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

• 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.

2010

• Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie Elina, 2010, "The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions," IZA Discussion Papers, IZA Network @ LISER, number 5269, Oct.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010, "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 71-92, DOI: 10.1002/jae.1137.
• Marek Jarocinski, 2010, "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 5, pages 833-868, DOI: 10.1002/jae.1082.
• Miguel A. Juárez & Mark F. J. Steel, 2010, "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 7, pages 1128-1154, November/.
• Rangan Gupta & Alain Kabundi, 2010, "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Sebastian Sienknecht, 2010, "Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-057, Aug.
• Hendrik Wolff & Thomas Heckelei & Ron Mittelhammer, 2010, "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 4, pages 309-339, December, DOI: 10.1007/s10614-010-9215-1.
• Peter Congdon, 2010, "A multiple indicator, multiple cause method for representing social capital with an application to psychological distress," Journal of Geographical Systems, Springer, volume 12, issue 1, pages 1-23, March, DOI: 10.1007/s10109-009-0097-5.
• Asuncion Beamonte & Pilar Gargallo & Manuel Salvador, 2010, "Analysis of housing price by means of STAR models with neighbourhood effects: a Bayesian approach," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 227-240, June, DOI: 10.1007/s10109-010-0115-7.
• Peter Ebbes & Rajdeep Grewal & Wayne DeSarbo, 2010, "Modeling strategic group dynamics: A hidden Markov approach," Quantitative Marketing and Economics (QME), Springer, volume 8, issue 2, pages 241-274, June, DOI: 10.1007/s11129-010-9081-0.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010, "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 1, pages 113-121, July, DOI: 10.1007/s11156-009-0138-7.
• Mosoniné Fried, Judit & Pálinkó, Éva & Soós, Sándor, 2010, "Tudományos fokozattal rendelkező fiatal biológusok munkahelyi orientációja
  [The workplace orientation of young biologists with postgraduate degrees]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 71-90.
• Masahiko Egami & Tadao Oryu, 2010, "Options on Multiple Assets in a Mean-Reverting Model," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-10-005, Jul.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 724, Sep.
• James Rockey & Miltiadis Makris, 2010, "Which Democracies Pay Higher Wages?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/09, Nov.
• Kristine Vitola & Ludmila Fadejeva, 2010, "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers, Latvijas Banka, number 2010/03, Dec.
• Yélé Maweki Batana & Jean-Yves Duclos, 2010, "Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being," Cahiers de recherche, CIRPEE, number 1004.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," Cahiers de recherche, CIRPEE, number 1020.
• Magdalena Petrovska & Gani Ramadani, 2010, "Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis," Working Papers, National Bank of the Republic of North Macedonia, number 2010-01, Jun, revised Jun 2010.
• William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010, "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Department of Economics - Working Papers Series, The University of Melbourne, number 1092.
• Zoltán M. Jakab & Éva Kaponya, 2010, "A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/11.
• Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010, "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/10, Dec.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010, "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
• William Griffiths & Xiaohui Zhang & Xueyan Zhao, 2010, "A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/10, Feb.
• RUGE-MURCIA, Francisco J., 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2010-10.
• RUGE-MURCIA, Francisco J., 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 19-2010.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010, "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 15928, Apr.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2010, "Reading the Recent Monetary History of the U.S., 1959-2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 15929, Apr.
• Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman, 2010, "An Empirical Model for Strategic Network Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16039, May.
• Jessica Wachter, 2010, "Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16255, Aug.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010, "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," NBER Working Papers, National Bureau of Economic Research, Inc, number 16401, Sep.
• Koop, Gary & Korobilis, Dimitris, 2010, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, volume 3, issue 4, pages 267-358, July, DOI: 10.1561/0800000013.
• Andrew Coleman & Özer Karagedikli, 2010, "Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/10, Dec.
• Michael Kirker, 2010, "What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/13, Dec.
• Jesús Crespo Cuaresma, 2010, "Can Emerging Asset Price Bubbles be Detected?," OECD Economics Department Working Papers, OECD Publishing, number 772, Jun, DOI: 10.1787/5kmdfmztmqtj-en.
• Łukasz Rawdanowicz, 2010, "The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery," OECD Economics Department Working Papers, OECD Publishing, number 819, Dec, DOI: 10.1787/5km36j7d320s-en.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Jesús Crespo Cuaresma & Martin Feldkircher, 2010, "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 160, Jan.
• Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2010, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 93, issue 2, pages 418-425.
• Alex Kane, 2010, "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 265-304, Summer.
