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

• 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), Econometric 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, Institute of Labor Economics (IZA), number 5564, Mar.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," IZA Discussion Papers, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011, "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16725, Jan.
• Anirban Basu, 2011, "Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care," NBER Working Papers, National Bureau of Economic Research, Inc, number 16900, Mar.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011, "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17317, Aug.
• Jessica A. Wachter & Missaka Warusawitharana, 2011, "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 17334, Aug.
• Eric M. Leeper & Nora Traum & Todd B. Walker, 2011, "Clearing Up the Fiscal Multiplier Morass," NBER Working Papers, National Bureau of Economic Research, Inc, number 17444, Sep.
• Lars Lefgren & Brennan Platt & Joseph Price, 2011, "Sticking with What (Barely) Worked," NBER Working Papers, National Bureau of Economic Research, Inc, number 17477, Oct.
• Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-32, Mar.
• J. E. Griffin, 2011, "Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 519-549, Summer.
• Mark Grinblatt & Juhani T. Linnainmaa, 2011, "Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment," The Review of Asset Pricing Studies, Society for Financial Studies, volume 1, issue 1, pages 1-34.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011, "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-022, Aug.
• Nguefack-Tsague, Georges & Zucchini, Walter, 2011, "Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach," MPRA Paper, University Library of Munich, Germany, number 28232, Jan.
• Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011, "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper, University Library of Munich, Germany, number 28259, Jan.
• Kociecki, Andrzej, 2011, "Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference," MPRA Paper, University Library of Munich, Germany, number 28731, Feb.
• Salois, Matthew & Balcombe, Kelvin, 2011, "Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 28745, Feb.
• Ballinger, Clint, 2011, "Why inferential statistics are inappropriate for development studies and how the same data can be better used," MPRA Paper, University Library of Munich, Germany, number 29780, Jan.
• Gonzalez-Astudillo, Manuel, 2011, "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper, University Library of Munich, Germany, number 29976, Mar.
• Korobilis, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 30380, Apr.
• Mike, Tsionas & Subal, Kumbhakar, 2011, "Firm-Heterogeneity, Persistent and Transient Technical Inefficiency," MPRA Paper, University Library of Munich, Germany, number 30737, Jan, revised 10 Apr 2011.
• Rao, B. Bhaskara & Shankar, Sriram, 2011, "Estimates of the long-run growth rate of Singapore with a CES production function," MPRA Paper, University Library of Munich, Germany, number 31601, Jun.
• Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011, "Hierarchical shrinkage in time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 31827, Jun.
• Temel, Tugrul, 2011, "The formation of offer prices in farmland markets: A hedonic price approach," MPRA Paper, University Library of Munich, Germany, number 31921, Jun.
• Qian, Hang, 2011, "Bayesian inference with monotone instrumental variables," MPRA Paper, University Library of Munich, Germany, number 32672, Aug.
• Orth, Walter, 2011, "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper, University Library of Munich, Germany, number 33778, Sep.
• Szajowski, Krzysztof, 2011, "Multi-variate quickest detection of significant change process," MPRA Paper, University Library of Munich, Germany, number 33838, Jul, revised 19 Sep 2011.
• Semko, Roman, 2011, "Bayesian estimation of small-scale DSGE model of the Ukrainian economy," MPRA Paper, University Library of Munich, Germany, number 35215.
• Berg, Tim Oliver, 2011, "Technology news and the U.S. economy: Time variation and structural changes," MPRA Paper, University Library of Munich, Germany, number 35361.
• Temel, Tugrul, 2011, "Estimation of a system of national accounts: implementation with mathematica," MPRA Paper, University Library of Munich, Germany, number 35446, Dec.
• Qian, Hang, 2011, "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper, University Library of Munich, Germany, number 35561, Dec.
• Ley, Eduardo & Steel, Mark F. J., 2011, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 36817, Dec.
• Liao, Yuan & Jiang, Wenxin, 2011, "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper, University Library of Munich, Germany, number 38700.
• Timerga, Genanew & Gotu, Butte & Alem, Yegnanew, 2011, "Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia," MPRA Paper, University Library of Munich, Germany, number 42301, Nov.
• Cantillo, Andres, 2011, "Does Uncertainty Affect Investment Expenditure? A Comment," MPRA Paper, University Library of Munich, Germany, number 56866.
• Coenen, Gunter & Straub, Roland & Trabandt, Mathias, 2011, "Fiscal policy and the Great Recession in the euro area," MPRA Paper, University Library of Munich, Germany, number 76688, Dec.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
• Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
• Ulrich K. Müller & James H. Stock, 2011, "Forecasts in a Slightly Misspecified Finite Order VAR Model," Working Papers, Princeton University. Economics Department., number 2011-4, Jul.
• Jacek Osiewalski, 2011, "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 1, pages 39-47, March.
• Anna Pajor, 2011, "A Bayesian Analysis of Exogeneity in Models with Latent Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 49-73, June.
• Justyna Wróblewska, 2011, "Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 3, pages 169-186, September.
• Łukasz Kwiatkowski, 2011, "Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 4, pages 187-219, December.
