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)

2011

• Emanuela Ciapanna & Marco Taboga, 2011, "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 836, Nov.
• Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
• Sergio Ocampo & Norberto Rodríguez, 2011, "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia, Banco de la Republica de Colombia, number 686, Dec, DOI: 10.32468/be.686.
• Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 342-355.
• Wegmann, Bertil & Villani, Mattias, 2011, "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 382-396.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Sanvi Avouyi-Dovi & JEan-Guillaume Sahuc, 2011, "On the Welfare Costs of Misspecified Monetary Policy Objectives," Working papers, Banque de France, number 320.
• Cantore, C. & Ferroni, F. & Le n-Ledesma, M A., 2011, "Interpreting the Hours-Technology time-varying relationship," Working papers, Banque de France, number 351.
• Matteo Ciccarelli & Fabio Canova, 2015, "ClubMed? Cyclical Fluctuations in the Mediterranean Basin," Working Papers, Barcelona School of Economics, number 532, Sep.
• Jarkko P. Jääskelä & Kristoffer P. Nimark, 2015, "A Medium-Scale New Keynesian Open Economy Model of Australia," Working Papers, Barcelona School of Economics, number 588, Sep.
• Stefan Avdjiev, 2011, "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers, Bank for International Settlements, number 358, Nov.
• Richard Tiffin & Kelvin Balcombe, 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 579-598, October, DOI: j.1467-8489.2011.00549.x.
• John D. Tsoukalas, 2011, "Input and Output Inventories in the UK," Economica, London School of Economics and Political Science, volume 78, issue 311, pages 460-479, July.
• Jarkko P. Jääskelä & Kristoffer Nimark, 2011, "A Medium‐Scale New Keynesian Open Economy Model of Australia," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 11-36, March.
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2011, "Panel Data Analysis Of Japanese Residential Water Demand Using A Discrete/Continuous Choice Approach," The Japanese Economic Review, Japanese Economic Association, volume 62, issue 3, pages 365-386, September, DOI: j.1468-5876.2010.00532.x.
• Guillermo Felices & Tomasz Wieladek, 2011, "Are EME indicators of vulnerability to financial crises decoupling from global factors?," Bank of England working papers, Bank of England, number 410, Feb.
• Timothy Cogley & Bianca de Paoli & Christian Matthes & Kalin Nikolov & Tony Yates, 2011, "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Bank of England working papers, Bank of England, number 414, Mar.
• Stefania Villa & Jing Yang, 2011, "Financial intermediaries in an estimated DSGE model for the United Kingdom," Bank of England working papers, Bank of England, number 431, Jul.
• Hyun Euy Kim & Sang Min Aum, 2011, "The Role of Money and Banking in Monetary Policy: Does It Matter Quantitatively for the Korean Economy? (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 1, pages 45-102, March.
• Alisdair McKay & Tamas Papp, 2011, "Accounting for Idiosyncratic Wage Risk Over the Business Cycle," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-028, Jan.
• Ferroni Filippo, 2011, "Trend Agnostic One-Step Estimation of DSGE Models," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-36, July, DOI: 10.2202/1935-1690.2248.
• Doppelhofer, G. & Weeks, M., 2011, "Robust Growth Determinants," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1117, Jan.
• Koop, G. & Pesaran, M.H. & Smith, R., 2011, "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1131, Mar.
• Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/26, Jul.
• Luca Regis, 2011, "A Bayesian copula model for stochastic claims reserving," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 227.
• Pami Dua & Rajiv Ranjan, 2011, "Modelling and Forecasting the Indian Re/US Dollar Exchange Rate," Working papers, Centre for Development Economics, Delhi School of Economics, number 197, Feb.
• Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011, "Do Frictions Matter in the Labor Market? Accessions, Separations, and Minimum Wage Effects," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt4t3342nd, Jun.
• Marek Jarocinski & Albert Marcet, 2011, "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1061, Jul.