• David Jamieson Bolder & Yuliya Romanyuk, 2010, "Combining Canadian Interest Rate Forecasts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm, "Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds", DOI: 10.1057/9780230251298_1.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010, "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-015, Apr.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010, "Reading the Recent Monetary History of the U.S., 1959-2007," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-016, Apr.
• Dragoş Stuparu & Tomiţă Vasile & Cora-Ionela Dăniasă, 2010, "Bayesian Approach Of Decision Problems," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 321-332.
• Monteiro, Jose-Antonio, 2010, "Eco-label Adoption in an Interdependent World," MPRA Paper, University Library of Munich, Germany, number 20268, Jan.
• Payandeh Najafabadi, Amir T., 2010, "A new approach to the credibility formula," MPRA Paper, University Library of Munich, Germany, number 21587, revised 0020.
• Sinha, Pankaj & Jayaraman, Prabha, 2010, "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper, University Library of Munich, Germany, number 22416, Apr.
• Bokusheva, Raushan, 2010, "Measuring the dependence structure between yield and weather variables," MPRA Paper, University Library of Munich, Germany, number 22786, Apr.
• Ardia, David & Hoogerheide, Lennart F., 2010, "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper, University Library of Munich, Germany, number 22919, Feb.
• Teng, Jimmy, 2010, "Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions," MPRA Paper, University Library of Munich, Germany, number 24189, Jul.
• Paccagnini, Alessia, 2010, "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper, University Library of Munich, Germany, number 24509, May.
• Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin, 2010, "Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis," MPRA Paper, University Library of Munich, Germany, number 24726, Aug.
• Areal, Francisco J & Balcombe, Kelvin & Tiffin, R, 2010, "Integrating spatial dependence into stochastic frontier analysis," MPRA Paper, University Library of Munich, Germany, number 24961.
• Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin, 2010, "Provision of an environmental output within a multi-output distance function approach," MPRA Paper, University Library of Munich, Germany, number 25051.
• Balcombe, Kelvin & Tiffin, R, 2010, "The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage," MPRA Paper, University Library of Munich, Germany, number 25193.
• Morone, Marco & Cornaglia, Anna, 2010, "An econometric model to quantify benchmark downturn LGD on residential mortgages," MPRA Paper, University Library of Munich, Germany, number 25588, May.
• Zenetti, German, 2010, "A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach," MPRA Paper, University Library of Munich, Germany, number 26449, Nov.
• Solomon, Bernard Daniel, 2010, "Firm leverage, household leverage and the business cycle," MPRA Paper, University Library of Munich, Germany, number 26504, Oct.
• Gupta, Abhishek, 2010, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 26718, Oct.
• Faust, Jon & Gupta, Abhishek, 2010, "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper, University Library of Munich, Germany, number 26721, Oct.
• Spiliopoulos, Leonidas, 2010, "The determinants of macroeconomic volatility: A Bayesian model averaging approach," MPRA Paper, University Library of Munich, Germany, number 26832, Nov.
• Salois, Matthew & Moss, Charles & Erickson, Kenneth, 2010, "Farm Income, Population, and Farmland Prices: A Relative Information Approach," MPRA Paper, University Library of Munich, Germany, number 26848, Oct.
• Ley, Eduardo & Steel, Mark F. J., 2010, "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper, University Library of Munich, Germany, number 26941, Nov.
• Tommaso, Proietti & Stefano, Grassi, 2010, "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper, University Library of Munich, Germany, number 27305.
• Korobilis, Dimitris & Gilmartin, Michelle, 2010, "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper, University Library of Munich, Germany, number 27596, Dec.
• Zhu, Junjun & Xie, Shiyu, 2010, "Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 28235, Jun.
• Kobayashi, Yohei & Fujikawa, Takemi, 2010, "An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework," MPRA Paper, University Library of Munich, Germany, number 28265, Dec.
• Maksym, Obrizan, 2010, "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper, University Library of Munich, Germany, number 28577.
• Moussa, Zakaria, 2010, "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper, University Library of Munich, Germany, number 29429, Oct.
• Qian, Hang, 2010, "Linear regression using both temporally aggregated and temporally disaggregated data: Revisited," MPRA Paper, University Library of Munich, Germany, number 32686, Jul.
• Hirose, Yasuo, 2010, "Monetary policy and sunspot fluctuation in the U.S. and the Euro area," MPRA Paper, University Library of Munich, Germany, number 33693, Nov.
• Qian, Hang, 2010, "Vector autoregression with varied frequency data," MPRA Paper, University Library of Munich, Germany, number 34682, Oct.
• Liu, Chun, 2010, "Marginal likelihood calculation for gelfand-dey and Chib Method," MPRA Paper, University Library of Munich, Germany, number 34928, Oct.
