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

• 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.
• Erlan Konebayev, 2023, "Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR," International Economic Journal, Taylor & Francis Journals, volume 37, issue 1, pages 39-70, January, DOI: 10.1080/10168737.2023.2170443.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023, "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 523-537, April, DOI: 10.1080/07350015.2022.2039159.
• Joshua C. C. Chan, 2023, "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 890-905, July, DOI: 10.1080/07350015.2022.2080683.
• Dongho Song & Jenny Tang, 2023, "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 968-982, July, DOI: 10.1080/07350015.2022.2097912.
• Erlan Konebayev, 2023, "Estimation of a small open economy DSGE model for Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, volume 35, issue 7, pages 670-707, October, DOI: 10.1080/14631377.2023.2214753.
• Stuart Donovan & Thomas de Graaff & Henri L.F. de Groot & Aaron Schiff, 2023, "An urban overhead? Crime, agglomeration, and amenity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-024/VIII, Apr.
• Jamie Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023, "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-038/III, Jun.
• Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk, 2023, "BayesMultiMode: Bayesian Mode Inference in R," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-041/III, Jul.
• Bowen Fu, Ivan Mendieta-Muñoz, 2023, "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2023_04.
• Akbulut Nesrin & Ari Yakup, 2023, "TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 1-23, December, DOI: 10.2478/foli-2023-0016.
• Izadi Hamid Reza, 2023, "The Role of Internalization of Discount Factor on Households’ Behavior Using DSGE Model," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 33, issue 1, pages 74-87, March, DOI: 10.2478/sues-2023-0004.
• Saraolu Ionascuti Anca-Adriana, 2023, "Intra and Inter Sectoral Risk Spread and Portfolio Risk Management: Case of S&P 500," Timisoara Journal of Economics and Business, Sciendo, volume 16, issue 2, pages 141-158, DOI: 10.2478/tjeb-2023-0008.
• Jesus Crespo Cuaresma & Oscar Fernandez, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp344, Jul.
• Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 344, Jul.
• Gary Koop & Dimitris Korobilis, 2023, "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 3, pages 1047-1074, August, DOI: 10.1111/iere.12623.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023, "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 3, pages 979-1022, August, DOI: 10.1111/iere.12619.
• Pär Österholm & Aubrey Poon, 2023, "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4707-4716, October, DOI: 10.1002/ijfe.2672.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023, "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 751-766, August, DOI: 10.1002/jae.2975.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Haroon Mumtaz & Katerina Petrova, 2023, "Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 2-3, pages 635-654, March, DOI: 10.1111/jmcb.12946.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023, "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, volume 14, issue 1, pages 117-159, January, DOI: 10.3982/QE1505.
• Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2023, "The origins and effects of macroeconomic uncertainty," Quantitative Economics, Econometric Society, volume 14, issue 3, pages 855-896, July, DOI: 10.3982/QE1979.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2023, "Demand estimation with infrequent purchases and small market sizes," Quantitative Economics, Econometric Society, volume 14, issue 4, pages 1251-1294, November, DOI: 10.3982/QE2147.
• Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023, "Behavioral learning equilibria in New Keynesian models," Quantitative Economics, Econometric Society, volume 14, issue 4, pages 1401-1445, November, DOI: 10.3982/QE1533.
• Kansho Piotr Otsubo, 2023, "The Effects Of Unconventional Monetary Policy In Japan: New Evidence From Time-Varying Parameter Var Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 02, pages 609-628, DOI: 10.1142/S0217590819500012.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Discussion Papers, Deutsche Bundesbank, number 25/2023.
• Tatar, Balint, 2023, "Has the reaction function of the European Central Bank changed over time?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 183.
• Dück, Alexander & Le, Anh H., 2023, "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 187.
• Le, Anh H., 2023, "Climate change and carbon policy: A story of optimal green macroprudential and capital flow management," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 191.
• Staffa, Ruben Marek & von Schweinitz, Gregor, 2023, "Fiscal policy under the eyes of wary bondholders," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 26/2023.
