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)

2012

• Marco J. Lombardi & Francesco Ravazzolo, 2012, "Oil price density forecasts: exploring the linkages with stock markets," Working Paper, Norges Bank, number 2012/24, Dec.
• Francesco Ravazzolo & Marco J. Lombardi, 2012, "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2012, Dec.
• Jonathan Bridges & Ryland Thomas, 2012, "The impact of QE on the UK economy – some supportive monetarist arithmetic," Bank of England working papers, Bank of England, number 442, Jan.
• George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis, 2012, "Assessing the economy-wide effects of quantitative easing," Bank of England working papers, Bank of England, number 443, Jan.
• Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012, "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers, Bank of Israel, number 2012.06, Apr.
• Kyu Ho Kang, 2012, "Structural Break in the Term Structure of the Korean Government Bond Yields (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 2, pages 29-52, June.
• Liebermann, Joelle, 2012, "Real-time forecasting in a data-rich environment," Research Technical Papers, Central Bank of Ireland, number 07/RT/12, Dec.
• Ruge-Murcia, Francisco J., 2002, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4fc8x822, Oct.
• Sybille Lehwald, 2012, "Has the Euro Changed Business Cycle Synchronization? Evidence from the Core and the Periphery," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 122.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile, Central Bank of Chile, number 653, Jan.
• Wolfgang Polasek, 2012, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
• Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012, "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/04, May.
• Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta, 2012, "Assessing the Impact of Fiscal Measures on the Czech Economy," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/15, Dec.
• Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho, 2012, "Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
• DUFAYS, Arnaud, 2012, "Infinite-state Markov-switching for dynamic volatility and correlation models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012043, Nov.
• Fuentes-Albero, Cristina, 2012, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers, CEPREMAP, number 18, Dec.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012, "Prior Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8755, Jan.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
• Julliard, Christian & Ghosh, Anisha, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8899, Mar.
• Uribe, Martín & Schmitt-Grohé, Stephanie, 2012, "What's News in Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8984, May.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2012, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9130, Sep.
• López-Salido, J David & Gust, Christopher & Smith, Matthew E, 2012, "The Empirical Implications of the Interest-Rate Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9214, Nov.
• Martin Burda & Artem Prokhorov, 2012, "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers, Concordia University, Department of Economics, number 12012, Dec.
• Galán Camacho, Jorge Eduardo & Lopes Moreira da Veiga, María Helena & Wiper, Michael Peter, 2012, "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws121007, May.
• Raymond Kan & Guofu Zhou, 2012, "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, volume 13, issue 1, pages 139-187, May.
• Dewachter, Hans & Iania, Leonardo, 2011, "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 6, pages 1893-1916, December.
• Robert, Christian P. (ed.), 2012, "Contributions computationnelles à la statistique Bayésienne," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12804.
• Peter Haan & Daniel Kemptner & Arne Uhlendorff, 2012, "Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1210.
• Olfa Kaabia & Ilyes Abid, 2012, "Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-40.
• Olfa Kaabia & Ilyes Abid & Khaled Guesmi, 2012, "Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-46.
• Francesco Bianchi, 2012, "Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," Working Papers, Duke University, Department of Economics, number 12-04.
• Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-002, Jan.
• George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis, 2012, "Assessing the Economy‐wide Effects of Quantitative Easing," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 316-347, November.
• Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012, "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1287-1312, December, DOI: j.1468-0297.2012.02524.x.
• Hyungsik Roger Moon & Frank Schorfheide, 2012, "Bayesian and Frequentist Inference in Partially Identified Models," Econometrica, Econometric Society, volume 80, issue 2, pages 755-782, March, DOI: ECTA8360.
• Stephanie Schmitt‐Grohé & Martín Uribe, 2012, "What's News in Business Cycles," Econometrica, Econometric Society, volume 80, issue 6, pages 2733-2764, November, DOI: ECTA8050.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-11.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• Koop, Gary & Korobilis, Dimitris, 2012, "Large Time-Varying Parameter VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-14.
