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

• Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023, "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series, European Central Bank, number 2849, Oct.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Testing policy effectiveness during COVID-19: An NK-DSGE analysis," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101577.
• Follett, Lendie & Henderson, Heath, 2023, "A hybrid approach to targeting social assistance," Journal of Development Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jdeveco.2022.103002.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Fu, Bowen, 2023, "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2023.104606.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 975-994, DOI: 10.1016/j.eap.2023.04.019.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• Higgins, C. Richard, 2023, "Risk and Uncertainty: The Role of Financial Frictions," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106138.
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106160.
• Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023, "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106302.
• Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023, "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106381.
• Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023, "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106423.
• Guironnet, Jean-Pascal, 2023, "Competitive intensity and industry performance of professional sports," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106441.
• Boonman, Tjeerd M., 2023, "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106440.
• Wen Chang, Hao & Chang, Tsangyao, 2023, "How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101879.
• Doğan, Osman, 2023, "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110978.
• Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
• Wu, Ping & Koop, Gary, 2023, "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111247.
• Huang, Zhenxing & Li, Wengang & Yang, Jia, 2023, "Belief updating under ambiguity: A numerical simulation analysis," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111359.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 52-69, DOI: 10.1016/j.jeconom.2020.11.006.
• Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios, 2023, "Scalable inference for a full multivariate stochastic volatility model," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 501-520, DOI: 10.1016/j.jeconom.2021.09.013.
• Li, Yong & Wang, Nianling & Yu, Jun, 2023, "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 28-52, DOI: 10.1016/j.jeconom.2021.11.009.
• Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie, 2023, "The effects of training incidence and planned training duration on labor market transitions," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 256-279, DOI: 10.1016/j.jeconom.2022.03.004.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023, "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1054-1086, DOI: 10.1016/j.jeconom.2022.04.013.
• Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023, "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.005.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
• Herranz, Moisés Meroño & Turino, Francesco, 2023, "Tax evasion, fiscal policy and public debt: Evidence from Spain," Economic Systems, Elsevier, volume 47, issue 3, DOI: 10.1016/j.ecosys.2023.101121.
• Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023, "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104254.
• Miescu, Mirela S., 2023, "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104437.
• Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023, "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104556.
• Fuhrer, Adrian & Hock, Thorsten, 2023, "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 251-275, DOI: 10.1016/j.jempfin.2023.03.009.
• Ringwald, Leopold & Zörner, Thomas O., 2023, "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 293-333, DOI: 10.1016/j.jempfin.2023.07.002.
• Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023, "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106884.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023, "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103913.
• Zribi, Wissal & Boufateh, Talel & Guesmi, Khaled, 2023, "Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104584.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
• Kohns, David & Bhattacharjee, Arnab, 2023, "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1384-1412, DOI: 10.1016/j.ijforecast.2022.05.002.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023, "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1548-1563, DOI: 10.1016/j.ijforecast.2022.10.005.
• Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023, "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102760.
• Hüpper, Florian & Kempa, Bernd, 2023, "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103497.
• Meggiorini, Greta, 2023, "Behavioral New Keynesian Models: An empirical assessment," Journal of Macroeconomics, Elsevier, volume 77, issue C, DOI: 10.1016/j.jmacro.2023.103538.
• Dimiski, Anastasia, 2023, "How does pre-school attendance affect school performance? An application of Gini-BMA methodology on PISA 2018 dataset," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00321.
• Ghaemi Asl, Mahdi & Raheem, Ibrahim D. & Rashidi, Muhammad Mahdi, 2023, "Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104186.
• Fernandes, Marcos R., 2023, "Confirmation bias in social networks," Mathematical Social Sciences, Elsevier, volume 123, issue C, pages 59-76, DOI: 10.1016/j.mathsocsci.2023.02.007.
• Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023, "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, volume 134, issue C, pages 86-117, DOI: 10.1016/j.jmoneco.2022.11.009.
• Nasir, Muhammad Ali & Morgan, Jamie, 2023, "Paradox of stationarity? A policy target dilemma for policymakers," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 142-145, DOI: 10.1016/j.qref.2020.05.007.
• Bampinas, Georgios & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2023, "Oil shocks and investor attention," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 68-81, DOI: 10.1016/j.qref.2022.11.006.
• De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023, "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 278-294, DOI: 10.1016/j.qref.2023.01.010.
