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)

2023

• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023, "Robust dynamic space-time panel data models using ε-contamination: An application to crop yields and climate change," CIRANO Working Papers, CIRANO, number 2023s-01, Jan.
• Noémie Berlin & Jan Dul & Marco Gazel & Louis Lévy-Garboua & Todd Lubart, 2023, "Creative Cognition as a Bandit Problem," CIRANO Working Papers, CIRANO, number 2023s-11, May.
• Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18033, Mar.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023, "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18244, Jun.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18271, Jul.
• Acharya, Sushant & Chen, William & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023, "Estimating HANK for Central Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18407, Aug.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023, "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18549, Oct.
• Moon, Hyungsik Roger & Schorfheide, Frank & Zhang, Boyuan, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18560, Oct.
• Sovinsky, Michelle & Jacobi, Liana & Allocca, Alessandra & Sun, Tao, 2023, "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18693, Dec.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers, Center for Research in Economics and Statistics, number 2023-04, Feb.
• Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023, "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2023014, Jul.
• Michael Sampson, 2023, "Learning About New Eras," Annals of Economics and Finance, Society for AEF, volume 24, issue 1, pages 1-12, May.
• Pfarrhofer, Michael, 2023, "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 3, pages 770-793, April.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
• Masako Ikefuji & Jan Magnus & Andrey Vasnev, 2023, "The role of data and priors in estimating climate sensitivity," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1217, Nov.
• Battistini, Niccolò & Neves, Pedro, 2023, "The drivers of recent developments in business activity expectations across sectors," Economic Bulletin Boxes, European Central Bank, volume 7.
• Warne, Anders, 2023, "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series, European Central Bank, number 2768, Jan.
• Manganelli, Simone, 2023, "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series, European Central Bank, number 2786, Feb.
• Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023, "Underlying inflation and asymmetric risks," Working Paper Series, European Central Bank, number 2848, Oct.
• Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023, "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series, European Central Bank, number 2849, Oct.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Testing policy effectiveness during COVID-19: An NK-DSGE analysis," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101577.
• Follett, Lendie & Henderson, Heath, 2023, "A hybrid approach to targeting social assistance," Journal of Development Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jdeveco.2022.103002.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Fu, Bowen, 2023, "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2023.104606.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 975-994, DOI: 10.1016/j.eap.2023.04.019.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• Higgins, C. Richard, 2023, "Risk and Uncertainty: The Role of Financial Frictions," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106138.
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106160.
• Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023, "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106302.
• Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023, "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106381.
• Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023, "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106423.
• Guironnet, Jean-Pascal, 2023, "Competitive intensity and industry performance of professional sports," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106441.
• Boonman, Tjeerd M., 2023, "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106440.
• Wen Chang, Hao & Chang, Tsangyao, 2023, "How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101879.
• Doğan, Osman, 2023, "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110978.
• Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
• Wu, Ping & Koop, Gary, 2023, "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111247.
• Huang, Zhenxing & Li, Wengang & Yang, Jia, 2023, "Belief updating under ambiguity: A numerical simulation analysis," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111359.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 52-69, DOI: 10.1016/j.jeconom.2020.11.006.
• Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios, 2023, "Scalable inference for a full multivariate stochastic volatility model," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 501-520, DOI: 10.1016/j.jeconom.2021.09.013.
• Li, Yong & Wang, Nianling & Yu, Jun, 2023, "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 28-52, DOI: 10.1016/j.jeconom.2021.11.009.
• Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie, 2023, "The effects of training incidence and planned training duration on labor market transitions," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 256-279, DOI: 10.1016/j.jeconom.2022.03.004.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023, "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1054-1086, DOI: 10.1016/j.jeconom.2022.04.013.
• Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023, "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.005.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
• Herranz, Moisés Meroño & Turino, Francesco, 2023, "Tax evasion, fiscal policy and public debt: Evidence from Spain," Economic Systems, Elsevier, volume 47, issue 3, DOI: 10.1016/j.ecosys.2023.101121.
• Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023, "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104254.
• Miescu, Mirela S., 2023, "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104437.
• Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023, "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104556.
