Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2024

• Mourdoukoutas, Fotios & Boonen, Tim J. & Koo, Bonsoo & Pantelous, Athanasios A., 2024, "Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 32-47, DOI: 10.1016/j.insmatheco.2024.07.006.
• Ballester, Laura & González-Urteaga, Ana & Shen, Long, 2024, "Green bond issuance and credit risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 94, issue C, DOI: 10.1016/j.intfin.2024.102013.
• Iseringhausen, Martin, 2024, "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 229-246, DOI: 10.1016/j.ijforecast.2023.02.006.
• Han, Fei, 2024, "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2023.101237.
• Chen, Jian & Qi, Shuyuan, 2024, "Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107184.
• Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua, 2024, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103837.
• Donovan, Stuart & de Graaff, Thomas & de Groot, Henri L.F. & Schiff, Aaron, 2024, "An urban overhead? Crime, agglomeration, and amenity," Journal of Housing Economics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jhe.2024.101994.
• Fabozzi, Frank J. & Huang, Dashan & Jiang, Fuwei & Wang, Jiexun, 2024, "What difference do new factor models make in portfolio allocation?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102997.
• Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024, "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103023.
• Omotosho, Babatunde S. & Yang, Bo, 2024, "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jimonfin.2024.103082.
• Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024, "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103105.
• Di Bartolomeo, Giovanni & Serpieri, Carolina, 2024, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103111.
• Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024, "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103132.
• Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024, "Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103154.
• Benchimol, Jonathan, 2024, "Central bank objectives, monetary policy rules, and limited information," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103604.
• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024, "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100435.
• Sun, Yiguo & Dimiski, Anastasia, 2024, "Exploring inflation dynamics in Canada: A threshold vector autoregressive approach," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00364.
• Gomes-Pereira, Francisco, 2024, "Balance sheet expansionary policies in the euro area: Macroeconomic impacts and a vulnerable versus non-vulnerable comparison," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00366.
• Georgalos, Konstantinos, 2024, "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, volume 105, issue C, DOI: 10.1016/j.joep.2024.102760.
• Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024, "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2024.100121.
• Garcia, Juan Angel & Gimeno, Ricardo, 2024, "Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 4, DOI: 10.1016/j.latcb.2024.100133.
• Dayakar, Peddi & Kavi Kumar, K.S., 2024, "Soil and water conservation measures and rainfed agriculture in Telangana, India: Role of community and neighborhood conservation measures," Land Use Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.landusepol.2023.107011.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2024, "Blended identification in structural VARs," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103581.
• Kumar, Utkarsh & Ahmad, Wasim, 2024, "Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102509.
• van Dijk, Dorinth W., 2024, "Local constant-quality housing market liquidity indices," Regional Science and Urban Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.regsciurbeco.2024.103997.
• Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024, "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1-16, DOI: 10.1016/j.iref.2023.07.052.
• Börger, Carina & Kempa, Bernd, 2024, "Real exchange rate convergence in the euro area: Evidence from a dynamic factor model," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 213-224, DOI: 10.1016/j.iref.2023.07.071.
• Lin, Mucai & Hong, Zhiwu & Su, Ge, 2024, "Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 597-615, DOI: 10.1016/j.iref.2024.01.017.
• Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 789-810, DOI: 10.1016/j.iref.2024.03.054.
• Aloui, Donia & Zouaoui, Riadh & Rachdi, Houssem & Guesmi, Khaled & Yarovaya, Larisa, 2024, "The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2023.102203.
• Mandas, Marco & Lahmar, Oumaima & Piras, Luca & De Lisa, Riccardo, 2024, "ESG reputational risk and market valuation: Evidence from the European banking industry," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102286.
• Carrillo-Maldonado, Paul & Nikiforos, Michalis, 2024, "Estimating a Time-Varying Distribution-Led Regime," Structural Change and Economic Dynamics, Elsevier, volume 68, issue C, pages 163-176, DOI: 10.1016/j.strueco.2023.10.013.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-34, May.
• Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-68, Nov.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2026, "Consumption in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126152, May.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, Edward Elgar Publishing, chapter 5, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Amisha Gupta & Shumalini Goswami, 2024, "Behavioral perspective on sustainable finance: nudging investors toward SRI," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 366-390, June, DOI: 10.1108/AJEB-05-2023-0043.
• Abdullah Murrar & Bara Asfour & Veronica Paz, 2024, "Banking sector and economic growth in the digital transformation era: insights from maximum likelihood and Bayesian structural equation modeling," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 335-353, May, DOI: 10.1108/AJEB-12-2023-0122.
• Carl Hope Korkpoe & Ferdinand Ahiakpor & Edward Nii Amar Amarteifio, 2024, "Bayesian inference for inflation volatility modeling in Ghana," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 16, issue 1, pages 34-46, June, DOI: 10.1108/AJEMS-04-2023-0132.
• Raphael José Pereira Freitas, 2024, "Monetary and fiscal policies in Brazil and the behavioral approach," EconomiA, Emerald Group Publishing Limited, volume 26, issue 1, pages 108-126, September, DOI: 10.1108/ECON-12-2023-0206.
• Emilio Congregado & Ana Rodriguez-Santiago & Concepción Román, 2024, "Is employment protection legislation a driver or an inhibitor of entrepreneurship? The interaction between stringency and enforcement," International Journal of Manpower, Emerald Group Publishing Limited, volume 45, issue 10, pages 115-143, October, DOI: 10.1108/IJM-11-2023-0705.
• Václav Brož, 2024, "The impact of announcements of regulatory and law enforcement penalties on stock market valuation of US banks from 2000 to 2022," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 32, issue 4, pages 479-500, May, DOI: 10.1108/JFRC-01-2024-0007.
• Faten Ben Bouheni & Mouwafac Sidaoui & Dima Leshchinskii & Bryan Zaremba & Mousa Albashrawi, 2024, "Banking-as-a-service? American and European G-SIBs performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 5, pages 840-869, September, DOI: 10.1108/JRF-10-2023-0263.
• Chryso Aristidou & George Thucydides, 2024, "Historical decomposition of the Cyprus Residential Property Prices," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 18, issue 1, pages 53-70, July.
• Nikos Deniozos & Theodoros Stamatopoulos, 2024, "Optimizing Maritime Security Decisions: Integrating Regret Theory, Expected Value, and Bayesian Probability for Risk Assessment," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1490-1512.
• Goonj Mohan, 2024, "Regulating a Social Media Platform in the Data Economy," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2024/477.
• Dmitrii Sergeevich Tereshchenko, 2024, "Interregional Effects of Innovations in Russia: Analysis from the Bayesian Perspective," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 125-143, DOI: https://dx.doi.org/10.14530/se.2024.
• Georgiana Plesa, 2024, "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 105-140, March.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers, Fondazione Eni Enrico Mattei, number 2024.02, Feb.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Working Papers, Fondazione Eni Enrico Mattei, number 2024.15, Jun.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2024-4, Mar, DOI: 10.29338/wp2024-04.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
• Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.
• Hie Joo Ahn & Jeremy B. Rudd, 2024, "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-050r1, Jul, revised 28 May 2025, DOI: 10.17016/FEDS.2024.050r1.
• Christopher J. Gust & J. David López-Salido, 2024, "Optimal Monetary Policy with Uncertain Private Sector Foresight," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-059, Aug, DOI: 10.17016/FEDS.2024.059.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2024, "Inflation Expectations with Finite Horizon Planning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-063, Aug, DOI: 10.17016/FEDS.2024.063.
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024, "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports, Federal Reserve Bank of New York, number 1082, Jan, DOI: 10.59576/sr.1082.
• Valeria Gargiulo & Christian Matthes & Katerina Petrova, 2024, "Monetary Policy across Inflation Regimes," Staff Reports, Federal Reserve Bank of New York, number 1083, Jan, DOI: 10.59576/sr.1083.