• Jensen, Christa & Lacombe, Donald & Mcintyre, Stuart, 2012, "A bayesian spatial individual effects probit model of the 2010 UK general election," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-20.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012, "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-46.
• Korobilis, Dimitris, 2012, "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-80.
• McIntyre, Stuart G. & Lacombe, Donald J., 2012, "Personal Indebtedness, Spatial Effects and Crime," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-83.
• Zhang, Chengsi & Murasawa, Yasutomo, 2012, "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, volume 23, issue 1, pages 60-70, DOI: 10.1016/j.chieco.2011.07.014.
• Wojakowski, Rafał M., 2012, "How should firms selectively hedge? Resolving the selective hedging puzzle," Journal of Corporate Finance, Elsevier, volume 18, issue 3, pages 560-569, DOI: 10.1016/j.jcorpfin.2012.02.003.
• Deschamps, Philippe J., 2012, "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3035-3054, DOI: 10.1016/j.csda.2011.10.021.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012, "The dynamics of UK and US inflation expectations," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3120-3133, DOI: 10.1016/j.csda.2011.07.008.
• Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012, "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3241-3259, DOI: 10.1016/j.csda.2011.04.017.
• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012, "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3398-3414, DOI: 10.1016/j.csda.2010.09.001.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012, "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3415-3429, DOI: 10.1016/j.csda.2010.06.025.
• Hautsch, Nikolaus & Yang, Fuyu, 2012, "Bayesian inference in a Stochastic Volatility Nelson–Siegel model," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3774-3792, DOI: 10.1016/j.csda.2010.07.003.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012, "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 3, pages 732-740, DOI: 10.1016/j.csda.2011.09.022.
• Giuli, Francesco & Tancioni, Massimiliano, 2012, "Real rigidities, productivity improvements and investment dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 100-118, DOI: 10.1016/j.jedc.2011.09.002.
• Slobodyan, Sergey & Wouters, Raf, 2012, "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 26-46, DOI: 10.1016/j.jedc.2011.01.016.
• Lombardi, Marco J. & Nicoletti, Giulio, 2012, "Bayesian prior elicitation in DSGE models: Macro- vs micropriors," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 294-313, DOI: 10.1016/j.jedc.2011.09.010.
• Argov, Eyal, 2012, "The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel," Economic Modelling, Elsevier, volume 29, issue 2, pages 408-420, DOI: 10.1016/j.econmod.2011.11.011.
• Araújo, Eurilton, 2012, "Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil," Economic Modelling, Elsevier, volume 29, issue 3, pages 671-678, DOI: 10.1016/j.econmod.2012.01.009.
• Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał, 2012, "A Bayesian method of combining judgmental and model-based density forecasts," Economic Modelling, Elsevier, volume 29, issue 4, pages 1349-1355, DOI: 10.1016/j.econmod.2012.03.004.
• Dufrénot, Gilles & Malik, Sheheryar, 2012, "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, volume 29, issue 5, pages 1960-1967, DOI: 10.1016/j.econmod.2012.05.029.
• Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012, "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, volume 29, issue 5, pages 2035-2038, DOI: 10.1016/j.econmod.2012.04.007.
• Lombardo, Giovanni & McAdam, Peter, 2012, "Financial market frictions in a model of the Euro area," Economic Modelling, Elsevier, volume 29, issue 6, pages 2460-2485, DOI: 10.1016/j.econmod.2012.06.024.
• Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012, "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, volume 31, issue 5, pages 515-523, DOI: 10.1016/j.econedurev.2012.03.001.
• Areal, Francisco J. & Tiffin, Richard & Balcombe, Kelvin G., 2012, "Provision of environmental output within a multi-output distance function approach," Ecological Economics, Elsevier, volume 78, issue C, pages 47-54, DOI: 10.1016/j.ecolecon.2012.03.011.
