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

• 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.
• 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.
• Antonello Loddo & Shawn Ni & Dongchu Sun, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 342-355, July, DOI: 10.1198/jbes.2010.08197.
• Bertil Wegmann & Mattias Villani, 2011, "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 382-396, July, DOI: 10.1198/jbes.2011.08289.
• Jesus regstdpo-Cuaresma & Neil Foster & Robert Stehrer, 2011, "Determinants of Regional Economic Growth by Quantile," Regional Studies, Taylor & Francis Journals, volume 45, issue 6, pages 809-826, DOI: 10.1080/00343401003713456.
• R Burger & S du Plessis, 2011, "Examining the Robustness of Competing Explanations of Slow Growth in African Countries," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 35, issue 3, pages 21-47, December, DOI: 10.1080/10800379.2011.12097229.
• Fethi Ogunc & Cagri Sarikaya, 2011, "Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 11, issue 2, pages 15-28.
• Harun Alp & Selim Elekdag, 2011, "The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1110.
• Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-003/4, Jan.
• Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011, "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-004/4, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
• Tim Salimans, 2011, "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-012/4, Jan.
• Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011, "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-020/4, Jan.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
• Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011, "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-093/4, Jul.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-123/4, Aug.
• Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011, "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-137/4, Sep.
• Rianne Legerstee & Philip Hans Franses & Richard Paap, 2011, "Do Experts incorporate Statistical Model Forecasts and should they?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-141/4, Oct.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2011, "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-154/4, Nov, revised 15 Nov 2011.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-082.
• Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011, "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-003.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-054.
• Van Tongeren, J.W. & Magnus, J.R., 2011, "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-022.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3aa66f2e-55c5-4ddb-8acf-7.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 419d588e-7827-4cdd-b989-4.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2011, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-782, Jan.
• Yong Song, 2011, "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers, University of Toronto, Department of Economics, number tecipa-427, Apr.
• Martin Burda & John Maheu, 2011, "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-438, Jun.
• Giuseppe De Luca & Jan R. Magnus, 2011, "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, volume 11, issue 4, pages 518-544, December.
• Stefan Leist, 2011, "Driving Forces of the Swiss Output Gap," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1107, Sep.
• 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," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-32.
• Sylvain Barde, 2011, "Back to the Future: A Simple Solution to Schelling Segregation," Studies in Economics, School of Economics, University of Kent, number 1104, Feb.
• Christopher Otrok & Panayiotis M. Pourpourides, 2011, "On The Cyclicality of Real Wages and Wage Di¤erentials," Working Papers, Department of Economics, University of Missouri, number 1116, Sep.
• Fabio Canova & Matteo Ciccarelli, 2011, "ClubMed? Cyclical fluctuations in the Mediterranean basin," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1258, Jan, revised Mar 2012.
• Liviano Solís, Daniel & Arauzo Carod, Josep Maria, 2011, "Industrial Location and Space: New Insights," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/152137.
• Ley, Eduardo & Steel, Mark F.J., 2011, "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series, The World Bank, number 5732, Jul.
• William F. Lincoln & Andrew H. McCallum, 2011, "Entry Costs & Increasing Trade," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1024, Nov.
• Richard Sellner & Wolfgang Polasek, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," ERSA conference papers, European Regional Science Association, number ersa11p819, Sep.
• Sylvain Barde, 2011, "Back to the Future: A Simple Solution to Schelling Segregation," ERSA conference papers, European Regional Science Association, number ersa11p862, Sep.
• John Geweke & Gianni Amisano, 2011, "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1-29, January/F.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011, "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 735-761, August.
• Anne Line Bretteville‐Jensen & Liana Jacobi, 2011, "Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 7, pages 1157-1186, November.
• Nikolaos Antonakakis & Gabriele Tondl, 2011, "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging," FIW Working Paper series, FIW, number 076, Dec.
• Born, Benjamin & Peifer, Johannes, 2011, "Policy Risk and the Business Cycle," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 06/2011.
• Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2011, "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 08/2011.
• Koulovatianos, Christos & Wieland, Volker, 2011, "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 46.
• Wickern, Tobias, 2011, "Confidence in prior knowledge: Calibration and impact on portfolio performance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 7/11.
• Philippe K. Widmer & Peter Zweifel & Mehdi Farsi, 2011, "Accounting for heterogeneity in the measurement of hospital performance," ECON - Working Papers, Department of Economics - University of Zurich, number 052, Dec.
• Philippe K. Widmer, 2011, "Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector," ECON - Working Papers, Department of Economics - University of Zurich, number 053, Dec.
• Alexander Rathke & Tobias Straumann & Ulrich Woitek, 2011, "Overvalued: Swedish monetary policy in the 1930s," ECON - Working Papers, Department of Economics - University of Zurich, number 058, Dec.
• 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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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.
• 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.