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)

2008

• Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008, "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers, IZA Network @ LISER, number 3442, Apr.
• Bretteville-Jensen, Anne Line & Jacobi, Liana, 2008, "Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use," IZA Discussion Papers, IZA Network @ LISER, number 3879, Dec.
• Philippe J. Deschamps, 2008, "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 435-462, DOI: 10.1002/jae.1014.
• 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.
• Andrew Hodge & Tim Robinson & Robyn Stuart, 2008, "A Small BVAR-DSGE Model for Forecasting the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-04, Sep.
• Jarkko Jääskelä & Kristoffer Nimark, 2008, "A Medium-scale Open Economy Model of Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-07, Dec.
• 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.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series, Rimini Centre for Economic Analysis, number 26_08, Jan.
• Sergei Aivazian, 2008, "Bayesian Methods in Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 9, issue 1, pages 93-130.
• Martin Neil & Norman Fenton, 2008, "Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions," Journal of Financial Transformation, Capco Institute, volume 22, pages 131-138.
• Caraiani, Petre, 2008, "An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 100-114, September.
• Andrea Brasili & Loredana Federico, 2008, "Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View," Rivista di Politica Economica, SIPI Spa, volume 98, issue 2, pages 179-214, March-Apr.
• Caterina Conigliani, 2008, "A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0094, Jul.
• P. Jacob & G. Peersman, 2008, "Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/544, Nov.
• Alain Kabundi & Rangan Gupta & Sonali Das, 2008, "Is a DFM well suited for forecasting regional house price inflation?," ERSA Working Paper Series, Economic Research Southern Africa, number 085, Jul.
• Pami Dua & Nishita Raje & Satyananda Sahoo, 2008, "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 1, pages 1-41, March, DOI: 10.1177/097380100700200101.
• Marianna Riggi & Massimiliano Tancioni, 2008, "Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 107, Jan.
• Thomas Flury & Neil Shephard, 2008, "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe32.
• Jun Yu, 2008, "A Semiparametric Stochastic Volatility Model," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2008, Jul.
• Salvatore Modica, 2008, "Unawareness, priors and posteriors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 2, pages 81-94, November, DOI: 10.1007/s10203-007-0078-4.
• Stephen Gordon & Michel Truchon, 2008, "Social choice, optimal inference and figure skating," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 30, issue 2, pages 265-284, February, DOI: 10.1007/s00355-007-0243-2.
• Pau Rabanal & Juan Rubio-Ramírez, 2008, "Comparing new Keynesian models in the Euro area: a Bayesian approach," Spanish Economic Review, Springer;Spanish Economic Association, volume 10, issue 1, pages 23-40, March, DOI: 10.1007/s10108-007-9031-5.
• Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang, 2008, "On the (ir)relevance of direct supply-side effects of monetary policy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0408, Jun.
• James Lesage & Manfred Fischer, 2008, "Spatial Growth Regressions: Model Specification, Estimation and Interpretation," Spatial Economic Analysis, Taylor & Francis Journals, volume 3, issue 3, pages 275-304, DOI: 10.1080/17421770802353758.
• Kazuhiko Kakamu & Hajime Wago, 2008, "Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood MethodsAn earlier version of this paper was presented at the 2007 Fall meeting of Japanese Economic Association at Nihon University," Spatial Economic Analysis, Taylor & Francis Journals, volume 3, issue 3, pages 305-319, DOI: 10.1080/17421770802353725.
• Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
• Lennart Hoogerheide & Herman K. van Dijk, 2008, "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-036/4, Apr, revised 18 Apr 2008.
• David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008, "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-062/4, Jun, revised 15 Dec 2008.
• Drew Creal & Siem Jan Koopman & Eric Zivot, 2008, "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-069/4, Jul.
• Lennart Hoogerheide & Herman K. van Dijk, 2008, "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-092/4, Oct.
• Rodney W. Strachan & Herman K. van Dijk, 2008, "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-096/4, Oct.
• Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008, "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-39.
• Chun Liu & John M Maheu, 2008, "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers, University of Toronto, Department of Economics, number tecipa-313, Apr.
• Mark J Jensen & John M Maheu, 2008, "Bayesian semiparametric stochastic volatility modeling," Working Papers, University of Toronto, Department of Economics, number tecipa-314, Apr.
• Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008, "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers, University of Toronto, Department of Economics, number tecipa-321, Jun.
