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)

2009

• Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
• Eyal Argov, 2009, "The Choice of a Foreign Price Measure in a Bayesian Estimated New-Keynesian Model for Israel," Bank of Israel Working Papers, Bank of Israel, number 2009.04, Jun.
• Natalia Isachenkova & Melvyn Weeks, 2009, "Acquisition, Involvency and Managers in UK Small Companies," Working Papers, Centre for Business Research, University of Cambridge, number wp390, Sep.
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009, "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/05, Apr.
• Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009, "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/15, Oct.
• Li, GuangJie, 2009, "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/4, Mar, revised Aug 2009.
• Li, GuangJie, 2009, "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/5, Mar.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Sergey Slobodyan & Raf Wouters, 2009, "Learning in an Estimated Medium-Scale DSGE Model," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp396, Nov.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "The Determinants of Economic Growth in European Regions," CESifo Working Paper Series, CESifo, number 2519.
• Ali Bayar & Bram Smeets, 2009, "Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach," CESifo Working Paper Series, CESifo, number 2546.
• Carlo Altavilla & Matteo Ciccarelli, 2009, "The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area," CESifo Working Paper Series, CESifo, number 2575.
• Jim Malley & Ulrich Woitek, 2009, "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series, CESifo, number 2626.
• Jim Malley & Ulrich Woitek, 2009, "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series, CESifo, number 2672.
• Li LIN & Ruo En REN & Didier SORNETTE, 2009, "A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-14, May.
• Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
• Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009, "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive, David K. Levine, number 814577000000000139, Feb.
• Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía, 2009, "Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Martha López & Juan David Prada & Norberto Rodr�guez, 2009, "Evidence for a financial accelerator in a small open economy, and implications for monetary policy," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 60, pages 12-45, DOI: 10.32468/Espe.6001.
• Ignacio Velez-Pareja, 2009, "Conceptos basicos de probabilidad," Proyecciones Financieras y Valoración, Master Consultores, number 5668, Jun.
• Ignacio Velez-Pareja, 2009, "Analisis de regresion," Proyecciones Financieras y Valoración, Master Consultores, number 5671, Jun.
• ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
• Fernández-Villaverde, Jesús, 2009, "The Econometrics of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7157, Feb.
• Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009, "On the Statistical Identification of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7176, Feb.
• Uribe, Martín & Schmitt-Grohé, Stephanie, 2009, "What?s News in Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7201, Mar.
• Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009, "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7297, May.
• Mackowiak, Bartosz & Wiederholt, Mirko & Moench, Emanuel, 2009, "Sectoral Price Data and Models of Price Setting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7339, Jun.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7446, Sep.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7546, Nov.
• Canova, Fabio & Gambetti, Luca, 2009, "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7597, Dec.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2009, "Investment Shocks and the Relative Price of Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7598, Dec.
• David Stadelmann, 2009, "Which Factors Capitalize into House Prices? A Bayesian Averaging Approach," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2009-10, May.
• Galvao Jr, A. F. & Montes-Rojas, G., 2009, "Instrumental variables quantile regression for panel data with measurement errors," Working Papers, Department of Economics, City St George's, University of London, number 09/06.
• Ghazalian, Pascal L. & Larue, Bruno & West, Gale E., 2009, "Best Management Practices to Enhance Water Quality: Who is Adopting Them?," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 3, pages 663-682, December.
• AKA, Bédia F., 2009, "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1, pages 111-126.
• Afonso, António & Sousa, Ricardo M., 2009, "The macroeconomic effects of fiscal policy," Working Paper Series, European Central Bank, number 991, Jan.
• Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2009, "Current account benchmarks for central and eastern Europe: a desperate search?," Working Paper Series, European Central Bank, number 995, Jan.
• Ciccarelli, Matteo & Garcí­a, Juan Angel, 2009, "What drives euro area break-even inflation rates?," Working Paper Series, European Central Bank, number 996, Jan.
• David Ardia, 2009, "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 105-126, March.
• Malley, Jim University of Glasgow & Woitek, Ulrich, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-18.
• Jochmann, Markus, 2009, "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-54.
• Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-44.
• Koop, Gary & Korobilis, Dimitris, 2009, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-40.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1332-1344, June.
• Kolasa, Marcin, 2009, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," Economic Modelling, Elsevier, volume 26, issue 6, pages 1245-1269, November.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2009, "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 162-178, February.
• Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009, "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 99-115, May.
• Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009, "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, volume 153, issue 1, pages 21-32, November.
• Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009, "The role of labor markets for euro area monetary policy," European Economic Review, Elsevier, volume 53, issue 8, pages 908-936, November.
