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)

2024

• Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024, "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-16, June, DOI: 10.1142/S1793993324500133.
• Michaelis, Henrike, 2024, "Changes in the euro area interest rate pass-through," Discussion Papers, Deutsche Bundesbank, number 21/2024.
• Benchimol, Jonathan, 2024, "Central bank objectives, monetary policy rules, and limited information," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 80, pages 1-37.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330303, DOI: 10.2139/ssrn.4875922.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341169, DOI: 10.3929/ethz-b-000680422.
• Gaul, Johannes J. & Keusch, Florian & Rostam-Afschar, Davud & Simon, Thomas, 2024, "Invitation Messages for Business Surveys: A Multi-Armed Bandit Experiment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1540.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306605, DOI: 10.1007/s10182-023-00489-5.
• Wolf, Elias & Montes-Galdón, Carlos & Paredes, Joan, 2024, "Conditional density forecasting: a tempered importance sampling approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302442.
• Klein, Thilo, 2024, "Matching for Credit: Identifying information asymmetries in joint-liability lending," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-070.

2023

• 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.
• Noémi 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 & Rafael Wouters, 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, DOI: 10.33119/kaewps2023082.
• 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.
• 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.
• Giovanni Di Bartolomeo & Carolina Serpieri, 2023, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 168, Jul.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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.
• Ferdinand Ahiakpor & William G. Cantah & Edward Sennoga & Paul Mpuga, 2023, "Monetary Policy and Inflation in Ethiopia," The African Finance Journal, Africagrowth Institute, volume 25, issue 2, pages 46-61.
• Valenti, Daniele & Bertoni, Danilo & Cavicchioli, Davide & Olper, Alessandro, undated, "Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 338780, DOI: 10.22004/ag.econ.338780.
• Ravazzolo, Francesco & Rossini, Luca, undated, "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 338790, DOI: 10.22004/ag.econ.338790.
• Mathias Silva, 2023, "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2310, Apr.
• Mathias Silva, 2023, "Parametric models of income distributions integrating misreporting and non-response mechanisms," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2311, 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," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2320, Oct.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023, "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Apr.
• DI BARTOLOMEO, Giovanni & SERPIERI, Carolina, 2023, "Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2023004, Mar.
• Ignacio Galará, 2023, "A Measure of our Uncertainty: Households’ Inflation Expectation and Information Shocks," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 273, Sep.
• Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023, "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers, arXiv.org, number 2302.03172, Feb.
• Dimitris Korobilis & Maximilian Schroder, 2023, "Monitoring multicountry macroeconomic risk," Papers, arXiv.org, number 2305.09563, May.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers, arXiv.org, number 2305.16827, May.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023, "A Discrimination Report Card," Papers, arXiv.org, number 2306.13005, Jun.
• Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu, 2023, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Papers, arXiv.org, number 2306.14445, Jun.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers, arXiv.org, number 2310.13785, Oct, revised Feb 2024.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers, arXiv.org, number 2311.12671, Nov.
• Tommaso Tornese, 2023, "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23199.
• Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023, "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23200.
• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023, "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Temel Taskin & Franz Ulrich Ruch, 2023, "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers, Bank of Canada, number 23-37, Jun, DOI: 10.34989/swp-2023-37.
• Tony Chernis, 2023, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers, Bank of Canada, number 23-45, Aug, DOI: 10.34989/swp-2023-45.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers, Bank of Canada, number 23-61, Dec, DOI: 10.34989/swp-2023-61.
• Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers Series, Central Bank of Brazil, Research Department, number 581, May.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1, DOI: https://doi.org/10.53479/24995.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3, DOI: https://doi.org/10.53479/30649.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1, DOI: https://doi.org/10.53479/25119.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3, DOI: https://doi.org/10.53479/30733.
• Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023, "Underlying inflation and asymetric risks," Working Papers, Banco de España, number 2319, Jul, DOI: https://doi.org/10.53479/30849.
• Francesco Corsello & Alex Tagliabracci, 2023, "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 745, Feb.
• Martha López & Eduardo Sarmiento G., 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1243, Jun, DOI: 10.32468/be.1243.
• Camilo Granados & Daniel Parra-Amado, 2023, "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia, Banco de la Republica de Colombia, number 1249, Sep, DOI: 10.32468/be.1249.
• Ercüment DOĞRU, 2023, "Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 63-83, December, DOI: https://doi.org/10.33399/biibfad.13.
• Kirill Anikeev & Vadim Grishchenko, 2023, "Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 4, pages 126-144, December.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
• Joshua C.C. Chan & Rodney W. Strachan, 2023, "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 58-75, February, DOI: 10.1111/joes.12405.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
• Theis Ingerslev Jensen & Bryan Kelly & Lasse Heje Pedersen, 2023, "Is There a Replication Crisis in Finance?," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2465-2518, October, DOI: 10.1111/jofi.13249.
• Sune Karlsson & Pär Österholm, 2023, "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 1, pages 287-314, January, DOI: 10.1111/sjoe.12508.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Paper, Norges Bank, number 2023/9, Jun.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Probabilistic Quantile Factor Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2023, Aug.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2023, Aug.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023, "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2023, Jun.
• David Kohns & Galina Potjagailo, 2023, "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England Staff Working Paper series, Bank of England, number 1025, Jun.
• Sophia Lazaretou & George Palaiodimos, 2023, "An assessment of the impacts of inflation on Greek public finances: macroeconomic effects and policy implications," Economic Bulletin, Bank of Greece, issue 57, pages 7-24, July, DOI: 10.52903/econbull20235701.
• Zacharias Bragoudakis & Ioannis Krompas, 2023, "Greek GDP forecasting using Bayesian multivariate models," Working Papers, Bank of Greece, number 321, Jun, DOI: 10.52903/wp2023321.
• Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023, "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-13, Aug.
• Stephanie Ettmeier, 2023, "No Taxation Without Reallocation: The Distributional Effects of Tax Changes," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_436, Jun.
• Han Jong-Suk & Hur Joonyoung, 2023, "Effect of Monetary Policy on Government Spending Multiplier," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 57-93, January, DOI: 10.1515/bejm-2020-0229.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023, "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 27-48, January, DOI: 10.1515/jtse-2020-0021.
• Zheng Xiaobing & Xia Qiang & Liang Rubing, 2023, "Bayesian inference for order determination of double threshold variables autoregressive models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 567-587, September, DOI: 10.1515/snde-2020-0096.
• Tomas Micko & Alexander Karsay & Zuzana Mucka & Lucia Sramkova, 2023, "Closer to Finding Yeti," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2023, Aug.
• Amelie Luhede & Houda Yaqine & Reza Bahmanbijari & Michael Römer & Thorsten Upmann, 2023, "The Value of Information in Water Quality Monitoring and Management," CESifo Working Paper Series, CESifo, number 10307.
• K. Peren Arin & Efstathios Polyzos & Marcel Thum, 2023, "The Populist Voter: A Machine Learning Approach for the Individual Characteristics," CESifo Working Paper Series, CESifo, number 10472.
• Markus Leippold & Hanlin Yang, 2023, "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-39, Mar, revised Jun 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, Centre for Economic Policy Research, number 18033, Mar.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023, "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 18244, Jun.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 18549, Oct.
• Moon, Hyungsik Roger & Schorfheide, Frank & Zhang, Boyuan, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Alexandre Dmitriev, 2023, "On determinants of national suicide rates: Evidence from Bayesian model averaging," Working Papers, University of Auckland, Economic Policy Center (EPC), number 020, Dec.
• 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.