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

• 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.
• 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.

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, 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 & Banbura, 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.
• Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 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.
• 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.
• Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc, 2007, "The money demand function for the Euro area: one step beyond," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-08.
• A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz, 2007, "Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions," FEG Working Paper Series, Faculty of Economics and Business (University of Granada), number 07/02, Nov.
• A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz, 2007, "Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions," FEG Working Paper Series, Faculty of Economics and Business (University of Granada), number 07/03, Nov.
• Henry Aray & Betty Agnani, 2007, "And the Oscar goes to ..... Peeeeedrooooo!," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 07/03, Dec.
• Christophe Hurlin & Sessi Tokpavi, 2007, "Un Test de Validité de la Value-at-Risk," Post-Print, HAL, number halshs-00257309.
• Christophe Hurlin & Sessi Tokpavi, 2007, "Un test de Validité de la Value-at-risk," Post-Print, HAL, number halshs-00272963.
• Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2007, "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers, HAL, number halshs-00163678, Jul.
• Lillestøl, Jostein, 2007, "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/1, Jan.
• Eklund, Jana & Karlsson, Sune, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Örebro University, School of Business, number 2007:1, Mar.
• Eklund, Jana & Karlsson, Sune, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers, Örebro University, School of Business, number 2007:4, Sep.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian Forecast Combination for VAR Models," Working Papers, Örebro University, School of Business, number 2007:13, Dec.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 203, Feb.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
• Alkhamisi, Mahdi, 2007, "Nested Designs with AR Errors via MCMC," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2007:6, Oct.
• Laurence Fung & Ip-wing Yu, 2007, "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers, Hong Kong Monetary Authority, number 0719, Dec.
• Hiroaki Chigira & Tsunemasa Shiba, 2007, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-221, Oct.
• Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas, 2007, "A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200711.
• Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja, 2007, "Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200715.
• Jana Eklund & Sune Karlsson, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Economics, Department of Economics, Central bank of Iceland, number wp34, May.
• Jana Eklund & Sune Karlsson, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Economics, Department of Economics, Central bank of Iceland, number wp35, May.
• Ñopo, Hugo R., 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers), Inter-American Development Bank, number 1959, Jul, DOI: http://dx.doi.org/10.18235/0010980.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-15, Dec.
• Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007, "On the Statistical Identification of DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 324.
• Kakamu, Kazuhiko & Polasek, Wolfgang, 2007, "Cross-sectional Space-time Modeling Using ARNN(p, n) Processes," Economics Series, Institute for Advanced Studies, number 203, Feb.
• Michal Brzoza-Brzezina & Jesús Crespo-Cuaresma, 2007, "Mr. Wicksell and the global economy: What drives real interest rates?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-06, Apr.
• Giuseppe Ragusa, 2007, "Bayesian Likelihoods for Moment Condition Models," Working Papers, University of California-Irvine, Department of Economics, number 060714, Jan.
• Fabio Milani, 2007, "Learning and Time-Varying Macroeconomic Volatility," Working Papers, University of California-Irvine, Department of Economics, number 070802, May.
• Fabio Milani, 2007, "Political Business Cycles in the New Keynesian Model," Working Papers, University of California-Irvine, Department of Economics, number 070805, Nov.
• Poggi, Ambra & Ramos, Xavier, 2007, "Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)," IZA Discussion Papers, IZA Network @ LISER, number 2614, Feb.
• Charles Romeo, 2007, "A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 33-68, February, DOI: 10.1007/s10614-006-9074-y.
• Jorge Araña & Carmelo León, 2007, "Repeated Dichotomous Choice Formats for Elicitation of Willingness to Pay: Simultaneous Estimation and Anchoring Effect," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 36, issue 4, pages 475-497, April, DOI: 10.1007/s10640-006-9038-7.
• Joseph Koopmeiners & Bryan Dowd & Bradley Carlin, 2007, "Modeling and detecting potentially ruinous streaks in health expenditures," International Journal of Health Economics and Management, Springer, volume 7, issue 1, pages 23-42, March, DOI: 10.1007/s10754-007-9010-2.
• Jim Griffin & Mark Steel, 2007, "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, volume 27, issue 3, pages 163-176, June, DOI: 10.1007/s11123-007-0033-y.