• Kiefer, Nicholas M., 2009, "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 164-173, January.
• Adrian, Tobias & Franzoni, Francesco, 2009, "Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 537-556, September.
• Sarferaz, Samad & Uebele, Martin, 2009, "Tracking down the business cycle: A dynamic factor model for Germany 1820-1913," Explorations in Economic History, Elsevier, volume 46, issue 3, pages 368-387, July.
• Gärtner, Dennis L. & Halbheer, Daniel, 2009, "Are there waves in merger activity after all?," International Journal of Industrial Organization, Elsevier, volume 27, issue 6, pages 708-718, November.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009, "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 400-417.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
• Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko, 2009, "Sectoral price data and models of price setting," Journal of Monetary Economics, Elsevier, volume 56, issue S, pages 78-99, DOI: 10.1016/j.jmoneco.2009.06.012.
• Groen, J.J.J. & Paap, R., 2009, "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-19, Sep.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers, European University Institute, number ECO2009/31.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009, "MEDEA: A DSGE Model for the Spanish Economy," Working Papers, FEDEA, number 2009-17, May.
• James D. Hamilton & Michael T. Owyang, 2009, "The propagation of regional recessions," Working Papers, Federal Reserve Bank of St. Louis, number 2009-013, DOI: 10.20955/wp.2009.013.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-time inflation forecasting in a changing world," Staff Reports, Federal Reserve Bank of New York, number 388, Aug.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009, "Investment shocks and the relative price of investment," Staff Reports, Federal Reserve Bank of New York, number 411.
• Kai Christoffel & Keith Kuester & Tobias Linzert, 2009, "The role of labor markets for Euro area monetary policy," Working Papers, Federal Reserve Bank of Philadelphia, number 09-1.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers, Business School - Economics, University of Glasgow, number 2009_15, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers, Business School - Economics, University of Glasgow, number 2009_23, Jun.
• Boris Branisa & Adriana Cardozo, 2009, "Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 194, Jul, revised 21 Aug 2009.
• Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J, 2009, "Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:4, Feb.
• de Luna, Xavier & Lundin, Mathias, 2009, "Sensitivity analysis of the unconfoundedness assumption in observational studies," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:12, Jun.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2009, "Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 233, Oct.
• Giordani, Paolo & Villani, Mattias, 2009, "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 234, Oct.
• Hiroaki Chigira & Tsunemasa Shiba, 2009, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-051, Mar.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-072, May.
• Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2009, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 09-wp498, Sep.
• Jin Seo Cho & Meng Huang & Halbert White, 2009, "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series, Institute of Economic Research, Korea University, number 0915.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009, "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series, Institute for Advanced Studies, number 241, Jul.
• Patricio Jaramillo, 2009, "Estimación de VAR Bayesianos para la Economía Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 24, issue 1, pages 101-126, Junio.
• Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009, "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-06, Feb.
• Jouchi Nakajima & Yuki Teranishi, 2009, "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-10, Mar.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-13, May.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-32, Nov.
• Jesús Crespo-Cuaresma & Martin Feldkircher, 2009, "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-17, Jun.
• Eric M. Leeper & Michael Plante & Nora Traum, 2009, "Dynamics Of Fiscal Financing In The United States," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2009-012, Jul.
• Rodrigo Alfaro & Marcelo Fuenzalida, 2009, "Imputación Múltiple en Encuestas Microeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 134, pages 273-288.
• Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J., 2009, "Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3992, Feb.
• Troske, Kenneth & Voicu, Alexandru, 2009, "The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4074, Mar.
• Troske, Kenneth & Voicu, Alexandru, 2009, "The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4417, Sep.
• Chun Liu & John M. Maheu, 2009, "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 709-733, DOI: 10.1002/jae.1070.
• Nikolaos Antonakakis & Johann Scharler, 2009, "Volatility, Information and Stock Market Crashes," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-18, Nov.
• Chew Lian Chua & Sarantis Tsiaplias, 2009, "Can consumer sentiment and its components forecast Australian GDP and consumption?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 8, pages 698-711, DOI: 10.1002/for.1120.
• Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009, "Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit," Journal of Statistical Software, Foundation for Open Access Statistics, volume 29, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Klaus Moeltner & Richard Woodward, 2009, "Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 1, pages 89-108, January, DOI: 10.1007/s10640-008-9205-0.
• Dan Rigby & Kelvin Balcombe & Michael Burton, 2009, "Mixed Logit Model Performance and Distributional Assumptions: Preferences and GM foods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 3, pages 279-295, March, DOI: 10.1007/s10640-008-9227-7.
