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)

2007

• 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.
• Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007, "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper, University Library of Munich, Germany, number 76759, Jul.
• Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007, "Bayesian Model Averaging and Identification of Structural Breaks in Time Series," MPRA Paper, University Library of Munich, Germany, number 8676, Oct.
• João Amador & Carlos Coimbra, 2007, "Characteristics of the Portuguese Economic Growth: What has been Missing?," Working Papers, Banco de Portugal, Economics and Research Department, number w200708.
• João Amador & Carlos Coimbra, 2007, "Total Factor Productivity Growth in the G7 Countries: Different or Alike?," Working Papers, Banco de Portugal, Economics and Research Department, number w200709.
• Andrea Carriero, 2007, "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 591, Mar.
• Andrea Carriero, 2007, "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 612, Oct.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007, "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 617, Oct.
• Christopher A. Sims, 2007, "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.
• Dmitry Danilov & Jan R. Magnus, 2007, "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
• Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson, 2007, "Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data," Working Papers, RAND Corporation, number WR-496, Jul.
• Frank Schorfheide & Marco Del Negro, 2007, "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," 2007 Meeting Papers, Society for Economic Dynamics, number 283.
• Rute Mendes & Gerard J. Van den Berg & Guillaume Horny, 2007, "Job mobility in Portugal: a Bayesian study with matched worker-firm data," 2007 Meeting Papers, Society for Economic Dynamics, number 454.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007, "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series, Rimini Centre for Economic Analysis, number 02_07, Jul.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• Gianni Amisano & Oreste Tristani, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," Working Paper series, Rimini Centre for Economic Analysis, number 18_07, Jul.
• Gary Koop & Lise Tole, 2007, "What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry," Working Paper series, Rimini Centre for Economic Analysis, number 26_07, Jul.
• John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
• Gary Koop, 2010, "Forecasting with Medium and Large Bayesian VARs," Working Paper series, Rimini Centre for Economic Analysis, number 43_10, Jan.
• Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010, "Time Varying Dimension Models," Working Paper series, Rimini Centre for Economic Analysis, number 44_10, Jan.
• Deborah Gefang & Gary Koop & Simon M. Potter, 2010, "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 45_10, Jan.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-4, Sep.
• Caraiani, Petre, 2007, "An Estimated New Keynesian Model for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 114-123, December.
• Dennis Gaertner, 2007, "Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0719, Dec.
• Andrea Nobili, 2007, "Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?," Empirical Economics, Springer, volume 33, issue 1, pages 177-195, July, DOI: 10.1007/s00181-006-0098-x.
• Hikaru Hasegawa & Kazuhiro Ueda, 2007, "Measuring chronic and transient components of poverty: a Bayesian approach," Empirical Economics, Springer, volume 33, issue 3, pages 469-490, November, DOI: 10.1007/s00181-006-0110-5.
• Paul Levine & Joseph Pearlman & George Perendia, 2007, "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1607, Nov.
• Sungbae An & Frank Schorfheide, 2007, "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 113-172, DOI: 10.1080/07474930701220071.
• Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007, "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 253-288, DOI: 10.1080/07474930701220352.
• Jana Eklund & Sune Karlsson, 2007, "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 329-363, DOI: 10.1080/07474930701220550.
• L. Bauwens & J. V. K. Rombouts, 2007, "Bayesian Clustering of Many Garch Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 365-386, DOI: 10.1080/07474930701220576.
• Luc Bauwens & Michel Lubrano, 2007, "Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 469-486, DOI: 10.1080/07474930701220634.
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007, "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-028/4, Mar.
• Gerard J. van den Berg & Bas van der Klaauw, 2007, "If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-041/3, May.
• John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
• John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
• John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
• Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
• K. Vela Velupillai, 2007, "Re-reading Jevons's Principles of Science - Induction Redux," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0729.
• Gianni Amisano & Oreste Tristani, 2007, "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers, University of Brescia, Department of Economics, number 0704.
• John Geweke & Gianni Amisano, 2007, "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers, University of Brescia, Department of Economics, number 0705.
• Gianni Amisano & Roberto Savona, 2007, "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers, University of Brescia, Department of Economics, number 0706.
• Michel Beine & Charles Bos & Sébastien Laurent, 2007, "The impact of Central Bank FX interventions on currency components," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10419.
• Fabio Canova & Luca Gambetti, 2007, "Do expectations matter? The Great Moderation revisited," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1084, Nov, revised Jan 2009.
• Korenok Oleg, 2007, "Bayesian Methods in Nonlinear Time Series," Working Papers, VCU School of Business, Department of Economics, number 0703, Mar.
• Silvestro Di Sanzo, 2007, "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_03.
• Roberto Casarin & Domenico Sartore, 2007, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_30.
• Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
• Horace W. Brock, 2007, "The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 365-402.
• Carsten Krabbe NIELSEN, 2007, "Rational Beliefs and Bayesian Learning: A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 471-474.
• Ley, Eduardo & Steel, Mark F. J., 2007, "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series, The World Bank, number 4238, Jun.
• Scharnagl, Michael & Schumacher, Christian, 2007, "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,09.