• Katerina Petrova, 2024, "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports, Federal Reserve Bank of New York, number 1084, Jan, DOI: 10.59576/sr.1084.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-05, Feb, DOI: 10.21799/frbp.wp.2024.05.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-18, Nov, DOI: 10.21799/frbp.wp.2024.18.
• Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024, "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June, DOI: 10.31107/2075-1990-2024-3-51-67.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Working Papers, Business School - Economics, University of Glasgow, number 2024_01, Feb.
• Jonathan Benchimol, 2024, "Central bank objectives, monetary policy rules, and limited information," Post-Print, HAL, number emse-04624959, Jun, DOI: 10.1016/j.jmacro.2024.103604.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2024, "Education politics, schooling choice and public school quality: the impact of income polarization," Post-Print, HAL, number hal-04676424, Jan, DOI: 10.1007/s10797-023-09815-8.
• Pauline Castaing & Jules Gazeaud, 2024, "Do Index Insurance Programs Live Up to Their Promises? Aggregating Evidence from Multiple Experiments," Post-Print, HAL, number hal-04783596, Mar.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024, "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," Post-Print, HAL, number halshs-04811339, Aug, DOI: 10.1257/mic.20200030.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024, "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04811339, Aug, DOI: 10.1257/mic.20200030.
• Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024, "Creative cognition as a bandit problem," Working Papers, HAL, number hal-04554250, Apr, DOI: 10.1016/j.lindif.2024.102438.
• Mathias Silva & Michel Lubrano, 2024, "Bayesian inference for income inequality using a Pareto II tail with an uncertain threshold: Combining EU-SILC and WID data," Working Papers, HAL, number hal-04759143, Oct.
• Mohammed Abdellaoui & Brian Hill & Sarat Chandra Akella, 2024, "Disentangling Drivers of Ambiguity Attitudes ," Working Papers, HAL, number hal-04759303, Aug, DOI: 10.2139/ssrn.4916177.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024, "US Interest Rates: Are Relations Stable?," Working Papers, Örebro University, School of Business, number 2024:3, Mar.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
• Lenza, Michele & Savoia, Ettore, 2024, "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 438, Jul, revised 01 Apr 2026.
• Cicilia A. Harun & Danny Hermawan & Arnita Rishanty & Matias Judatama Partahi & Justina Adamanti & Ramdani, 2024, "Policy Innovation: Indonesia Climate Stress Test Scenario," Working Papers, Bank Indonesia, number WP/07/2024.
• Cicilia Anggadewi Harun & Danny Hermawan & Ade Dwi Aryani & Fariz Ahmad Sultansyah, 2024, "Impact Of Corporate Loan Deleveraging On Banking Performances In Indonesia," Working Papers, Bank Indonesia, number WP/08/2024.
• Michael T. Kiley, 2024, "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 1, pages 239-261, February.
• Frank Schorfheide & Dongho Song, 2024, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 275-320, October.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024, "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2024-2, Aug.
• Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024, "Quantifying sovereign risk in the euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202403, Feb, revised Feb 2024.
• Zareei, Afsaneh & Falahi, Mohammad Ali & Wadensjö, Eskil & Sadati, Saeed Malek, 2024, "International Sanctions and Labor Emigration: A Case Study of Iran," IZA Discussion Papers, IZA Network @ LISER, number 17062, Jun.
• Gaul, Johannes J. & Keusch, Florian & Rostam-Afschar, Davud & Simon, Thomas, 2024, "Invitation Messages for Business Surveys: A Multi-Armed Bandit Experiment," IZA Discussion Papers, IZA Network @ LISER, number 17534, Dec.
• Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• Jinshun Wu & Luyao Wu, 2024, "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2437-2476, October, DOI: 10.1007/s10614-023-10478-0.
• Rosa Drift & Jan Haan & Peter Boelhouwer, 2024, "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3381-3405, December, DOI: 10.1007/s10614-023-10542-9.
• Thiago Drummond de Mendonça Giudici & Elcyon Caiado Rocha Lima, 2024, "The business cycle in Brazil: identification via heteroskedasticity," International Economics and Economic Policy, Springer, volume 21, issue 3, pages 649-684, July, DOI: 10.1007/s10368-024-00615-x.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2024, "Education politics, schooling choice and public school quality: the impact of income polarization," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 31, issue 6, pages 1640-1668, December, DOI: 10.1007/s10797-023-09815-8.