• Gernot Doppelhofer & Melvyn Weeks, 2011, "Robust Growth Determinants," CESifo Working Paper Series, CESifo, number 3354.
• Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011, "On Identification of Bayesian DSGE Models," CESifo Working Paper Series, CESifo, number 3423.
• Arturo Ormeño, 2011, "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," CESifo Working Paper Series, CESifo, number 3552.
• Jim Malley & Ulrich Woitek, 2011, "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series, CESifo, number 3567.
• Alexander Rathke & Tobias Straumann & Ulrich Woitek, 2011, "Overvalued: Swedish Monetary Policy in the 1930s," CESifo Working Paper Series, CESifo, number 3692.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers, CIRANO, number 2011s-13, Jan.
• Luc Bauwens & Arnaud Dufays & Jeroen Rombouts, 2011, "Marginal Likelihood for Markov-Switching and Change-Point Garch Models," CIRANO Working Papers, CIRANO, number 2011s-72, Nov.
• Andr√©s Fern√°ndez, 2011, ""Tropical" Real Business Cycles? A Bayesian Exploration," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9248, Sep.
• Eliana Gonz�lez, 2011, "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia, Banco de la Republica, number 7996, Feb.
• Carlos Le�n & Daniel vela, 2011, "Foreign reserves� strategic asset allocation," Borradores de Economia, Banco de la Republica, number 8186, Mar.
• Sergio Ocampo & Norberto Rodr�guez, 2011, "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia, Banco de la Republica, number 9200, Dec.
• Jesús Yoel Crespo, 2011, "CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano," Revista Ecos de Economía, Universidad EAFIT.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011, "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011003, Jan.
• BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2011, "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011013, Dec.
• KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011021, May.
• KOROBILIS, Dimitris, 2011, "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011022, May.
• BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011036, Sep.
• BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno, 2011, "Estimating and forecasting structural breaks in financial time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011055, Nov.
• BAUWENS, Luc & KOROBILIS, Dimitris, 2011, "Bayesian methods," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011061, Dec.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011, "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8273, Feb.
• Wieland, Volker & Koulovatianos, Christos, 2011, "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8514, Aug.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011, "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8528, Aug.
• Ley, Eduardo & Steel, Mark F.J., 2011, "Mixtures of g-priors for bayesian model averaging with economic applications," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws112116, Jul.
• Eklund, J. & Kapetanios, G. & Price, S., 2011, "Forecasting in the presence of recent structural change," Working Papers, Department of Economics, City St George's, University of London, number 11/05.
• Angang Hu & Jie Lu & Zhengyan Xiao, 2011, "Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 157-181, May.
• Flury, Thomas & Shephard, Neil, 2011, "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 933-956, October.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
• Christopher Otrok & Panayiotis M. Pourpourides, 2011, "On the Cyclicality of Real Wages and Wage Differentials," Working Papers, Central Bank of Cyprus, number 2011-4, Sep.
• Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
• Franziska Ohnsorge & Yevgeniya, 2011, "Forecasting growth in eastern Europe and central Asia," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 137, Dec.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-18.
• Koop, Gary & Onorante, Luca, 2011, "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-19.
• Chen, Xiaoshan & MacDonald, Ronald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-21.
• Chan, Joshua C.C. & Koop, Gary, 2011, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-22.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-23.
• Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011, "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-25.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011, "Understanding Liquidity and Credit Risks in the Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-26.
• Jochmann, Markus & Koop, Gary, 2011, "Regime-Switching Cointegration," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-36.
• Koop, Gary, 2011, "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-38.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-39.
• Koop, Gary & Korobilis, Dimitris, 2011, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-40.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011, "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-47.
• Jochmann, Markus & Koop, Gary, 2011, "Regime-Switching Cointegration," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-60.
• Malley, James & Woitek, Ulrich, 2011, "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-71.
• Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-68, Jun.
• Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011, "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2186-2212, DOI: 10.1016/j.jedc.2011.02.006.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, volume 28, issue 5, pages 2307-2318, September.
• Zhang, Chengsi & Murasawa, Yasutomo, 2011, "Output gap measurement and the New Keynesian Phillips curve for China," Economic Modelling, Elsevier, volume 28, issue 6, pages 2462-2468, DOI: 10.1016/j.econmod.2011.07.003.
• Bloor, Chris & Matheson, Troy, 2011, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 26-42, January.
• Deschamps, Philippe J., 2011, "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 369-382, June.
• Geweke, John & Amisano, Gianni, 2011, "Optimal prediction pools," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 130-141, September.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011, "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 210-220, DOI: 10.1016/j.jeconom.2011.07.007.
• van Hasselt, Martijn, 2011, "Bayesian inference in a sample selection model," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 221-232, DOI: 10.1016/j.jeconom.2011.08.003.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011, "Understanding liquidity and credit risks in the financial crisis," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 903-914, DOI: 10.1016/j.jempfin.2011.07.006.
• Hartman, Brian M. & Heaton, Matthew J., 2011, "Accounting for regime and parameter uncertainty in regime-switching models," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 429-437, DOI: 10.1016/j.insmatheco.2011.07.003.
• Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2011, "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2267-2281, September.
• Basu, Anirban, 2011, "Economics of individualization in comparative effectiveness research and a basis for a patient-centered health care," Journal of Health Economics, Elsevier, volume 30, issue 3, pages 549-559, May.
• Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2011, "Regionality revisited: An examination of the direction of spread of currency crises," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 831-848, September.
• Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki, 2011, "Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 3, pages 225-245, September.
• Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2011, "On the welfare costs of misspecified monetary policy objectives," Journal of Macroeconomics, Elsevier, volume 33, issue 2, pages 151-161, June.
• Hasegawa, Hikaru & Ueda, Kazuhiro, 2011, "Measuring inequality of subjective well-being: A Bayesian approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 5, pages 700-708, DOI: 10.1016/j.socec.2011.05.009.
• Jarocinski, Marek & Marcet, Albert, 2011, "Autoregressions in small samples, priors about observables and initial conditions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121711, Jul.
• Michele Ca' Zorzi & Alistair Dieppe & Alex Chudik, 2011, "Thousands of Models, One Story: Current Account Imbalances in the Global Economy," EcoMod2011, EcoMod, number 3184, Jul.
• Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-29, Jul.
• Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011, "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-32, Sep.
• Mehmet Caner, 2011, "A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics," International Econometric Review (IER), Economic Research Association, volume 3, issue 2, pages 13-21, September.
• Nuri YAVAN, 2011, "Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 22, issue 81, pages 65-104, DOI: 10.5455/ey.20018.
• Martin Fukaè & Vladimír Havlena, 2011, "A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 453-466, November.
• Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011, "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 510-524, November.
• Jiří Witzany, 2011, "Estimating Correlated Jumps and Stochastic Volatilities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/35, Nov, revised Nov 2011.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-05, Mar.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011, "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1112.
• Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2011, "Thousands of models, one story: current account imbalances in the global economy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 100.
• Martin Fukac & Vladimir Havlena, 2011, "Note on the role of natural condition of control in the estimation of DSGE models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 11-03.
• Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2011, "Differences in subprime loan pricing across races and neighborhoods," Working Papers, Federal Reserve Bank of St. Louis, number 2011-033, DOI: 10.20955/wp.2011.033.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011, "Fiscal volatility shocks and economic activity," Working Papers, Federal Reserve Bank of Philadelphia, number 11-32.
• Edward P. Herbst & Frank Schorfheide, 2011, "Evaluating DSGE model forecasts of comovements," Working Papers, Federal Reserve Bank of Philadelphia, number 11-5.