• Sarferaz, Samad & Uebele, Martin, 2007, "Tracking down the business cycle: A dynamic factor model for Germany 1820-1913," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-039.
• Block, Jörn Hendrich & Thams, Andreas, 2007, "Long-term orientation in family and non-family firms: A Bayesian analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-059.
• Sylvie Tchumtchoua & Dipak K. Dey, 2007, "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," 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 102, Oct.

2006

• Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006, "Structural changes in Central and Eastern European economies: breaking news or breaking the ice?," Economic Change and Restructuring, Springer, volume 39, issue 1, pages 85-103, June, DOI: 10.1007/s10644-007-9021-5.
• Dan Rigby & Mike Burton, 2006, "Modeling Disinterest and Dislike: A Bounded Bayesian Mixed Logit Model of the UK Market for GM Food," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 33, issue 4, pages 485-509, April, DOI: 10.1007/s10640-005-4995-9.
• Ikuho Kochi & Bryan Hubbell & Randall Kramer, 2006, "An Empirical Bayes Approach to Combining and Comparing Estimates of the Value of a Statistical Life for Environmental Policy Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 34, issue 3, pages 385-406, July, DOI: 10.1007/s10640-006-9000-8.
• Wolfgang Aussenegg & Tatiana Miazhynskaia, 2006, "Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 243-264, September, DOI: 10.1007/s11408-006-0020-8.
• Debdas Bandyopadhyay & Arabinda Das, 2006, "On measures of technical inefficiency and production uncertainty in stochastic frontier production model with correlated error components," Journal of Productivity Analysis, Springer, volume 26, issue 2, pages 165-180, October, DOI: 10.1007/s11123-006-0011-9.
• Françoise Forges, 2006, "Correlated Equilibrium in Games with Incomplete Information Revisited," Theory and Decision, Springer, volume 61, issue 4, pages 329-344, December, DOI: 10.1007/s11238-006-9005-3.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006, "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/2, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2006, "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/5, Feb.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2006, "Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior," Cahiers de recherche, CIRPEE, number 0608.
• Stephen Gordon & Michel Truchon, 2006, "Social Choice, Optimal Inference and Figure Skating," Cahiers de recherche, CIRPEE, number 0624.
• Chris M Strickland & Gael Martin & Catherine S Forbes, 2006, "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/06, Dec.
• Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006, "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2005, Volume 20".
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0321, Feb.
• Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2006, "Learning and Disagreement in an Uncertain World," NBER Working Papers, National Bureau of Economic Research, Inc, number 12648, Oct.
• Roland Meeks, 2006, "Credit Shocks and Cycles: a Bayesian Calibration Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W11, Aug.
• Wojciech Olszewski & Alvaro Sandroni, 2006, "Strategic Manipulation of Empirical Tests," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1425, Mar.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/02, Feb.
• Marek Jarocinski, 2006, "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 124, May.
• Sylvia Kaufmann & Peter Kugler, 2006, "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 131, Sep.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 4, pages 1057-1084.
• Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos, 2006, "Persistence in inequalities across the Spanish regions," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.07, Mar.
• Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov, 2006, "An Estimated Small Open Economy Model of the Financial Accelerator," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 2, pages 1-2.
• Balcombe, Kelvin & Bailey, Alastair, 2006, "Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US," MPRA Paper, University Library of Munich, Germany, number 17305.
• Ghent, Andra, 2006, "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper, University Library of Munich, Germany, number 180, Aug.
• Sin, Hui Lok & Gaglianone, Wagner Piazza, 2006, "Stochastic simulation of a DSGE model for Brazil," MPRA Paper, University Library of Munich, Germany, number 20853, Jan.
• Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip, 2006, "Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors," MPRA Paper, University Library of Munich, Germany, number 3717, Oct, revised May 2007.
• Juarez, Miguel A. & Steel, Mark F. J., 2006, "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper, University Library of Munich, Germany, number 450, Jul.
• Vitek, Francis, 2006, "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 797, Mar.
• Vitek, Francis, 2006, "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 800, Mar.
• Vitek, Francis, 2006, "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 801, Jun.
• Vitek, Francis, 2006, "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 802, Jun.
• Iiboshi, Hirokuni & Nishiyama, Shin-Ichi & Watanabe, Toshiaki, 2006, "An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis," MPRA Paper, University Library of Munich, Germany, number 85702, Feb.
• Juarez, Miguel A. & Steel, Mark F. J., 2006, "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper, University Library of Munich, Germany, number 880, Nov.
• Laurent Condamin & Patrick Naïm, 2006, "Analyse des risques opérationnels par les réseaux bayésiens," Revue d'Économie Financière, Programme National Persée, volume 84, issue 3, pages 121-146, DOI: 10.3406/ecofi.2006.4122.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 566, Sep.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting Using Predictive Likelihood Model Averaging," Working Papers, Queen Mary University of London, School of Economics and Finance, number 567, Sep.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006, "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers, Banco Central de Reserva del Perú, number 2006-004, Jun.