• Li, Shaoyu & Zhu, Chunhui & Shang, Yuhuang, 2023, "Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 170-185, DOI: 10.1016/j.qref.2022.10.011.
• Koirala, Niraj P. & Nyiwul, Linus, 2023, "Inflation volatility: A Bayesian approach," Research in Economics, Elsevier, volume 77, issue 1, pages 185-201, DOI: 10.1016/j.rie.2023.01.003.
• Beqiraj, Elton & Tancioni, Massimiliano, 2023, "Subsidizing new jobs in the Euro-zone periphery," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 380-401, DOI: 10.1016/j.iref.2023.03.018.
• Ballester, Laura & López, Jesúa & Pavía, Jose M., 2023, "European systemic credit risk transmission using Bayesian networks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101914.
• Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel, 2023, "Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models," Structural Change and Economic Dynamics, Elsevier, volume 64, issue C, pages 314-332, DOI: 10.1016/j.strueco.2023.01.005.
• Sakariyahu, Rilwan & Lawal, Rodiat & Etudaiye-Muhtar, Oyebola Fatima & Ajide, Folorunsho Monsuru, 2023, "Reflections on COP27: How do technological innovations and economic freedom affect environmental quality in Africa?," Technological Forecasting and Social Change, Elsevier, volume 195, issue C, DOI: 10.1016/j.techfore.2023.122782.
• Miguel Herculano & Punnoose Jacob, 2023, "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-42, Aug.
• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Inflation Expectations: Dynamics and Effects for South America," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 3-24, June.
• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Expectativas de inflacion: Dinámica y efectos para América del Sur," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 7-50, Junio.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Chapters, Edward Elgar Publishing, chapter 44, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
• Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023, "The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 191, Jul.
• Theodor Petrik & Martin Plajner, 2023, "Concurrent Business and Distribution Strategy Planning Using Bayesian Networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/3, Feb, revised Feb 2023.
• Evzen Kocenda & Shivendra Rai, 2023, "Drivers of Private Equity Activity across Europe: An East-West Comparison," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/14, May, revised May 2023.
• Daniele Valenti & Danilo Bertoni & Daniele Cavicchioli & Alessandro Olper, 2023, "Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2023.21, Oct.
• Francesco Ravazzolo & Luca Rossini, 2023, "Is the Price Cap for Gas Useful? Evidence from European Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2023.23, Oct.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023, "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-13, Sep, DOI: 10.29338/wp2023-13.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 23-05, Jan, DOI: 10.26509/frbc-wp-202305.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers, Federal Reserve Bank of Cleveland, number 23-30, Nov, DOI: 10.26509/frbc-wp-202330.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
• Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-015, Apr, DOI: 10.17016/FEDS.2023.015.
• Sushant Acharya & William Chen & Marco Del Negro & Keshav Dogra & Aidan Gleich & Shlok Goyal & Donggyu Lee & Ethan Matlin & Reca Sarfati & Sikata Sengupta, 2023, "Estimating HANK for Central Banks," Staff Reports, Federal Reserve Bank of New York, number 1071, Aug, DOI: 10.59576/sr.1071.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2023, "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
• Gan-Ochir Doojav & Munkhbayar Gantumur, 2023, "An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2023, Apr.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Business School - Economics, University of Glasgow, number 2023_07, May.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2023, "A Bayesian approach for the determinants of bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2302.
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2023, "Using machine learning to predict nosocomial infections and medical accidents in a NICU," Post-Print, HAL, number hal-04103625, DOI: 10.1007/s12553-022-00723-1.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04185645, DOI: 10.1515/snde-2022-0109.
• Jean-Pascal Guironnet, 2023, "Competitive intensity and industry performance of professional sports," Post-Print, HAL, number hal-04194807, DOI: 10.1016/j.econmod.2023.106441.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number hal-04347292, DOI: 10.4337/9781800883451.00059.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04356211, Jul, DOI: 10.1515/snde-2022-0109.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number halshs-04135764, Mar, DOI: 10.4337/9781800883451.00059.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2023, "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers, HAL, number halshs-04154345, Jul.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2023, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Working Papers, HAL, number hal-01463115, Sep, DOI: 10.1111/sjpe.12038.
• Mathias Silva, 2023, "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach
  [Working Papers / Documents de travail]," Working Papers, HAL, number hal-04066544, Apr.