• Camehl, Annika & von Schweinitz, Gregor, 2026, "What explains international interest rate co-movement?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2023, revised 2026.
• Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023, "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 407, DOI: 10.2139/ssrn.4620913.
• Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023, "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277596.

2022

• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022, "Testing big data in a big crisis: Nowcasting under COVID-19," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-06, Aug.
• Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022, "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-10, Jul.
• Manabu Asai & Michael McAleer, 2022, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 103-123, January, DOI: 10.1007/s10614-020-10074-6.
• Francesco Bianchi & Lorenzo Mercuri & Edit Rroji, 2022, "Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 57-85, March, DOI: 10.1007/s11408-021-00387-3.
• Kamil Makieła & Błażej Mazur, 2022, "Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors," Journal of Productivity Analysis, Springer, volume 58, issue 1, pages 35-54, August, DOI: 10.1007/s11123-022-00639-y.
• Dorinth W. Dijk & David M. Geltner & Alex M. Minne, 2022, "The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 3, pages 327-360, April, DOI: 10.1007/s11146-020-09782-5.
• David Meenagh & Patrick Minford & Michael R. Wickens, 2022, "The Macroeconomic Controversy Over Price Rigidity — How to Resolve it and How Bayesian Estimation has Led us Astray," Open Economies Review, Springer, volume 33, issue 4, pages 617-630, September, DOI: 10.1007/s11079-021-09658-y.
• Sina Streicher, 2022, "RGAP: Output Gap Estimation in R," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-503, Jun, DOI: 10.3929/ethz-b-000552089.
• Paul Carrillo-Maldonado & Michalis Nikiforos, 2022, "Estimating a Time-Varying Distribution-Led Regime," Economics Working Paper Archive, Levy Economics Institute, number wp_1001, Feb.
• Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022, "Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 247, Feb.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022, "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 254, Dec.
• Bianca Barbaro & Giorgio Massari & Patrizio Tirelli, 2022, "Who killed business dynamism in the U.S.?," Working Papers, University of Milano-Bicocca, Department of Economics, number 494, Mar, revised Aug 2022.
• Giorgio Massari & Patrizio Tirelli, 2022, "Whither Liquidity Shocks?," Working Papers, University of Milano-Bicocca, Department of Economics, number 502, Aug.
• William Gatt & Germano Ruisi, 2022, "The spillover of euro area shocks to the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/03/2022.
• William Gatt, 2022, "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers, Central Bank of Malta, number WP/05/2022.
• Davis, John B., 2022, "Keynes's Treatise on Probability 100 Years Later: Small vs. large worlds and closed vs. open systems," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2022-02, Jan.
• Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska, 2022, "Subjective Expectations and Uncertainty," NBP Working Papers, Narodowy Bank Polski, number 345.
• Mariusz Kapuściński, 2022, "The short-term effects of changes in capital regulations in Poland," NBP Working Papers, Narodowy Bank Polski, number 350.
• Frederico Finan & Demian Pouzo, 2022, "Reinforcing RCTs with Multiple Priors while Learning about External Validity," NBER Working Papers, National Bureau of Economic Research, Inc, number 29756, Feb.
• David Childers & Jesús Fernández-Villaverde & Jesse Perla & Christopher Rackauckas & Peifan Wu, 2022, "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 30573, Oct.
• Joshua Angrist & Peter Hull & Christopher R. Walters, 2022, "Methods for Measuring School Effectiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 30803, Dec.
• Owen F. Davis, 2022, "Fundamental Uncertainty as Model Uncertainty," Working Papers, New School for Social Research, Department of Economics, number 2207, Apr.
• Dimitris Korobilis & Kenichi Shimizu, 2022, "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 11, issue 4, pages 230-354, June, DOI: 10.1561/0800000041.
• Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.
• Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022, "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model
  [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, volume 68, issue 1, pages 98-126.