• Zhongfang He & John M Maheu, 2008, "Real Time Detection of Structural Breaks in GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-336, Sep.
• Daniel Burren, 2008, "The Role of Sectoral Shifts in the Great Moderation," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0801, Jan.
• Gregor B urle, 2008, "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0803, Aug.
• Roberto Casarin & Domenico sartore, 2008, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, University of Brescia, Department of Economics, number 0816.
• Kristoffer Nimark & Jarkko Jääskelä, 2008, "A medium-scale open economy model of Australia," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1210, Dec.
• Nicola TORELLI & Matilde TREVISANI, 2008, "Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 443-464.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 1128-1144, July, DOI: 10.1111/j.1468-0297.2008.02163.x.
• 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, DOI: 10.1111/j.1538-4616.2008.00116.x.
• 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, DOI: 10.1111/j.1538-4616.2008.00117.x.
• Arkadiusz Wisniowski, 2008, "Bayesian analysis of growth using stochastic frontier model," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 23, Jan.
• Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S., 2008, "Global business cycles: convergence or decoupling?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,17.
• Berger, Helge & Harjes, Thomas & Stavrev, Emil, 2008, "The ECB's monetary analysis revisited," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/14.
• Berger, Helge & Stavrev, Emil, 2008, "The information content of money in forecasting Euro area inflation," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/15.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-10.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2008-.
• Hufnagel, Rainer, 2008, "Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression," IÖB-Diskussionspapiere, University of Münster, Institute for Economic Education, number 3/08.
• Zhang, Junni L. & Härdle, Wolfgang Karl, 2008, "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-003.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-052.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-052a.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "The influence of the business cycle on mortality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-059.
• Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
• Alexander Perruchoud, 2008, "Analyzing the Swiss Business Cycle," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 54, issue 4, pages 255-292.
• Ishdorj, Ariun & Jensen, Helen H., 2008, "Bayesian Estimation of a Censored AIDS Model for Whole Grain Products," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6075, DOI: 10.22004/ag.econ.6075.
• Caracciolo, Francesco & Gotor, Elisabetta & Holloway, Garth J. & Watts, Jamie, , "The Origin, Development And Structure Of Demand For Plant Genetic Resources. The Impact Of The In Trust Agreements To The CGIAR Collections Availability," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK, Agricultural Economics Society, number 36773, DOI: 10.22004/ag.econ.36773.
• Dorfman, Jeffrey H. & Karali, Berna, 2008, "Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37596, DOI: 10.22004/ag.econ.37596.
• Heckelei, Thomas & Mittelhammer, Ronald C. & Jansson, Torbjorn, 2008, "A Bayesian Alternative To Generalized Cross Entropy Solutions For Underdetermined Econometric Models," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 56973, DOI: 10.22004/ag.econ.56973.
• Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2008, "Predicting House Prices With Spatial Dependence: Impacts Of Alternative Submarket Definitions," ERES, European Real Estate Society (ERES), number eres2008_111, Jan.
• David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
• Morten Bech & James Chapman & Rod Garratt, 2008, "Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System," Staff Working Papers, Bank of Canada, number 08-42, DOI: 10.34989/swp-2008-42.
• Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008, "Real exchange rate volatility and disconnect: an empirical investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 660, Apr.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2008, "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 33-41, January.
• Giordani, Paolo & Kohn, Robert, 2008, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 66-77, January.
• Fruhwirth-Schnatter, Sylvia & Kaufmann, Sylvia, 2008, "Model-Based Clustering of Multiple Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 78-89, January.
• Daniel Buncic & Martin Melecky, 2008, "An Estimated New Keynesian Policy Model for Australia," The Economic Record, The Economic Society of Australia, volume 84, issue 264, pages 1-16, March, DOI: 10.1111/j.1475-4932.2008.00443.x.
• Fabio Milani, 2008, "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, volume 55, issue 1, pages 1-30, February, DOI: 10.1111/j.1467-9485.2008.00446.x.
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008, "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper, Norges Bank, number 2008/17, Oct.
• Yasuo Hirose, 2008, "Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-7, Aug.
• Zhongjun Qu & Pierre Perron, 2008, "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-007, Jun.
• Pankaj Sinha & Ashok K. Bansal, 2008, "Hierarchical Bayes Prediction for the 2008 US Presidential Election," Journal of Prediction Markets, University of Buckingham Press, volume 2, issue 3, pages 47-59, December.
• Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2008, "Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes," Revue économique, Presses de Sciences-Po, volume 59, issue 3, pages 631-639.
• Anne Corcos & François Pannequin, 2008, "Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006," Recherches économiques de Louvain, De Boeck Université, volume 74, issue 1, pages 77-110.
• Olivier Parent, 2008, "Proximité technologique, infrastructures de communication et activités innovantes en Europe," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 219-239.
• Isachenkova, N. & Weeks, M., 2008, "Acquisition, Insolvency and Managers in UK Small Companies," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0838, Aug.
• Otrok, Christopher & Pourpourides, Panayiotis M., 2008, "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/19, Aug, revised Mar 2009.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series, CESifo, number 1237.
• Patricio Jaramillo, 2008, "Estimación de Var Bayesianos para la Economía Chilena," Working Papers Central Bank of Chile, Central Bank of Chile, number 508, Dec.
• Steven C. Bourassa & Eva Cantoni & Martin Hoesli, 2008, "Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-01, Jan.
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• Martha R. L�pez & Juan D. Prada & Norberto Rodr�guez Ni�o, 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica, number 4992, Aug.
• Andr�s Salamanca & Viviana Monroy, 2008, "DEUDA EXTERNA P�BLICA E INVERSI�N EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR," Borradores de Economia, Banco de la Republica, number 5213, Dec.
• Mauricio Avella G�mez, 2008, "Perspectivas de crecimiento del gasto p�blico en Colombia, 1925-2003 �Una visi�n descriptiva � la Wagner, o � la Peacock y Wiseman?," Borradores de Economia, Banco de la Republica, number 5214, Dec.
• Juan Ricardo Perilla Jiménez, 2008, "Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables," Archivos de Economía, Departamento Nacional de Planeación, number 5118, Oct.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008, "Investment Shocks and Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 6739, Mar.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers, Centre for Economic Policy Research, number 7008, Oct.
• Anne CORCOS & François PANNEQUIN, 2008, "Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2008014, Mar.
• Nikolas A. Müller-Plantenberg, 2008, "Current Account Reversals Triggered by Large Exchange Rate Movements," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 31, issue 86, pages 059-082, Mayo-Agos.
• Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers, 2008, "Climate Change and Modelling of Extreme Temperatures in Switzerland," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 840.
• Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
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• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008, "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series, European Central Bank, number 944, Oct.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo & Ilut, Cosmin, 2008, "Monetary policy and stock market boom-bust cycles," Working Paper Series, European Central Bank, number 955, Oct.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008, "Large Bayesian VARs," Working Paper Series, European Central Bank, number 966, Nov.
• Amisano, Gianni & Geweke, John, 2008, "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series, European Central Bank, number 969, Nov.
• Jarociński, Marek, 2008, "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series, European Central Bank, number 970, Nov.
• Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 1128-1144, July.
• M. Daniele Paserman, 2008, "Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation," Economic Journal, Royal Economic Society, volume 118, issue 531, pages 1418-1452, August.
• Wojciech Olszewski & Alvaro Sandroni, 2008, "Manipulability of Future-Independent Tests," Econometrica, Econometric Society, volume 76, issue 6, pages 1437-1466, November.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008, "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-59.
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• Milani, Fabio, 2008, "Learning, monetary policy rules, and macroeconomic stability," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 10, pages 3148-3165, October.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008, "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2690-2721, August.
• Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
• van Dijk, Bram & Paap, Richard, 2008, "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 1-9, September.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008, "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 318-328, October.
• Barnett, William A. & Serletis, Apostolos, 2008, "Consumer preferences and demand systems," Journal of Econometrics, Elsevier, volume 147, issue 2, pages 210-224, December.
• Lanne, Markku & Luoto, Jani, 2008, "Robustness of the risk-return relationship in the U.S. stock market," Finance Research Letters, Elsevier, volume 5, issue 2, pages 118-127, June.
• Egger, Peter & Larch, Mario, 2008, "Interdependent preferential trade agreement memberships: An empirical analysis," Journal of International Economics, Elsevier, volume 76, issue 2, pages 384-399, December.
• Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 710-727.
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• Richard Dennis, 2008, "The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-19, Jul.
• Julliard, Christian & Ghosh, Anisha, 2008, "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4808, Mar.
• Michiel de Pooter & Francesco Ravazzolo & Rene Segers & Herman K. van Dijk, 2008, "Bayesian near-boundary analysis in basic macroeconomic time-series models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23011-2.