• Mathias Silva, 2023, "Parametric models of income distributions integrating misreporting and non-response mechanisms," Working Papers, HAL, number hal-04093646, May.
• Mathias Silva & Michel Lubrano, 2023, "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," Working Papers, HAL, number hal-04231661, Aug.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2023, "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers, HAL, number halshs-04154345, Jul.
• Mariia Elkina, 2023, "Financial Frictions in a DSGE Model of Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 2, pages 159-195.
• Yan Rudakouski, 2023, "Comparing Forecasting Accuracy between BVAR and VAR Models for the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 4, pages 506-526.
• KANO, Takashi, 2023, "Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-128, Mar.
• KWON, Heeeun & HWANG, Beom Seuk, 2023, "Do Spatial Characteristics Affect Housing Prices in Korea? : Evidence from Bayesian Spatial Models," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 64, issue 2, pages 109-124, December, DOI: 10.15057/hje.2023006.
• Masagus M. Ridhwan & Dionisius A. Narjoko & Krisna Gupta, 2023, "The Assessment Of Competition, Markup, And Price Determination In The Indonesian Food And Beverage Industry," Working Papers, Bank Indonesia, number WP/03/2023.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series, Institute of Economic Research, Korea University, number 2301.

2022

• Pablo Garcia, 2022, "Learning, Uncertainty and Monetary Policy," Annals of Economics and Statistics, GENES, issue 145, pages 5-28, DOI: https://doi.org/10.2307/48655900.
• 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.
• Pelin Akyol & James Key & Kala Krishna, 2022, "Hit or Miss? Test Taking Behavior in Multiple Choice Exams," Annals of Economics and Statistics, GENES, issue 147, pages 3-50, DOI: https://doi.org/10.2307/48684785.
• Jeffrey Mensch, 2022, "Screening Inattentive Buyers," American Economic Review, American Economic Association, volume 112, issue 6, pages 1949-1984, June, DOI: 10.1257/aer.20201098.
• 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.
• Casoli, Chiara & Manera, Matteo & Valenti, Daniele, undated, "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 329739, DOI: 10.22004/ag.econ.329739.
• Ahmadi, Maryam & Casoli, Chiara & Manera, Matteo & Valenti, Daniele, undated, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 329740, DOI: 10.22004/ag.econ.329740.
• Yakup Arı, 2022, "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 590-607, DOI: 10.30784/epfad.1138999.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2227, Dec.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2022, "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2229, Dec.
• Akbobek Akhmedyarova, 2022, "The housing market in a DSGE model for Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 25, Sep, revised Mar 2023.
• Tomáš Karel & Petr Mazouch & Jakub Fischer, 2022, "The economic impact of false positivity of COVID-19 PCR testing in the Czech Republic," International Journal of Economic Sciences, European Research Center, volume 11, issue 1, pages 37-46, April.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers, arXiv.org, number 2201.05556, Jan, revised Mar 2023.
• Joshua C. C. Chan, 2022, "Large Hybrid Time-Varying Parameter VARs," Papers, arXiv.org, number 2201.07303, Jan, revised Jun 2022.
• Marko Mlikota & Frank Schorfheide, 2022, "Sequential Monte Carlo With Model Tempering," Papers, arXiv.org, number 2202.07070, Feb.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers, arXiv.org, number 2202.13793, Feb.
• Dimitris Korobilis, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers, arXiv.org, number 2206.06892, Jun.
• Joshua C. C. Chan & Xuewen Yu, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Papers, arXiv.org, number 2206.08438, Jun.
• Marcos R. Fernandes, 2022, "Confirmation Bias in Social Networks," Papers, arXiv.org, number 2207.12594, Jul, revised Feb 2023.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022, "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers, arXiv.org, number 2209.11970, Sep, revised May 2023.
• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers, arXiv.org, number 2210.07154, Oct.
• Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022, "Bayesian Neural Networks for Macroeconomic Analysis," Papers, arXiv.org, number 2211.04752, Nov, revised Apr 2024.
• Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022, "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers, arXiv.org, number 2212.03471, Dec, revised Jul 2023.
• Dimitris Korobilis & Maximilian Schroder, 2022, "Probabilistic Quantile Factor Analysis," Papers, arXiv.org, number 2212.10301, Dec, revised Aug 2024.