• Liu, Chun & Liu, Qing, 2012, "Marginal likelihood calculation for the Gelfand–Dey and Chib methods," Economics Letters, Elsevier, volume 115, issue 2, pages 200-203, DOI: 10.1016/j.econlet.2011.12.034.
• Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke, 2012, "Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?," Economics Letters, Elsevier, volume 116, issue 3, pages 322-325, DOI: 10.1016/j.econlet.2012.03.026.
• Poirier, Dale J., 2012, "Perfect classifiers in partial observability bivariate probit," Economics Letters, Elsevier, volume 116, issue 3, pages 361-362, DOI: 10.1016/j.econlet.2012.04.008.
• Lin, Eric S. & Chou, Ta-Sheng, 2012, "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, volume 116, issue 3, pages 494-497, DOI: 10.1016/j.econlet.2012.04.058.
• McIntyre, Stuart G. & Lacombe, Donald J., 2012, "Personal indebtedness, spatial effects and crime," Economics Letters, Elsevier, volume 117, issue 2, pages 455-459, DOI: 10.1016/j.econlet.2012.06.040.
• Zhang, Guoxiong, 2012, "Bayesian estimation of exchange rate regime choice with spatial effect," Economics Letters, Elsevier, volume 117, issue 3, pages 604-607, DOI: 10.1016/j.econlet.2012.07.030.
• Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012, "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 184-203, DOI: 10.1016/j.jeconom.2011.09.001.
• Li, Yong & Yu, Jun, 2012, "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 237-246, DOI: 10.1016/j.jeconom.2011.09.040.
• Yu, Ping, 2012, "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 274-294, DOI: 10.1016/j.jeconom.2011.12.002.
• Yu, Jun, 2012, "A semiparametric stochastic volatility model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 473-482, DOI: 10.1016/j.jeconom.2011.09.029.
• Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012, "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 47-59, DOI: 10.1016/j.jeconom.2011.09.005.
• Florens, Jean-Pierre & Simoni, Anna, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 458-475, DOI: 10.1016/j.jeconom.2012.05.016.
• Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012, "A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 101-120, DOI: 10.1016/j.jeconom.2012.06.011.
• Herbst, Edward & Schorfheide, Frank, 2012, "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 152-166, DOI: 10.1016/j.jeconom.2012.06.008.
• Geweke, John, 2012, "Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 185-204, DOI: 10.1016/j.jeconom.2012.06.003.
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012, "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 217-236, DOI: 10.1016/j.jeconom.2012.06.006.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012, "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 237-250, DOI: 10.1016/j.jeconom.2012.06.005.
• Ley, Eduardo & Steel, Mark F.J., 2012, "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 251-266, DOI: 10.1016/j.jeconom.2012.06.009.
• Salimans, Tim, 2012, "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 267-280, DOI: 10.1016/j.jeconom.2012.06.007.
• Liu, Qingfu & Tu, Anthony H., 2012, "Jump spillovers in energy futures markets: Implications for diversification benefits," Energy Economics, Elsevier, volume 34, issue 5, pages 1447-1464, DOI: 10.1016/j.eneco.2012.06.015.
• Canova, Fabio & Ciccarelli, Matteo, 2012, "ClubMed? Cyclical fluctuations in the Mediterranean basin," Journal of International Economics, Elsevier, volume 88, issue 1, pages 162-175, DOI: 10.1016/j.jinteco.2012.03.007.
• Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012, "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 216-221, DOI: 10.1016/j.insmatheco.2011.08.010.
• Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2012, "Skew mixture models for loss distributions: A Bayesian approach," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 617-623, DOI: 10.1016/j.insmatheco.2012.08.002.
• Felices, Guillermo & Wieladek, Tomasz, 2012, "Are emerging market indicators of vulnerability to financial crises decoupling from global factors?," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 321-331, DOI: 10.1016/j.jbankfin.2011.06.013.
• Feng, Guohua & Zhang, Xiaohui, 2012, "Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1883-1895, DOI: 10.1016/j.jbankfin.2012.02.008.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012, "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2026-2047, DOI: 10.1016/j.jbankfin.2012.03.008.
