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)

2004

• 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, IZA Network @ LISER, 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, IZA Network @ LISER, 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, IZA Network @ LISER, number 996, Jan.
• Paserman, M. Daniele, 2004, "Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 997, Jan.

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, IZA Network @ LISER, 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.
• Sylvia Kaufmann, 2002, "Asymmetries in Bank Lending Behaviour. - Austria During the 1990s," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 56, Jan.
• Pablo Marshall, 2002, "No-Respuesta De Items En Estudios De Mercado," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 5, issue 1, pages 53-76.
• Hugo Kruiniger, 2002, "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 450, Jan.
• Hugo Kruiniger, 2002, "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 458, Jun.
• Caterina Conigliani & F. Spezzaferri, 2002, "An alternative bayes factor for testing for unit autoregressive roots," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0031, Dec.
• John Landon-Lane, 2002, "Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood," Departmental Working Papers, Rutgers University, Department of Economics, number 200211, Jun.
• John Landon-Lane & Joann Bangs, 2002, "International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods," Departmental Working Papers, Rutgers University, Department of Economics, number 200212, Jun.
• Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber, 2002, "Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 54, issue 3, pages 243-269, July.
• Joann Bangs & John Landon-Lane, 2002, "International Real Business Cycles: A comparison of competing models using likelihood techniques," Computing in Economics and Finance 2002, Society for Computational Economics, number 121, Jul.
• Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002, "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002, Society for Computational Economics, number 248, Jul.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002, "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics, number 307, Jul.
• Andrew T. Levin & Jeremy M. Piger, 2002, "Is Inflation Persistence Inherent in Industrial Economies?," Computing in Economics and Finance 2002, Society for Computational Economics, number 344, Jul.
• Sylvia Kaufmann, 2002, "Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data," Empirical Economics, Springer, volume 27, issue 2, pages 277-297.
• Dan S. Rickman, 2002, "A Bayesian forecasting approach to constructing regional input-output based employment multipliers," Papers in Regional Science, Springer;Regional Science Association International, volume 81, issue 4, pages 483-498.
• Charles S. Bos, 2002, "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-084/4, Sep.
• Danilov, D.L. & Magnus, J.R., 2002, "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-77.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002, "A General Model for Repeated Audit Controls Using Monotone Subsampling," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-10.
• Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002, "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers, University of Connecticut, Department of Economics, number 2002-34, Oct, revised Jun 2005.
• Stella M. Salvatierra, 2002, "Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/02, Oct.
• Silvio Rendón, 2002, "Fixed and random effects in Classical and Bayesian regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 613, Apr.
• Silvio Rendón, 2002, "Informational matching," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 619, May.
• Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002, "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics, University Library of Munich, Germany, number 0201001, Jan, revised 06 Jan 2002.
• James E. Griffin & Mark F.J. Steel, 2002, "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, University Library of Munich, Germany, number 0201002, Jan, revised 04 Apr 2003.
• Jim E. Griffin & Mark F.J. Steel, 2002, "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics, University Library of Munich, Germany, number 0209001, Sep, revised 18 Sep 2002.
• Daniel Houser & Michael Keane & Kevin McCabe, 2002, "Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm," Experimental, University Library of Munich, Germany, number 0211001, Nov.
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002, "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance, University Library of Munich, Germany, number 0211003, Nov, revised 28 Nov 2002.
• Sugita, Katsuhiro, 2002, "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 654.
• Alfred A. Haug & Pierre L. Siklos, 2002, "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers, York University, Department of Economics, number 2002_08, Aug, revised Jul 2004.
• Howitt, Richard E. & Reynaud, Arnaud, 2002, "Spatial Disaggregation of Agricultural Production Data," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24961, DOI: 10.22004/ag.econ.24961.
• Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira, 2002, "A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 3, issue 2, pages 239-264, July-Dece.
• Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002, "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers, Department of Economics, The University of Auckland, number 182.
• Fernandez C. & Koop G. & Steel M.F.J., 2002, "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 432-442, June.
• Eric Jondeau & Michael Rockinger, 2002, "Asset Allocation in Transition Economies," Working papers, Banque de France, number 90.
• Henri Pagès & Joao A.C. Santos, 2002, "Optimal Supervisory Policies and Depositor-Preferences Laws," Working papers, Banque de France, number 91.
• Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002, "Bayesian modelling of catch in a north‐west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 51, issue 3, pages 257-280, July, DOI: 10.1111/1467-9876.00268.
• Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo, 2002, "From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms," Working Papers (-2012), University of Bergamo, Department of Economics, number 0206, Oct.
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002, "Likelihood-Based Estimation of Latent Generalised ARCH Structures," Working Papers, CEMFI, number wp2002_0204.
• Hugo Kruiniger, 2002, "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-2, Mar.
• Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002, "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S," Working Papers, Center for Research in Economics and Statistics, number 2002-29.
• Rendón, Silvio, 2002, "Fixed and random effects in classical and bayesian regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we021503, Apr.
• Rendón, Silvio, 2002, "Informational matching," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we022105, May.
• Eraker, Bjorn, 2002, "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," Working Papers, Duke University, Department of Economics, number 02-23.
• Chao, John C. & Phillips, Peter C. B., 2002, "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 251-283, December.
• Bauwens, Luc & Lubrano, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 321-342, August.
• Joshua C C Chan & Gary Koop, 2012, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-07, Feb.
• Joshua C C Chan & Gary Koop & Simon M Potter, 2012, "A New Model of Trend Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-08, Feb.
• Joshua Chan & Rodney Strachan, 2012, "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-13, Mar.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002, "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-48, Dec.
• John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002, "Bayesian Inference for Hospital Quality in a Selection Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-18, Jul, DOI: 10.24148/wp2002-18.
• Jean-Paul Decamps & Stefano Lovo, 2002, "Risk Aversion and Herd Behavior in Financial Markets," Working Papers, HAL, number hal-00593657, May.
• Michael Rockinger & Eric Jondeau, 2002, "Asset Allocation in Transition Economies," Working Papers, HAL, number hal-00597773, Oct.
• Jacobson, Tor & Karlsson, Sune, 2002, "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 138, Aug.
• Kunst, Robert M., 2002, "Testing for Stationarity in a Cointegrated System," Economics Series, Institute for Advanced Studies, number 117, Jul.
• Kunst, Robert M., 2002, "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series, Institute for Advanced Studies, number 121, Sep.
• Mr. Eduardo Ley, 2002, "Statistical Inference as a Bargaining Game," IMF Working Papers, International Monetary Fund, number 2002/081, May.
• Srijit Mishra, 2002, "Understanding fundamentalist belief through Bayesian updating," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2003-002, Dec.
• Elena Cefis & Luigi Orsenigo & Matteo Ciccarelli, 2002, "From Gibrat'S Legacy To Gibrat'S Fallacy. A Bayesian Approach To Study The Growth Of Firms," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-19, Oct.
• Voicu, Alexandru, 2002, "Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 676, Dec.
• Efthymios G. Tsionas, 2002, "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 127-147.