• Michael Louis George, 2011, "Formula for Manufacturing Profit increase based on Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0620, Nov.
• Xiaoshan Chen & Ronald MacDonald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2011_04, Jan.
• Jim Malley & Ulrich Woitek, 2011, "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers, Business School - Economics, University of Glasgow, number 2011_20, Aug.
• Sanvi Avouyi-Dovi & Jean-Guillaume Sahuc, 2011, "On the Welfare Costs of Misspecified Monetary Policy Objectives," Post-Print, HAL, number hal-01612707, DOI: 10.1016/j.jmacro.2011.01.004.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Sciences Po Economics Publications (main), HAL, number hal-01069479, Mar.
• Sylvain Barde, 2011, "Back to the future: a simple solution to schelling segregation," Working Papers, HAL, number hal-01069479, Mar.
• Doppelhofer, Gernot & Weeks, Melvyn, 2011, "Robust Growth Determinants," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 3/2011, Feb.
• Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui, 2011, "Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares," Working Papers, Hong Kong Institute for Monetary Research, number 332011, Oct.
• Jouchi Nakajima & Toshiaki Watanabe, 2011, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-196, Jul.
• Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011, "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n01, Jan.
• Tian Yu & Bruce A. Babcock, 2011, "Estimating Non-linear Weather Impacts on Corn Yield--A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 11-wp522, Apr.
• Márcio Laurini & Luiz Koodi Hotta, 2011, "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2011-01, Mar.
• Márcio Laurini, 2011, "Bayesian Factor Selection in Dynamic Term Structure Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2011-02, Apr.
• Andrea Carriero, 2011, "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 2, pages 425-459, May.
• Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard, 2011, "Sensitivity Analysis of SAR Estimators," Economics Series, Institute for Advanced Studies, number 262, Jan.
• Polasek, Wolfgang & Sellner, Richard, 2011, "Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Economics Series, Institute for Advanced Studies, number 266, May.
• Polasek, Wolfgang, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series, Institute for Advanced Studies, number 275, Nov.
• Polasek, Wolfgang, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series, Institute for Advanced Studies, number 277, Nov.
• Norets, Andriy & Pelenis, Justinas, 2011, "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," Economics Series, Institute for Advanced Studies, number 282, Dec.
• Chiara Scotti, 2011, "A Bivariate Model of Federal Reserve and ECB Main Policy Rates," International Journal of Central Banking, International Journal of Central Banking, volume 7, issue 3, pages 37-78, September.
• Jouchi Nakajima, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-08, Mar.
• Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-09, Mar.
• Michal Franta, 2011, "Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-13, Jun.
• Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 29, pages 107-142, November.
• Srijit Mishra, 2011, "Conflict resolution through mutuality: Lessons from Bayesian updating," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-001, Jan.
• Alexander Zimper, 2011, "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, volume 8, issue 4, pages 269-285, December, DOI: 10.1287/deca.1110.0217.
• Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde, 2011, "Multivariate Stochastic Volatility via Wishart Processes - A Continuation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-19, Aug.
• SARRACINO Francesco, 2011, "Income missing values imputation: EVS 1999 and 2008," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-05, Jan.
• Chib, Siddhartha & Jacobi, Liana, 2011, "Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis," IZA Discussion Papers, IZA Network @ LISER, number 5564, Mar.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," IZA Discussion Papers, IZA Network @ LISER, number 5638, Apr.
• Troske, Kenneth & Voicu, Alexandru, 2011, "A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply," IZA Discussion Papers, IZA Network @ LISER, number 5729, May.
• Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011, "Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects," IZA Discussion Papers, IZA Network @ LISER, number 5811, Jun.
• Fernández-Kranz, Daniel & Paul, Marie Elina & Rodríguez-Planas, Núria, 2011, "Part-Time Work, Fixed-Term Contracts, and the Returns to Experience," IZA Discussion Papers, IZA Network @ LISER, number 5815, Jun.