• Fuhrer, Adrian & Hock, Thorsten, 2023, "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 251-275, DOI: 10.1016/j.jempfin.2023.03.009.
• Ringwald, Leopold & Zörner, Thomas O., 2023, "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 293-333, DOI: 10.1016/j.jempfin.2023.07.002.
• Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023, "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106884.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023, "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103913.
• Zribi, Wissal & Boufateh, Talel & Guesmi, Khaled, 2023, "Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104584.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
• Kohns, David & Bhattacharjee, Arnab, 2023, "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1384-1412, DOI: 10.1016/j.ijforecast.2022.05.002.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023, "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1548-1563, DOI: 10.1016/j.ijforecast.2022.10.005.
• Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023, "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102760.
• Hüpper, Florian & Kempa, Bernd, 2023, "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103497.
• Meggiorini, Greta, 2023, "Behavioral New Keynesian Models: An empirical assessment," Journal of Macroeconomics, Elsevier, volume 77, issue C, DOI: 10.1016/j.jmacro.2023.103538.
• Dimiski, Anastasia, 2023, "How does pre-school attendance affect school performance? An application of Gini-BMA methodology on PISA 2018 dataset," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00321.
• Ghaemi Asl, Mahdi & Raheem, Ibrahim D. & Rashidi, Muhammad Mahdi, 2023, "Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104186.
• Fernandes, Marcos R., 2023, "Confirmation bias in social networks," Mathematical Social Sciences, Elsevier, volume 123, issue C, pages 59-76, DOI: 10.1016/j.mathsocsci.2023.02.007.
• Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023, "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, volume 134, issue C, pages 86-117, DOI: 10.1016/j.jmoneco.2022.11.009.
• Nasir, Muhammad Ali & Morgan, Jamie, 2023, "Paradox of stationarity? A policy target dilemma for policymakers," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 142-145, DOI: 10.1016/j.qref.2020.05.007.
• Bampinas, Georgios & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2023, "Oil shocks and investor attention," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 68-81, DOI: 10.1016/j.qref.2022.11.006.
• De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023, "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 278-294, DOI: 10.1016/j.qref.2023.01.010.
• Li, Shaoyu & Zhu, Chunhui & Shang, Yuhuang, 2023, "Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 170-185, DOI: 10.1016/j.qref.2022.10.011.
• Koirala, Niraj P. & Nyiwul, Linus, 2023, "Inflation volatility: A Bayesian approach," Research in Economics, Elsevier, volume 77, issue 1, pages 185-201, DOI: 10.1016/j.rie.2023.01.003.
• Beqiraj, Elton & Tancioni, Massimiliano, 2023, "Subsidizing new jobs in the Euro-zone periphery," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 380-401, DOI: 10.1016/j.iref.2023.03.018.
• Ballester, Laura & López, Jesúa & Pavía, Jose M., 2023, "European systemic credit risk transmission using Bayesian networks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101914.
• Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel, 2023, "Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models," Structural Change and Economic Dynamics, Elsevier, volume 64, issue C, pages 314-332, DOI: 10.1016/j.strueco.2023.01.005.
• Sakariyahu, Rilwan & Lawal, Rodiat & Etudaiye-Muhtar, Oyebola Fatima & Ajide, Folorunsho Monsuru, 2023, "Reflections on COP27: How do technological innovations and economic freedom affect environmental quality in Africa?," Technological Forecasting and Social Change, Elsevier, volume 195, issue C, DOI: 10.1016/j.techfore.2023.122782.
• Miguel Herculano & Punnoose Jacob, 2023, "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-42, Aug.
• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Inflation Expectations: Dynamics and Effects for South America," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 3-24, June.
• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Expectativas de inflacion: Dinámica y efectos para América del Sur," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 7-50, Junio.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Chapters, Edward Elgar Publishing, chapter 44, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
• Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023, "The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 191, Jul.
• Theodor Petrik & Martin Plajner, 2023, "Concurrent Business and Distribution Strategy Planning Using Bayesian Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/3, Feb, revised Feb 2023.
• Evzen Kocenda & Shivendra Rai, 2023, "Drivers of Private Equity Activity across Europe: An East-West Comparison," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/14, May, revised May 2023.
