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)

2007

• 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

• 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.
• 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.
• 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.

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.