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)

1995

• Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22e9c360-c876-41b3-86ca-0.
• Fabio Canova & Albert Marcet, 1995, "The poor stay poor: Non-convergence across countries and regions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 137, Oct, revised Jun 1999.
• Eduardo Ley & Mark F.J. Steel, 1995, "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics, University Library of Munich, Germany, number 9503001, Mar, revised 22 Feb 1996.
• Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics, University Library of Munich, Germany, number 9505001, May, revised 22 Jun 2004.

1994

• Boyan Jovanovic & Yaw Nyarko, 1994, "Learning By Doing and the Choice of Technology," NBER Working Papers, National Bureau of Economic Research, Inc, number 4739, May.
• Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul, 1994, "Advances in Random Utility Models," MPRA Paper, University Library of Munich, Germany, number 53026.
• Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Hospital efficiency analysis through individual effects : A Bayesian approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-47.
• Holtz-Eakin, Douglas & Joulfaian, David & Rosen, Harvey S, 1994, "Sticking It Out: Entrepreneurial Survival and Liquidity Constraints," Journal of Political Economy, University of Chicago Press, volume 102, issue 1, pages 53-75, February, DOI: 10.1086/261921.
• Luis J. Álvarez & Fernando C. Ballabriga, 1994, "BVAR models in the context of cointegration: A Monte Carlo experiment," Working Papers, Banco de España, number 9405.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994, "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers, CIRANO, number 94s-15, Jan.
• Taylor, Mark & Leamer, Edward, 1994, "The Empirics of Economic Growth in Previously Centrally Planned Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 976, Jun.
• de la Croix, David & Lubrano, Michel, 1994, "Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994015, Jun.
• Phillips, Peter C.B. & Ploberger, Werner, 1994, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 774-808, August.
• Kadiyala, K. Rao & Karlsson, Sune, 1994, "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 12, Mar.

1993

• Douglas Holtz-Eakin & David Joulfaian & Harvey S. Rosen, 1993, "Sticking It Out: Entrepreneurial Survival and Liquidity Constraints," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 698, Oct.

1992

• Sgroi, Daniel & Oswald, Andrew J., 2012, "How Should Peer-Review Panels Behave?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 999.
• Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
• Fougere, D. & Kamionka, T., 1992, "Bayesian Inference for the Mover-Stayer Model in Continuous-Time," Papers, Toulouse - GREMAQ, number 92.285.

1991

• Peter C.B. Phillips, 1991, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1000, Oct.
• Eric Zivot & Peter C.B. Phillips, 1991, "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1002, Oct.
• Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
• Christopher A. Sims, 1991, "Comment on 'To Criticize the Critics,' by Peter C. B. Phillips," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 985, Jul.
• Peter C.B. Phillips, 1991, "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 986, Jul.
• Phillips, P C B, 1991, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 435-473, Oct.-Dec..

1977

• Mark Gersovitz & James G. MacKinnon, 1977, "Seasonality in Regression: An Application of Smoothness Priors," Working Paper, Economics Department, Queen's University, number 257.