• Daniele Valenti & Danilo Bertoni & Daniele Cavicchioli & Alessandro Olper, 2023, "Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2023.21, Oct.
• Francesco Ravazzolo & Luca Rossini, 2023, "Is the Price Cap for Gas Useful? Evidence from European Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2023.23, Oct.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023, "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-13, Sep, DOI: 10.29338/wp2023-13.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 23-05, Jan, DOI: 10.26509/frbc-wp-202305.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers, Federal Reserve Bank of Cleveland, number 23-30, Nov, DOI: 10.26509/frbc-wp-202330.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
• Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-015, Apr, DOI: 10.17016/FEDS.2023.015.
• Sushant Acharya & William Chen & Marco Del Negro & Keshav Dogra & Aidan Gleich & Shlok Goyal & Donggyu Lee & Ethan Matlin & Reca Sarfati & Sikata Sengupta, 2023, "Estimating HANK for Central Banks," Staff Reports, Federal Reserve Bank of New York, number 1071, Aug, DOI: 10.59576/sr.1071.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2023, "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
• Gan-Ochir Doojav & Munkhbayar Gantumur, 2023, "An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2023, Apr.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Business School - Economics, University of Glasgow, number 2023_07, May.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2023, "A Bayesian approach for the determinants of bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2302.
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2023, "Using machine learning to predict nosocomial infections and medical accidents in a NICU," Post-Print, HAL, number hal-04103625, DOI: 10.1007/s12553-022-00723-1.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04185645, DOI: 10.1515/snde-2022-0109.
• Jean-Pascal Guironnet, 2023, "Competitive intensity and industry performance of professional sports," Post-Print, HAL, number hal-04194807, DOI: 10.1016/j.econmod.2023.106441.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number hal-04347292, DOI: 10.4337/9781800883451.00059.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04356211, Jul, DOI: 10.1515/snde-2022-0109.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number halshs-04135764, Mar, DOI: 10.4337/9781800883451.00059.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2023, "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers, HAL, number halshs-04154345, Jul.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2023, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Working Papers, HAL, number hal-01463115, Sep, DOI: 10.1111/sjpe.12038.
• Mathias Silva, 2023, "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach
  [Working Papers / Documents de travail]," Working Papers, HAL, number hal-04066544, Apr.
• Mathias Silva, 2023, "Parametric models of income distributions integrating misreporting and non-response mechanisms," Working Papers, HAL, number hal-04093646, May.
• Mathias Silva & Michel Lubrano, 2023, "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," Working Papers, HAL, number hal-04231661, Aug.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2023, "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers, HAL, number halshs-04154345, Jul.
• Mariia Elkina, 2023, "Financial Frictions in a DSGE Model of Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 2, pages 159-195.
• Yan Rudakouski, 2023, "Comparing Forecasting Accuracy between BVAR and VAR Models for the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 4, pages 506-526.
• KANO, Takashi, 2023, "Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-128, Mar.
• KWON, Heeeun & HWANG, Beom Seuk, 2023, "Do Spatial Characteristics Affect Housing Prices in Korea? : Evidence from Bayesian Spatial Models," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 64, issue 2, pages 109-124, December, DOI: 10.15057/hje.2023006.
• Masagus M. Ridhwan & Dionisius A. Narjoko & Krisna Gupta, 2023, "The Assessment Of Competition, Markup, And Price Determination In The Indonesian Food And Beverage Industry," Working Papers, Bank Indonesia, number WP/03/2023.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series, Institute of Economic Research, Korea University, number 2301.
• Akbobek Akhmedyarova, 2023, "Housing Market Dynamics in Kazakhstan: An Estimated DSGE Model," International Real Estate Review, Global Social Science Institute, volume 26, issue 3, pages 422-464.
• Francisco Gomes Pereira, 2023, "Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0259, Jan.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2023, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 69-111, January, DOI: 10.1007/s10614-021-10200-y.
• Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023, "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 4, pages 1637-1664, April, DOI: 10.1007/s10614-022-10255-5.
• Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2023, "Behavioral welfare economics and risk preferences: a Bayesian approach," Experimental Economics, Springer;Economic Science Association, volume 26, issue 2, pages 273-303, April, DOI: 10.1007/s10683-022-09751-0.
