Benati, 2012, "Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound," Staff Working Papers, Bank of Canada, number 12-21, DOI: 10.34989/swp-2012-21.
• Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012, "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers, Banco de España, number 1241, Dec.
• Enrique Moral-Benito, 2012, "Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity," Working Papers, Banco de España, number 1243, Dec.
• Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2012, "Euro area and global oil shocks: an empirical model-based analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 873, Jul.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Fernando J. Pérez Forero & Fabio Canova, 2015, "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers, Barcelona School of Economics, number 637, Sep.
• Kemal Bagzibagli, 2012, "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers, Department of Economics, University of Birmingham, number 12-12, Nov.
• Francisco José Areal & Kelvin Balcombe & Richard Tiffin, 2012, "Integrating spatial dependence into Stochastic Frontier Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 56, issue 4, pages 521-541, October, DOI: j.1467-8489.2012.00597.x.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
• Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper, Norges Bank, number 2012/09, Oct.