Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2006

• Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006, "An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 381, Dec.
• Pablo Pincheira, 2006, "Convergence and Long Run Uncertainty," Working Papers Central Bank of Chile, Central Bank of Chile, number 391, Dec.
• Matthias Hagmann & Joachim Loebb, 2006, "Model Combination and Stock Return Predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-05, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography, UCLA Department of Economics, number 122247000000000849, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006, "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography, UCLA Department of Economics, number 321307000000000646, Dec.
• Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton, 2006, "Measures of Potential Output from an Estimated DSGE Model of the United States," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/11, Dec.
• Martin Fukac & Adrian Pagan, 2006, "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/6, Nov.
• BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006, "Regime switching GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006011, Feb.
• BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen, 2006, "Multivariate mixed normal conditional heteroskedasticity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006012, Feb.
• FORGES, Françoise, 2006, "Correlated equilibrium in games with incomplete information revisited," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006041, May.
• BAUWENS, Luc & LUBRANO, Michel, 2006, "Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006050, Jun.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5513, Mar.
• Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006, "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5829, Sep.
• Canova, Fabio & Pappa, Evi & Gambetti, Luca, 2006, "The Structural Dynamics of Output Growth and Inflation: Some International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5878, Oct.
• Canova, Fabio & Pappa, Evi & Gambetti, Luca, 2006, "The Structural Dynamics of US Output and Inflation: What Explains the Changes?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5879, Oct.
• Rabanal, Pau & Tuesta Reátegui, Vicente, 2006, "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5957, Nov.
• Dominic Rohner & Anna Winestein & Bruno S. Frey, 2006, "Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2006-05, Jan.
• Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006, "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006006, Feb.
• Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006, "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006007, Feb.
• Luc, BAUWENS & Michel, LUBRANO, 2006, "Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006027, May.
• Lindley, Dennis V., 2006, "Analysis of a Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 1, issue 1, pages 33-41, April.
• Carsten Kuchler & Martin Spieß, 2006, "The Data Quality Concept of Accuracy in the Context of Public Use Data Sets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 586.
• Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2006, "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Working Paper Series, European Central Bank, number 635, Jun.
• Warne, Anders, 2006, "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series, European Central Bank, number 692, Nov.
• Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006, "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series, European Central Bank, number 700, Dec.
• Kiefer, Nicholas M., 2006, "Default Estimation for Low-Default Portfolios," Working Papers, Cornell University, Center for Analytic Economics, number 06-08, Aug.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006, "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, volume 74, issue 1, pages 93-119, January.
• Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M., 2006, "Bayesian analysis of the stochastic conditional duration model," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 9, pages 2247-2267, May.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2006, "Forecasting using predictive likelihood model averaging," Economics Letters, Elsevier, volume 91, issue 3, pages 373-379, June.
• Ley, Eduardo, 2006, "Statistical inference as a bargaining game," Economics Letters, Elsevier, volume 93, issue 1, pages 142-149, October.
• Deschamps, Philippe J., 2006, "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 153-190, July.
• Radchenko, Stanislav & Tsurumi, Hiroki, 2006, "Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 31-49, July.
• Griffin, J.E. & Steel, M.F.J., 2006, "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 605-644, October.
• Ciccarelli, Matteo & Rebucci, Alessandro, 2006, "Has the transmission mechanism of European monetary policy changed in the run-up to EMU?," European Economic Review, Elsevier, volume 50, issue 3, pages 737-776, April.
• Brusco, Sandro, 2006, "Perfect Bayesian implementation in economic environments," Journal of Economic Theory, Elsevier, volume 129, issue 1, pages 1-30, July.
• Martin Fukac & Adrian Pagan, 2006, "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-10, Mar.
• Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2006, "Regionality revisited: an examination of the direction of spread of currency crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24636, Jun.
• Strachan, R.W. & van Dijk, H.K., 2006, "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-08, Feb.
• Paap, R. & van Dijk, A., 2006, "Explaining individual response using aggregated data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-05, Feb.
• de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
• Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
• Petr Kadeřábek, 2006, "Correcting Predictive ModelCorrecting Models of Chaotic Reality," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/31, Dec, revised Dec 2006.
• Marco Del Negro & Frank Schorfheide, 2006, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-16.
• Richard Dennis, 2006, "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-22.
• Sungbae An & Frank Schorfheide, 2006, "Bayesian analysis of DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 06-5.
• Anja Shortland & Roberto Leon-Gonzalez & Amil Dasgupta, 2006, "Regionality Revisited: An Examination of the Direction of Spread of Currency Crises," FMG Discussion Papers, Financial Markets Group, number dp584, Jun.
