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

• 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.
• Alfred K. Mukong & Corné van Walbeek & Hana Ross, 2018, "The Role of Alcohol and Tobacco Consumption on Income-related Inequality in Health in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 137, Jan.
• Nonso Obikili, 2018, "Unfulfilled expectations and the emergence of the EFF," ERSA Working Paper Series, Economic Research Southern Africa, number 149, Jul.
• Francesco Giuli & Massimiliano Tancioni, 2009, "Firm-Specific Capital, Productivity Shocks and Investment Dynamics," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 120, May.
• Carlo Altavilla & Matteo Ciccarelli, 2009, "The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 231, Jun.
• Tore Selland KLEPPE & Jun YU & Hans J. SKAUG, 2009, "Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 20-2009, Jun.
• Tore Selland Kleppe & Hans J. Skaug & Jun Yu, 2009, "Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-09-2009, Jun.
• Jongsu Lee & Jae Young Choi & Youngsang Cho, 2009, "A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200933, Nov, revised Nov 2009.
• Jungwoo Shin & Chang Seob Kimi & Jongsu Lee, 2009, "Model for Studying Commodity Bundling with a Focus on Consumer Preference," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200934, Nov, revised Nov 2009.
• Yuri Park & Hyunnam Kim & Jongsu Lee, 2009, "Model for Studying Commodity Bundling with a Focus on Consumer Preference," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200935, Nov, revised Nov 2009.
• Carsten Kuchler & Martin Spiess, 2009, "The data quality concept of accuracy in the context of publicly shared data sets," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 3, issue 1, pages 67-80, June, DOI: 10.1007/s11943-009-0056-0.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Dimitris Korompilis, 2009, "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 0914, May.
• Gary Koop & Dimitris Korompilis, 2009, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 0917, Aug.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers, University of Strathclyde Business School, Department of Economics, number 0919, Oct.
• Markus Jochmann, 2009, "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Papers, University of Strathclyde Business School, Department of Economics, number 0923, Oct.
• D. Sornette & L. Lin & Ren R.E., 2009, "A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00002, May.
• Silvia Salini & Ron Kenett, 2009, "Bayesian networks of customer satisfaction survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 36, issue 11, pages 1177-1189, DOI: 10.1080/02664760802587982.
• David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009, "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-017/4, Feb.
• Eric J. Bartelsman & Zoltan Wolf, 2009, "Forecasting Aggregate Productivity using Information from Firm-Level Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-043/3, May.
• 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 Weights," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-061/4, Jul.
• Michel Beine & Charles S. Bos & Serge Coulombe, 2009, "Does the Canadian Economy suffer from Dutch Disease?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-096/4, Nov.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2009, "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-689, Nov.
• John M Maheu & Thomas H McCurdy & Yong Song, 2009, "Extracting bull and bear markets from stock returns," Working Papers, University of Toronto, Department of Economics, number tecipa-369, Aug.
• Xin Jin & John M Maheu, 2009, "Modelling Realized Covariances," Working Papers, University of Toronto, Department of Economics, number tecipa-382, Nov.
• Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009, "On the statistical identification of DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7586, May.
• Shawn Ni & Antonello Loddo & Dongchu Sun, 2009, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Working Papers, Department of Economics, University of Missouri, number 0911, Oct.
• Raja Chakir, 2009, "Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy," Land Economics, University of Wisconsin Press, volume 85, issue 2, pages 238-251.
• Creal, D., 2009, "A survey of sequential Monte Carlo methods for economics and finance," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0018.
• Moral-Benito, Enrique, 2009, "Determinants of Economic Growth: A Bayesian Panel Data Approach," Policy Research Working Paper Series, The World Bank, number 4830, Jan.
• Go, Delfin S. & Kearney, Marna & Korman, Vijdan & Robinson, Sherman & Thierfelder, Karen, 2009, "Wage subsidy and labor market flexibility in south Africa," Policy Research Working Paper Series, The World Bank, number 4871, Mar.
• Jesús Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer, 2009, "The Determinants of Regional Economic Growth by Quantile," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 54, May.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "The Determinants of Economic Growth in European Regions," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 57, Sep.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 32, Mar.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 34, Mar.
• Mehrotra, Aaron & Slacik, Tomás, 2009, "Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2009.
• Aßmann, Christian & Boysen-Hogrefe, Jens, 2009, "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-03.
• Eschenhof, Sabine, 2009, "Comparing monetary policy rules in a small open economy framework: An empirical analysis using Bayesian techniques," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 197.
• Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009, "The role of labor markets for euro area monetary policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1513.
• Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009, "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-054.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 408, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 416, Jun.
• Michael Cohen, 2009, "A Structured Covariance Probit Demand Model," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 123, Oct.

