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)

2022

• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A007.
• Gianluca Cafiso, 2022, "On the differential response of loans to shocks in the USA," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 544-560, April, DOI: 10.1108/JES-10-2021-0521.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2022, "Money laundering risk management in multiple-purpose financial institutions in Mexico: a Bayesian network approach," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 26, issue 4, pages 845-861, May, DOI: 10.1108/JMLC-05-2022-0061.
• John Galakis & Ioannis Vrontos & Panos Xidonas, 2022, "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 204-245, May, DOI: 10.1108/RAF-10-2021-0283.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022, "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, revised Mar 2022.
• Vojtech Misak, 2022, "Crime and weather. Evidence from the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/09, May, revised May 2022.
• Sophio Togonidze & Evzen Kocenda, 2022, "Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/21, Sep, revised Sep 2022.
• Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," Working Papers, Fondazione Eni Enrico Mattei, number 2022.45, Dec.
• Maryam Ahmadi & Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2022.46, Dec.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
• Ina Hajdini, 2022, "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers, Federal Reserve Bank of Cleveland, number 22-03R, Feb, revised 06 Mar 2023, DOI: 10.26509/frbc-wp-202203r.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.
• Takushi Kurozumi & Ryohei Oishi & Willem Van Zandweghe, 2022, "Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach," Working Papers, Federal Reserve Bank of Cleveland, number 22-34, Nov, DOI: 10.26509/frbc-wp-202234.
• Michael T. Kiley, 2022, "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-016, Mar, DOI: 10.17016/FEDS.2022.016.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
• Laura Veldkamp, 2022, "Understanding Uncertainty Shocks and the Role of Black Swans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-083, Dec, DOI: 10.17016/FEDS.2022.083.
• Padma Sharma, 2022, "Assessing Regulatory Responses to Banking Crises," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-04, May, DOI: 10.18651/RWP2022-04.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• David Albouy & Minchul Shin, 2022, "A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information," Working Papers, Federal Reserve Bank of Philadelphia, number 22-38, Nov, DOI: 10.21799/frbp.wp.2022.38.
• Anca Ionășcuți & Bogdan Dima, 2022, "Contagion effects on financial markets risk," Journal of Financial Studies, Institute of Financial Studies, volume 12, issue 7, pages 105-133, May, DOI: 10.55654/JFS.2022.7.12.08.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022, "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2022, Aug.
• Miguel Cabello & Rafael Nivin, 2022, "Measuring Uncertainty and its effects in a Small Open Economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 25-2022, Nov.
• Elie Ndemba Tshilambu, 2022, "Politique budgétaire, Investissement privé et performance macroéconomique en République démocratique du Congo ," Post-Print, HAL, number hal-03627267, Apr.
• Refk Selmi & Shawkat Hammoudeh & Mark Wohar, 2022, "What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants," Post-Print, HAL, number hal-03793866, Aug.
• Khalil Hatoum & Christophe Moussu & Roland Gillet, 2022, "CEO overconfidence: Towards a new measure," Post-Print, HAL, number hal-03794545, Nov, DOI: 10.1016/j.irfa.2022.102367.
• Jean-Paul Décamps & Stéphane Villeneuve, 2022, "Learning about profitability and dynamic cash management," Post-Print, HAL, number hal-04164661, DOI: 10.1016/j.jet.2022.105522.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2022, "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers, HAL, number halshs-03735640, Jul.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Sciences Po Economics Publications (main), HAL, number hal-03573080, Feb.
• 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, HAL, number hal-03573080, Feb.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," Working Papers, HAL, number hal-03880243, Nov.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2022, "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," Working Papers, HAL, number hal-03887401, Dec.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2022, "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers, HAL, number halshs-03735640, Jul.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2022, "Makroekonomski Učinci Diskrecijskih Izmjena U Sustavu Poreza Na Dodanu Vrijednost (Pdv) U Hrvatskoj: Narativni Pristup," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 6, pages 881-904, DOI: 10.32910/ep.73.6.3.
• Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022, "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers, Örebro University, School of Business, number 2022:1, Jan.
• Österholm, Pär & Poon, Aubrey, 2022, "Trend Inflation in Sweden," Working Papers, Örebro University, School of Business, number 2022:2, Jan.
• Quang Phu Tran & Kien The Nguyen, 2022, "Does Innovation Increase Labor Wage and Boost Firm’s Financial Performance? Evidence of Agricultural Firms in Vietnam with Bayesian Approach," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 3, pages 475-486.
• Stefán Thórarinsson, 2022, "Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model," Economics, Department of Economics, Central bank of Iceland, number wp88, Jan.
• Sugiharso Safuan & Eric Alexander Sugandi & Okta Qomaruddin Aziz & Risna Triandhari, 2022, "Indonesia’s Financial Stress Events and Macroeconomic Dynamics," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 3, pages 323-370, November, DOI: https://doi.org/10.21098/bemp.v25i3.
• Qazi Haque, 2022, "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 4, pages 1-52, October.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022, "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers, IZA Network @ LISER, number 15815, Dec.