• Koumtingué, Nelnan, 2010, "Proliferation of preferential trade agreements: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 68917, Oct, revised 08 Aug 2014.
• Chadwick, Meltem, 2010, "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper, University Library of Munich, Germany, number 75304.
• Chadwick, Meltem, 2010, "Performance of Bayesian Latent Factor Models in Measuring Pricing Errors," MPRA Paper, University Library of Munich, Germany, number 79060, Dec.
• Rangan Gupta & Rudi Steinbach, 2010, "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201019, Sep.
• Jakub Ryšánek, 2010, "Combining VAR Forecast Densities Using Fast Fourier Transform," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2010, issue 5, pages 72-88, DOI: 10.18267/j.aop.318.
• Łukasz Kwiatkowski, 2010, "Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 59-94, January.
• Jacek Osiewalski & Anna Pajor, 2010, "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 253-277, September.
• Manuel Coutinho Pereira & Artur Silva Lopes, 2010, "Time-varying fiscal policy in the U.S," Working Papers, Banco de Portugal, Economics and Research Department, number w201021.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 662, Apr.
• Salas, Jorge, 2010, "Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy," Working Papers, Banco Central de Reserva del Perú, number 2010-007, Jul.
• Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2010, "Code and data files for "Investment Shocks and the Relative Price of Investment"," Computer Codes, Review of Economic Dynamics, number 09-248, revised .
• Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana, 2010, "Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data," 2010 Meeting Papers, Society for Economic Dynamics, number 270.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Russell Davidson, 2010, "An Agnostic Look at Bayesian Statistics and Econometrics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 153-168, June.
• Wolfang Polasek & Carlos Llano & Richard Sellner, 2010, "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 194-214, June.
• Markus Jochmann, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Working Paper series, Rimini Centre for Economic Analysis, number 03_10, Jan.
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009, "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series, Rimini Centre for Economic Analysis, number 05_09, Jan.
• Takashi Oga & Wolfgang Polasek, 2010, "The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?," Working Paper series, Rimini Centre for Economic Analysis, number 10_10, Jan.
• Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010, "Chow-Lin Methods in Spatial Mixed Models," Working Paper series, Rimini Centre for Economic Analysis, number 47_10, Jan.
• Francisco J. Ruge-Murcia, 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Working Paper series, Rimini Centre for Economic Analysis, number 49_10, Jan.
• Wolfgang Polasek, 2011, "Marketing Response Models for Shrinking Beer Sales in Germany," Working Paper series, Rimini Centre for Economic Analysis, number 50_11, Nov.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.
• Hsiao Chink Tang & Philip Liu & Eddie C. Cheung, 2010, "Changing Impact of Fiscal Policy on Selected ASEAN Countries," Working Papers on Regional Economic Integration, Asian Development Bank, number 70, Dec.
• Lev Slutskin, 2010, "Bayesian analysis in the case of an estimated parameter following a stochastic process," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 20, issue 4, pages 119-131.
• Martin Feldkircher & Stefan Zeugner, 2010, "The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'," Working Papers in Economics, University of Salzburg, number 2010-12, Aug.
• Martin Feldkircher, 2010, "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics, University of Salzburg, number 2010-14, Sep.
• Eric EISENSTAT, 2010, "Bayesian Analysis Of Cartel Stability And Regime Switching," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 85-95.
• Eisenstat, Eric, 2010, "A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 53-73, September.
• Caraiani, Petre, 2010, "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 76-87, December.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010, "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 556, Sep.
• T. Berger & B. Kempa & -, 2010, "Taylor rules and the Canadian-US equilibrium exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 10/643, Feb.
• P. Jacob, 2010, "Disaggregating Real Exchange Rate Dynamics: A Structural Approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 10/655, Jul.
• Liuling Li & Bruce Mizrach, 2010, "Tail Return Analysis of Bear Stearns Credit Default Swaps," Departmental Working Papers, Rutgers University, Department of Economics, number 201003, Mar.
• Francesco Giuli & Massimiliano Tancioni, 2010, "Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 131, Mar.
• Stefan Leist & Klaus Neusser, 2010, "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue 1, pages 275-300, March.
• Yvan Lengwiler & Jean-Marc Natal, 2010, "Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue 1, pages 301-311, March.
• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010, "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers, Singapore Management University, School of Economics, number 13-2010, Jan.
• Andrea Silvestrini, 2010, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, volume 39, issue 1, pages 241-274, August, DOI: 10.1007/s00181-009-0303-9.
