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)

• Yang Fuyu & Leon-Gonzalez Roberto, 2010, "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-38, September, DOI: 10.2202/1558-3708.1766.
• Bernardi Mauro & Della Corte Giuseppe & Proietti Tommaso, 2011, "Extracting the Cyclical Component in Hours Worked," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-28, May, DOI: 10.2202/1558-3708.1818.
• Billio Monica & Casarin Roberto, 2011, "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-32, September, DOI: 10.2202/1558-3708.1856.
• Carter Richard A. L. & Zellner Arnold, 2004, "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-44, March, DOI: 10.2202/1558-3708.1132.
• Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1211.
• Goldman Elena & Tsurumi Hiroki, 2005, "Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-38, June, DOI: 10.2202/1558-3708.1166.
• Li Mingliang & Tobias Justin, 2005, "Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1271.
• Jiri Panos & Petr Polak, 2019, "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/9, Dec.
• Michael Louis George, 2008, "Log Cycle Time as a Predictor of Cost Reduction," Working Papers, Institute of Business Entropy, number 0605, Jun.
• Francesco Bianchi & Cosmin Ilut, 2017, "Monetary/Fiscal Policy Mix and Agent's Beliefs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 26, pages 113-139, October, DOI: 10.1016/j.red.2017.02.011.
• Aydan Dogan, 2019, "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 34, pages 202-220, October, DOI: 10.1016/j.red.2019.03.012.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Monetary Policy and Macroeconomic Stability Revisited," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 255-274, July, DOI: 10.1016/j.red.2020.03.001.
• Thomas Lubik & Christian Matthes & Elmar Mertens, 2023, "Indeterminacy and Imperfect Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 37-57, July, DOI: 10.1016/j.red.2022.09.003.
• Zhao Han & Xiaohan Ma & Ruoyun Mao, 2023, "The Role of Dispersed Information in Inflation and Inflation Expectations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 72-106, April, DOI: 10.1016/j.red.2022.04.001.
• Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023, "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 506-520, December, DOI: 10.1016/j.red.2023.05.003.