• Young Min Kim & Kyu Ho Kang, 2022, "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters
  [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and Variance Shifts.”]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 391-436.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Juan Angel Garcia & Aubrey Poon, 2022, "Inflation trends in Asia: implications for central banks
  [Are Phillips curves useful for forecasting inflation?]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 671-700.
• Tovar Cuevas, José Rafael & Zúñiga Martínez, Claudia Lorena & Tovar Cuevas, Luis Miguel, 2022, "Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana
  [Factors associated with the entrepreneurship of returned Colombian migrants: a Bayesian approach]," 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 33, issue 1, pages 408-438, June, DOI: https://doi.org/10.46661/revmetodos.
• Cangrejo Esquivel, Álvaro Javier & Tovar Cuevas, José Rafael & García, Isabel Cristina & Manotas Duque, Diego Fernando, 2022, "Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes
  [Classical and Bayesian estimation of volatility in the Black-Scholes model]," 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 34, issue 1, pages 237-262, December , DOI: https://doi.org/10.46661/revmetodos.
• Nimonka Bayale & Brigitte Kanga Kouassi, 2022, "The Devil is in the Details: On the Robust Determinants of Development Aid in G5 Sahel Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 64, issue 4, pages 646-680, December, DOI: 10.1057/s41294-021-00182-z.
• Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022, "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 4, pages 668-697, December, DOI: 10.1057/s41308-022-00170-y.
• Sharada Nia Davidson, 2022, "Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 4, pages 773-807, December, DOI: 10.1057/s41308-022-00174-8.
• Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022, "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-507, DOI: 10.18800/2079-8474.0507.
• Gabriel Rodríguez & Renato Vassallo, 2022, "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-508, DOI: 10.18800/2079-8474.0508.
• Gabriel Rodríguez & Paulo Chávez, 2022, "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-509, DOI: 10.18800/2079-8474.0509.
• Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022, "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-510, DOI: 10.18800/2079-8474.0510.
• Li, Chenxing, 2022, "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper, University Library of Munich, Germany, number 112792, Mar.
• Barrie, Mohamed Samba & Jackson, Emerson Abraham, 2022, "Impact of Technological Shock on the Sierra Leone Economy: A Dynamic Stochastic General Equilibrium (DSGE) Approach," MPRA Paper, University Library of Munich, Germany, number 113636, May, revised 10 Jun 2022.
• Mountford, Andrew, 2022, "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper, University Library of Munich, Germany, number 114249, Aug.
• Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
• Lewis, Gabriel, 2022, "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper, University Library of Munich, Germany, number 116662, Dec.
• Fuertes, Ana-Maria & Zhao, Nan, 2022, "A Bayesian Perspective on Commodity Style Integration," MPRA Paper, University Library of Munich, Germany, number 117831, revised 2023.
• Sophio Togonidze & Evžen Kočenda, 2022, "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile," FFA Working Papers, Prague University of Economics and Business, number 4.005, Apr, revised 25 Apr 2022.
• Jakub Drahokoupil, 2022, "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers, Prague University of Economics and Business, number 4.006, Mar, revised 09 May 2022.
• Sophio Togonidze & Evžen Kočenda, 2022, "Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach," FFA Working Papers, Prague University of Economics and Business, number 4.009, May, revised 06 Sep 2022.
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• Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022, "Robust Empirical Bayes Confidence Intervals," Working Papers, Princeton University. Economics Department., number 2022-27, May.
• José R. Maria & Paulo Júlio, 2022, "Comparing estimated structural models of different complexities: What do we learn?," Working Papers, Banco de Portugal, Economics and Research Department, number w202205.
• Haroon Mumtaz & Michele Piffer, 2022, "Impulse response estimation via fexible local projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 938, Apr.
• Pérez Forero, Fernando, 2022, "Exchange Rate Volatility in LATAM: Common and Idiosyncratic Factors," Working Papers, Banco Central de Reserva del Perú, number 2022-001, May.
• Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022, "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers, Banco Central de Reserva del Perú, number 2022-011, Jul.
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• Thomas Lubik & Christian Matthes & Elmar Mertens, 2022, "Online Appendix to "Indeterminacy and Imperfect Information"," Online Appendices, Review of Economic Dynamics, number 20-377.
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• Zhao Han & Xiaohan Ma & Ruoyun Mao, 2022, "Code and data files for "The Role of Dispersed Information in Inflation and Inflation Expectations"," Computer Codes, Review of Economic Dynamics, number 20-423, revised .
• Yakup Arı, 2022, "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 5-26.
• Viktor Lapshin & Markov Anton, 2022, "MCMC-based credit rating aggregation algorithm to tackle data insufficiency," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 50-72.
• Anca Mihaela COPACIU & Alexandra HOROBET, 2022, "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 29-43, April.
• Cristina ANGHELESCU, 2022, "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-104, October.
• 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, volume 0, issue .
• Rogelio V. Mercado, Jr. & Victor Pontines, 2022, "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp47, Oct.
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• Jaeho Kim & Sora Chon, 2022, "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, volume 62, issue 2, pages 461-485, February, DOI: 10.1007/s00181-021-02024-4.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022, "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, volume 62, issue 3, pages 1345-1363, March, DOI: 10.1007/s00181-021-02060-0.
• Levent Kutlu & Robin C. Sickles & Mike G. Tsionas & Emmanuel Mamatzakis, 2022, "Heterogeneous decision-making and market power: an application to Eurozone banks," Empirical Economics, Springer, volume 63, issue 6, pages 3061-3092, December, DOI: 10.1007/s00181-022-02239-z.
• Levent Kutlu & Robin C. Sickles & Mike G. Tsionas & Emmanuel Mamatzakis, 2022, "Correction to: Heterogeneous decision-making and market power: an application to Eurozone banks," Empirical Economics, Springer, volume 63, issue 6, pages 3093-3093, December, DOI: 10.1007/s00181-022-02261-1.
• Anna Pajor & Justyna Wróblewska, 2022, "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 3, pages 427-448, September, DOI: 10.1007/s40822-022-00203-x.
• Alisher Tolepbergen, 2022, "The role of labor market structure and shocks for monetary policy in Kazakhstan," International Journal of Economic Policy Studies, Springer, volume 16, issue 1, pages 179-210, February, DOI: 10.1007/s42495-021-00073-2.
• Obsa Urgessa Ayana & Jima Degaga, 2022, "Effects of rural electrification on household welfare: a meta-regression analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 69, issue 2, pages 209-261, June, DOI: 10.1007/s12232-022-00391-7.
• Lydia Simon & Jost Adler, 2022, "Worth the effort? Comparison of different MCMC algorithms for estimating the Pareto/NBD model," Journal of Business Economics, Springer, volume 92, issue 4, pages 707-733, May, DOI: 10.1007/s11573-021-01057-6.
• Koki Kyo & Hideo Noda & Genshiro Kitagawa, 2022, "Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 1, pages 101-127, March, DOI: 10.1007/s41549-022-00067-9.
• Joshua C. Hall & Donald J. Lacombe & Amir Neto & James Young, 2022, "Bayesian Estimation of the Hierarchical SLX Model with an Application to Housing Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 360-373, April, DOI: 10.1007/s12197-021-09568-2.
• Ramis Khabibullin & Alexey Ponomarenko, 2022, "An empirical behavioral model of household’s deposit dollarization," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 827-847, July, DOI: 10.1007/s11403-022-00345-w.
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• Kien C. Tran & Mike G. Tsionas, 2022, "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 489-506, September, DOI: 10.1007/s40953-022-00300-3.
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• Inhwa Kim & Keith J. Gamble, 2022, "Too much or too little information: how unknown uncertainty fuels time inconsistency," SN Business & Economics, Springer, volume 2, issue 2, pages 1-33, February, DOI: 10.1007/s43546-021-00189-9.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 483-493, September, DOI: 10.9770/jesi.2022.10.1(27).