0

• Jesus Crespo Cuaresma, undated, "Forecasting euro exchange rates: How much does model averaging help?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-24.
• Natalia Martín Fuentes & Elena Bárcena Martín & Salvador Pérez Moreno, undated, "Who takes the cake? The heterogeneous effect of ECB accommodative monetary policy across income classes," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 657.
• Laura Liu & Mikkel Plagborg-M?ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2021-001 Classification- , Jan.
• Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2024, "Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 266, Mar.
• Deborah Gefang & Gary Koop & Aubrey Poon, undated, "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/02.
• John Tsoukalas, 2009, "Input and Output Inventories in the UK," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 09/13.
• Ronelle Burger, & Stan du Plessis, 2006, "Examining the Robustness of Competing Explanations of Slow Growth in African Countries," Discussion Papers, University of Nottingham, CREDIT, number 06/02, Feb.
• Rodney Strachan & Herman K. van Dijk, undated, "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 1407.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok, undated, "Regionalization vs. Globalization," Working Paper, Harvard University OpenScholar, number 164456.
• Cristina Fuentes-Albero, undated, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201201.
• Yong Li & Zeng Tao & Jun Yu, undated, "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2012.
• Peter C.B.Phillips & Jun Yu, undated, "Simulation-based Estimation of Contingent Claims Prices," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2008.
• Niko Hauzenberger & Florian Huber & Gary Koop, undated, "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers, University of Strathclyde Business School, Department of Economics, number 2305.
• Sharada Davidson & Chenghan Hou & Gary Koop, undated, "Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification," Working Papers, University of Strathclyde Business School, Department of Economics, number 2306.
• Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 2307, Oct.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020, "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers, University of Strathclyde Business School, Department of Economics, number 2308, Feb, revised Aug 2023.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers, University of Strathclyde Business School, Department of Economics, number 2309, May.
• Malin Gardberg & Lorenzo (L.C.G.) Pozzi, 2018, "Consumption and wealth in the long run: an integrated unobserved component approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-046/VI, May, revised 13 Sep 2018.
• Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, undated, "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-021/III.
• Erik Kole & Reza Brink, undated, "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
• Manuel Flores, undated, "From smoking scenarios to lung cancer mortality: sequential bayesian APC projections," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0426.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:01.
• Nicola Camatti & Luca Salmasi & Jan van der Borg, undated, "Tourism and economic growth: an application to coastal regions in the Mediterranean area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:16.
• Smith, M. & Mathur, S. & Kohn, R., undated, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper, Australian Graduate School of Management, number _010.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Forbes, Catherine S. & Kalb, Guyonne R. J. & Kofman, Paul, undated, "Bayesian Arbitrage Threshold Analysis," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267925, DOI: 10.22004/ag.econ.267925.
• Snyder, R. D. & Ord, J. K. & Koehler, A. B., undated, "Prediction Intervals for ARIMA Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267930, DOI: 10.22004/ag.econ.267930.
• Strachan, Rodney W., undated, "Bayesian Estimation of the Reduced Rank Regression Model Without Ordering Restrictions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267945, DOI: 10.22004/ag.econ.267945.
• Erlan Konebayev, 2022, "Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 24, Apr, revised May 2022.
• Kenton K. Yee, 2007, "A Bayesian Framework for Combining Valuation Estimates," Papers, arXiv.org, number 0707.3482, Jul.
• Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007, "Inference for stochastic volatility models using time change transformations," Papers, arXiv.org, number 0711.1594, Nov.
• Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007, "Likelihood-based inference for correlated diffusions," Papers, arXiv.org, number 0711.1595, Nov.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
• Timothy Cogley, undated, "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133301.
• Martha R. López P & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism: Evidence for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 481, Jan, DOI: 10.32468/be.481.
• Martha R. López & Juan D. Prada & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 525, Aug, DOI: 10.32468/be.525.
• Andrés Salamanca & Viviana Monroy, 2008, "Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un Modelo No-Lineal TAR," Borradores de Economia, Banco de la Republica de Colombia, number 543, Dec, DOI: 10.32468/be.543.
• Eliana González, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 604, May, DOI: 10.32468/be.604.
• Eliana González, 2011, "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia, Banco de la Republica de Colombia, number 643, Feb, DOI: 10.32468/be.643.
• Carlos Léon & Daniel vela, 2011, "Foreign reserves’ strategic asset allocation," Borradores de Economia, Banco de la Republica de Colombia, number 645, Mar, DOI: 10.32468/be.645.
• Tom Doan, 2025, "RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results," Statistical Software Components, Boston College Department of Economics, number RTZ00057, revised .
• Davud Rostam-Afschar, undated, "Earning while learning: How to run batched bandit experiments," Oceania Stata Conference 2025, Stata Users Group, number 1.
• Robert C. Smit & Francesco Ravazzolo & Luca Rossini, 2020, "Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS72, Sep.
• Francesco FRANZONI & Tobias ADRIAN, 2008, "Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-36, Nov.
• Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA, 2008, "Frailty Correlated Default," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-44, Dec.
• Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
• Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy, 2011, "Extreme-quantile tracking for financial time series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-27, Jul.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-42, Jun, revised Dec 2014.
• Shyam Sunder & Karim Jamal, undated, "Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-23.
• Michal Franta, 2018, "The Likelihood of Effective Lower Bound Events," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/3, May.
• Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
• Bauwens, L. & Lubrano, M., 1998, "Bayesian inference on GARCH models using the Gibbs sampler," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1307, Jan, DOI: 10.1111/1368-423X.11003.
• BAUWENS , Luc & LUBRANO, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1569, Jan.
• 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," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1731, Jan, DOI: 10.1016/j.jeconom.2003.12.002.
• BAUWENS, Luc & HAFNER, Christian M. & ROMBOUTS, Jeroen VK, 2007, "Multivariate mixed normal conditional heteroskedasticity," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1906, Jan, DOI: 10.1016/j.csda.2006.10.012.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2007, "Bayesian clustering of many GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1916, Jan, DOI: 10.1080/07474930701220576.
• BAUWENS, Luc & LUBRANO, Michel, 2007, "Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1918, Jan, DOI: 10.1080/07474930701220634.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1922, Jan, DOI: 10.1016/j.jeconom.2006.06.009.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1931, Jan, DOI: 10.1111/j.1368-423X.2007.00213.x.
• BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006, "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1980, Jan, DOI: 10.2139/ssrn.844704.
• BAUWENS, Luc & STORTI, Giuseppe, 2009, "A component GARCH model with time varying weights," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2125, Jan, DOI: 10.2202/1558-3708.1512.
• SILVESTRINI, Andrea, 2010, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2220, Jan, DOI: 10.1007/s00181-009-0303-9.
• BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010, "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2303, Jan, DOI: 10.1111/j.1368-423X.2009.00307.x.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012, "On marginal likelihood computation in change-point models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2403, Jan, DOI: 10.1016/j.csda.2010.06.025.
• VÁRPALOTAI Viktor, 2010, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003, EcoMod, number 330700148, Jan.
• Carmen Fernández & Eduardo Ley & Mack F. J. Steel, undated, "Statistical modeling of fishing activities in the North Atlantic," Working Papers, FEDEA, number 97-25.
• Carmen Fernández & Eduardo Ley & Mark F. J. Steel, undated, "Benchmark priors for Bayesian Model averaging," Working Papers, FEDEA, number 98-06.
• Gary Koop & Dimitris Korobilis, undated, "A new index of financial conditions," Working Papers, Business School - Economics, University of Glasgow, number 2013_06.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019, "Fluctuations in Global Macro Volatility," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 19/09, Jul.
• Roberto León-González & Daniel Montolio, undated, "Growth, Convergence And Public Investment. A Bayesian Model Averaging Approach," Working Papers, Instituto de Estudios Fiscales, number 13-03 Classification-JEL .