• Gan-Ochir Doojav & Munkhbayar Gantumur, 2023, "An estimated model of a commodity-exporting economy for the integrated policy framework: evidence from Mongolia," International Economics and Economic Policy, Springer, volume 20, issue 4, pages 651-708, October, DOI: 10.1007/s10368-023-00571-y.
• Rouven E. Haschka & Helmut Herwartz & Clara Silva Coelho & Yabibal M. Walle, 2023, "The impact of local financial development and corruption control on firm efficiency in Vietnam: evidence from a geoadditive stochastic frontier analysis," Journal of Productivity Analysis, Springer, volume 60, issue 2, pages 203-226, October, DOI: 10.1007/s11123-023-00694-z.
• Renato Frey & Shannon M. Duncan & Elke U. Weber, 2023, "Towards a typology of risk preference: Four risk profiles describe two-thirds of individuals in a large sample of the U.S. population," Journal of Risk and Uncertainty, Springer, volume 66, issue 1, pages 1-17, February, DOI: 10.1007/s11166-022-09398-5.
• Adam N. Smith & Jim E. Griffin, 2023, "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, volume 21, issue 1, pages 95-146, March, DOI: 10.1007/s11129-022-09260-7.
• Theodore Panagiotidis & Georgios Papapanagiotou & Thanasis Stengos, 2023, "A Bayesian approach for the determinants of bitcoin returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_05, May, revised May 2023.
• No mi Berlin & Jan Dul & Marco Gazel & Louis Lévy-Garboua & Todd Lubart, 2023, "Creative Cognition as a Bandit Problem," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 23002, Jan.
• Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023, "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/23.
• Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2023, "ABC-based Forecasting in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/23.
• Didier Nibbering, 2023, "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/23.
• Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023, "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research, National Bank of Belgium, number 435, Mar.
• Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2023, "Application of the Bayesian approach in loss given default modelling," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 6, pages 625-650.
• Karol Szafranek & Grzegorz Szafrański & Agnieszka Leszczyńska-Paczesna, 2023, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," NBP Working Papers, Narodowy Bank Polski, number 357.
• Sarah Moshary & Bradley Shapiro & Sara Drango, 2023, "Preferences for Firearms and Their Implications for Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 30934, Feb.
• Simon Smith & Allan Timmermann & Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31153, Apr.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Hamid Reza Izadi, 2023, "Measuring the Effects of Risk Aversion Change on Households’ Performance Using Endogenous Discount Factor Model," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 374-383, June.
• Patrick Kline & Evan K Rose & Christopher R Walters, 2023, "Systemic Discrimination Among Large U.S. Employers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 4, pages 1963-2036.
• Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023, "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 615-652.
• Alexander Meléndez Holguín & Gabriel Rodríguez, 2023, "Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2023-516, DOI: 10.18800/2079-8474.0516.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 23-017, Oct.
• Boonman, Tjeerd, 2023, "Have drivers of portfolio capital flows changed since the Global Financial Crisis?," MPRA Paper, University Library of Munich, Germany, number 116507, Jan.
• Karamanis, Dimitrios & Kechrinioti, Alexandra, 2023, "The Greek-Turkish rivalry: A Bayesian VAR approach," MPRA Paper, University Library of Munich, Germany, number 116827, Mar.
• Alvarez, Luis Antonio, 2023, "Approximate Bayesian Computation for Partially Identified Models," MPRA Paper, University Library of Munich, Germany, number 117339, Mar.
• Bournakis, Ioannis & Tsionas, Mike G., 2023, "A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax," MPRA Paper, University Library of Munich, Germany, number 118100, Jul.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper, University Library of Munich, Germany, number 118459, Sep.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2023, "Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia," MPRA Paper, University Library of Munich, Germany, number 119132, Nov, revised 10 Nov 2023.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
• Borooah, Vani, 2023, "Adjudication in Cricket," MPRA Paper, University Library of Munich, Germany, number 123268, Oct.
• Dejan Živkov & Jasmina Đurašković & Sanja Ljubenović, 2023, "Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 3, pages 319-341, DOI: 10.18267/j.polek.1390.