• Chris Bloor & Troy Matheson, 2010, "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, volume 39, issue 2, pages 537-558, October, DOI: 10.1007/s00181-009-0317-3.
• Yi-Chi Chen & Eric Zivot, 2010, "Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models," Empirical Economics, Springer, volume 39, issue 3, pages 897-921, December, DOI: 10.1007/s00181-009-0333-3.
• Rüdiger Frey & Wolfgang Runggaldier, 2010, "Pricing credit derivatives under incomplete information: a nonlinear-filtering approach," Finance and Stochastics, Springer, volume 14, issue 4, pages 495-526, December, DOI: 10.1007/s00780-010-0129-5.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010, "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 175-243, March, DOI: 10.1007/s13209-009-0011-x.
• Jesús Fernández-Villaverde, 2010, "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 3-49, March, DOI: 10.1007/s13209-009-0014-7.
• Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2010, "Spain in the Euro: a general equilibrium analysis," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 67-95, March, DOI: 10.1007/s13209-009-0015-6.
• Markus Jochmann, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," Working Papers, University of Strathclyde Business School, Department of Economics, number 1001, Jan.
• Christa Jensen & Donald Lacombe & Stuart Mcintyre, 2010, "What Determined Conservative Success in the 2010 U.K. General Election? A Bayesian Spatial Econometric Analysis," Working Papers, University of Strathclyde Business School, Department of Economics, number 1024, Oct.
• Matus Senaj & Milan Vyskrabka & Juraj Zeman, 2010, "MUSE: Monetary Union and Slovak Economy model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2010, Dec.
• Delfin Go & Marna Kearney & Vijdan Korman & Sherman Robinson & Karen Thierfelder, 2010, "Wage Subsidy and Labour Market Flexibility in South Africa," Journal of Development Studies, Taylor & Francis Journals, volume 46, issue 9, pages 1481-1502, DOI: 10.1080/00220380903428456.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
• Necati Tekatli, 2010, "A New Core Inflation Indicator for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 10, issue 2, pages 9-21.
• Necati Tekatli, 2010, "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1018.
• Joern H. Block & Lennart Hoogerheide & Roy Thurik, 2010, "Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-024/4, Feb.
• David Ardia & Lennart F. Hoogerheide, 2010, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-045/4, Apr.
• David Ardia & Lennart F. Hoogerheide, 2010, "Efficient Bayesian Estimation and Combination of GARCH-Type Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-046/4, Apr.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-050/4, May.
• David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010, "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-059/4, Jun.
• Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010, "Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-075/3, Aug.
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010, "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-717, Feb.
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010, "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-764, Oct.
• Chun Liu & John M Maheu, 2010, "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers, University of Toronto, Department of Economics, number tecipa-401, Apr.
• Xin Jin & John M Maheu, 2010, "Modelling Realized Covariances and Returns," Working Papers, University of Toronto, Department of Economics, number tecipa-408, Jul.
• Kim P. Huynh & Juergen Jung, 2010, "Subjective Health Expectations," Working Papers, Towson University, Department of Economics, number 2010-08, Mar, revised May 2014.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," TSE Working Papers, Toulouse School of Economics (TSE), number 10-175, May.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," TSE Working Papers, Toulouse School of Economics (TSE), number 10-176, Mar.
• Evans Jadotte, 2010, "Vulnerability to Poverty: A Microeconometric Approach and Application to the Republic of Haiti," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1004, Jul.
• Franco Mariuzzo & Xiaoheng Zhang, 2010, "Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry," Working Papers, Geary Institute, University College Dublin, number 201037, Sep.
• Liam Delaney & Colm Harmon & Cathy Remond, 2010, "Decomposing Gender Differences in College Student Earnings Expectations," Working Papers, Geary Institute, University College Dublin, number 201038, Sep.
• Carly Cheevers & Orla Doyle & Kelly McNamara, 2010, "Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population," Working Papers, Geary Institute, University College Dublin, number 201039, Sep.
• Shawn Ni & Jie Chen, 2010, "Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen: A Bayesian Approach," Working Papers, Department of Economics, University of Missouri, number 1015, Nov.
• Robin Hogarth & Emre Soyer, 2010, "Experiencing simulated outcomes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1224, Jun.
• Philippe K Widmer & Peter Zweifel & Mehdi Farsi, 2010, "Accounting For Heterogeneity In The Measurement of Hospital Performance," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 10-21.
• David E. Giles, 2010, "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 1004, Dec.
• Oksana Snytuk & Lesia Berezhna, 2010, "Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes," Business & Management Compass, University of Economics Varna, issue 4, pages 67-78.
