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

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