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

• 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

• 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.
• Gary Koop & Simon M. Potter, 2004, "Forecasting and estimating multiple change-point models with an unknown number of change points," Staff Reports, Federal Reserve Bank of New York, number 196.
• Salabasis, Mickael, 2004, "Parametric covariance matrix modeling in Bayesian panel regression," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 565, Sep, revised 16 Feb 2005.
• Corander, Jukka & Villani, Mattias, 2004, "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 171, Oct.
• Villani, Mattias & Larsson, Rolf, 2004, "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 175, Dec.
• Fabio Canova, 2004, "Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 45, issue 1, pages 49-77, February.
• Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1196, Jun.
• Troske, Kenneth & Voicu, Alexandru, 2004, "Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1251, Aug.
• Paserman, M. Daniele, 2004, "Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application," IZA Discussion Papers, Institute of Labor Economics (IZA), number 996, Jan.
• Paserman, M. Daniele, 2004, "Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 997, Jan.
• 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.

2003

• M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003, "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, volume 93, issue 4, pages 1216-1239, September.
• Roberto Leon Gonzalez & Daniel Montolio Estivill, 2003, "Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 106.
• Poirier, Dale J & Tobias, Justin L, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 258-268, April.
• Rodney W. Strachan & Herman K. van Dijk, 2003, "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 863-876, December, DOI: 10.1046/j.0305-9049.2003.00095.x.
• Pierre-Charles Pradier, 2003, "L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques," Revue économique, Presses de Sciences-Po, volume 54, issue 1, pages 139-156.
• Harvey, A. & TTrimbur, T. & van Dijk, H., 2003, "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0302, Jan.
• Darsinos, T. & Satchell, S.E., 2003, "Bayesian Estimation of Risk-Premia in an APT Context," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0329, May.
• Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003, "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 114, Feb.
• LOUVEAUX, Quentin & WOLSEY, Laurence, 2003, "Lifting, superadditivity, mixed integer rounding and single node flow sets revisited," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003001, Jan.
• BELTRAN, Helena & DURRE, Alain, 2003, "The determinants of consumer confidence: the case of United States and Belgium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003053, Jul.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2003, "Bayesian clustering of many GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003087, Dec.
• Srijit Mishra, 2003, "Understanding Fundamentalist Belief Through Bayesian Updating," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22391, Jan.
• Ciccarelli, Matteo & Rebucci, Alessandro, 2003, "Measuring contagion with a Bayesian, time-varying coefficient model," Working Paper Series, European Central Bank, number 263, Sep.
• Warne, Anders & Villani, Mattias, 2003, "Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs," Working Paper Series, European Central Bank, number 296, Dec.
• Strachan, Rodney & Brett Inder, 2003, "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 197, Jun.
• John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003, "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, volume 71, issue 4, pages 1215-1238, July.
• Carmen Fernandez & Gary Koop & Mark F J Steel, 2003, "Alternative efficiency measures for multiple-output production," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 65, Aug.
• Fiorentini, Gabriele & Sentana, Enrique & Shephard, Neil, 2003, "Likelihood-based estimation of latent generalised ARCH structures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24852, Jun.
• Strachan, R.W. & van Dijk, H.K., 2003, "The value of structural information in the VAR model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-17, Jun.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003, "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-22, Aug.
• Luoma, Arto & Luoto, Jani & Siivonen, Erkki, 2003, "Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach," Research Reports, VATT Institute for Economic Research, number 104.
• Frank Schorfheide, 2003, "Learning and monetary policy shifts," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-23.
• Pau Rabanal & Juan F. Rubio-Ramirez, 2003, "Comparing New Keynesian models in the Euro area: a Bayesian approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-30.
• Andrew T. Levin & Jeremy M. Piger, 2003, "Is inflation persistence intrinsic in industrial economies?," Working Papers, Federal Reserve Bank of St. Louis, number 2002-023, DOI: 10.20955/wp.2002.023.
• Gary Koop & Simon M. Potter, 2003, "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports, Federal Reserve Bank of New York, number 163, Mar.
• Neil Shephard & Gabriele Fiorentini & Enrique Sentana, 2003, "Likelihood-based estimation of latent generalised ARCH structures," FMG Discussion Papers, Financial Markets Group, number dp453, Jun.
• Michael Louis George, 2003, "Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters," Working Papers, Institute of Business Entropy, number 0626, Jun.
• Ericsson, Johan & Karlsson, Sune, 2003, "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 524, Apr, revised 12 Feb 2004.
• Mehlum, Halvor, 2003, "A Finer Point in Forensic Identification," Memorandum, Oslo University, Department of Economics, number 30/2003, Oct.
• Villani, Mattias, 2003, "Bayes Estimators of the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 150, Sep.
• Villani, Mattias & Warne, Anders, 2003, "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 156, Dec.
• Peter M. Summers, 2003, "Bayesian Evidence on the Structure of Unemployment," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n03, Feb.
• Décamps, Jean-Paul & Lovo, Stefano, 2003, "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 246.
• Chang-Jin Kim & Jaeho Kim, 2013, "Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks," Discussion Paper Series, Institute of Economic Research, Korea University, number 1306.