• Han, Yufeng, 2012, "State uncertainty in stock markets: How big is the impact on the cost of equity?," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2575-2592, DOI: 10.1016/j.jbankfin.2012.05.016.
• Shanken, Jay & Tamayo, Ane, 2012, "Payout yield, risk, and mispricing: A Bayesian analysis," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 131-152, DOI: 10.1016/j.jfineco.2011.12.002.
• Dangl, Thomas & Halling, Michael, 2012, "Predictive regressions with time-varying coefficients," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 157-181, DOI: 10.1016/j.jfineco.2012.04.003.
• Berger, Tino & Kempa, Bernd, 2012, "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1060-1075, DOI: 10.1016/j.jimonfin.2011.12.010.
• Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012, "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1319-1338, DOI: 10.1016/j.jimonfin.2012.02.003.
• Liu, Chun & Maheu, John M., 2012, "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 329-348, DOI: 10.1016/j.pacfin.2011.11.001.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012, "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 402-412, DOI: 10.1016/j.qref.2012.08.002.
• Parent, Olivier & LeSage, James P., 2012, "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, volume 42, issue 4, pages 727-738, DOI: 10.1016/j.regsciurbeco.2012.04.008.
• Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012, "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 468-492, DOI: 10.1016/j.reseneeco.2012.05.002.
• Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi, 2012, "Bayesian Unit Root Test for Time Series Models with Structural Break in Variance," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 1, pages 75-86.
• Rodney W. Strachan & Herman K. van Dijk, 2012, "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-03, Feb.
• Joshua C C Chan & Eric Eisenstat, 2012, "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-18, May.
• Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012, "Financial Frictions and the Role of Investment Specific Technology Shocks in the Business Cycle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-30, Jun.
• Catherine Prettner & Klaus Prettner, 2012, "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," EcoMod2012, EcoMod, number 4421, Jul.
• Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012, "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, Emerald Group Publishing Limited, "DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments", DOI: 10.1108/S0731-9053(2012)0000028007.
• Jie Lu & Angang Hu & Yilong Yan, 2012, "Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 4, issue 1, pages 52-68, January, DOI: 10.1108/17561371211196775.
• Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde, 2012, "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 2, pages 273-293.
• Jan R. Magnus & Karen Poghosyan, 2012, "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Economic Research Association, volume 4, issue 1, pages 40-58, April.
• Matthieu Droumaguet & Tomasz Wozniak, 2012, "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers, European University Institute, number ECO2012/06.
• Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012, "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers, European University Institute, number ECO2012/08.
• Tomasz Wozniak, 2012, "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers, European University Institute, number ECO2012/19.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers, European University Institute, number ECO2012/20.
• Maria Letizia Giorgetti, 2012, "Entry and submarket concentration: empirical evidence from the pharmaceutical industry," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2012, issue 3, pages 5-29.
• Tomas Adam & Sona Benecka & Ivo Jansky, 2012, "Time-Varying Betas of Banking Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 6, pages 485-504, December.
• Tomáš Adam & Sona Benecká & Ivo Jánský, 2012, "Time-varying Betas of the Banking Sector," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/23, Jul, revised Jul 2012.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-06.
• Mark J. Jensen & John M. Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-09.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1206, DOI: 10.26509/frbc-wp-201206.
• Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1218, DOI: 10.26509/frbc-wp-201218.
• Enrique Martínez García & Diego Vilán & Mark A. Wynne, 2012, "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 105.
• J. Scott Davis, 2012, "The effect of commodity price shocks on underlying inflation: the role of central bank credibility," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 134.
• Edward P. Herbst & Frank Schorfheide, 2012, "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-11.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012, "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-77.
• Kirstin Hubrich & Robert J. Tetlow, 2012, "Financial stress and economic dynamics: the transmission of crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-82.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012, "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-83.
• Günter Coenen & Roland Straub & Mathias Trabandt, 2012, "Gauging the effects of fiscal stimulus packages in the Euro area," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1061.