• C.J. O’Donnell, 2011, "Econometric Estimation of Distance Functions and Associated Measures of Productivity and Efficiency Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012011, Mar.
• Salas, Jorge, 2011, "Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 41-62.
• Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2011, "Investment Shocks and the Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 1, pages 101-121, January, DOI: 10.1016/j.red.2010.08.004.
• Volker Wieland & Christos Koulovatianos, 2011, "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers, Society for Economic Dynamics, number 1417.
• Francesco Bianchi, 2011, "Monetary/Fiscal Policy Mix and Agents' Beliefs," 2011 Meeting Papers, Society for Economic Dynamics, number 156.
• Francisco J. Ruge-Murcia, 2011, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," 2011 Meeting Papers, Society for Economic Dynamics, number 237.
• Xin Jin & John M. Maheu, 2011, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 08_11, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 09_11, Jan, revised Aug 2012.
• Dimitris Korobilis & Michelle Gilmartin, 2011, "The Dynamic Effects of U.S. Monetary Policy on State Unemployment," Working Paper series, Rimini Centre for Economic Analysis, number 12_11, Feb.
• Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
• Wolfgang Polasek & Richard Sellner, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper series, Rimini Centre for Economic Analysis, number 24_11, May.
• Wolfgang Polasek, 2011, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series, Rimini Centre for Economic Analysis, number 25_11, May.
• Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series, Rimini Centre for Economic Analysis, number 35_11, Jul.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series, Rimini Centre for Economic Analysis, number 38_11, Jul.
• Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Paper series, Rimini Centre for Economic Analysis, number 40_11, Sep.
• Wolfgang Polasek, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series, Rimini Centre for Economic Analysis, number 45_11, Nov.
• Wolfgang Polasek, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 46_11, Nov, revised Jan 2012.
• Caraiani, Petre, 2011, "Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 30-46, December.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011, "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 566, Sep.
• Susanne Milcher, 2011, "Decomposing Income Differentials Between Roma And Non-Roma In South East Europe," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 5, issue 1, pages 27-53, JUNE.
• Cristina Fuentes-Albero & Leonardo Melosi, 2011, "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201131, Oct.
• Tore Selland Kleppe & Jun Yu & Hans J. skaug, 2011, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, School of Economics, number 10-2011, Aug.
• Yong Li & Jun Yu, 2011, "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 11-2011, Aug.
• Ye Chen & Jun Yu, 2011, "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers, Singapore Management University, School of Economics, number 12-2011, Oct.
• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2011, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2011, Jul.
• Andras Fulop & Junye Li & Jun Yu, 2011, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-10-2011, Dec.
• Pamela Hall, 2011, "Is there any evidence of a Greenspan put?," Working Papers, Swiss National Bank, number 2011-06.
• Sylvia Kaufmann, 2011, "K-state switching models with endogenous transition distributions," Working Papers, Swiss National Bank, number 2011-13.
• Daeho Lee & Jungwoo Shin & Junseok Hwang, 2011, "Application-Based Quality Assessment of Internet Access Service," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201183, Nov, revised Nov 2011.
• Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Willi Semmler, "Computational Methods in Economic Dynamics", DOI: 10.1007/978-3-642-16943-4_6.
• Petra Fleischer & Ross Maller & Gernot Müller, 2011, "A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 123-148, April, DOI: 10.1007/s12197-009-9086-2.
• Gary Koop & M. Hashem Pesaran & Ron Smith, 2011, "On Identification of Bayesian DSGE Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1108, Mar.
• Gary Koop & Luca Onorante, 2011, "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers, University of Strathclyde Business School, Department of Economics, number 1109, Mar.
• Gary Koop & Joshua Chan, 2011, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1111, Apr.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1113, Apr.
• Deborah Gefang & Gary Koop & Simon Potter, 2011, "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers, University of Strathclyde Business School, Department of Economics, number 1114, Apr.
• Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Time Varying Dimension Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1116, Apr.
• Gary Koop, 2011, "Forecasting with Medium and Large Bayesian VARs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1117, Apr.
• Gary Koop & Dimitris Korobilis, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 1118, Apr.
• Gary Koop & Dimitris Korobilis, 2011, "Forecasting Inflation Using Dynamic Model Averaging," Working Papers, University of Strathclyde Business School, Department of Economics, number 1119, Apr.
• Deborah Gefang & Gary Koop & Simon Potter, 2011, "The Dynamics of UK and US Inflation Expectations," Working Papers, University of Strathclyde Business School, Department of Economics, number 1120, Apr.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Bayesian Inference in the Time Varying Cointegration Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1121, Apr.
• Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Papers, University of Strathclyde Business School, Department of Economics, number 1125, May.
• Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1137, Jun.
• Rachida Ouysse, 2011, "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-03, Apr.
• Kelvin Balcombe & Iain Fraser & Abhijit Sharma, 2011, "Bayesian model averaging and identification of structural breaks in time series," Applied Economics, Taylor & Francis Journals, volume 43, issue 26, pages 3805-3818, DOI: 10.1080/00036841003724445.