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)

2021

• Danilo Leiva-Leon & Luis Uzeda, 2021, "Endogenous time variation in vector autoregressions," Working Papers, Banco de España, number 2108, Feb.
• Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
• Carrillo Julio A. & García Ana Laura, 2021, "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers, Banco de México, number 2021-23, Dec.
• Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021, "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1178, Oct, DOI: 10.32468/be.1178.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Sergey Slobodyan & Raf Wouters, 2021, "Survey Expectations and Learning," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 2, pages 3-27, June, DOI: 10.31477/rjmf.202102.03.
• Oleg Kryzhanovsky & Alexander Zykov, 2021, "DEMUR, a regional semi-structural model of the Ural Macroregion," Bank of Russia Working Paper Series, Bank of Russia, number wps83, Nov.
• Emanuel Kohlscheen & Jouchi Nakajima, 2021, "Steady‐state growth," International Finance, Wiley Blackwell, volume 24, issue 1, pages 40-52, April, DOI: 10.1111/infi.12386.
• Yihong Ding & Kelvin Balcombe & Elizabeth Robinson, 2021, "Time discounting and implications for Chinese farmer responses to an upward trend in precipitation," Journal of Agricultural Economics, Wiley Blackwell, volume 72, issue 3, pages 916-930, September, DOI: 10.1111/1477-9552.12434.
• Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021, "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 5, pages 1066-1110, October, DOI: 10.1111/obes.12438.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021, "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 5, pages 1193-1217, October, DOI: 10.1111/obes.12420.
• Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021, "The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1039-1068, December, DOI: 10.1111/1540-6229.12274.
• Valeria Fernanda Jemio Hurtado, 2021, "Reglas de política monetaria en tiempos de estabilidad y volatilidad: Un enfoque de equilibrio general con estimación bayesiana para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 35, issue 1, pages 9-74, July - De.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Paper, Norges Bank, number 2021/17, Dec.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper, Norges Bank, number 2021/3, Jun.
• Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2021, Jun.
• Hiona Balfoussia & Dimitrios P. Louzis, 2021, "The impact of economic uncertainty and inflation uncertainty on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 49-68, July, DOI: 10.52903/econbull20215303.
• Luik Marc-Andre & Wesselbaum Dennis, 2021, "Did the FED React to Asset Price Bubbles?," The B.E. Journal of Macroeconomics, De Gruyter, volume 21, issue 2, pages 745-772, June, DOI: 10.1515/bejm-2020-0116.
• Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021, "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-17, April, DOI: 10.1515/snde-2018-0069.
• Reif Magnus, 2021, "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-20, April, DOI: 10.1515/snde-2019-0073.
• Donfack Morvan Nongni & Dufays Arnaud, 2021, "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 311-343, December, DOI: 10.1515/snde-2019-0091.
• Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021, "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS82, Mar.
• Josué Diwambuena & Francesco Ravazzolo, 2022, "What are the drivers of Labor Productivity?," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS86, Aug.
• Huang, W. & Linton, O. & Zhang, Z., 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2113, Feb.
• Goodhead, Robert, 2021, "The Economic Impact of Yield Curve Compression: Evidence from Euro Area Forward Guidance and Unconventional Monetary Policy," Research Technical Papers, Central Bank of Ireland, number 1/RT/21, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2021, "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/22, Sep.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021, "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/35, Dec.
• Liu, Chunping & Ou, Zhirong, 2021, "Revisiting the determinants of house prices in China's megacities: cross-sectional heterogeneity, interdependencies and spillovers," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/4, Feb.
• Fateh Belaïd & Christophe Rault, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," CESifo Working Paper Series, CESifo, number 8815.
• Alexander, L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin Camerer, 2021, "Meta-Analysis of Empirical Estimates of Loss-Aversion," CESifo Working Paper Series, CESifo, number 8848.
• Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová & Evžen Kočenda, 2021, "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series, CESifo, number 8901.
• Gianluca Cafiso & Giulia Rivolta, 2021, "Heterogeneous Loans and the Effect of Monetary Interventions," CESifo Working Paper Series, CESifo, number 9194.
• Adam N. Smith & Stephan Seiler & Ishant Aggarwal, 2021, "Optimal Price Targeting," CESifo Working Paper Series, CESifo, number 9439.
• Christian Bayer & Benjamin Born & Ralph Luetticke, 2021, "The Liquidity Channel of Fiscal Policy," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 351.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Discussion Papers, Centre for Macroeconomics (CFM), number 2113, Apr.
• Zuzana Gric & Josef Bajzik & Ondrej Badura, 2021, "Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/10, Dec.
• Marcus Gerardus L. Nascimento & Kalinca Becker & Mario Jorge Mendon�a, 2021, "Implications of Brazilian Institutional Guidelines on Educational Efficiency," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2020, pages 147-168.
• Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021, "Estimating macro models and the potentially misleading nature of Bayesian estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15684, Jan.
• Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021, "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15923, Mar.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar, 2021, "Measuring Uncertainty and Its Effects in the COVID-19 Era," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15965, Mar.
• Smith, Adam & Seiler, Stephan & Aggarwal, Ishant, 2022, "Optimal Price Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16096, Jul.
• López-Salido, J David & Gust, Christopher & Herbst, Edward, 2021, "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16141, May.
• Schorfheide, Frank & Chang, Minsu & Chen, Xiaohong, 2021, "Heterogeneity and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16183, May.
• Rao, Justin, 2021, "Demand for Online News under Government Control: Evidence from Russia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16233, Jun.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2021, "Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16346, Jul.
• Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2021, "The Transmission of Keynesian Supply Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16430, Aug.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2021, "Robust Bayesian Analysis for Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16488, Aug.
• Schorfheide, Frank & Song, Dongho, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16760, Nov.
• Kilian, Lutz, 2021, "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16818, Dec.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021, "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021018, Jul.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2021, "When Are Stocks Less Volatile in the Long Run?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 4, pages 1228-1258, June.
• Franta, Michal, 2021, "The Likelihood Of Effective Lower Bound Events," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2058-2079, December.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2289, May.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2312, Nov.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2312R, Nov, revised Mar 2022.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2312R2, Nov, revised Oct 2022.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2312R3, Nov, revised Jan 2023.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2312R4, Nov, revised Jun 2023.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313, Nov.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313R1, Nov, revised Mar 2023.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Demand Estimation with Infrequent Purchases and Small Market Sizes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313R2, Nov, revised Jun 2023.
• Tolga Özden, 2021, "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers, DNB, number 714, May.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Papers, DNB, number 733, Dec.
• Bobasu, Alina & Crucil, Luigi & Dieppe, Alistair & Tirpák, Marcel, 2021, "Pandemic-induced constraints and inflation in advanced economies," Economic Bulletin Boxes, European Central Bank, volume 1.
• Attinasi, Maria Grazia & Bobasu, Alina & Gerinovics, Rinalds, 2021, "What is driving the recent surge in shipping costs?," Economic Bulletin Boxes, European Central Bank, volume 3.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series, European Central Bank, number 2510, Jan.
• Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
• Dieppe, Alistair & Francis, Neville & Kindberg-Hanlon, Gene, 2021, "The identification of dominant macroeconomic drivers: coping with confounding shocks," Working Paper Series, European Central Bank, number 2534, Apr.
• Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021, "Tracking global economic uncertainty: implications for the euro area," Working Paper Series, European Central Bank, number 2541, Apr.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021, "Economic predictions with big data: the illusion of sparsity," Working Paper Series, European Central Bank, number 2542, Apr.
• Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021, "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series, European Central Bank, number 2543, May.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.
• Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021, "A mixed frequency BVAR for the euro area labour market," Working Paper Series, European Central Bank, number 2601, Oct.
• Ciccarelli, Matteo & Marotta, Fulvia, 2021, "Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Paper Series, European Central Bank, number 2608, Oct.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021, "Natural rate chimera and bond pricing reality," Working Paper Series, European Central Bank, number 2612, Nov.
• Lee, Seungcheol & Luetticke, Ralph & Ravn, Morten O., 2021, "Financial frictions: micro vs macro volatility," Working Paper Series, European Central Bank, number 2622, Dec.
• Sameh Asim Ajlouni & Moh'd Taleb Alodat, 2021, "Gaussian Process Regression for Forecasting Gasoline Prices in Jordan," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 502-509.
• Merike Kukk & Natalia Levenko, 2021, "Alternative financing and the non-performing loans of the corporate sector in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2020-6, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/062020/0180.
• Thu, Le Ha & Leon-Gonzalez, Roberto, 2021, "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.asieco.2021.101403.
• Seibert, Armin & Sirchenko, Andrei & Müller, Gernot, 2021, "A model for policy interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2020.104049.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Prüser, Jan, 2021, "The horseshoe prior for time-varying parameter VARs and Monetary Policy," Journal of Economic Dynamics and Control, Elsevier, volume 129, issue C, DOI: 10.1016/j.jedc.2021.104188.
• Martínez-García, Enrique, 2021, "Get the lowdown: The international side of the fall in the U.S. natural rate of interest," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.03.005.
• Constantinescu, Mihnea & Nguyen, Anh Dinh Minh, 2021, "A century of gaps: Untangling business cycles from secular trends," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105505.
• Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021, "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105531.
• Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021, "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105644.
• Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021, "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105651.