• Ioannis Skevas, 2024, "A note on functional form specification in random coefficients stochastic frontier models," Journal of Productivity Analysis, Springer, volume 61, issue 1, pages 43-46, February, DOI: 10.1007/s11123-023-00700-4.
• Gabriel Rodriguez & Paul Castillo B. & Junior A. Ojeda Cunya, 2024, "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models," Open Economies Review, Springer, volume 35, issue 5, pages 1015-1050, November, DOI: 10.1007/s11079-023-09742-5.
• Xuan T. T. Pham & Thu B. Luu, 2024, "Effect of FinCredit on income inequality: the moderating role of financial inclusion," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 953-969, April, DOI: 10.1007/s11156-023-01226-4.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "A note on the determinants of NFTs returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_02, Feb, revised Feb 2024.
• Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_04, Apr, revised Apr 2024.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," Working Papers, University of Milano-Bicocca, Department of Economics, number 535, May, revised Mar 2025.
• Ziyan Zhao & Pengyu Liu & Guoxin Song, 2024, "The Impact of Tax Policy on Economic Growth from Aggregate and Structural Tax Perspective in China: A LT-TVP-FAVAR Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2402, Feb.
• Charles de Beauffort & Boris Chafwehé & Rigas Oikonomou, 2024, "Managing the inflation-output trade-off with public debt portfolios," Working Paper Research, National Bank of Belgium, number 450, Jul.
• Mariusz Kapuściński, 2024, "The short-term effects of changes in capital regulations in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 255-286.
• Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2024, "Credit loss modelling using beta distribution in a Bayesian approach," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 313-332.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32166, Feb.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024, "A Discrimination Report Card," NBER Working Papers, National Bureau of Economic Research, Inc, number 32313, Apr.
• Will Davis & Jose O. Xilau & Rusty Tchernis & Christian A. Gregory, 2024, "A Flexible Model of Food Security: Estimation and Implications for Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 32460, May.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024, "Risky Oil: It's All in the Tails," NBER Working Papers, National Bureau of Economic Research, Inc, number 32524, May.
• Jesús Fernández-Villaverde & Tomohide Mineyama & Dongho Song, 2024, "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 32638, Jun.
• Christopher R. Walters, 2024, "Empirical Bayes Methods in Labor Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33091, Oct.
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2024, "Forecasting Natural Gas Prices in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 33156, Nov.
• Roberto Leon-Gonzalez & Blessings Majon, 2024, "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-02, Apr.
• Andrew Binning, 2024, "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series, New Zealand Treasury, number 24/01, Apr.
• Jian Chen & Michael P Clements & Andrew Urquhart, 2024, "Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 743-772.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
• José María Pérez-Sánchez & María Acosta García & Emilio Gómez-Déniz, 2024, "Detección de factores relevantes en redes sociales incorporando información de expertos
  [Incorporating Expert Judgment for Detecting Relevant Factors in SocialNetworks Undetected by Ordinary Methods]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-13, December, DOI: https://doi.org/10.46661/rev.metodo.
• Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024, "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 2, pages 820-857, June, DOI: 10.1057/s41308-023-00216-9.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, volume 26, issue 2, pages 1-35, May, DOI: 10.1057/s41283-023-00139-9.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024, "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 217, Mar.
• Mauricio Alvarado & Gabriel Rodríguez, 2024, "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-531, DOI: 10.18800/2079-8474.0531.
• Gabriel Rodriguez & Paola Alvarado Silva & Moisés Cáceres Quispe, 2024, "Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-537, DOI: 10.18800/2079-8474.0537.
• Gabriel Rodriguez & Joseph Santisteban, 2024, "Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-539, DOI: 10.18800/2079-8474.0539.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-003, 02.
• Jesus Fernandez-Villaverde & Tomohide Mineyama & Dongho Song, 2024, "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-015, Jun.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-028, Oct.