• Jack Jewson & Li Li & Laura Battaglia & Stephen Hansen & David Rossell & Piotr Zwiernik, 2022, "Graphical model inference with external network data," CeMMAP working papers, Institute for Fiscal Studies, number 20/22, Nov, DOI: 10.47004/wp.cem.2022.2022.
• Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2022, "Behavioral Learning Equilibria in New Keynesian Models," Staff Working Papers, Bank of Canada, number 22-42, Sep, DOI: 10.34989/swp-2022-42.
• Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022, "La respuesta de la inversión privada a un incremento de la inversión pública," Boletín Económico, Banco de España, issue 2/2022.
• Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022, "The response of private investment to an increase in public investment," Economic Bulletin, Banco de España, issue 2/2022.
• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers, Banco de España, number 2208, Mar.
• Luis J. Álvarez & Florens Odendahl, 2022, "Data outliers and Bayesian VARs in the Euro Area," Working Papers, Banco de España, number 2239, Nov, DOI: https://doi.org/10.53479/23552.
• Stéphane Lhuissier, 2022, "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers, Banque de France, number 863.
• Oleg Kryzhanovsky & Alexander Zykov, 2022, "DEMUR: A Regional Semi-Structural Model of the Ural Macroregion," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 4, pages 52-85, December.
• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series, Bank of Russia, number wps104, Dec.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 84, issue 3, pages 740-764, July, DOI: 10.1111/rssb.12484.
• Chunping Liu & Zhirong Ou, 2022, "Revisiting the determinants of house prices in China’s megacities: Cross‐sectional heterogeneity, interdependencies and spillovers," Manchester School, University of Manchester, volume 90, issue 3, pages 255-277, June, DOI: 10.1111/manc.12397.
• Sergio Marcelo Cerezo Aguirre & Angélica Calle Sarmiento & Coria Vidal Choque Atto & Valeria Fernanda Jemio Hurtado & Joab Dan Valdivia, 2022, "Efectos del COVID-19 en la actividad económica de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 37, issue 1, pages 9-56, July - De.
• Robin Braun & Ralf Brüggemann, 2022, "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England Staff Working Paper series, Bank of England, number 961, Feb.
• Takushi Kurozumi & Ryohei Oishi, 2022, "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-3, Mar.
• Gregor Boehl & Felix Strobel, 2022, "The Empirical Performance of Financial Frictions since 2008," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_353, Jun.
• Gregor Boehl, 2022, "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_355, Jun.
• Gregor Boehl, Felix Strobel, 2022, "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_356, Jun.
• Li Mengheng & Mendieta-Muñoz Ivan, 2022, "Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 337-359, June, DOI: 10.1515/snde-2020-0027.
• Murasawa Yasutomo, 2022, "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 387-415, June, DOI: 10.1515/snde-2020-0049.
• Sara Boni & Francesco Ravazzolo, 2022, "A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS94, Jun.
• Rastislav Rehak, 2022, "Sequential Sampling Beyond Decisions? A Normative Model of Decision Confidence," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp739, Nov.
• 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," CESifo Working Paper Series, CESifo, number 9579.
• Salvatore Nunnari & Massimiliano Pozzi, 2022, "Meta-Analysis of Inequality Aversion Estimates," CESifo Working Paper Series, CESifo, number 9851.
• Gianluca Cafiso & Giulia Rivolta, 2022, "Monetary Interventions and the Rise of Non-Bank Lenders," CESifo Working Paper Series, CESifo, number 9949.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Sara D'Andrea, 2022, "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, CEPII research center, issue 171, pages 143-173.
• Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022, "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers, Centre for Economic Policy Research, number 16994, Feb.
• Mlikota, Marko & Schorfheide, Frank, 2022, "Sequential Monte Carlo With Model Tempering," CEPR Discussion Papers, Centre for Economic Policy Research, number 17035, Feb.
• Chang, Minsu & Schorfheide, Frank, 2022, "On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 17049, Feb.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 17111, Mar.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2022, "Estimating Nonlinear Heterogeneous Agents Models with Neural Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17391, Jun.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers, Centre for Economic Policy Research, number 17461, Jul.
• Childers, David & Fernández-Villaverde, Jesús & Perla, Jesse & Rackauckas, Chris & Wu, Peifan, 2022, "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17576, Oct.