• Polasek, Wolfgang, 2003, "Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach," Economics Series, Institute for Advanced Studies, number 136, Sep.
• Mr. Alessandro Rebucci & Mr. Matteo Ciccarelli, 2003, "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers, International Monetary Fund, number 2003/171, Sep.
• Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2003, "Prior Information In Stochastic Optimization: Quasigradient Methods," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 2, pages 175-192, Junio 200.
• Poirier, Dale J & Tobias, Justin, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12014, Jan.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2003, "Likelihood-Based Estimation Of Latent Generalised Arch Structures," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-06, Feb.
• Alessandro Rebucci, 2003, "Measuring Contagion With A Bayesian Time-Varying Coefficient Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-20, Jun.
• Voicu, Alexandru & Buddelmeyer, Hielke, 2003, "Children and Women's Participation Dynamics: Transitory and Long-Term Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 729, Feb.
• P. Congdon, 2003, "Modelling spatially varying impacts of socioeconomic predictors on mortality outcomes," Journal of Geographical Systems, Springer, volume 5, issue 2, pages 161-184, August, DOI: 10.1007/s10109-003-0099-7.
• Gary Koop & Simon Potter, 2003, "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/16, Jan.
• Gordon, Stephen & St-Amour, Pascal, 2003, "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche, CIRPEE, number 0316.
• Viktor Várpalotai, 2003, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2003/4.
• Chris M. Strickland & Catherine S. Forbes & Gael M. Martin, 2003, "Bayesian Analysis of the Stochastic Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/03, Aug.
• Andrew D. Sanford & Gael M. Martin, 2003, "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/03, Sep.
• Catherine S. Forbes & Gael M. Martin & Jill Wright, 2003, "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/03, Oct.
• Duangkamon Chotikapanich & William E. Griffiths, 2003, "Averaging Lorenz Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/03, Dec.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003, "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/03, Feb.
• David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003, "Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/03, Feb.
• B.P.M. McCabe & G.M. Martin, 2003, "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/03, Apr.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-23.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2003.
• Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann, 2003, "Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 85, Jul.
• Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet, 2003, "Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 13879.
• Carol Alexandra, 2003, "The Present, Future and Imperfect of Financial Risk Management," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-12, Sep, revised Feb 2004.
• Matteo Ciccarelli & Alessandro Rebucci, 2003, "BVARs: A Survey of the Recent Literature with an Application to the European Monetary System," Rivista di Politica Economica, SIPI Spa, volume 93, issue 5, pages 47-112, September.
• Caterina Conigliani & Andrea Tancredi, 2003, "Semi-parametric modelling for costs of helt care technologies," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0034, Dec.
• Fabio Milani, 2003, "Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment," Computing in Economics and Finance 2003, Society for Computational Economics, number 280, Aug.
• Andrew Levin & Jeremy Piger, 2003, "Is Inflation Persistence Intrinsic in Industrial Economies?," Computing in Economics and Finance 2003, Society for Computational Economics, number 298, Aug.
• Alexandru Voicu, 2003, "Agriculture: transition buffer or black hole? A three-state model of employment dynamics," Computing in Economics and Finance 2003, Society for Computational Economics, number 35, Aug.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003, "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 91, Aug.
• Duangkamon Chotikapanich & John Creedy, 2003, "Bayesian estimation of social welfare and tax progressivity measures," Empirical Economics, Springer, volume 28, issue 1, pages 45-59, January, DOI: 10.1007/s001810100118.
• Kai Li & Dale J. Poirier, 2003, "Bayesian analysis of an econometric model of birth inputs and outputs," Journal of Population Economics, Springer;European Society for Population Economics, volume 16, issue 3, pages 597-625, August, DOI: 10.1007/s00148-003-0152-3.
• Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003, "Similarities and convergence in G-7 cycles," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 924, Feb, revised Aug 2004.
• Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers, University of Verona, Department of Economics, number 07/2003, Sep.
• Dieter Gstach, 2003, "A Statistical Framework for Estimating Output-Specific Efficiencies," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp083, Feb.
• Dieter Gstach & Andrew Somers & Susanne Warning, 2003, "Output specific efficiencies: The case of UK private secondary schools," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp084, Feb.
• Alex Strashny, 2003, "A Method for Assigning Letter Grades: Multi-Curve Grading," Econometrics, University Library of Munich, Germany, number 0305001, May, revised 02 May 2003.
• Andrzej Kociêcki, 2003, "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics, University Library of Munich, Germany, number 0307006, Jul.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "Testing and Estimating Persistence in Canadian Unemployment," Econometrics, University Library of Munich, Germany, number 0311004, Nov.
• Catherine Baumont & Cem Ertur & Julie Le Gallo, 2003, "Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999," Urban/Regional, University Library of Munich, Germany, number 0310003, Oct.

2002

• Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
• Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
• Brian Hanlon & Catherine Forbes, 2002, "Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/02, Aug.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002, "Likelihood-based estimation of latent generalised ARCH structures," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W19, Sep.