• Mountford, Andrew, 2024, "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper, University Library of Munich, Germany, number 119938, Jan.
• Neifar, Malika, 2024, "Does ICT Drive Fintech firm Performance? Evidence from BRICS ‎Countries ‎," MPRA Paper, University Library of Munich, Germany, number 121772.
• Fleischhacker, Jan, 2024, "Fiscal policy and the business cycle: An argument for non-linear policy rules," MPRA Paper, University Library of Munich, Germany, number 122497, Oct.
• Raputsoane, Leroi, 2024, "Monetary policy developments and the minerals industry," MPRA Paper, University Library of Munich, Germany, number 123004, Oct.
• Raputsoane, Leroi, 2024, "Fiscal policy developments and the minerals industry," MPRA Paper, University Library of Munich, Germany, number 123010, Oct.
• Raputsoane, Leroi, 2024, "Commodity price developments and the minerals industry," MPRA Paper, University Library of Munich, Germany, number 123011, Oct.
• Raputsoane, Leroi, 2024, "Foreign exchange developments and the minerals industry," MPRA Paper, University Library of Munich, Germany, number 123014, Oct.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Probabilistic Quantile Factor Analysis," MPRA Paper, University Library of Munich, Germany, number 128773, Aug.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," MPRA Paper, University Library of Munich, Germany, number 128774, Apr.
• Muhammet Kutlu & Hüseyin Özer, 2024, "The Effect of Economic and Social Inequalities on Academic Success in Türkiye: Evidence from the Classical and Bayesian Discrete Choice Models," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 336-356, DOI: 10.18267/j.pep.860.
• Georgiana Pleșa, 2024, "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 380-413, DOI: 10.18267/j.pep.872.
• António Rua & Junho Lee & Miguel de Carvalho & Julio Avila, 2024, "Bayesian smoothing for time-varying extremal dependence," Working Papers, Banco de Portugal, Economics and Research Department, number w202406.
• Steffen Jahn & Daniel Guhl & Ainslee Erhard, 2024, "Substitution Patterns and Price Response for Plant-Based Meat Alternatives," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 509, Dec.
• Manuel Leonard Albis & Mara Claire Tayag & Jong Woo Kang, 2024, "Estimating Regional Integration Using the Bayesian State-Space Approach," ADB Economics Working Paper Series, Asian Development Bank, number 712, Jan.
• Kenneth Chan & Gary Charness & Chetan Dave & J. Lucas Reddinger, 2024, "On Prior Confidence and Belief Updating," Working Papers, University of Alberta, Department of Economics, number 2024-10, Dec.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2024, "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 73, pages 5-34.
• Markos Farag & Oliver Ruhnau, 2024, "Decomposing Return and Volatility Connectedness in Northwest European Gas Markets: Evidence from the ?2 connectedness approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-6, Oct.
• Markos Farag, 2024, "Revisiting the Dynamics and Elasticities of the U.S. Natural Gas Market," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-8, Nov.
• Salima Arsalane & Young Min Kim, 2024, "Macroeconomic Impact of Oil Shocks: A Large-Scale Bayesian SVAR Approach in South Korea," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 39, issue 4, pages 899-920.
• Alina Cornelia LUCHIAN & Vasile STRAT, 2024, "The Trustworthiness of AI Algorithms and the Simulator Bias in Trading," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 211-220, August.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, number 41, Feb.
• Leonardo Letelier S & José L. Sáez-Lozano, 2024, "The Effect of Municipal Fiscal Decentralization on Subjective Well Being: The Case of Chile," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241242649.
• Jitender Singh & Arup Mitra, 2024, "Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 1, pages 53-69, June, DOI: 10.1177/22779787231209612.
• Nana Kwame Akosah & Imhotep Paul Alagidede & Eric Schaling, 2024, "General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 2, pages 213-272, December, DOI: 10.1177/22779787241253638.
• Mario Di Serio, 2024, "Public Debt Determinants: A Time-Varying Analysis of Core and Peripheral Euro Area Countries," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 167, Jul.