• Leonardo Melosi, 2012, "Signaling effects of monetary policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-05.
• Frank Schorfheide & Dongho Song, 2012, "Real-time forecasting with a mixed-frequency VAR," Working Papers, Federal Reserve Bank of Minneapolis, number 701.
• Edward P. Herbst & Frank Schorfheide, 2012, "Sequential Monte Carlo sampling for DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 12-27.
• Gary Koop & Dimitris Korobilis, 2012, "Large time-varying parameter VARs," Working Papers, Business School - Economics, University of Glasgow, number 2012_04, Jan.
• Dimitris Korobilis, 2012, "Bayesian forecasting with highly correlated predictors," Working Papers, Business School - Economics, University of Glasgow, number 2012_12, Jul.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00827666, Dec.
• Jean-Pierre Florens & Anna Simoni, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print, HAL, number hal-00922877, Oct.
• Ilyes Abid & Khaled Guesmi & Olfa Kaabia, 2012, "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?," Post-Print, HAL, number hal-01410674.
• Jean-Pierre Florens & Anna Simoni, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print, HAL, number hal-03089888, Oct, DOI: 10.1016/j.jeconom.2012.05.016.
• Olivier Parent & Abdallah Zouache, 2012, "Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East," Post-Print, HAL, number halshs-00678865.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Post-Print, HAL, number halshs-00827666, Dec.
• 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," Working Papers, HAL, number halshs-00790688, Jan.
• Karlsson, Sune, 2012, "Conditional posteriors for the reduced rank regression model," Working Papers, Örebro University, School of Business, number 2012:11, May.
• Karlsson, Sune, 2012, "Forecasting with Bayesian Vector Autoregressions," Working Papers, Örebro University, School of Business, number 2012:12, Aug.
• Nakajima, Jouchi & Watanabe, Toshiaki, 2012, "Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-," Economic Review, Hitotsubashi University, volume 63, issue 3, pages 193-208, July, DOI: 10.15057/25864.
• Ka-Fai Li & Cho-Hoi Hui & Tsz-Kin Chung, 2012, "Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets," Working Papers, Hong Kong Institute for Monetary Research, number 242012, Oct.
• Scott Davis, 2012, "The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility," Working Papers, Hong Kong Institute for Monetary Research, number 272012, Nov.
• Jouchi Nakajima & Toshiaki Watanabe, 2012, "Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-232, Apr.
• Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012, "News Impact Curve for Stochastic Volatility Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-242, Sep.
• Hiroaki Chigira & Tsunemasa Shiba, 2012, "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-248, Oct.
• Andras Fulop & Junye Li & Jun Yu, 2012, "Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-264, Dec.
• Rolando Gonzales Martínez, , "Bayesian seasonal analysis with robust priors," Investigación & Desarrollo, Universidad Privada Boliviana, number 0312.
• Augusta Abrahamse & Carla Quiroga Ledezma & Mathew Johnson & Ruth Scipione, , "Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible," Investigación & Desarrollo, Universidad Privada Boliviana, number 0412.
• Márcio Laurini, 2012, "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-01, Mar.
• Márcio Laurini & Márcio Alves Diniz, 2012, "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-05, Apr.
• Velasques de Paula Machado, Fabiana, 2012, "To Redistribute or Not: A Politician`s Dilemma," IDB Publications (Working Papers), Inter-American Development Bank, number 4075, Sep, DOI: http://dx.doi.org/10.18235/0011413.
• Fabiana Machado, 2012, "To Redistribute or Not: A Politician's Dilemma," Research Department Publications, Inter-American Development Bank, Research Department, number 4790, Sep.
• Polasek, Wolfgang, 2012, "Marketing Response Models for Shrinking Beer Sales in Germany," Economics Series, Institute for Advanced Studies, number 284, Mar.
• Pelenis, Justinas, 2012, "Bayesian Semiparametric Regression," Economics Series, Institute for Advanced Studies, number 285, Apr.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 2, pages 75-119, October.
