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)

2010

• 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 I, 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 I, 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(0x84f6acd8).
• 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.
• Fabio Milani, 2010, "Political Business Cycles In The New Keynesian Model," Economic Inquiry, Western Economic Association International, volume 48, issue 4, pages 896-915, October, DOI: 10.1111/j.1465-7295.2009.00212.x.
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010, "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 113-136, February, DOI: 10.1111/j.1467-6419.2009.00589.x.
• Sylvia Kaufmann & Maria Teresa Valderrama, 2010, "The Role Of Credit Aggregates And Asset Prices In The Transmission Mechanism: A Comparison Between The Euro Area And The Usa," Manchester School, University of Manchester, volume 78, issue 4, pages 345-377, July, DOI: 10.1111/j.1467-9957.2009.02139.x.
• Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper, Norges Bank, number 2010/02, Mar.
• Francesco Ravazzolo & Øistein Røisland, 2010, "Why do people give less weight to advice the further it is from their initial opinion?," Working Paper, Norges Bank, number 2010/04, Apr.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
• D'Agostino, Antonello & Bermingham, Colin, 2010, "Understanding and Forecasting Aggregate and Disaggregate Price Dynamics," Research Technical Papers, Central Bank of Ireland, number 8/RT/10, Aug.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
• Pooyan Amir Ahmadi & Albrecht Ritschl, 2010, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0967, Jan.
• Hans Dewachter & Leonardo Iania, 2010, "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series, CESifo, number 2950.
• Olivier Parent & James P. Lesage, 2010, "A Spatial Dynamic Panel Model with Random Effects Applied to Commuting Times," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2010-01.
• Jeroen Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing With Time Varying Volatility and Correlations," CIRANO Working Papers, CIRANO, number 2010s-23, May.
• Jeroen Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CIRANO Working Papers, CIRANO, number 2010s-38, Sep.
• Manuel Coutinho Pereira & Artur Silva Lopes, 2010, "Time varying fiscal policy in the U.S," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1004, Sep.
• Enrique Moral-Benito, 2010, "Panel Growth Regressions with General Predetermined Variables: Likelihood-Based Estimation and Bayesian Averaging," Working Papers, CEMFI, number wp2010_1006, Aug.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7013, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7014, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7015, May.
• Andrés Fernández, 2010, "“Tropical” Real Business Cycles? A Bayesian Exploration," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 28, issue 61, pages 60-105, DOI: 10.32468/Espe.6102.
• Luis Alejandro Lee P & Ang�lica Mar�a Quiroga E., 2010, "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-41.
• ROMBOUTS, Jeroen J. K & STENTOFT, Lars, 2010, "Multivariate option pricing with time varying volatility and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010020, May.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars, 2010, "Option pricing with asymmetric heteroskedastic normal mixture models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010049, Aug.
• VAN VYVE, Mathieu, 2010, "Fixed-charge transportation on a path: optimization, LP formulations and separation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010068, Oct.
• Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7734, Mar.
• Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010, "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7746, Mar.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7796, Apr.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2010, "Reading the Recent Monetary History of the U.S., 1959-2007," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7812, May.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2010, "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7813, May.
• Chang, Yongsung & Schorfheide, Frank, 2010, "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8039, Oct.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús, 2010, "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8169, Dec.
• Judith Rousseau & Nicolas Chopin & Brunero Liseo, 2010, "Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process," Working Papers, Center for Research in Economics and Statistics, number 2010-38.
• Albarrán Lozano, Irene & Alonso, Pablo J. & Marín Díazaraque, Juan Miguel, 2010, "Non-linear models of disability and age applied to census data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws102410.
• Gabrieli, T., 2010, "Diverse societal beliefs and redistributive policies, but equal welfare: The trade-off effect of information," Working Papers, Department of Economics, City St George's, University of London, number 10/04.
• Montes-Rojas, G., 2010, "Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/06.
• Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010, "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/07.
• Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010, "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers, Department of Economics, City St George's, University of London, number 10/08.
• Baer, W & Margot, D & Montes-Rojas, G., 2010, "Argentina's default and the lack of dire consequences," Working Papers, Department of Economics, City St George's, University of London, number 10/09.
• Davis, Alison & 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, Cambridge University Press, volume 39, issue 1, pages 56-74, February.
• 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, Cambridge University Press, volume 42, issue 4, pages 791-803, November.
• Lehmann, Sibylle H., 2010, "The German Elections in the 1870s: Why Germany Turned from Liberalism to Protectionism," The Journal of Economic History, Cambridge University Press, volume 70, issue 1, pages 146-178, March.
• Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik, 2010, "Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 329.
• Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland, 2010, "Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1023.
• Francesco Bianchi, 2010, "Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," Working Papers, Duke University, Department of Economics, number 10-39.
• Francesco Bianchi, 2010, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," Working Papers, Duke University, Department of Economics, number 10-40.
• Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010, "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-011, Mar.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010, "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, volume 13, issue 2, pages 218-244, July.
• Jochmann, Markus, 2010, "Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-06.
• Koop, Gary & Korobilis, Dimitris, 2010, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-113.
• Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W, 2010, "Time Varying Dimension Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-33, May.
• Griffin, J.E. & Steel, M.F.J., 2010, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2594-2608, November.
• He, Zhongfang & Maheu, John M., 2010, "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2628-2640, November.
• Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010, "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 2, pages 245-261, February.
• Zhang, Junni L. & Härdle, Wolfgang K., 2010, "The Bayesian Additive Classification Tree applied to credit risk modelling," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 5, pages 1197-1205, May.
• Amisano, Gianni & Tristani, Oreste, 2010, "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1837-1858, October.
• Bigio, Saki, 2010, "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1923-1950, October.
• Malley, Jim & Woitek, Ulrich, 2010, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 7, pages 1214-1232, July.
• Li, Liuling & Mizrach, Bruce, 2010, "Tail return analysis of Bear Stearns' credit default swaps," Economic Modelling, Elsevier, volume 27, issue 6, pages 1529-1536, November.
• Leeper, Eric M. & Plante, Michael & Traum, Nora, 2010, "Dynamics of fiscal financing in the United States," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 304-321, June.
• Jensen, Mark J. & Maheu, John M., 2010, "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 306-316, August.
• Koop, Gary & Potter, Simon, 2010, "A flexible approach to parametric inference in nonlinear and time varying time series models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 134-150, November.
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• Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010, "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 348-373, April.
• Feng, Guohua & Serletis, Apostolos, 2010, "Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 127-138, January.
• Stadelmann, David, 2010, "Which factors capitalize into house prices? A Bayesian averaging approach," Journal of Housing Economics, Elsevier, volume 19, issue 3, pages 180-204, September.
• Troske, Kenneth R. & Voicu, Alexandru, 2010, "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, volume 17, issue 1, pages 150-169, January.
• Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2010, "Investment shocks and business cycles," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 132-145, March.
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• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010, "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31421.
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• Christophe Planas & Werner Roeger & Alessandro Rossi, 2010, "Does capacity utilisation help estimating the TFP cycle?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 410, May.
• Carlo Migliardo, 2010, "Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 2, pages 139-167, June.
• Michal Franta & Branislav Saxa & Kateøina Šmídková, 2010, "The Role of Inflation Persistence in the Inflation Process in the New EU Member States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 480-500, December.
• Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík, 2010, "Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/24, Sep, revised Sep 2010.
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• Gianni Amisano & Oreste Tristani, 2010, "Euro area inflation persistence in an estimated nonlinear dsge model," Post-Print, HAL, number hal-00732762, Sep, DOI: 10.1016/j.jedc.2010.05.001.
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