• Michael George, 2006, "A Microeconomic Model for Achieving and Sustaining Supernormal Returns," Working Papers, Institute of Business Entropy, number 0602, Feb.
• Francoise Forges, 2006, "Correlated equilibrium in games with incomplete information revisited," Post-Print, HAL, number hal-00360743, DOI: 10.1007/s11238-006-9005-3.
• Hultblad, Brigitta & Karlsson, Sune, 2006, "Bayesian simultaneous determination of structural breaks and lag lengths," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 630, Jun.
• Giordani, Paolo & Kohn, Robert, 2006, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 196, May.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-14, Nov.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-15, Nov.
• Kiesl, Hans & Rässler, Susanne, 2006, "How valid can data fusion be?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200615.
• Rässler, Susanne, 2006, "Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB," IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200618.
• Luc Bauwens & Jeroen V.K. Rombouts, 2006, "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-07, Jun.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006, "Regime switching GARCH models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-08, Jun.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006, "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-09, Sep.
• Nasip BOLATOĞLU, 2006, "1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 243, pages 31-42.
• Ron Bird & Richard Gerlach, 2006, "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 111-127, August.
• Fabio Milani, 2006, "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 3, September.
• Vicente Tuesta & Mr. Pau Rabanal, 2006, "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not," IMF Working Papers, International Monetary Fund, number 2006/177, Jul.
• Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2006, "Spatial Stochastic Frontier Models: accounting for unobserved local determinants of inefficiency," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1220, Oct.
• Jiawei Chen, 2006, "Two-Sided Matching and Spread Determinants in the Loan Market," Working Papers, University of California-Irvine, Department of Economics, number 060702, Aug.
• Donghun Kim & Philip Sugai, 2006, "Willingness to Pay for Service Attributes in the Japanese Digital Content Market," Working Papers, Research Institute, International University of Japan, number EMS_2006_14, Dec.
• Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006, "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 415-437, DOI: 10.1002/for.996.

2005

• Rigby, Dan & Burton, Michael P. & Young, Trevor, 2005, "Precaution and Protectionism: GM Food and the WTO," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24447, DOI: 10.22004/ag.econ.24447.
• Otto, Lars, 2005, "Economic Consequences of Biological Variation: The Case of Mycoplasma in Swine Herds," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24458, DOI: 10.22004/ag.econ.24458.
• Andrea Nobili, 2005, "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 544, Feb.
• William E. Griffiths & Duangkamon Chotikapanich & D. S. Prasada Rao, 2005, "Averaging Income Distributions," Bulletin of Economic Research, Wiley Blackwell, volume 57, issue 4, pages 347-367, October, DOI: 10.1111/j.0307-3378.2005.00226.x.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005, "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 437-462, May, DOI: 10.1111/j.1467-9892.2005.00410.x.
• George Kapetanios & Vincent Labhard & Simon Price, 2005, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England, number 268, Jul.
• Kaufmann, Sylvia & Kugler, Peter, 2005, "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers, Faculty of Business and Economics - University of Basel, number 2005/07.
• Doppelhofer, G. & Weeks, M., 2005, "Jointness of Growth Determinants," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0542, Sep.
• Jesús Rodríguez & Diego Romero de Ávila & Diego Martínez-López, 2005, "Persistence in inequalities across the Spanish regions," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/11.
• John Hobcraft & Wendy Sigle-Rushton, 2005, "An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning," CASE Papers, Centre for Analysis of Social Exclusion, LSE, number 095, Mar.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series, CESifo, number 1650.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006, "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-19, Oct.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography, UCLA Department of Economics, number 122247000000000822, Jan.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography, UCLA Department of Economics, number 172782000000000096, Apr.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005, "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," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005029, 00.
• BAUWENS, Luc & ROMBOUTS, Jeroen V.K., 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005085, Dec.
• Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005, "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4848, Jan.
• Favero, Carlo A. & Canova, Fabio, 2005, "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5101, Jun.
• Schorfheide, Frank & An, Sungbae, 2005, "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5207, Sep.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5268, Oct.
• Pappa, Evi, 2005, "New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5313, Oct.
• Luc, Bauwens & J.V.K., ROMBOUTS, 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005058, Dec.
• Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005, "On the fit and forecasting performance of New-Keynesian models," Working Paper Series, European Central Bank, number 491, Jun.
• Dossche, Maarten & Everaert, Gerdie, 2005, "Measuring inflation persistence: a structural time series approach," Working Paper Series, European Central Bank, number 495, Jun.
• Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
• Dehejia, Rajeev H., 2005, "Program evaluation as a decision problem," Journal of Econometrics, Elsevier, volume 125, issue 1-2, pages 141-173.
• Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005, "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, volume 126, issue 2, pages 411-444, June.
• Yu, Jun, 2005, "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 165-178, August.
• Cogley, Timothy, 2005, "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, volume 27, issue 2, pages 179-207, June.
• Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011, "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-25, Aug.
• Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011, "Time Varying Dimension Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-28, Aug.
• Pappa, Evi, 2005, "New-keynesian or RBC transmission? The effects of fiscal shocks in labour markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 524, Oct.
• Hobcraft, John & Sigle-Rushton, Wendy, 2005, "An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6269, Mar.
• Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005, "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-09, Mar.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005, "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," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-12, Mar.
• Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005, "Trends and cycles in economic time series: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-27, Jul.
• Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
• Marco Ratto & Werner Röger & Jan in't Veld & Riccardo Girardi, 2005, "An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 220, Jan.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C’s, (and D’s) for understanding VARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-09.
• Linnea Polgreen & Pedro Silos, 2005, "Capital-skill complementarity and inequality: a sensitivity analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-20.
• Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005, "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-15, Jul, DOI: 10.24148/wp2005-15.
• Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005, "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports, Federal Reserve Bank of New York, number 202, Mar.
• Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli, 2005, "Corporate Tax Reforms and Financial Choices: An Empirical Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 64, issue 2-3, pages 271-294, November.
• Francesco Franzoni & Tobias Adrian, 2005, "Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM," Working Papers, HAL, number hal-00587579, Sep.
• Queijo, Virginia, 2005, "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 738, Aug.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 179, Mar.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 180, Mar.
• Villani, Mattias, 2005, "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 181, Mar.
• Villani, Mattias, 2005, "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 189, Sep.
• Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 190, Sep, revised 01 Jun 2006.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 191, Sep.
• Kunst, Robert M., 2005, "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series, Institute for Advanced Studies, number 177, Sep.
• Manuela Goretti, 2005, "The Brazilian currency turmoil of 2002: a nonlinear analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 4, pages 289-306, DOI: 10.1002/ijfe.273.
• Fabio Milani, 2005, "Expectations, Learning and Macroeconomic Persistence," Working Papers, University of California-Irvine, Department of Economics, number 050608, Aug.
• Fabio Milani, 2005, "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers, University of California-Irvine, Department of Economics, number 060703, Dec.
• Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty, 2005, "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1521, Mar.
• Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 891-910, DOI: 10.1002/jae.814.
• Duangkamon Chotikapanich & William Griffiths, 2005, "Averaging Lorenz curves," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 3, issue 1, pages 1-19, April, DOI: 10.1007/s10888-004-5866-2.
• Francisco Amador & Rosa González & Juan Ortúzar, 2005, "Preference Heterogeneity and Willingness to Pay for Travel Time Savings," Transportation, Springer, volume 32, issue 6, pages 627-647, November, DOI: 10.1007/s11116-005-3734-y.
• Michael Graff, 2005, "Is There an Optimum Level of Financial Activity?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 05-106, Aug, DOI: 10.3929/ethz-a-005104837.
• Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005, "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/3, Feb.
• Rodney W. Strachan & Herman K. van Dijk, 2005, "Improper priors with well defined Bayes Factors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/4, Mar.
• Rodney W Strachan & Herman K van Dijik, 2005, "Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 30, Sep.
• Mattias Villani & Malin Adolfson & Jesper Linde, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 32, Sep.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 85, Sep.
• Balázs Vonnák, 2005, "Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/01.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring inflation persistence: a structural time series approach," Working Paper Research, National Bank of Belgium, number 70, Jun.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0308, Jun.
• Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0315, Oct.
• Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005, "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11523, Aug.
• Jørn Rattsø & Jon Hernes Fiva, 2005, "Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5305, Mar, revised 02 Sep 2005.
• Kirdan Lees & Troy Matheson, 2005, "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/02, Oct.
• Thomas A Lubik, 2005, "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/06, Dec.
• Giorgio E. Primiceri, 2005, "Time Varying Structural Vector Autoregressions and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 821-852.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-018, May.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper, University Library of Munich, Germany, number 54281.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper, University Library of Munich, Germany, number 54286.
• Iiboshi, Hirokuni & Watanabe, Toshiaki, 2005, "Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points," MPRA Paper, University Library of Munich, Germany, number 93865, Jul.
