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

• 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.
• Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-07, Feb.
• Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty, 2009, "A Bayesian Analysis of Total Factor Productivity Persistence," Working Papers, Association Française de Cliométrie (AFC), number 09-10.
• Du, Xiaodong & Hayes, Dermot J. & Yu, Cindy L., 2009, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 53825, Sep, DOI: 10.22004/ag.econ.53825.
• Huettel, Silke & Jongeneel, Roelof A., 2009, "Impact of the EU Milk Quota on Structural Change in the Dairy Sectors of Germany and The Netherlands," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50943, Aug, DOI: 10.22004/ag.econ.50943.
• Ghazalian, Pascal L. & Larue, Bruno & West, Gale E., 2009, "Best Management Practices to Enhance Water Quality: Who is Adopting Them?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-20, December, DOI: 10.22004/ag.econ.56655.
• Imai, Susumu & Ching, Andrew & Ishihara, Masakazu & Jain, Neelan, 2009, "A Practitioner’s Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273687, Apr, DOI: 10.22004/ag.econ.273687.
• James W. Bono & David H. Wolpert, 2009, "Statistical prediction of the outcome of a noncooperative game," Working Papers, American University, Department of Economics, number 2009-20, Oct, DOI: 10.17606/ztj8-af39.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers, Bank of Canada, number 09-31, DOI: 10.34989/swp-2009-31.
• Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009, "Spain in the euro: a general equilibrium analysis," Working Papers, Banco de España, number 0927, Dec.
• Peña Tonatiuh & Martínez Serafín & Abudu Bolanle, 2009, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers, Banco de México, number 2009-18, Dec.
• Martha López & Juan David Prada & Norberto Rodríguez, 2009, "Evidence for a financial accelerator in a small open economy, and implications for monetary policy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 60, pages 12-45, December, DOI: 10.32468/Espe.6001.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009, "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 480-491.
• Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
• Maheu, John M. & McCurdy, Thomas H., 2009, "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, pages 95-112.
• Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009, "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers, Banque de France, number 249.
• Evi Pappa, 2015, "The effects of fiscal expansions: an international comparison," Working Papers, Barcelona School of Economics, number 409, Sep.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009, "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, volume 64, issue 2, pages 579-629, April, DOI: 10.1111/j.1540-6261.2009.01444.x.
• Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita, 2009, "Frailty Correlated Default," Journal of Finance, American Finance Association, volume 64, issue 5, pages 2089-2123, October, DOI: 10.1111/j.1540-6261.2009.01495.x.
• Jesús Rodríguez‐López & Diego Martínez‐López & Diego Romero‐Ávila, 2009, "Persistence of inequalities across the Spanish regions," Papers in Regional Science, Wiley Blackwell, volume 88, issue 4, pages 841-862, November, DOI: 10.1111/j.1435-5957.2009.00229.x.
• Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
• Eyal Argov, 2009, "The Choice of a Foreign Price Measure in a Bayesian Estimated New-Keynesian Model for Israel," Bank of Israel Working Papers, Bank of Israel, number 2009.04, Jun.
• Natalia Isachenkova & Melvyn Weeks, 2009, "Acquisition, Involvency and Managers in UK Small Companies," Working Papers, Centre for Business Research, University of Cambridge, number wp390, Sep.
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009, "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/05, Apr.
• Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009, "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/15, Oct.
• Li, GuangJie, 2009, "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/4, Mar, revised Aug 2009.
• Li, GuangJie, 2009, "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/5, Mar.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Sergey Slobodyan & Raf Wouters, 2009, "Learning in an Estimated Medium-Scale DSGE Model," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp396, Nov.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "The Determinants of Economic Growth in European Regions," CESifo Working Paper Series, CESifo, number 2519.
• Ali Bayar & Bram Smeets, 2009, "Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach," CESifo Working Paper Series, CESifo, number 2546.
• Carlo Altavilla & Matteo Ciccarelli, 2009, "The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area," CESifo Working Paper Series, CESifo, number 2575.
• Jim Malley & Ulrich Woitek, 2009, "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series, CESifo, number 2626.
• Jim Malley & Ulrich Woitek, 2009, "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series, CESifo, number 2672.
• Li LIN & Ruo En REN & Didier SORNETTE, 2009, "A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-14, May.
• Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
• Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2009, "Fragility of Asymptotic Agreement under Bayesian Learning," Levine's Working Paper Archive, David K. Levine, number 814577000000000139, Feb.
• Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía, 2009, "Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Martha López & Juan David Prada & Norberto Rodr�guez, 2009, "Evidence for a financial accelerator in a small open economy, and implications for monetary policy," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 60, pages 12-45, DOI: 10.32468/Espe.6001.
• Ignacio Velez-Pareja, 2009, "Conceptos basicos de probabilidad," Proyecciones Financieras y Valoración, Master Consultores, number 5668, Jun.
• Ignacio Velez-Pareja, 2009, "Analisis de regresion," Proyecciones Financieras y Valoración, Master Consultores, number 5671, Jun.
• ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
• Fernández-Villaverde, Jesús, 2009, "The Econometrics of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7157, Feb.
• Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009, "On the Statistical Identification of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7176, Feb.
• Uribe, Martín & Schmitt-Grohe, Stephanie, 2009, "What?s News in Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 7201, Mar.
• Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009, "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 7297, May.
• Mackowiak, Bartosz & Wiederholt, Mirko & Moench, Emanuel, 2009, "Sectoral Price Data and Models of Price Setting," CEPR Discussion Papers, Centre for Economic Policy Research, number 7339, Jun.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7446, Sep.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers, Centre for Economic Policy Research, number 7546, Nov.