• Rezitis, Anthony N. & Rokopanos, Andreas & Tsionas, Mike G., 2021, "Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements," Economic Modelling, Elsevier, volume 95, issue C, pages 215-227, DOI: 10.1016/j.econmod.2020.12.016.
• Sanchez González, Jim & Restrepo-Tobón, Diego & Ramírez Hassan, Andrés, 2021, "Inefficiency and bank failure: A joint Bayesian estimation method of stochastic frontier and hazards models," Economic Modelling, Elsevier, volume 95, issue C, pages 344-360, DOI: 10.1016/j.econmod.2020.03.002.
• Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021, "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, volume 95, issue C, pages 76-96, DOI: 10.1016/j.econmod.2020.12.010.
• Bierut, Beata K. & Dybka, Piotr, 2021, "Increase versus transformation of exports through technological and institutional innovation: Evidence from Bayesian model averaging," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.105501.
• Beqiraj, Elton & Fedeli, Silvia & Tancioni, Massimiliano, 2021, "Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101400.
• Nonejad, Nima, 2021, "Predicting equity premium using dynamic model averaging. Does the state–space representation matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101442.
• Tsionas, Mike G., 2021, "Comparison of stochastic frontier models using the Hyvärinen factor," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109815.
• Glocker, Christian & Piribauer, Philipp, 2021, "The determinants of output losses during the Covid-19 pandemic," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109923.
• Pace, R. Kelley & LeSage, James P., 2021, "A simple closed-form relation between spatial weight matrices with different scalings," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110026.
• Ciccarelli, Matteo & García, Juan Angel, 2021, "Expectation spillovers and the return of inflation," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110119.
• Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021, "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 2-22, DOI: 10.1016/j.jeconom.2020.08.010.
• Kaplan, David M. & Zhuo, Longhao, 2021, "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 312-336, DOI: 10.1016/j.jeconom.2020.05.015.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021, "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 56-72, DOI: 10.1016/j.jeconom.2020.07.026.
• Dai, Min & Jia, Yanwei & Kou, Steven, 2021, "The wisdom of the crowd and prediction markets," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 561-578, DOI: 10.1016/j.jeconom.2020.07.016.
• Mogliani, Matteo & Simoni, Anna, 2021, "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 833-860, DOI: 10.1016/j.jeconom.2020.07.022.
• Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021, "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 933-958, DOI: 10.1016/j.jeconom.2020.07.046.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021, "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 47-73, DOI: 10.1016/j.jeconom.2021.07.001.
• Hauzenberger, Niko, 2021, "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 87-108, DOI: 10.1016/j.ecosta.2021.06.001.
• Maffei-Faccioli, Nicolò & Vella, Eugenia, 2021, "Does immigration grow the pie? Asymmetric evidence from Germany," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103846.
• Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021, "Bayesian Value-at-Risk backtesting: The case of annuity pricing," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 786-801, DOI: 10.1016/j.ejor.2020.12.051.
• Skevas, Ioannis & Skevas, Theodoros, 2021, "A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency," European Journal of Operational Research, Elsevier, volume 293, issue 3, pages 1131-1142, DOI: 10.1016/j.ejor.2021.01.004.
• Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl, 2021, "The protective role of saving: Bayesian analysis of British panel data," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 57-72, DOI: 10.1016/j.jempfin.2021.05.002.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021, "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105526.
• Csereklyei, Zsuzsanna & Anantharama, Nandini & Kallies, Anne, 2021, "Electricity market transitions in Australia: Evidence using model-based clustering," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105590.
• Knotek, Edward S. & Zaman, Saeed, 2021, "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105127.
• Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia, 2021, "Bank lending in Switzerland: Driven by business models and exposed to uncertainty," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101927.
• Smith, Simon C., 2021, "International stock return predictability," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101963.
• Moratis, George, 2021, "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101534.
• Chon, Sora & Kim, Jaeho, 2021, "Does the Financial Leverage Effect Depend on Volatility Regimes?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101600.
• Wan, Yang & He, Shi, 2021, "Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101896.
• Aloui, Donia, 2021, "The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102025.
• Cheung, Eric C.K. & Ni, Weihong & Oh, Rosy & Woo, Jae-Kyung, 2021, "Bayesian credibility under a bivariate prior on the frequency and the severity of claims," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 274-295, DOI: 10.1016/j.insmatheco.2021.06.003.
• Goffard, Pierre-Olivier & Laub, Patrick J., 2021, "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 350-371, DOI: 10.1016/j.insmatheco.2021.06.002.
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• Osmar Bolivar, 2021, "Boyanza Tributaria: Relación con la Sostenibilidad Fiscal y Estabilizadores Automáticos," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 4, issue 2, pages 53-96, Diciembre.
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