• Thomas Windberger & Jesús Crespo-Cuaresma & Janette Walde, 2012, "Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2012-21, Sep.
• Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco., 2012, "Una propuesta para medir dinámica y coherentemente el riesgo operacional," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 15, pages 101-116, segundo s.
• Hao Jia & Stergios Skaperdas & Samarth Vaidya, 2012, "Contest Functions: Theoretical Foundations and Issues in Estimation," Working Papers, University of California-Irvine, Department of Economics, number 111214, Feb.
• Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne, 2012, "Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models," IZA Discussion Papers, IZA Network @ LISER, number 6544, May.
• Sgroi, Daniel & Oswald, Andrew J., 2012, "How Should Peer-Review Panels Behave?," IZA Discussion Papers, IZA Network @ LISER, number 7024, Nov.

2011

• Stefano Grassi & Tommaso Proietti, 2011, "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-08, Feb.
• Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-switching and Change-point Garch Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-41, Nov.
• Storm, Hugo & Heckelei, Thomas, , "Bayesian estimation of non-stationary Markov models combining micro and macro data," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103645, DOI: 10.22004/ag.econ.103645.
• Salois, Matthew J. & Tiffin, J. Richard & Balcombe, Kelvin George, 2011, "Impact of Income on Calorie and Nutrient Intakes: A Cross-Country Analysis," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103647, DOI: 10.22004/ag.econ.103647.
• Tiffin, Richard & Balcombe, Kelvin, 2011, "The determinants of technology adoption by UK farmers using Bayesian model averaging: the cases of organic production and computer usage," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 55, issue 4, pages 1-20, DOI: 10.22004/ag.econ.197001.
• Xavier, Antonio & Martins, Maria de Belem Costa Freitas & Fragoso, Rui Manuel de Sousa, , "A minimum cross entropy model to generate disaggregated agricultural data at the local level," 122nd Seminar, February 17-18, 2011, Ancona, Italy, European Association of Agricultural Economists, number 98991, DOI: 10.22004/ag.econ.98991.
• Roeder, Norbert & Gocht, Alexander, , "Municipality Disaggregation Of German'S Agricultural Sector Model Raumis," 122nd Seminar, February 17-18, 2011, Ancona, Italy, European Association of Agricultural Economists, number 99248, DOI: 10.22004/ag.econ.99248.
• Gocht, Alexander & Roder, Norbert, 2011, "Salvage the treasure of geographic information in Farm census data," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114824, DOI: 10.22004/ag.econ.114824.
• Gocht, Alexander & Roder, Norbert, , "Salvage the treasure of geographic information in Farm census data," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 115982, DOI: 10.22004/ag.econ.115982.
• Yu, Tian & Babcock, Bruce A., 2011, "Estimating Non-linear Weather Impacts on Corn Yield—A Bayesian Approach," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 103915, Apr, DOI: 10.22004/ag.econ.103915.
• Storm, Hugo & Heckelei, Thomas & Mittelhammer, Ron, , "Bayesian estimation of non-stationary Markov models combining micro and macro data," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162894, DOI: 10.22004/ag.econ.162894.
• H. Heidari, 2011, "Alternative bvar models for forecasting inflation," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 61, issue 1, pages 61-75, March.
• Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu), 2011, "Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 13, pages 1-25.
• Hedibert F. Lopes & Justin L. Tobias, 2011, "Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 107-131, September.
• Carolyn Njenga & Michael Sherris, 2011, "Modeling Mortality with a Bayesian Vector Autoregression," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201105, Mar.
• Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez, 2011, "Expectations, Inter-Sectorial Relationships and the Business Cycle," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 97-147, July - Se.
• Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara, 2011, "TFP growth and its determinants: nonparametrics and model averaging," Working Papers, Banco de España, number 1104, Apr.
• Enrique Moral-Benito, 2011, "Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth," Working Papers, Banco de España, number 1109, May.