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• Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022, "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0522, Jun.
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• Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda, 2022, "Selective Attention in Exchange Rate Forecasting," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 210-229, May, DOI: 10.1080/15427560.2020.1865355.
• Mengheng Li & Marcel Scharth, 2022, "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 285-301, January, DOI: 10.1080/07350015.2020.1806853.
• Yiu Lim Lui & Weilin Xiao & Jun Yu, 2022, "The Grid Bootstrap for Continuous Time Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1390-1402, June, DOI: 10.1080/07350015.2021.1930014.
• Lutz Kilian, 2022, "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1429-1433, October, DOI: 10.1080/07350015.2022.2102022.
• Rubén Loaiza-Maya & Didier Nibbering, 2022, "Scalable Bayesian Estimation in the Multinomial Probit Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1678-1690, October, DOI: 10.1080/07350015.2021.1961788.
• Wei Huang & Oliver Linton & Zheng Zhang, 2022, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1817-1830, October, DOI: 10.1080/07350015.2021.1981915.
• Young Min Kim & Seojin Lee, 2022, "Korean exchange rate forecasts using Bayesian variable selection," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 29, issue 4, pages 1045-1062, July, DOI: 10.1080/16081625.2019.1653777.
• Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022, "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, volume 25, issue 1, pages 1050-1080, December, DOI: 10.1080/15140326.2022.2094668.
• Nguyen, BH & Zhang, Bo, 2022, "Forecasting oil Prices: can large BVARs help?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2022-04.
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• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 686-704, October, DOI: 10.1162/rest_a_00974.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022, "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 828-844, October, DOI: 10.1162/rest_a_00977.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1301, Feb.
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• Sulejmani Artan & Tevdovski Dragan, 2022, "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 1-13, June, DOI: 10.2478/jeb-2022-0001.
• Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska, 2022, "Subjective Expectations and Uncertainty," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-10.
• Castaing,Pauline & Gazeaud,Jules, 2022, "Do Index Insurance Programs Live Up to Their Promises ? Aggregating Evidence from Multiple Experiments," Policy Research Working Paper Series, The World Bank, number 10161, Sep.
• Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022, "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, volume 90, issue 6, pages 2567-2602, November, DOI: 10.3982/ECTA18597.
• Malin Gardberg & Lorenzo Pozzi, 2022, "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 161-186, January, DOI: 10.1002/jae.2870.
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• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022, "An automated prior robustness analysis in Bayesian model comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 3, pages 583-602, April, DOI: 10.1002/jae.2889.
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• Na Guo & Bo Zhang & Jamie L. Cross, 2022, "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 316-330, March, DOI: 10.1002/for.2814.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
• Martin Mandler & Michael Scharnagl & Ute Volz, 2022, "Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 627-649, March, DOI: 10.1111/jmcb.12859.
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• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1637-1671, September, DOI: 10.1111/jmcb.12908.
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• Jinshun Wu & Taps Maiti, 2022, "A Frequency-Domain Analysis Of Medium-Scale Dsge Models," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 06, pages 1951-1986, December, DOI: 10.1142/S0217590822500229.
• Chen Zhang & Ying Fang & Linlin Niu, 2022, "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2022-08-24, Aug.
• Nyholm, Juho & Silvo, Aino, 2022, "A model for predicting Finnish household loan stocks," BoF Economics Review, Bank of Finland, number 4/2022.
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• Christian Gourieroux & Joann Jasiak, 2022, "Long Run Predictions," Annals of Economics and Statistics, GENES, issue 145, pages 75-90, DOI: https://doi.org/10.2307/48655902.
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• Beverly, Joshua P. & Neill, Clinton L. & Stewart, Shamar, 2022, "The Dynamics of Labor Force Participation: All Quiet on the Appalachian Front?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322258, Aug, DOI: 10.22004/ag.econ.322258.
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