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

• 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, 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.
• 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.
• 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, 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.
• 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 aléatoires non-emboîtés : une application à la ratifi," 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, DOI: 10.2139/ssrn.1000199.
• 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.

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.
• Lindé, Jesper & Adolfson, Malin & Laseen, Stefan & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 6027, Jan.
• Schotman, Peter C & Lutgens, Frank, 2007, "Robust Portfolio Optimisation with Multiple Experts," CEPR Discussion Papers, Centre for Economic Policy Research, number 6161, Mar.
• Reichlin, Lucrezia & Giannone, Domenico & BaÅ„bura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, Centre for Economic Policy Research, number 6326, Jun.
• Tristani, Oreste & Amisano, Giovanni, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 6373, Jun.
• Dumas, Bernard & Kurshev, Alexander & Uppal, Raman, 2007, "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, 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.