• Jewson, Jack & Li, Li & Battaglia, Laura & Hansen, Stephen & Rossell, David & Zwiernik, Piotr, 2022, "Graphical model inference with external network data," CEPR Discussion Papers, Centre for Economic Policy Research, number 17638, Nov.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2022, "Blended Identification in Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 17640, Nov.
• Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 17646, Nov.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, Center for Research in Economics and Statistics, number 2023-06, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022, "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022007, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022, "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022026, Nov.
• Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022, "Optimal Monetary Policy with and without Debt," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022027, Dec.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2022-03.
• Michael Sampson, 2022, "The Effect of Parameter Uncertainty on Consumption, Wealth, and Welfare," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 1-10, May.
• Chryso Aristidou & George Thucydides, 2022, "Historical decomposition of the Cyprus Residential Property Prices," Working Papers, Central Bank of Cyprus, number 2022-3, Oct.
• Stephanie Ettmeier, 2022, "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2022.
• Hoffreumon, Charles & Labhard, Vincent, 2022, "Cross-country cross-technology digitalisation: a Bayesian hierarchical model perspective," Working Paper Series, European Central Bank, number 2700, Aug.
• Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022, "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series, European Central Bank, number 2754, Dec.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022, "A fresh assessment of the euro effect on outward US FDI," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2209, Oct.
• Pfarrhofer, Michael, 2022, "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104493.
• Chan, Joshua C.C. & Yu, Xuewen, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104505.
• Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2022, "The euro area’s pandemic recession: A DSGE-based interpretation," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104512.
• Morita, Hiroshi, 2022, "On the relationship between fiscal multipliers and population aging in Japan: Theory and empirics," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105772.
• Audzei, Volha & Brůha, Jan, 2022, "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105831.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2022, "Financial integration or financial fragmentation? A euro area perspective," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105902.
• Büyükbaşaran, Tayyar & Karasoy-Can, Gökçe & Küçük, Hande, 2022, "Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105946.
• Chalmovianský, Jakub & Němec, Daniel, 2022, "Assessing uncertainty of output gap estimates: Evidence from Visegrad countries," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.105994.
• Zhang, Chen & Fang, Ying & Niu, Linlin, 2022, "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106032.
• Boucher, Vincent & Dedewanou, F. Antoine & Dufays, Arnaud, 2022, "Peer-induced beliefs regarding college participation," Economics of Education Review, Elsevier, volume 90, issue C, DOI: 10.1016/j.econedurev.2022.102307.
• Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022, "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101834.
• Batini, Nicoletta & Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni & Waldron, Anthony, 2022, "Building back better: How big are green spending multipliers?," Ecological Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.ecolecon.2021.107305.
• Cai, Zhengzheng & Zhu, Yanli & Han, Xiaoyi, 2022, "Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110695.
• Bognanni, Mark, 2022, "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 498-505, DOI: 10.1016/j.jeconom.2021.10.008.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022, "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 62-84, DOI: 10.1016/j.jeconom.2020.12.008.
• Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022, "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 85-106, DOI: 10.1016/j.jeconom.2021.02.004.
• Jin, Xin & Maheu, John M. & Yang, Qiao, 2022, "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 302-321, DOI: 10.1016/j.jeconom.2021.10.010.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022, "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 20-38, DOI: 10.1016/j.jeconom.2020.11.013.
• Fan, Jianqing & Jiang, Bai & Sun, Qiang, 2022, "Bayesian factor-adjusted sparse regression," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 3-19, DOI: 10.1016/j.jeconom.2020.06.012.
• Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022, "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 83-113, DOI: 10.1016/j.jeconom.2021.11.003.
• Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 299-317, DOI: 10.1016/j.jeconom.2021.04.008.
• Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022, "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 477-499, DOI: 10.1016/j.jeconom.2021.07.013.
• Togonidze, Sophio & Kočenda, Evžen, 2022, "Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile," Economic Systems, Elsevier, volume 46, issue 3, DOI: 10.1016/j.ecosys.2022.100988.
• Tsionas, Mike G. & Izzeldin, Marwan & Trapani, Lorenzo, 2022, "Estimation of large dimensional time varying VARs using copulas," European Economic Review, Elsevier, volume 141, issue C, DOI: 10.1016/j.euroecorev.2021.103952.
• Lhuissier, Stéphane, 2022, "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104046.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.