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

• 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.
• Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
• Amisano, Gianni & Savona, Roberto, 2008, "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series, European Central Bank, number 881, Mar.
• 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.
• Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008, "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-60.
• Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S., 2008, "Parameterisation and efficient MCMC estimation of non-Gaussian state space models," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 2911-2930, February.
• 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.
• Del Negro, Marco & Schorfheide, Frank, 2008, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, volume 55, issue 7, pages 1191-1208, October.
• 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, Apr.
• 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.
• Dimitris Korobilis, 2008, "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23012-4.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008, "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23013-6.
• Michael K. Andersson & Sune Karlsson, 2008, "Bayesian forecast combination for VAR models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23015-X.
• de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008, "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-13, Aug.
• Marco Ratto & Werner Roeger & Jan in 't Veld, 2008, "QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 335, Jul.
• A. Carriero & G. Kapetanios & M. Marcellino, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers, European University Institute, number ECO2008/33.
• Michal Franta & Branislav Saxa & Katerina Smidkova, 2008, "Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/25, Oct, revised Oct 2008.
• Mark J. Jensen & John M. Maheu, 2008, "Bayesian semiparametric stochastic volatility modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-15.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008, "Investment shocks and business cycles," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-12.
• Tobias Adrian & Francesco Franzoni, 2008, "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports, Federal Reserve Bank of New York, number 193.
• Marco Del Negro & Frank Schorfheide, 2008, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Staff Reports, Federal Reserve Bank of New York, number 320, Mar.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008, "Investment shocks and business cycles," Staff Reports, Federal Reserve Bank of New York, number 322.
• Morten L. Bech & James T. E. Chapman & Rod Garratt, 2008, "Which bank is the \\"central\\" bank? an application of Markov theory to the Canadian Large Value Transfer System," Staff Reports, Federal Reserve Bank of New York, number 356, Nov.
• Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008, "DSGE model-based forecasting of non-modelled variables," Working Papers, Federal Reserve Bank of Philadelphia, number 08-17.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers, Financial Markets Group, number dp610, Apr.
• Michael Louis George, 2008, "What is Business Entropy," Working Papers, Institute of Business Entropy, number 0604, Aug.
• Michael L. George, 2008, "What is Business Entropy," Working Papers, Institute of Business Entropy, number 0606, Aug.
• Michael Louis George, 2007, "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," Working Papers, Institute of Business Entropy, number 0607, Sep.
• Guillaume Horny & Bernhard Boockmann & Dragana Djurdjevic & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
  [Estimation bayésienne de modèles de Cox à effets alé," Post-Print, HAL, number hal-00279414, Jan, DOI: 10.2307/27715167.
• Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008, "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print, HAL, number halshs-00176629.
• Strid, Ingvar, 2008, "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 706, Dec, revised 02 Dec 2009.
• Queijo von Heideken, Virginia, 2008, "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 220, Feb.
• Queijo von Heideken, Virginia, 2008, "How Important are Financial Frictions in the U.S. and the Euro Area?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 223, May.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2008, "Comparing Forecast Performance of Exchange Rate Models," Working Papers, Hong Kong Monetary Authority, number 0808, Jun.
• Chew Lian Chua & Sarantis Tsiaplias, 2008, "Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n03, Feb.
• Toshitaka Sekine & Yuki Teranishi, 2008, "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-13, Jul.
• Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
• Mr. Ayhan Kose & Mr. Eswar S Prasad & Mr. Christopher Otrok, 2008, "Global Business Cycles: Convergence or Decoupling?," IMF Working Papers, International Monetary Fund, number 2008/143, Jun.
• Mr. Emil Stavrev & Mr. Helge Berger, 2008, "The Information Content of Money in Forecasting Euro Area Inflation," IMF Working Papers, International Monetary Fund, number 2008/166, Jul.
• Mr. Helge Berger & Mr. Thomas Harjes & Mr. Emil Stavrev, 2008, "The ECB’s Monetary Analysis Revisited," IMF Working Papers, International Monetary Fund, number 2008/171, Jul.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2008, "The Determinants of Economic Growth in European Regions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-26, Dec.
• Ian McCarthy & Rusty Tchernis, 2008, "Search Costs and Medicare Plan Choice," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-004, Apr.
• Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2008, "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-006, Apr.
• Juergen Jung, 2008, "Subjective Health Expectations," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-016, Jun.
• Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei, 2008, "Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 10, issue 1, pages 59-72, October.
• António Afonso & Ricardo M. Sousa, 2008, "The Macroeconomic Effects of Fiscal Policy," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/56, Dec.
• Dennis L. Gärtner & Daniel Halbheer, 2008, "Are There Waves in Merger Activity After All?," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0092.
• Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero, 2008, "Un análisis bayesiano de la variación temporal del escenario de compra de los hogares," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-05, May.
• Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008, "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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.