• Giovanni Di Bartolomeo & Carolina Serpieri, 2024, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 249, Jun.
• Shahzad Ahmad & Waliullah, 2024, "Bayesian Estimation of a Pragmatic Model for Monetary Policy Analysis: The Case of Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 114, Jun.
• Andriy Norets & Marco Stenborg Petterson, 2024, "Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 744, Dec.
• Karol Szafranek & Michał Rubaszek, 2024, "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-099, Mar, DOI: 10.33119/kaewps2024099.
• Anna Sznajderska & Karol Szafranek & Alfred Haug, 2024, "The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-102, Nov, DOI: 10.33119/kaewps2024102.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024, "UK productivity: the long and the short of it," Working Papers, The University of Sheffield, Department of Economics, number 2024005, Jun.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2024, "Robust dynamic space–time panel data models using ε $$ \varepsilon $$ -contamination: an application to crop yields and climate change," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_2.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 108, issue 3, pages 577-609, September, DOI: 10.1007/s10182-023-00489-5.
• Emmanuel Mamatzakis & Pankaj C. Patel & Mike G. Tsionas, 2024, "A Bayesian learning model of hedge fund performance," Annals of Operations Research, Springer, volume 333, issue 1, pages 201-238, February, DOI: 10.1007/s10479-023-05667-x.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024, "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, volume 334, issue 1, pages 919-939, March, DOI: 10.1007/s10479-023-05165-0.
• I Gede Nyoman Mindra Jaya & Henk Folmer & Johan Lundberg, 2024, "A joint Bayesian spatiotemporal risk prediction model of COVID-19 incidence, IC admission, and death with application to Sweden," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 1, pages 107-140, January, DOI: 10.1007/s00168-022-01191-1.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024, "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, volume 66, issue 1, pages 279-299, January, DOI: 10.1007/s00181-023-02457-z.
• Rogelio Mercado & Victor Pontines, 2024, "Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach," Empirical Economics, Springer, volume 67, issue 2, pages 609-654, August, DOI: 10.1007/s00181-024-02559-2.
• Ali Keshavarzi & Shokooh Mahmoodi & Hamid Reza Horry, 2024, "Investigating the economic and environmental effects of a pandemic and its policy responses: a Bayesian dynamic stochastic general equilibrium model," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 11, pages 29269-29292, November, DOI: 10.1007/s10668-023-03864-z.
• Mario Cesare Nurchis & Francesca Clementina Radio & Luca Salmasi & Aurora Heidar Alizadeh & Gian Marco Raspolini & Gerardo Altamura & Marco Tartaglia & Bruno Dallapiccola & Gianfranco Damiani, 2024, "Bayesian cost-effectiveness analysis of Whole genome sequencing versus Whole exome sequencing in a pediatric population with suspected genetic disorders," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 25, issue 6, pages 999-1011, August, DOI: 10.1007/s10198-023-01644-0.
• Antonio Arbelo & Marta Arbelo-Pérez & Pilar Pérez-Gómez, 2024, "Internationalization and individual firm performance: a resource-based view," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 881-915, December, DOI: 10.1007/s40821-024-00276-5.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024, "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-29, December, DOI: 10.1186/s40854-024-00651-1.
• Saidul Islam, 2024, "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, volume 59, issue 1, pages 249-283, June, DOI: 10.1007/s41775-024-00216-0.
• Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese, 2024, "Predicting Tail-Risks for the Italian Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 339-366, November, DOI: 10.1007/s41549-025-00106-1.
• Maximo Camacho & Emilio Congregado & Ana Rodriguez-Santiago, 2024, "An inquiry into the drivers of an entrepreneurial economy: A Bayesian clustering approach," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 991-1012, December, DOI: 10.1007/s00191-024-00863-9.
• Sumonkanti Das & Syed Abul Basher & Bernard Baffour & Penny Godwin & Alice Richardson & Salim Rashid, 2024, "Improved estimates of child malnutrition trends in Bangladesh using remote-sensed data," Journal of Population Economics, Springer;European Society for Population Economics, volume 37, issue 4, pages 1-37, December, DOI: 10.1007/s00148-024-01043-6.