2001

• Eric Maskin & Tomas Sjostrom, 2001, "Implementation Theory," Economics Working Papers, Institute for Advanced Study, School of Social Science, number 0006, Sep.
• Canova, Fabio, 2001, "Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach," Discussion Paper Series, Hamburg Institute of International Economics, number 26361, DOI: 10.22004/ag.econ.26361.
• Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001, "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 217-225, April.
• C. L Chua & W. E. Griffiths & C. J O'Donnell, 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 49, issue 3, pages 269-291, November, DOI: j.1744-7976.2001.tb00306.x.
• Óan T. Henry & Peter M. Summers, 2001, "Corrigendum: Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, volume 77, issue 237, pages 223-224, June, DOI: 10.1111/1475-4932.00017.
• Darsinos, T. & Satchell, S.E., 2001, "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0116, Nov.
• Norberto Rodríguez, 2001, "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• Canova, Fabio & Ciccarelli, Matteo, 2001, "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2961, Sep.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• Raymond Kan & Guofu Zhou, 2001, "Tests of Mean-Variance Spanning," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 539, Sep.
• HENROTTE, Philippe, 2001, "Dynamic mean-variance analysis," HEC Research Papers Series, HEC Paris, number 729, Aug.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Portfolio allocation in transition economies," HEC Research Papers Series, HEC Paris, number 740, Oct.
• Fabiani, Silvia & Mestre, Ricardo, 2001, "A system approach for measuring the euro area NAIRU," Working Paper Series, European Central Bank, number 65, May.
• Kaufmann, Sylvia, 2001, "Asymmetries in bank lending behaviour. Austria during the 1990s," Working Paper Series, European Central Bank, number 97, Dec.
• Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001, "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, volume 100, issue 2, pages 381-427, February.
• Balakrishnan, Ravi & Michelacci, Claudio, 2001, "Unemployment dynamics across OECD countries," European Economic Review, Elsevier, volume 45, issue 1, pages 135-165, January.
• Jamal, Karim & Sunder, Shyam, 2001, "Why do biased heuristics approximate Bayes rule in double auctions?," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 4, pages 431-435, December.
• Otrok, Christopher, 2001, "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, volume 47, issue 1, pages 61-92, February.
• Kleijn, R.H. & van Dijk, H.K., 2001, "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-35, Nov.
• Post, G.T., 2001, "LP Tests for MV Efficiency," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-66-F&A, Nov.
• Tsionas, E.G., 2001, "Stochastic Frontier Models with Random Coefficients," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 130.
• Poirier, D.J. & Tobias, L., 2001, "Across-Regime Covariance Restrictions in Treatment Response Models," Papers, California Irvine - School of Social Sciences, number 00-01-29.
• Poirier, D.J. & Tobias, J.L., 2001, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Papers, California Irvine - School of Social Sciences, number 00-01-30.
• Michael Rockinger & Eric Jondeau, 2001, "Portfolio allocation in transition economies," Working Papers, HAL, number hal-00601482, Oct.
• Graflund, Andreas, 2001, "Are the Nordic Stock Markets Mean Reverting?," Working Papers, Lund University, Department of Economics, number 2001:15, Aug.
• Graflund, Andreas, 2001, "Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios," Working Papers, Lund University, Department of Economics, number 2001:16, Sep, revised 29 Jan 2002.
• Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001, "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 5, pages 563-576.
• Rodney W Strachan, 2001, "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Working Papers, University of Liverpool, Department of Economics, number 2001_07.
• Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001, "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series, The University of Melbourne, number 794.
• Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001, "Averaging Income Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 798.
• Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J., 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Department of Economics - Working Papers Series, The University of Melbourne, number 806.
• Peter Spirtes & Clark Glymour & Richard Scheines, 2001, "Causation, Prediction, and Search, 2nd Edition," MIT Press Books, The MIT Press, number 0262194406, edition 1, ISBN: ARRAY(0x89eca188), December.