• George Kapetanios, 2005, "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 533, May.
• Frank Schorfheide, 2005, "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 392-419, April, DOI: 10.1016/j.red.2005.01.001.
• Timothy Cogley, 2005, "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 420-451, April, DOI: 10.1016/j.red.2005.01.004.
• Filippo Occhino & John Landon-Lane, 2005, "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers, Society for Economic Dynamics, number 116.
• Kevin X.D. Huang & Zheng Liu, 2005, "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," 2005 Meeting Papers, Society for Economic Dynamics, number 770.
• Juan Pablo Herrera & Francisco Lozano Gerena, 2005, "Modelo de manadas y aprendizaje social," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 7, issue 13, pages 133-157, July-Dece.
• Caterina Conigliani & Andrea Tancredi, 2005, "A bayesian semi-parametric approach for cost-effectiveness analysis in health economics," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0046, Aug.
• M. Dossche & G. Everaert, 2005, "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/340, Nov.
• John Landon-Lane & Filippo Occhino, 2005, "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers, Rutgers University, Department of Economics, number 200505, Jun.
• Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci, 2005, "Diversification And Focus: A Bayesian Application Of The Resource-Based View," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 4, pages 304-319, October.
• Filippo Ochinno & John Landon-Lane, 2005, "Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money," Computing in Economics and Finance 2005, Society for Computational Economics, number 219, Nov.
• Martijn van Hasselt, 2005, "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 241, Nov.
• Florian Pelgrin & Michel Juillard, 2005, "Computing optimal policy functions in a timeless perspective: An application," Computing in Economics and Finance 2005, Society for Computational Economics, number 271, Nov.
• Thomas A. Lubik, 2005, "Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation," Computing in Economics and Finance 2005, Society for Computational Economics, number 309, Nov.
• M. Gilli & I. Roko, 2005, "Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches," Computing in Economics and Finance 2005, Society for Computational Economics, number 338, Nov.
• Giorgio Primiceri & Alejandro Justiniano, 2005, "Stochastic Volatility in DSGE models," Computing in Economics and Finance 2005, Society for Computational Economics, number 367, Nov.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 459, Nov.
• Viktor Winschel, 2005, "The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 465, Nov.
• Ghulam Sorwar, 2005, "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 56, Nov.
• Michel Beine & Charles S. Bos & Sebastian Laurent, 2005, "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-103/4, Nov.
• Frank Smets & Rafael Wouters, 2005, "Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 422-433, 04/05.
• Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani, 2005, "The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 444-457, 04/05.
• Luca Gambetti & Evi Pappa & Fabio Canova, 2005, "The structural dynamics of US output and inflation: What explains the changes?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 921, Jun.
• Fabio Canova & Carlo Favero, 2005, "Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 922, Mar.
• Matthias Kredler, 2005, "Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment," Econometrics, University Library of Munich, Germany, number 0509003, Sep.
• Jim Griffin & Mark Steel, 2005, "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, University Library of Munich, Germany, number 0509004, Sep.
• Pierangelo De Pace, 2005, "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics, University Library of Munich, Germany, number 0509011, Sep, revised 14 Feb 2006.
• Andrew Healy, 2005, "How Do People Learn by Listening to Others? Experimental Evidence from Thailand," Experimental, University Library of Munich, Germany, number 0512006, Dec.
• Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005, "Bayesian Methods for Improving Credit Scoring Models," Finance, University Library of Munich, Germany, number 0505024, May.
• Viktor Winschel, 2005, "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods, University Library of Munich, Germany, number 0507014, Jul.
• Martin Melecky, 2005, "The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia," International Finance, University Library of Munich, Germany, number 0505005, May.
• Manuela Goretti, 2005, "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance, University Library of Munich, Germany, number 0506001, Jun.
• Ratto M. & Roeger W. & in’t Veld J. & Girardi R., 2005, "An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area," Macroeconomics, University Library of Munich, Germany, number 0503002, Mar.
• Fabio Milani, 2005, "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics, University Library of Munich, Germany, number 0508019, Aug.
• Ossama Mikhail, 2005, "What Happens After A Technology Shock? A Bayesian Perspective," Macroeconomics, University Library of Munich, Germany, number 0510016, Oct.
• Fabio Milani, 2005, "Expectations, Learning and Macroeconomic Persistence," Macroeconomics, University Library of Munich, Germany, number 0510022, Oct.
• Martin Melecky & Daniel Buncic, 2005, "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics, University Library of Munich, Germany, number 0511026, Nov.
• Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005, "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-02.