• David Aadland & Arthur Caplan & Owen Phillips, 2007, "A Bayesian examination of information and uncertainty in contingent valuation," Journal of Risk and Uncertainty, Springer, volume 35, issue 2, pages 149-178, October, DOI: 10.1007/s11166-007-9022-9.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, volume 35, issue 3, pages 237-264, December, DOI: 10.1007/s11166-007-9023-8.
• Jon Fiva & Jørn Rattsø, 2007, "Local choice of property taxation: evidence from Norway," Public Choice, Springer, volume 132, issue 3, pages 457-470, September, DOI: 10.1007/s11127-007-9171-z.
• Garrett Sonnier & Andrew Ainslie & Thomas Otter, 2007, "Heterogeneity distributions of willingness-to-pay in choice models," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 3, pages 313-331, September, DOI: 10.1007/s11129-007-9024-6.
• Peter Boatwright & Suman Basuroy & Wagner Kamakura, 2007, "Reviewing the reviewers: The impact of individual film critics on box office performance," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 4, pages 401-425, December, DOI: 10.1007/s11129-007-9029-1.
• Duncan Fong & Wayne DeSarbo, 2007, "A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 4, pages 427-453, December, DOI: 10.1007/s11129-007-9030-8.
• Jan Seifert & Marliese Uhrig-Homburg, 2007, "Modelling jumps in electricity prices: theory and empirical evidence," Review of Derivatives Research, Springer, volume 10, issue 1, pages 59-85, January, DOI: 10.1007/s11147-007-9011-9.
• David Johnstone, 2007, "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, volume 62, issue 1, pages 47-96, February, DOI: 10.1007/s11238-006-9006-2.
• Roberto Leon-Gonzalez & Riccardo Scarpa, 2007, "Robust Benefit Function Transfer: A Bayesian Model Averaging Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/01, Jan.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE, number 0733.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, CIRPEE, number 0749.
• Silvia SALINI & Ron S. KENETT, 2007, "Bayesian networks of customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-033, Oct.
• Silvia SALINI & Ron S. KENETT, 2007, "Bayesian networks of customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-33, Oct.
• Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007, "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/07, Aug.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small, 2007, "Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0341, Aug.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Jessica A. Wachter & Missaka Warusawitharana, 2007, "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13165, Jun.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007, "How Structural Are Structural Parameters?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13166, Jun.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007, "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 13401, Sep.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• K. Vela Velupillai, 2007, "Re-reading Jevons's Principles of Science-Induction Redux," Working Papers, National University of Ireland Galway, Department of Economics, number 0129, revised 2007.
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007, "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/15, Nov.
• Michel Beine & Charles S. Bos & Sébastien Laurent, 2007, "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 154-183.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007, "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1059-1087.
• Dennis S. Mapa & Kristine Joy S. Briones, 2007, "Robustness procedures in economic growth regression models," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 2, pages 71-84, December.
• Attiya Y. Javid, 2007, "Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:37.
• K. K., Suresh & K., Pradeepa Veerakumari, 2007, "Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)," MPRA Paper, University Library of Munich, Germany, number 10105, revised 2007.
• Uhlig, Harald, 2007, "Monetary policy in Europe vs the US: what explains the difference?," MPRA Paper, University Library of Munich, Germany, number 14119, Jul.
• Ciuiu, Daniel, 2007, "Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems," MPRA Paper, University Library of Munich, Germany, number 15049.
• Mapa, Dennis S. & Briones, Kristine Joy S., 2007, "Robustness Procedures in Economic Growth Regression Models," MPRA Paper, University Library of Munich, Germany, number 21460, Dec.
• Vitek, Francis, 2007, "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper, University Library of Munich, Germany, number 2945, Apr.
• Lanne, Markku & Luoto, Jani, 2007, "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 3879.
• Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007, "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper, University Library of Munich, Germany, number 3938.
• Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007, "Likelihood-based inference for correlated diffusions," MPRA Paper, University Library of Munich, Germany, number 5696.
• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007, "Inference for stochastic volatility model using time change transformations," MPRA Paper, University Library of Munich, Germany, number 5697.