• Hicham El Ouazzani & Hicham Ouakil & Abdelhamid Moustabchir, 2024, "Monetary Policy and Unemployment in Morocco: A DSGE Model Approach with Labor Market Frictions and Nash Wage Bargaining," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 4, pages 823-850, December, DOI: 10.1007/s40953-024-00415-9.
• Carla Curado & Mírian Oliveira & Dara G. Schniederjans & Eduardo Kunzel Teixeira, 2024, "Control variable use and reporting in operations management: a systematic literature review and revisit," Management Review Quarterly, Springer, volume 74, issue 3, pages 1809-1839, September, DOI: 10.1007/s11301-023-00348-2.
• Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024, "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 3, pages 2087-2101, June, DOI: 10.1007/s11135-023-01731-7.
• Peter Mueller & Fernando Andrés Quintana & Garritt L. Page, 2024, "Regression with Variable Dimension Covariates," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 86, issue 1, pages 185-198, November, DOI: 10.1007/s13171-023-00329-3.
• Carlos Gayán-Navarro & Marcos Sanso-Navarro, 2024, "Long-run inequality persistence in the U.S., 1870–2019," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 1, pages 261-281, March, DOI: 10.1007/s11205-024-03309-8.
• Carlotta Montorsi & Chiara Gigliarano, 2024, "Spatial Comprehensive Well-Being Composite Indicators Based on Bayesian Latent Factor Model: Evidence from Italian Provinces," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 175, issue 2, pages 347-383, November, DOI: 10.1007/s11205-023-03285-5.
• Jean-Pierre Florens & Jean-François Richard & Jean-Marie Rolin, 2024, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative," Springer Books, Springer, chapter 0, in: Jean-Pierre Florens & Michel Mouchart, "Nonparametric Bayesian Inference", DOI: 10.1007/978-3-031-61329-6_7.
• Alexandre Dmitriev, 2024, "On determinants of national suicide rates: evidence from Bayesian model averaging," Applied Economics, Taylor & Francis Journals, volume 56, issue 59, pages 8838-8845, December, DOI: 10.1080/00036846.2023.2294272.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1302-1317, October, DOI: 10.1080/07350015.2024.2310020.
• Giovanni Di Bartolomeo & Carolina Serpieri, 2024, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 183, Jun.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-056/III, Sep.
• Léo TAILLANDIER, 2024, "La mobilité cyclable dans le périurbain de Nantes et de Toulouse : une modélisation multi-niveau," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 59, pages 55-77.
• Thabang NDLOVU & Nozibusiso Mavuso NDLOVU, 2024, "The Dynamic Linkages among Gold Prices, Stock Prices, the Exchange Rate and Interest Rate in South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 35-56, DOI: 10.1991/jefa.v8i1.a65.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2024, "Heterogeneity and Aggregate Fluctuations," Journal of Political Economy, University of Chicago Press, volume 132, issue 12, pages 4021-4067, DOI: 10.1086/731411.
• Matías Faggetti, 2024, "School choice y segregación educativa en Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0424, May.
• Ivan Mendieta-Muñoz, 2024, "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2024_01.
• Bodganand, Dima & Canepa, Alessandra, 2024, "Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202421, Dec.
• Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024, "Four Stylized Facts About Covid‐19," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 3-42, February, DOI: 10.1111/iere.12660.
• Didier Nibbering, 2024, "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 481-497, April, DOI: 10.1002/jae.3034.
• Hilde C. Bjørnland & Julia Skretting, 2024, "The shale oil boom and the US economy: Spillovers and time‐varying effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1000-1020, September, DOI: 10.1002/jae.3059.
• Florian Huber & Gary Koop, 2024, "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1301-1320, November, DOI: 10.1002/jae.3087.
• Peter McAdam & Anders Warne, 2024, "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1153-1172, August, DOI: 10.1002/for.3068.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 769-804, June, DOI: 10.1111/jmcb.13057.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024, "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1499.