• Srijit Mishra, 2011, "Conflict Resolution through Mutuality: Lessons from Bayesian Updating," Journal of Quantitative Economics, The Indian Econometric Society, volume 9, issue 1, pages 41-52.
• Radhey S. Singh & Lichun Wang, 2011, "Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions," Journal of Quantitative Economics, The Indian Econometric Society, volume 9, issue 2, pages 88-103, July.
• Jonathan Corcoran & Gary Higgs & David Rohde & Prem Chhetri, 2011, "Investigating the association between weather conditions, calendar events and socio-economic patterns with trends in fire incidence: an Australian case study," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 193-226, June, DOI: 10.1007/s10109-009-0102-z.
• Seongho Song & David Yi, 2011, "The fundraising efficiency in U.S. non-profit art organizations: an application of a Bayesian estimation approach using the stochastic frontier production model," Journal of Productivity Analysis, Springer, volume 35, issue 2, pages 171-180, April, DOI: 10.1007/s11123-010-0186-y.
• Elvira Haezendonck & Julien van den Broeck & Tim Jans, 2011, "Analysing the lobby-effect of port competitiveness’ determinants: a stochastic frontier approach," Journal of Productivity Analysis, Springer, volume 36, issue 2, pages 113-123, October, DOI: 10.1007/s11123-011-0208-4.
• J. Griffin, 2011, "Bayesian clustering of distributions in stochastic frontier analysis," Journal of Productivity Analysis, Springer, volume 36, issue 3, pages 275-283, December, DOI: 10.1007/s11123-011-0213-7.
• Matthew Osborne, 2011, "Consumer learning, switching costs, and heterogeneity: A structural examination," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 1, pages 25-70, March, DOI: 10.1007/s11129-010-9092-x.
• Xiaojing Dong & Pradeep Chintagunta & Puneet Manchanda, 2011, "A new multivariate count data model to study multi-category physician prescription behavior," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 3, pages 301-337, September, DOI: 10.1007/s11129-011-9102-7.
• Vishva Danthurebandara & Jie Yu & Martina Vandebroek, 2011, "Sequential choice designs to estimate the heterogeneity distribution of willingness-to-pay," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 4, pages 429-448, December, DOI: 10.1007/s11129-011-9106-3.
• Yee Loon, 2011, "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 153-205, February, DOI: 10.1007/s11156-010-0177-0.
• Arie Harel & Giora Harpaz & Jack Francis, 2011, "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 287-296, February, DOI: 10.1007/s11156-010-0178-z.
• Maksym Obrizan, 2011, "A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults," Discussion Papers, Kyiv School of Economics, number 41, Jul.
• Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 784, Jul.
• Viktors Ajevskis & Kristine Vitola, 2011, "Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling," Working Papers, Latvijas Banka, number 2011/02, Jul.
• Viktors Ajevskis & Kristine Vitola, 2011, "Housing and Banking in a Small Open Economy DSGE Model," Working Papers, Latvijas Banka, number 2011/03, Nov.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche, CIRPEE, number 1104.
• Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-Switching and Change-Point GARCH Models," Cahiers de recherche, CIRPEE, number 1138.
• Jürgen-Peter Kretschmer, 2011, "The Sequencing Problem in Sequential Investigation Processes," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201115.
• Bálint Tamási & Balázs Világi, 2011, "Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2011/7.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
• Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
• Stuart J. Fowler & Jennifer J. Wilgus, 2011, "An Estimatable DCDP Model of Search and Matching in Real Estate Markets," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 201105, Sep.
• Romain Houssa, 2011, "Uncertainty about Welfare Effects of Consumption Fluctuations," Working Papers, University of Namur, Department of Economics, number 1101, Jan.
• Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011, "Predictivistic Bayesian Forecasting System," NBP Working Papers, Narodowy Bank Polski, number 87.
• Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 16714, Jan.