2008

• John M. Maheu & Stephen Gordon, 2008, "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 553-583, DOI: 10.1002/jae.1018.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008, "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 6, pages 843-860, DOI: 10.1002/jae.1027.
• Peter Congdon, 2008, "The need for psychiatric care in England: a spatial factor methodology," Journal of Geographical Systems, Springer, volume 10, issue 3, pages 217-239, September, DOI: 10.1007/s10109-008-0064-6.
• J. Griffin & M. Steel, 2008, "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, volume 29, issue 1, pages 33-50, February, DOI: 10.1007/s11123-007-0064-4.
• Gary Koop & Lise Tole, 2008, "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, volume 30, issue 2, pages 129-143, October, DOI: 10.1007/s11123-008-0101-y.
• Jeffrey Dotson & Joseph Retzer & Greg Allenby, 2008, "Non-normal simultaneous regression models for customer linkage analysis," Quantitative Marketing and Economics (QME), Springer, volume 6, issue 3, pages 257-277, September, DOI: 10.1007/s11129-007-9037-1.
• Kenton Yee, 2008, "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 3, pages 339-354, April, DOI: 10.1007/s11156-007-0055-6.
• Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena, 2008, "Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_06, Jul, revised Jul 2008.
• Deborah Gefang & Rodney Strachan, 2008, "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/4, Jan.
• Yélé Maweki Batana & Jean-Yves Duclos, 2008, "Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa," Cahiers de recherche, CIRPEE, number 0808.
• Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008, "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 341-367, March.
• Luca Gambetti & Evi Pappa & Fabio Canova, 2008, "The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 369-388, March.
• Katarzyna Budnik, 2008, "Search Equilibrium with Migration: the Case of Poland," NBP Working Papers, Narodowy Bank Polski, number 45, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008, "How Structural Are Structural Parameters?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2007, Volume 22".
• Marco Del Negro & Frank Schorfheide, 2008, "Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)," NBER Working Papers, National Bureau of Economic Research, Inc, number 13741, Jan.
• Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008, "Inflation-Gap Persistence in the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 13749, Jan.
• Stephanie Schmitt-Grohe & Martin Uribe, 2008, "What's News in Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 14215, Aug.
• M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2008, "Global Business Cycles: Convergence or Decoupling?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14292, Oct.
• Song Yao & Carl F. Mela, 2008, "A Dynamic Model of Sponsored Search Advertising," Working Papers, NET Institute, number 08-16, Sep, revised Sep 2008.
• Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan, 2008, "Bayesian Inference in the Time Varying Cointegration Model," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 08-01, May.
• Ricardo M. Sousa & António Afonso, 2008, "The Macroeconomic Effects of Fiscal Policy," NIPE Working Papers, NIPE - Universidade do Minho, number 22/2008.
• Chris Bloor & Troy Matheson, 2008, "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/09, May.
• Michal Brzoza-Brzezina & Jesus Crespo Cuaresma, 2008, "Mr. Wicksell and the global economy: What drives real interest rates?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 139, Jan.
• Chun Liu & John M. Maheu, 2008, "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 326-360, Summer.
• Alvaro Sandroni & Wojciech Olszewski, 2008, "Manipulability of Future-Independent Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-014, Apr.
• Alvaro Sandroni & Wojciech Olszewski, 2008, "Strategic Manipulation of Empirical Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-015, Apr.
• Alvaro Sandroni & Wojciech Olszewski, 2008, "Falsifiability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-016, Mar.
• Sinha, Pankaj & Bansal, Ashok, 2008, "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper, University Library of Munich, Germany, number 10470, Aug.
• Holden, Tom, 2008, "Rational macroeconomic learning in linear expectational models," MPRA Paper, University Library of Munich, Germany, number 10872, May.
• Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
• Eo, Yunjong, 2008, "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 13910, Aug, revised 11 Feb 2009.
• Rao, Surekha & Ghali, Moheb & Krieg, John, 2008, "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper, University Library of Munich, Germany, number 14637, Jan.
• Szajowski, Krzysztof, 2008, "On a random number of disorders," MPRA Paper, University Library of Munich, Germany, number 20256, Nov, revised 02 Jan 2010.
• Bianchi, Francesco, 2008, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," MPRA Paper, University Library of Munich, Germany, number 20831, Jan, revised 01 Jan 2010.
• Korobilis, Dimitris, 2008, "Forecasting in vector autoregressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 21122, Jan.
• Bianchi, Francesco, 2008, "Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics," MPRA Paper, University Library of Munich, Germany, number 24251, Sep, revised 19 Jan 2010.
• Ley, Eduardo & Steel, Mark F.J., 2008, "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper, University Library of Munich, Germany, number 6773, Jan, revised 06 Jan 2008.
• Barnett, William A. & Serletis, Apostolos, 2008, "Consumer preferences and demand systems," MPRA Paper, University Library of Munich, Germany, number 8413, Apr.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008, "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper, University Library of Munich, Germany, number 8663.
• Kolasa, Marcin, 2008, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," MPRA Paper, University Library of Munich, Germany, number 8750, May.
• Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso, 2008, "Extracting the Cyclical Component in Hours Worked: a Bayesian Approach," MPRA Paper, University Library of Munich, Germany, number 8967, May.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200815, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
• Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
• Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub, 2008, "Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 2, pages 168-179, DOI: 10.18267/j.pep.328.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers, Queen Mary University of London, School of Economics and Finance, number 634, Oct.
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• Linnea Polgreen & Pedro Silos, 2008, "Capital-Skill Complementarity and Inequality: A Sensitivity Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 2, pages 302-313, April, DOI: 10.1016/j.red.2007.09.001.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers, Society for Economic Dynamics, number 1090.
• Marta Bańbura, 2008, "Large Bayesian VARs," 2008 Meeting Papers, Society for Economic Dynamics, number 334.
• Deborah Gefang & Gary Koop & Simon M. Potter, 2009, "The Dynamics of UK and US Inflation Expectations," Working Paper series, Rimini Centre for Economic Analysis, number 14_09, Jan.
• John Geweke & Gianni Amisano, 2008, "Optimal Prediction Pools," Working Paper series, Rimini Centre for Economic Analysis, number 22_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series, Rimini Centre for Economic Analysis, number 23_08, Jan.
• Mark J. Jensen & John M. Maheu, 2009, "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 23_09, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "On the Evolution of Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 24_08, Jan.