• David Wheeler & Lance Waller, 2009, "Comparing spatially varying coefficient models: a case study examining violent crime rates and their relationships to alcohol outlets and illegal drug arrests," Journal of Geographical Systems, Springer, volume 11, issue 1, pages 1-22, March, DOI: 10.1007/s10109-008-0073-5.
• R. Pace & James LeSage, 2009, "A sampling approach to estimate the log determinant used in spatial likelihood problems," Journal of Geographical Systems, Springer, volume 11, issue 3, pages 209-225, September, DOI: 10.1007/s10109-009-0087-7.
• Alexandra Schmidt & Ajax Moreira & Steven Helfand & Thais Fonseca, 2009, "Spatial stochastic frontier models: accounting for unobserved local determinants of inefficiency," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 101-112, April, DOI: 10.1007/s11123-008-0122-6.
• Qing Liu & Angela Dean & David Bakken & Greg Allenby, 2009, "Studying the level-effect in conjoint analysis: An application of efficient experimental designs for hyper-parameter estimation," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 1, pages 69-93, March, DOI: 10.1007/s11129-008-9045-9.
• Siddharth Singh & Sharad Borle & Dipak Jain, 2009, "A generalized framework for estimating customer lifetime value when customer lifetimes are not observed," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 2, pages 181-205, June, DOI: 10.1007/s11129-009-9065-0.
• Boriss Siliverstovs, 2009, "Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-226, May, DOI: 10.3929/ethz-a-005817192.
• Günter Coenen & Frank Smets & Igor Vetlov, 2009, "Estimation of the Euro Area Output Gap Using the NAWM," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 5, Jun.
• Viktors Ajevskis & Kristine Vitola, 2009, "Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective," Working Papers, Latvijas Banka, number 2009/04, Nov.
• Michel Beine & Charles Bos & Serge Coulombe, 2009, "Does the Canadian economy suffer from Dutch Disease?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-06.
• Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," Cahiers de recherche, CIRPEE, number 0926.
• Luc Bauwens & Jeroen V.K. Rombouts, 2009, "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche, CIRPEE, number 0942.
• Anne Chwolka & Matthias Raith, 2009, "Perceiving the Value of Business Planning," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 09017, May.
• Sibylle Lehmann, 2009, "The German elections in the 1870s: why Germany turned from liberalism to protectionism," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2009_34, Oct.
• Guohua Feng & Apostolos Serletis, 2009, "Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/09, Jun.
• Wensheng Kang, 2009, "Trends and Cycles of Tech-Pole Housing Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 2, pages 61-79.
• Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14677, Jan.
• Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009, "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14872, Apr.
• Hyungsik Roger Moon & Frank Schorfheide, 2009, "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14882, Apr.
• Eric M. Leeper & Michael Plante & Nora Traum, 2009, "Dynamics of Fiscal Financing in the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 15160, Jul.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009, "Investment Shocks and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15570, Dec.
• Benjamin Van Roy & Xiang Yan, 2009, "Manipulation Robustness of Collaborative Filtering Systems," Working Papers, NET Institute, number 09-21, Sep, revised Sep 2009.
• Dr. James Mitchell, 2009, "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 337, Aug.
• Kajal Lahiri & Xuguang Sheng, 2009, "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-05.
• Chris Bloor & Troy Matheson, 2009, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/02, Apr.
• Aaron Mehrotra & Tomáš Slacík, 2009, "Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 6-21.
• Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 22-37.
• Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel, 2009, "Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 111-136.
• Peter C. B. Phillips & Jun Yu, 2009, "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3669-3705, September.
• Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen, 2009, "Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 8, issue 1, pages 50-70, December.
• Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-008, Jan.
• Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009, "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-017, May.
• Vorobyev, Oleg, 2009, "Eventology versus contemporary theories of uncertainty," MPRA Paper, University Library of Munich, Germany, number 13961, Feb.
• Ferroni, Filippo, 2009, "Trend agnostic one step estimation of DSGE models," MPRA Paper, University Library of Munich, Germany, number 14550, Apr.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 15396, May.
• Olayeni, Olaolu Richard, 2009, "A small open economy model for Nigeria: a BVAR-DSGE approach," MPRA Paper, University Library of Munich, Germany, number 16180, Jun.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Ardia, David, 2009, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R," MPRA Paper, University Library of Munich, Germany, number 17414, Sep.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 17634, Oct.
• Hashiguchi, Yoshihiro, 2009, "Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan," MPRA Paper, University Library of Munich, Germany, number 17902, Oct.