• Canova, Fabio & Gambetti, Luca, 2009, "Do expectations matter? The Great Moderation revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 7597, Dec.
• Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2009, "Investment Shocks and the Relative Price of Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 7598, Dec.
• David Stadelmann, 2009, "Which Factors Capitalize into House Prices? A Bayesian Averaging Approach," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2009-10, May.
• Galvao Jr, A. F. & Montes-Rojas, G., 2009, "Instrumental variables quantile regression for panel data with measurement errors," Working Papers, Department of Economics, City St George's, University of London, number 09/06.
• Ghazalian, Pascal L. & Larue, Bruno & West, Gale E., 2009, "Best Management Practices to Enhance Water Quality: Who is Adopting Them?," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 3, pages 663-682, December.
• AKA, Bédia F., 2009, "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1, pages 111-126.
• Afonso, António & Sousa, Ricardo M., 2009, "The macroeconomic effects of fiscal policy," Working Paper Series, European Central Bank, number 991, Jan.
• Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2009, "Current account benchmarks for central and eastern Europe: a desperate search?," Working Paper Series, European Central Bank, number 995, Jan.
• Ciccarelli, Matteo & Garcí­a, Juan Angel, 2009, "What drives euro area break-even inflation rates?," Working Paper Series, European Central Bank, number 996, Jan.
• David Ardia, 2009, "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 105-126, March.
• Malley, Jim University of Glasgow & Woitek, Ulrich, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-18.
• Jochmann, Markus, 2009, "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-54.
• Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-44.
• Koop, Gary & Korobilis, Dimitris, 2009, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-40.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1332-1344, June.
• Kolasa, Marcin, 2009, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," Economic Modelling, Elsevier, volume 26, issue 6, pages 1245-1269, November.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2009, "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 162-178, February.
• Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009, "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 99-115, May.
• Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009, "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, volume 153, issue 1, pages 21-32, November.
• Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009, "The role of labor markets for euro area monetary policy," European Economic Review, Elsevier, volume 53, issue 8, pages 908-936, November.
• Kiefer, Nicholas M., 2009, "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 164-173, January.
• Adrian, Tobias & Franzoni, Francesco, 2009, "Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 537-556, September.
• Sarferaz, Samad & Uebele, Martin, 2009, "Tracking down the business cycle: A dynamic factor model for Germany 1820-1913," Explorations in Economic History, Elsevier, volume 46, issue 3, pages 368-387, July.
• Gärtner, Dennis L. & Halbheer, Daniel, 2009, "Are there waves in merger activity after all?," International Journal of Industrial Organization, Elsevier, volume 27, issue 6, pages 708-718, November.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009, "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 400-417.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
• Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko, 2009, "Sectoral price data and models of price setting," Journal of Monetary Economics, Elsevier, volume 56, issue S, pages 78-99, DOI: 10.1016/j.jmoneco.2009.06.012.
• Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009, "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 51582.
• Groen, J.J.J. & Paap, R., 2009, "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-19, Sep.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers, European University Institute, number ECO2009/31.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009, "MEDEA: A DSGE Model for the Spanish Economy," Working Papers, FEDEA, number 2009-17, May.
• James D. Hamilton & Michael T. Owyang, 2009, "The propagation of regional recessions," Working Papers, Federal Reserve Bank of St. Louis, number 2009-013, DOI: 10.20955/wp.2009.013.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-time inflation forecasting in a changing world," Staff Reports, Federal Reserve Bank of New York, number 388, Aug.
• Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009, "Investment shocks and the relative price of investment," Staff Reports, Federal Reserve Bank of New York, number 411.
• Kai Christoffel & Keith Kuester & Tobias Linzert, 2009, "The role of labor markets for Euro area monetary policy," Working Papers, Federal Reserve Bank of Philadelphia, number 09-1.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers, Business School - Economics, University of Glasgow, number 2009_15, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers, Business School - Economics, University of Glasgow, number 2009_23, Jun.
• Boris Branisa & Adriana Cardozo, 2009, "Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 194, Jul, revised 21 Aug 2009.
• Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J, 2009, "Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:4, Feb.
• de Luna, Xavier & Lundin, Mathias, 2009, "Sensitivity analysis of the unconfoundedness assumption in observational studies," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:12, Jun.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2009, "Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 233, Oct.
• Giordani, Paolo & Villani, Mattias, 2009, "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 234, Oct.
• Hiroaki Chigira & Tsunemasa Shiba, 2009, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-051, Mar.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-072, May.
• Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2009, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 09-wp498, Sep.
• Jin Seo Cho & Meng Huang & Halbert White, 2009, "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series, Institute of Economic Research, Korea University, number 0915.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009, "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series, Institute for Advanced Studies, number 241, Jul.

2008

• 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, undated, "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.
• Martha R. L�pez & Norberto Rodr�guez N., 2008, "Financial Accelerator Mechanism: Evidence for Colombia," Borradores de Economia, Banco de la Republica, number 4509, Jan.
• 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.