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)

2005

• 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, IZA Network @ LISER, 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.
• Klump, Rainer & Prüfer, Patricia, 2005, "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 27.
• Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005, "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-23.

2004

• Sune Karlsson & Tor Jacobson, 2004, "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 7, pages 479-496, DOI: 10.1002/for.924.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/02, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
• Rodney W. Strachan, 2004, "On Priors on Cointegrating Spaces," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/06, Jun.
• Gary M. Koop & Simon M. Potter, 2004, "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/31, Nov.
• Andrew D. Sanford & Gael Martin, 2004, "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/04, May.
• Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/04, Apr.
• McCAUSLAND, William, 2004, "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-05.
• McCAUSLAND, William, 2004, "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-07.
• ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004, "The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-11.
• McCAUSLAND, William J., 2004, "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2004.
• McCAUSLAND, William J., 2004, "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2004.
• ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004, "The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2004.
• Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick, 2004, "A Revealed Preference Ranking of U.S. Colleges and Universities," NBER Working Papers, National Bureau of Economic Research, Inc, number 10803, Oct.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-001, Jan.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-005, Jan.
• Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004, "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 514, Jul.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," 2004 Meeting Papers, Society for Economic Dynamics, number 43.
• Francisco J. Ruge-Murcia, 2004, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers, Society for Economic Dynamics, number 83.
• John Landon-Lane & Filippo Occhino, 2004, "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers, Rutgers University, Department of Economics, number 200415, Aug.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004, "Likelihood-based estimation of latent generalised ARCH structures," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe02.
• Silvano Bordignon & Davide Raggi, 2004, "Fitting and comparing stochastic volatility models through Monte Carlo simulations," Computing in Economics and Finance 2004, Society for Computational Economics, number 219, Aug.
• Dhiman Das, 2004, "A Bayesian algorithm for a Markov Switching GARCH model," Computing in Economics and Finance 2004, Society for Computational Economics, number 30, Aug.
• Lennart F. Hoogerheide & Johan F. Kaashoek, 2004, "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 74, Aug.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004, Society for Computational Economics, number 79, Aug.
• Michiel D. de Pooter & Rengert Segers, 2004, "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 82, Aug.
• Thomas Brenner & Claudia Werker, 2004, "Empirical Calibration of Simulation Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 89, Aug.
• Marek Jarocinski, 2004, "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0287.
• Jun Yu, 2004, "On Leverage in a Stochastic Volatility Model," Working Papers, Singapore Management University, School of Economics, number 13-2004, Apr.
• Jun Yu & Renate Meyer, 2004, "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers, Singapore Management University, School of Economics, number 23-2004, Nov.
• Jun Yu, 2004, "Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility," Working Papers, Singapore Management University, School of Economics, number 24-2004, Sep.
• Dennis Gaertner & Daniel Halbheer, 2004, "Are There Waves in Merger Activity After All?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0414, Sep, revised Feb 2006.
• Silvia Fabiani & Ricardo Mestre, 2004, "A system approach for measuring the euro area NAIRU," Empirical Economics, Springer, volume 29, issue 2, pages 311-341, May, DOI: 10.1007/s00181-003-0170-8.
• Roberto Leon-Gonzalez & Daniel Montolio, 2004, "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 36, issue 17, pages 1925-1936, DOI: 10.1080/0003684042000245534.
• Rafael Dobado González, 2004, "Geografía y desigualdad económica y demográfica de las provincias españolas, siglos XIX y XX," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 04-20.
• Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
• E. Cefis & M. Ciccarelli & L. Orsenigo, 2005, "Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms," Working Papers, Utrecht School of Economics, number 05-02.
• Ricardo Gonçalves Silva, 2004, "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics, University Library of Munich, Germany, number 0405002, May.
• Stanislav Radchenko, 2004, "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics, University Library of Munich, Germany, number 0408001, Aug.
• Fabio Milani, 2004, "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics, University Library of Munich, Germany, number 0401004, Jan.
• Franz Dietrich, 2004, "Opinion Pooling under Asymmetric Information," Public Economics, University Library of Munich, Germany, number 0407002, Jul.
• Emanuele Amerio & Pietro Muliere & Piercesare Secchi, 2004, "Reinforced Urn Processes For Modeling Credit Default Distributions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 04, pages 407-423, DOI: 10.1142/S0219024904002505.
• Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004, "Similarities and convergence in G-7 cycles," Working Papers, Banco de España, number 0404, Feb.
• Marco Moscadelli, 2004, "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 517, Jul.
• Gordon S. & St-Amour P., 2004, "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 241-252, July.
• Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004, "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0433, Jun.
• Train, K. & Weeks, M., 2004, "Discrete Choice Models in Preference Space and Willingness-to Pay Space," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0443, Aug.
• Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004, "Similarities and Convergence in G7 Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4534, Sep.
• Rebucci, Alessandro & Ciccarelli, Matteo, 2004, "Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4535, Sep.
• Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4636, Sep.
• Kaufmann, Sylvia & Frühwirth-Schnatter, Sylvia, 2004, "Model-based Clustering of Multiple Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4650, Sep.
• Aka, B.F., 2004, "Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 4.
• Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004, "Similarities and convergence in G-7 cycles," Working Paper Series, European Central Bank, number 312, Feb.
• Levin, Andrew T. & Piger, Jeremy M., 2004, "Is inflation persistence intrinsic in industrial economies?," Working Paper Series, European Central Bank, number 334, Apr.
• Roma, Moreno & Skudelny, Frauke & Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina, 2004, "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series, European Central Bank, number 374, Jul.
• Herman K. van Dijk & Andrew Harvey & Thomas Trimbur, 2004, "Cyclical components in economic time series: A Bayesian approach," Econometric Society 2004 Australasian Meetings, Econometric Society, number 105, Aug.
• Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings, Econometric Society, number 120, Aug.
• Ilias Tsiakas, 2004, "Analysis of the predictive ability of information accumulated over nights, weekends and holidays," Econometric Society 2004 Australasian Meetings, Econometric Society, number 208, Aug.
• Mickael Salabasis & Sune Karlsson, 2004, "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings, Econometric Society, number 268, Aug.
• Gael Martin & Chris Strickland & Catherine Forbes, 2004, "Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 324, Aug.
• Denzil Fiebig & Michael Smith & Remy Cottet, 2004, "Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia," Econometric Society 2004 Australasian Meetings, Econometric Society, number 333, Aug.
• Daniel Houser & Michael Keane & Kevin McCabe, 2004, "Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm," Econometrica, Econometric Society, volume 72, issue 3, pages 781-822, May.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004, "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, volume 72, issue 5, pages 1481-1517, September.
• Jun Yu, 2004, "On leverage in a stochastic volatility model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 497, Aug.
• Jun Yu, 2004, "On Leverage in a Stochastic Volatility Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 506, Aug.
• Chew Lian Chua & Peter Summers, 2004, "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 702, Aug.
• Kajal Lahiri & Jabonn Kim, 2004, "Bayesian Reduced Rank Regression in SEMs with Weak Identification," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 763, Aug.
• Mehmet Caner, 2004, "Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 128, Aug.
• Fabio Milani, 2004, "Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 172, Aug.
• Dhiman Das & B.Hark Yoo, 2004, "A Bayesian MCMC Algorithm for Markov Switching GARCH models," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 179, Aug.
• Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan, 2004, "Messy Data Modelling in Health Care Contingent Valuation Studies," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 406, Aug.
• Frank Kleibergen, 2004, "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 408, Aug.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 45, Aug.
• Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004, "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 450, Aug.
• Thomas A. Lubik, 2004, "How Large Are Returns to Scale in the U.S.? A View Across the Boundary," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 512, Aug.
• Jorge E. Arana & Carmelo J. Leon, 2004, "Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 568, Aug.
• Frank Kleibergen, 2004, "Higher order approximations of IV statistics that indicate their properties under weak or many instruments," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 199, Aug.
• Luc Bauwens & Jeroen Rombouts, 2004, "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 370, Aug.
• Simon M. Potter & Edward E. Leamer, 2004, "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 490, Aug.
• Carmen Fernandez & Mark F J Steel & Gary Koop, 2002, "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 34.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 67, Nov, revised Nov 2001.
• Gary Koop & Dale J Poirer, 2001, "Bayesian Variants of Some classical Semiparametric Regression Techniques," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 73, Apr.
• Summers, Peter M., 2004, "Bayesian evidence on the structure of unemployment," Economics Letters, Elsevier, volume 83, issue 3, pages 299-306, June.
• Canova, Fabio & Ciccarelli, Matteo, 2004, "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, volume 120, issue 2, pages 327-359, June.
• Griffin, J. E. & Steel, M. F. J., 2004, "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 121-152, November.
• Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 201-225, December.
• Koop, Gary & Poirier, Dale J., 2004, "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 259-282, December.
• Werker, C. & Brenner, T., 2004, "Empirical calibration of simulation models," Working Papers, Eindhoven Center for Innovation Studies, number 04.13.
• Strachan, R.W. & van Dijk, H.K., 2004, "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-18, May.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004, "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-19, May.
• Strachan, R.W. & van Dijk, H.K., 2004, "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-23, May.
• Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004, "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-45, Nov.
• Claudia Werker & Thomas Brenner, 2004, "Empirical Calibration of Simulation Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2004-10, May.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-1.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004, "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-27.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-3.
• Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004, "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-37.