• Olayeni, Olaolu Richard, 2009, "A Bayesian analysis of government expenditure in Nigeria," MPRA Paper, University Library of Munich, Germany, number 18244, Aug.
• Brusset, Xavier, 2009, "Properties of distributions with increasing failure rate," MPRA Paper, University Library of Munich, Germany, number 18299, Oct, revised 02 Nov 2009.
• Alper, Emre & Hatipoglu, Ozan, 2009, "The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence," MPRA Paper, University Library of Munich, Germany, number 18426, Jan.
• Tsoukalas, John, 2009, "Input and Output Inventories in the UK," MPRA Paper, University Library of Munich, Germany, number 18695, Apr.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 18840, Oct.
• Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle, 2009, "Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora," MPRA Paper, University Library of Munich, Germany, number 19560, Dec.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
• Lahiri, Kajal & Sheng, Xuguang, 2009, "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper, University Library of Munich, Germany, number 21448.
• Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J., 2009, "Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice," MPRA Paper, University Library of Munich, Germany, number 23557, Jun.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
• Balcombe, Kelvin, 2009, "The Nature and Determinants of Volatility in Agricultural Prices," MPRA Paper, University Library of Munich, Germany, number 24819.
• Korobilis, Dimitris, 2009, "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 27593, May, revised Nov 2010.
• He, Zhongfang, 2009, "Forecasting output growth by the yield curve: the role of structural breaks," MPRA Paper, University Library of Munich, Germany, number 28208, Apr.
• Qian, Hang, 2009, "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper, University Library of Munich, Germany, number 31509, Jul.
• Qian, Hang, 2009, "Bayesian Portfolio Selection with Gaussian Mixture Returns," MPRA Paper, University Library of Munich, Germany, number 32688, Jan.
• Coenen, Gunter, 2009, "Extending the NAWM with a partial indexation mechanism linking wages and trend productivitiy," MPRA Paper, University Library of Munich, Germany, number 86153, Oct.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2009, "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers, University of Pretoria, Department of Economics, number 200902, Jan.
• Rangan Gupta & Alain Kabundi, 2009, "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers, University of Pretoria, Department of Economics, number 200907, Feb.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 57-69, March.
• Anna Pajor, 2009, "A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 71-81, March.
• Michał Jakubczyk, 2009, "Impact of Complementarity and Heterogeneity on Health Related Utility of Life," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 2, pages 139-156, November.
• Jacek Osiewalski & Anna Pajor, 2009, "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 2, pages 179-202, November.
• Kamil Makieła, 2009, "Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 4, pages 333-369, December.
• Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2009, "A Practitioner's Guide To Bayesian Estimation Of Discrete Choice Dynamic Programming Models," Working Paper, Economics Department, Queen's University, number 1201, Apr.
• Gilles Allaire & Eric Cahuzac & Michel Simioni, 2009, "Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 90, issue 1, pages 23-50.
• Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2009, "A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy," Working Papers, Banco Central de Reserva del Perú, number 2009-003, Mar.
• Bigio, Saki, 2009, "Learning under Fear of Floating," Working Papers, Banco Central de Reserva del Perú, number 2009-004, Apr.
• Martin Uribe & Stephanie Schmitt-Grohe, 2009, "What's News in Business Cycles," 2009 Meeting Papers, Society for Economic Dynamics, number 135.
• Francesco Bianchi, 2009, "Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," 2009 Meeting Papers, Society for Economic Dynamics, number 198.
• Mirko Wiederholt & Emanuel Moench & Bartosz Maćkowiak, 2009, "Sectoral Price Data and Models of Price Setting," 2009 Meeting Papers, Society for Economic Dynamics, number 666.
• Giorgio E. Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2009, "Investment Shocks and the Relative Price of Investment," 2009 Meeting Papers, Society for Economic Dynamics, number 686.
• Arnold Zellner, 2009, "Honorary Lecture on S. James Press and Bayesian Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 1, issue 1, pages 98-118, September.
• Gary Koop & Dimitris Korobilis, 2009, "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series, Rimini Centre for Economic Analysis, number 34_09, Jan.
• Dimitris Korobilis, 2009, "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 35_09, Jan.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series, Rimini Centre for Economic Analysis, number 44_09, Jan.
• Markus Jochmann, 2009, "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Paper series, Rimini Centre for Economic Analysis, number 45_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Eric Eisenstat, 2009, "Multicollinearity In Applied Economics Research And The Bayesian Linear Regression," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 47-60.
• Dragos PALAGHITA & Bogdan ZURBAGIU, 2009, "Bayesian Approach To Risk Assessment In Knowledge Based Authentication," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 8, Aug.