• José R. Maria & Paulo Júlio, 2023, "Trends and cycles during the COVID-19 pandemic period," Working Papers, Banco de Portugal, Economics and Research Department, number w202311.
• Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023, "Modelo de Proyección Trimestral: Una Actualización Hasta 2019," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
• Lahura, Erick & Vega, Marco, 2023, "Estimation and assessment of measures of the natural rate of interest: Evidence from Latin American economies with inflation targeting," Working Papers, Banco Central de Reserva del Perú, number 2023-014, Dec.
• Michelle Sovinsky & Liana Jacobi & Alessandra Allocca & Tao Sun, 2023, "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 487, Dec.
• Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023, "Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"," Computer Codes, Review of Economic Dynamics, number 22-126, revised .
• Puonti, Päivi, 2023, "Effective Fiscal Policy in an Aging Economy: Evidence from a BVAR Analysis," ETLA Working Papers, The Research Institute of the Finnish Economy, number 110, Dec.
• Inyong Shin, 2023, "Changes in Time Preference Caused by the COVID-19 Pandemic," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 3, pages 179-211, DOI: 10.11644/KIEP.EAER.2023.27.3.422.
• Samaneh Shykhli & Ali Nasiriaghdam & Hamid Amadeh & Hossein Dorodian, 2023, "Modelling of Banking Crisis Forecasting in Iran by BMA," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 4, pages 1-36.
• Parisa Aghania & Hassan Heydari & Shahab Jahangiri, 2023, "Investigating the Impact of Monetary Policy Shocks on Economic Growth and Inflation in the Iranian Economy: Empirical Evidence Based on the TVP-TVP-SFAVAR-SV Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 4, pages 61-96.
• Daniel Traian PELE & Alexandra Ioana CONDA & Raul Cristian BAG & Miruna MAZURENCU-MARINESCU-PELE & Vasile Alecsandru STRAT, 2023, "Financial Risk Meter for The Romanian Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-24, March.
• Hao Wen CHANG & Tsangyao CHANG & Yang-Cheng LU, 2023, "Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 21-35, June.
• Agnieszka Rabiej & Dominika Sikora & Andrzej Torój, 2023, "How regional business cycles diffuse across space and time: evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-082, Jan.
• Marcos Ross Fernandes, 2023, "Confirmation Bias in Social Networks," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_02, Jan.
• Christoph Hanck & Martin C. Arnold, 2023, "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 1, pages 177-204, March, DOI: 10.1007/s10182-021-00420-w.
• Mike G. Tsionas & Dionisis Philippas, 2023, "Measures of global sensitivity in linear programming: applications in banking sector," Annals of Operations Research, Springer, volume 330, issue 1, pages 585-607, November, DOI: 10.1007/s10479-021-03980-x.
• Tak Kuen Siu, 2023, "Bayesian nonlinear expectation for time series modelling and its application to Bitcoin," Empirical Economics, Springer, volume 64, issue 1, pages 505-537, January, DOI: 10.1007/s00181-022-02255-z.
• David Finck & Paul Rudel, 2023, "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, volume 64, issue 4, pages 1559-1597, April, DOI: 10.1007/s00181-022-02291-9.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023, "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, volume 64, issue 5, pages 2183-2213, May, DOI: 10.1007/s00181-022-02309-2.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023, "Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change," Empirical Economics, Springer, volume 64, issue 6, pages 2475-2509, June, DOI: 10.1007/s00181-022-02348-9.
• Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023, "Big data forecasting of South African inflation," Empirical Economics, Springer, volume 65, issue 1, pages 149-188, July, DOI: 10.1007/s00181-022-02329-y.
• Hülya Saygılı & Aysun Türkvatan, 2023, "Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors," Empirical Economics, Springer, volume 65, issue 2, pages 973-1006, August, DOI: 10.1007/s00181-023-02364-3.
• Bogdan Muraraşu & Cristina Anghelescu & Robert Adrian Grecu, 2023, "Assessing fiscal multipliers in times of crisis: evidence from selected CEE countries," Empirical Economics, Springer, volume 65, issue 4, pages 1627-1654, October, DOI: 10.1007/s00181-023-02407-9.