• Jessica A. Wachter & Missaka Warusawitharana, 2006, "Predictable returns and asset allocation: Should a skeptical investor time the market?," 2006 Meeting Papers, Society for Economic Dynamics, number 22.
• Caterina Conigliani & Andrea Tancredi, 2006, "Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0064, Feb.
• T. Berger & G. Everaert, 2006, "Re-examining the Structural and the Persistence Approach to Unemployment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/383, May.
• Saki Bigio & Marco Vega, 2006, "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006, Society for Computational Economics, number 157, Jul.
• Tino Berger & Gerdie Everaert, 2006, "Re-examining the Structural and the Persistence Approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 226, Jul.
• Arnab Kumar Laha, 2006, "Analysis of Regime Switching Behaviour of Indian Stock Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 249, Jul.
• W. Davis Dechert & Sharon I. O'Donnell & William A. Brock, 2006, "Learning Parameters in Non Linear Ecological Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 258, Jul.
• Mohamad Khaled, 2006, "Multivariate Generalizations of the Markov-Switching Model," Computing in Economics and Finance 2006, Society for Computational Economics, number 297, Jul.
• Silvia Sgherri & Marco J. Lombardi, 2006, "(Un)naturally low?," Computing in Economics and Finance 2006, Society for Computational Economics, number 321, Jul.
• Gianni Amisano & Oreste Tristani, 2006, "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006, Society for Computational Economics, number 347, Jul.
• M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006, "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006, Society for Computational Economics, number 386, Jul.
• Jean-Francois Piferini, 2006, "Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics, number 460, Jul.
• Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel, 2006, "Evaluating hedge fund managers: A Bayesian investigation of skill and persistence," Computing in Economics and Finance 2006, Society for Computational Economics, number 487, Jul.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006, Society for Computational Economics, number 529, Jul.
• Pau Rabanal, 2006, "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model," Computing in Economics and Finance 2006, Society for Computational Economics, number 87, Jul.
• Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.42, Jan.
• K. Balcombe, 2006, "Bayesian estimation of cointegrating thresholds in the term structure of interest rates," Empirical Economics, Springer, volume 31, issue 2, pages 277-289, June, DOI: 10.1007/s00181-005-0011-z.
• Stan du Plessis & Ronelle Burger, 2006, "Examining the Robustness of Competing Explanations of Slow Growth in African Countries," Working Papers, Stellenbosch University, Department of Economics, number 03/2006.
• Stan du Plessis, 2006, "The miracle of the Septuagint and the promise of data mining in economics," Working Papers, Stellenbosch University, Department of Economics, number 15/2006.
• Jun Yu & Renate Meyer, 2006, "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 361-384, DOI: 10.1080/07474930600713465.
• Thomas Lubik, 2006, "A simple, structural, and empirical model of the antipodean transmission mechanism," New Zealand Economic Papers, Taylor & Francis Journals, volume 40, issue 2, pages 91-126, DOI: 10.1080/00779954.2006.9558557.
• Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.
• Klump, R. & Prüfer, P., 2006, "Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-117.
• Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
• Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2006, "Job mobility in Portugal: a Bayesian study with matched worker-firm data," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-32.
• Fabio Canova & Luca Gambetti & Evi Pappa, 2006, "The structural dynamics of output growth and inflation: some international evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 971, Apr, revised Aug 2006.
• Jesus Crespo Cuaresma & Gernot Doppelhofer, 2006, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0608, Sep.
• Daniel Friesner & Ron Mittelhammer & Robert Rosenman, 2006, "Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors," Working Papers, School of Economic Sciences, Washington State University, number 2006-8, Aug.
• Daniel Friesner & Ron Mittelhammer & Robert Rosenmane, 2006, "Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors," Working Papers, School of Economic Sciences, Washington State University, number 2006-8, Aug.
• Snellman, Heli, 2006, "Automated teller machine network market structure and cash usage," Bank of Finland Scientific Monographs, Bank of Finland, number sm2006_038, December.
• Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006, "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,17.
• Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006, "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,27.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006, "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,32.
• Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2006, "Identifying the role of labor markets for monetary policy in an estimated DSGE model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/07.
• Dominic Rohner & Anna Winestein & Bruno S. Frey, 2006, "Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 270, Jan.
• Rafael Dobado González, 2006, "Geografía y desigualdad económica y demográfica de las provincias españolas (siglos XIX y XX)," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, volume 5, pages 133-170.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0617, Dec.
• Pedro Elosegui & Francisco Lepone & George McCandless, 2006, "A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 45, pages 95-119, October.
• Pedro Elosegui & Francisco Lepone & George McCandless, 2006, "A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200607, Aug.
• Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo, 2006, "Bancarization and Determinants of Availability of Banking Services in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200615, Dec.
• Toshitaka Sekine, 2006, "Time-varying exchange rate pass-through: experiences of some industrial countries," BIS Working Papers, Bank for International Settlements, number 202, Mar.
• Jukka Corander & Mattias Villani, 2006, "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 1, pages 141-156, January, DOI: 10.1111/j.1467-9892.2005.00460.x.
• Vatcharin Sirimaneetham, 2006, "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/583, Jan.
• Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006, "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0602, Jan.