• Ian M. McCarthy & Rusty Tchernis, 2010, "Search costs and Medicare plan choice," Health Economics, John Wiley & Sons, Ltd., volume 19, issue 10, pages 1142-1165, October, DOI: 10.1002/hec.1539.
• Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010, "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 71-92, January, DOI: 10.1002/jae.1137.
• Dorota Kurowicka & Harry Joe (ed.), 2010, "Dependence Modeling:Vine Copula Handbook," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7699, ISBN: ARRAY(0x7462e4f8), September.
• Keane, M. & Stavrunova, O., 2010, "Adverse Selection, Moral Hazard and the Demand for Medigap Insurance," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/14, Jul.
• Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan, 2010, "Loan supply in Germany during the financial crisis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,05.
• Liu, Ruipeng & Lux, Thomas, 2010, "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers, Kiel Institute for the World Economy, number 1594.
• Wesselbaum, Dennis, 2010, "What drives endogenous growth in the United States?," Kiel Working Papers, Kiel Institute for the World Economy, number 1634.
• Hautsch, Nikolaus & Yang, Fuyu, 2010, "Bayesian inference in a stochastic volatility Nelson-Siegel Model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-004.
• Yang, Fuyu & Leon-Gonzalez, Roberto, 2010, "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-006.
• Klarl, Torben, 2010, "Spatial model selection and spatial knowledge spillovers: a regional view of Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-005.
• Schindler, Felix & Voronkova, Svitlana, 2010, "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-051.
• Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie, 2010, "The heterogeneous effects of training incidence and duration on labor market transitions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-077.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-19, Apr.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-44, Aug.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
• Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010, "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-523, May.
• Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty, 2010, "A Bayesian Analysis of Total Factor Productivity Persistence," Historical Social Research (Section 'Cliometrics'), Association Française de Cliométrie (AFC), volume 35, issue 1, pages 363-372.
• Kasteridis, Panagiotis P. & Yen, Steven T., 2010, "Household food expenditures in the United States: A Bayesian MCMC approach to censored equation systems," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61763, Jul, DOI: 10.22004/ag.econ.61763.
• Davis, Alison F. & Moeltner, Klaus, 2010, "Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, volume 39, issue 01, pages 1-19, February, DOI: 10.22004/ag.econ.59333.
• Ishdorj, Ariun & Jensen, Helen H., 2010, "Demand For Breakfast Cereals: Whole Grains Guidance And Food Choice," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany, European Association of Agricultural Economists, number 116445, DOI: 10.22004/ag.econ.116445.
• Dorfman, Jeffrey H. & Karali, Berna, 2010, "Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 4, pages 1-13, November, DOI: 10.22004/ag.econ.100519.
• Cohen, Michael, 2010, "A Structured Covariance Probit Demand Model," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149970, Jan, DOI: 10.22004/ag.econ.149970.
• David H. Wolpert & James Bono, 2010, "Distribution-Valued Solution Concepts," Working Papers, American University, Department of Economics, number 2010-13, Jun, DOI: 10.17606/hg60-p937.
• James Chapman & Yinan Zhang, 2010, "Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data," Staff Working Papers, Bank of Canada, number 10-13, DOI: 10.34989/swp-2010-13.
• Sarah Zubairy, 2010, "On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model," Staff Working Papers, Bank of Canada, number 10-30, DOI: 10.34989/swp-2010-30.
• Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo, 2010, "Bankarization and Determinants of Availability of Banking Services in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 60, pages 137-209, October -.
• Enrique Moral-Benito, 2010, "Determinants of economic growth: A Bayesian panel data approach," Working Papers, Banco de España, number 1031, Oct.
• Andrés Fernandez, 2010, "“Tropical” Real Business Cycles? A Bayesian Exploration," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 28, issue 61, pages 60-105, August, DOI: 10.32468/Espe.6102.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010, "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 370-379.
• ramona Jimborean & Ferroni, F., 2010, "Did Tax Policies mitigate US Business Cycles?," Working papers, Banque de France, number 296.
• Gilles Dufrénot & Sheheryar Malik, 2010, "The changing role of house price dynamics over the business cycle," Working papers, Banque de France, number 309.
• Emre Soyer & Robin Hogarth (1942-2024), 2015, "Experiencing Simulated Outcomes," Working Papers, Barcelona School of Economics, number 470, Sep.
• Yasuo Hirose & Saori Naganuma, 2010, "Structural Estimation Of The Output Gap: A Bayesian Dsge Approach," Economic Inquiry, Western Economic Association International, volume 48, issue 4, pages 864-879, October, DOI: 10.1111/j.1465-7295.2009.00228.x.