None

• Moeltner Klaus & Rosenberger Randall S, 2008, "Predicting Resource Policy Outcomes via Meta-Regression: Data Space, Model Space, and the Quest for 'Optimal Scope'," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-31, August, DOI: 10.2202/1935-1682.2028.
• Cogley Timothy & Yagihashi Takeshi, 2010, "Are DSGE Approximating Models Invariant to Shifts in Policy?," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-33, October, DOI: 10.2202/1935-1690.2048.
• Nakajima Jouchi, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-24, October, DOI: 10.2202/1935-1690.2323.
• Carrera Cesar, 2012, "Estimating Information Rigidity Using Firms' Survey Data," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 1, pages 1-34, June, DOI: 10.1515/1935-1690.2377.
• Penalva Jose & Ryall Michael D, 2008, "Empirical Implications of Information Structure in Finite Extensive Form Games," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-49, January, DOI: 10.2202/1935-1704.1362.
• Kaufmann Sylvia & Scheicher Martin, 2006, "A Switching ARCH Model for the German DAX Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-37, December, DOI: 10.2202/1558-3708.1290.
• Haug Alfred A & Siklos Pierre L, 2006, "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-34, December, DOI: 10.2202/1558-3708.1276.
• Li Mingliang & Tobias Justin L, 2006, "Bayesian Analysis of Structural Effects in an Ordered Equation System," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-24, December, DOI: 10.2202/1558-3708.1363.
• Hultblad Brigitta & Karlsson Sune, 2008, "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-29, September, DOI: 10.2202/1558-3708.1519.
• Bauwens Luc & Storti Giuseppe, 2009, "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-33, May, DOI: 10.2202/1558-3708.1512.
• Shahbaba Babak, 2009, "Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1609.
• Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-32, May, DOI: 10.2202/1558-3708.1645.
• Gefang Deborah & Strachan Rodney, 2009, "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-33, December, DOI: 10.2202/1558-3708.1677.
• Yoo Byoung Hark, 2010, "Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-20, March, DOI: 10.2202/1558-3708.1398.
• Yang Fuyu & Leon-Gonzalez Roberto, 2010, "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-38, September, DOI: 10.2202/1558-3708.1766.
• Bernardi Mauro & Della Corte Giuseppe & Proietti Tommaso, 2011, "Extracting the Cyclical Component in Hours Worked," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-28, May, DOI: 10.2202/1558-3708.1818.
• Billio Monica & Casarin Roberto, 2011, "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-32, September, DOI: 10.2202/1558-3708.1856.
• Carter Richard A. L. & Zellner Arnold, 2004, "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-44, March, DOI: 10.2202/1558-3708.1132.
• Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1211.
• Goldman Elena & Tsurumi Hiroki, 2005, "Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-38, June, DOI: 10.2202/1558-3708.1166.
• Li Mingliang & Tobias Justin, 2005, "Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1271.
• Jiri Panos & Petr Polak, 2019, "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/9, Dec.