Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2010

• 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, Centre for Economic Policy Research, number 7734, Mar.
• Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010, "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 7746, Mar.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 7813, May.
• Chang, Yongsung & Schorfheide, Frank, 2010, "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," CEPR Discussion Papers, Centre for Economic Policy Research, number 8039, Oct.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús, 2010, "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, 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, 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.
• Payandeh Najafabadi, Amir T., 2010, "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 2, pages 334-338, April.
• Geweke, John & Amisano, Gianni, 2010, "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 216-230, April.
• Hoogerheide, Lennart & van Dijk, Herman K., 2010, "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 231-247, April.
• Lahiri, Kajal & Sheng, Xuguang, 2010, "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 265-292, April.
• Giordani, Paolo & Villani, Mattias, 2010, "Forecasting macroeconomic time series with locally adaptive signal extraction," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 312-325, April.
• 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.
• Hasegawa, Hikaru, 2010, "Analyzing tourists' satisfaction: A multivariate ordered probit approach," Tourism Management, Elsevier, volume 31, issue 1, pages 86-97, DOI: 10.1016/j.tourman.2009.01.008.
• Parent, Olivier & LeSage, James P., 2010, "A spatial dynamic panel model with random effects applied to commuting times," Transportation Research Part B: Methodological, Elsevier, volume 44, issue 5, pages 633-645, June.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-10, Apr.
• 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.
• Tore Selland Kleppe & Jun Yu & H.J. Skaug, 2010, "Simulated maximum likelihood estimation of continuous time stochastic volatility models," Advances in Econometrics, Emerald Group Publishing Limited, "Maximum Simulated Likelihood Methods and Applications", DOI: 10.1108/S0731-9053(2010)0000026009.
• Caporin, M. & McAleer, M.J., 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-57, Oct.
• Srijit Mishra, 2010, "Understanding Fundamentalist Belief Through Bayesian Updating," Working Papers, eSocialSciences, number id:2563, Jun.
• 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.
• Zheng Liu & Daniel F. Waggoner & Tao Zha, 2010, "Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-01, Apr, DOI: 10.24148/wp2009-01.
• Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 993.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2010, "Reading the recent monetary history of the U.S., 1959-2007," Working Papers, Federal Reserve Bank of Philadelphia, number 10-15.
• Gary Koop & Simon Potter, 2010, "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print, HAL, number hal-00732535, Sep, DOI: 10.1016/j.jeconom.2010.05.002.
• 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.
• Russell Davidson, 2010, "An Agnostic Look at Bayesian Statistics and Econometrics," Working Papers, HAL, number halshs-00541163, Nov.
• Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010, "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 724, Feb.
• Wegmann , Bertil & Villani, Mattias, 2010, "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 242, May.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2010, "Modeling Conditional Densities Using Finite Smooth Mixtures," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 245, Aug.
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010, "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-123, Mar.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 622, Mar.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 621.
• Nicholas Christakis & James Fowler & Guido Imbens & Karthik Kalyanaraman, 2010, "An empirical model for strategic network formation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/10, Jun.
• Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 360.
• Oga, Takashi & Polasek, Wolfgang, 2010, "The Asia Financial Crises and Exchange Rates," Economics Series, Institute for Advanced Studies, number 254, Sep.
• Polasek, Wolfgang & Sellner, Richard, 2010, "Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models," Economics Series, Institute for Advanced Studies, number 255, Sep.
• Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010, "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-06, Mar.
• Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang, 2010, "Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-10, Apr.
• Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf, 2010, "Modeling House Prices using Multilevel Structured Additive Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-19, Jul.
• José-Antonio Monteiro, 2010, "Eco-label Adoption in an Interdependent World," IRENE Working Papers, IRENE Institute of Economic Research, number 10-01, Jan.
• Du, Xiaodong & Hayes, Dermot J. & Yu, Cindy, 2010, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31533, May.
• Du, Xiaodong & Hayes, Dermot J. & Yu, Cindy L., 2010, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," ISU General Staff Papers, Iowa State University, Department of Economics, number 201001010800001519, Jan.
• 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.