• Florian Eckert & Nina Mühlebach, 2023, "Global and local components of output gaps," Empirical Economics, Springer, volume 65, issue 5, pages 2301-2331, November, DOI: 10.1007/s00181-023-02419-5.
• Josh Beverly & Shamar L. Stewart & Clinton L. Neill, 2023, "The dynamics of labor force participation: Is all quiet on the Appalachian front?," Empirical Economics, Springer, volume 65, issue 6, pages 2867-2898, December, DOI: 10.1007/s00181-023-02447-1.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2023, "Uncovering time variation in public expenditure multipliers: new evidence," Indian Economic Review, Springer, volume 58, issue 2, pages 445-483, September, DOI: 10.1007/s41775-023-00175-y.
• Omar Chafik, 2023, "Monetary Policy in Oil Exporting Countries with Fixed Exchange Rate and Open Capital Account: Expectations Matter," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 1, pages 1-22, March, DOI: 10.1007/s41549-022-00073-x.
• Koki Kyo & Genshiro Kitagawa, 2023, "A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 373-397, November, DOI: 10.1007/s41549-023-00089-x.
• Mourad belkahla, 2023, "Focusing on determinants of Tunisian middle class: a spatial approach," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-28, December, DOI: 10.1007/s43071-023-00040-3.
• Vitor Dias Rocio & Márcio Poletti Laurini, 2023, "Bayesian spatio-temporal modeling of real estate launch prices," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-47, December, DOI: 10.1007/s43071-023-00044-z.
• Juste Somé, 2023, "Oil Demand and Supply Shocks in Canada’s Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 21, issue 2, pages 363-394, June, DOI: 10.1007/s40953-023-00339-w.
• Yuheng Ling & Julie Gallo, 2023, "Bayesian spatial panel models: a flexible Kronecker error component approach," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-11, December, DOI: 10.1007/s12076-023-00362-8.
• Shikha Gupta & Nand Kumar, 2023, "Time varying dynamics of globalization effect in India," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 22, issue 1, pages 81-97, January, DOI: 10.1007/s10258-020-00190-4.
• Samuel F. Onipede & Nafiu A. Bashir & Jamaladeen Abubakar, 2023, "Small open economies and external shocks: an application of Bayesian global vector autoregression model," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 2, pages 1673-1699, April, DOI: 10.1007/s11135-022-01423-8.
• Matthias Breuer & Harm H. Schütt, 2023, "Accounting for uncertainty: an application of Bayesian methods to accruals models," Review of Accounting Studies, Springer, volume 28, issue 2, pages 726-768, June, DOI: 10.1007/s11142-021-09654-0.
• Krzysztof Rusek & Agnieszka Kleszcz & Albert Cabellos-Aparicio, 2023, "Bayesian inference of spatial and temporal relations in AI patents for EU countries," Scientometrics, Springer;Akadémiai Kiadó, volume 128, issue 6, pages 3313-3335, June, DOI: 10.1007/s11192-023-04699-1.
• Pami Dua, 2023, "Macroeconomic Modelling and Bayesian Methods," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_2.
• Pami Dua & Rajiv Ranjan & Deepika Goel, 2023, "Forecasting the INR/USD Exchange Rate: A BVAR Framework," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_8.
• Dante A. Urbina & Gabriel Rodríguez, 2023, "Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 1, pages 153-184, February, DOI: 10.1007/s10290-022-00460-7.
• Paulo Chávez & Gabriel Rodríguez, 2023, "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 2, pages 505-544, May, DOI: 10.1007/s10290-022-00474-1.
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023, "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0223, Mar.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023, "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1223, Oct.
• Paul Levine & Maryam Mirfatah & Joseph Pearlman & Stylianos Tsiaras, 2023, "Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1323, Nov.
• Ikefuji, Masako & Magnus, Jan R. & Vasnev, Andrey L., 2023, "The role of data and priors in estimating climate sensitivity," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2023-02, Nov.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023, "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 97-102, January, DOI: 10.1080/13504851.2021.1983127.
• Martin Burda & Remi Daviet, 2023, "Hamiltonian sequential Monte Carlo with application to consumer choice behavior," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 1, pages 54-77, January, DOI: 10.1080/07474938.2022.2140982.