2007

• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007, "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, volume 97, issue 3, pages 1021-1026, June, DOI: 10.1257/aer.97.3.1021.
• Tchumtchoua, Sylvie & Dey, Dipak, 2007, "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149208, Oct, DOI: 10.22004/ag.econ.149208.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0714, Sep.
• Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence L. Schembri, 2007, "Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies," Staff Working Papers, Bank of Canada, number 07-41, DOI: 10.34989/swp-2007-41.
• Yasuo Hirose & Saori Naganuma, 2007, "Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-24, Nov.
• James C. Rockey, 2007, "Which Democracies Pay Higher Wages?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/600, Dec.
• Christophe Hurlin & Sessi Tokpavi, 2007, "Un test de validité de la Value at Risk," Revue économique, Presses de Sciences-Po, volume 58, issue 3, pages 599-608.
• Doppelhofer, G. & Cuaresma, J.C., 2007, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0706, Feb.
• Sancetta, A., 2007, "Universality of Bayesian Predictions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0755, Nov.
• Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007, "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 48.
• Ambra Poggi & Xavier Ramos, 2007, "Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 59.
• Theodoridis, Konstantinos, 2007, "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/15, Jun.
• Gernot Doppelhofer & Melvyn Weeks, 2007, "Jointness of Growth Determinants," CESifo Working Paper Series, CESifo, number 1978.
• Alena Audzeyeva & Klaus Reiner Schenk-Hoppe, 2007, "Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-18, May.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007, "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-37, Jul.
• Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007, "How Structural Are Structural Parameters?," Levine's Bibliography, UCLA Department of Economics, number 843644000000000057, Jul.
• Enrique Moral-Benito, 2007, "Determinants of Economic Growth: A Bayesian Panel Data Approach," Working Papers, CEMFI, number wp2007_0719.
• Michal Franta & Branislav Saxa & Katerina Smidkova, 2007, "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/10, Dec.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• BAUWENS, Luc & STORTI, Giuseppe, 2007, "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007019, Mar.
• BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007, "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007055, Aug.
• SILVESTRINI, Andrea, 2007, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007080, Nov.
• BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007, "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007097, Dec.
• Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6027, Jan.
• Schotman, Peter C & Lutgens, Frank, 2007, "Robust Portfolio Optimisation with Multiple Experts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6161, Mar.
• Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
• Tristani, Oreste & Amisano, Giovanni, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6373, Jun.
• Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 2007, "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6455, Sep.
• Luc, BAUWENS & G., STORTI, 2007, "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007012, Mar.
• Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007, "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007033, Sep.
• Andrea, SILVESTRINI, 2007, "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007040, Dec.
• Guillaume, HORNY, 2007, "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007046, Dec.
• Kapetanios, G. & Labhard, V. & Price, S., 2007, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers, Department of Economics, City St George's, University of London, number 07/15.
• Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin, 2007, "Portfolio Selection under Parameter Uncertainty using a Predictive Distribution," Annals of Economics and Finance, Society for AEF, volume 8, issue 2, pages 305-312, November.
• Attiya Y. Javid, 2007, "Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms," Finance Working Papers, East Asian Bureau of Economic Research, number 22199, Jan.
• Tristani, Oreste & Amisano, Gianni, 2007, "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series, European Central Bank, number 754, May.
• Lombardi, Marco J. & Sgherri, Silvia, 2007, "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank, number 794, Aug.
• Franta, Michal & Saxa, Branislav & Šmídková, Kateřina, 2007, "Inflation persistence: euro area and new EU Member States," Working Paper Series, European Central Bank, number 810, Sep.
• Kaufmann, Sylvia & Valderrama, Maria Teresa, 2007, "The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US," Working Paper Series, European Central Bank, number 816, Sep.
• Amisano, Gianni & Geweke, John, 2007, "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series, European Central Bank, number 831, Nov.
• Fabio Canova & Luca Gambetti & Evi Pappa, 2007, "The Structural Dynamics of Output Growth and Inflation: Some International Evidence," Economic Journal, Royal Economic Society, volume 117, issue 519, pages 167-191, March.
• L. Bauwens & J.V.K. Rombouts, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 408-425, July.
• Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007, "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3551-3566, April.
• Ruge-Murcia, Francisco J., 2007, "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2599-2636, August.
• Lees, Kirdan & Matheson, Troy, 2007, "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, volume 96, issue 2, pages 275-281, August.
• McCausland, William J., 2007, "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 303-318, January.
• Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007, "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 112-133, March.
• Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 154-180, July.
• Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007, "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 618-649, October.
• Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007, "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, volume 72, issue 2, pages 481-511, July.
• Crespo Cuaresma, Jesus & Doppelhofer, Gernot, 2007, "Nonlinearities in cross-country growth regressions: A Bayesian Averaging of Thresholds (BAT) approach," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 541-554, September.
• Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007, "Similarities and convergence in G-7 cycles," Journal of Monetary Economics, Elsevier, volume 54, issue 3, pages 850-878, April.
• Milani, Fabio, 2007, "Expectations, learning and macroeconomic persistence," Journal of Monetary Economics, Elsevier, volume 54, issue 7, pages 2065-2082, October.
• Cefis, Elena & Ciccarelli, Matteo & Orsenigo, Luigi, 2007, "Testing Gibrat's legacy: A Bayesian approach to study the growth of firms," Structural Change and Economic Dynamics, Elsevier, volume 18, issue 3, pages 348-369, September.
• Kalogeropoulos, Konstantinos, 2007, "Likelihood-based inference for a class of multivariate diffusions with unobserved paths," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31423, Oct.
• Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
• van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
• Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007, "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-03, Jan.
• Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
• Strachan, R.W. & van Dijk, H.K., 2007, "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-11, Mar.
• Hans DEWACHTER & Leonardo IANIA, 2009, "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.19, Nov.
• Hideaki HIRATA & Ayhan KOSE & Christopher OTROK, 2013, "Regionalization vs. Globalization," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13004, Jan.
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