2021

• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-08, Jun.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/008, Jan.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38, DOI: https://doi.org/10.15609/annaeconst.
• Navin Kartik & Frances Xu Lee & Wing Suen, 2021, "Information Validates the Prior: A Theorem on Bayesian Updating and Applications," American Economic Review: Insights, American Economic Association, volume 3, issue 2, pages 165-182, June, DOI: 10.1257/aeri.20200284.
• Oriana Bandiera & Greg Fischer & Andrea Prat & Erina Ytsma, 2021, "Do Women Respond Less to Performance Pay? Building Evidence from Multiple Experiments," American Economic Review: Insights, American Economic Association, volume 3, issue 4, pages 435-454, December, DOI: 10.1257/aeri.20200466.
• Rolando Gonzales & Bert D’Espallier & Roy Mersland, 2021, "What Drives Profits in Savings Groups? Bayesian Data Mining Evidence from the SAVIX Database," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 2, pages 39-57.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/008, Jan.
• Davis, Will & Gregory, Christian A. & Tchernis, Rusty, 2021, "A Flexible Model of Food Security: Estimation and Implications for Prediction," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 312666, Aug, DOI: 10.22004/ag.econ.312666.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2021, "Bayesian Inference for Parametric Growth Incidence Curves," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2131, May.
• Michel Lubrano & Zhou Xun, 2021, "The Bayesian approach to poverty measurement," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2133, May.
• Akbobek Akhmediyarova, 2021, "Housing market dynamics in Kazakhstan: An estimated DSGE model," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 19, Dec, revised May 2022.
• Alisher Tolepbergen, 2021, "Minimum Wage Shocks in an Estimated DSGE Model with Underreporting," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 20, Oct, revised Dec 2021.
• Erlan Konebayev, 2021, "Financial frictions in a commodity exporting small open economy: the Case of Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 21, Dec.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021, "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 457, Jun.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021, "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 229-252, August, DOI: 10.1146/annurev-economics-081020-04.
• Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers, arXiv.org, number 2101.00422, Jan.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers, arXiv.org, number 2101.04771, Jan, revised Jun 2022.
• Wei Huang & Oliver Linton & Zheng Zhang, 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers, arXiv.org, number 2102.08063, Feb, revised Sep 2021.
• Michael Pfarrhofer, 2021, "Modeling tail risks of inflation using unobserved component quantile regressions," Papers, arXiv.org, number 2103.03632, Mar, revised Oct 2021.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Papers, arXiv.org, number 2104.14054, Apr, revised May 2022.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers, arXiv.org, number 2110.03411, Oct.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting identification concepts in Bayesian analysis," Papers, arXiv.org, number 2110.09954, Oct.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2021, "Bayesian Estimation and Comparison of Conditional Moment Models," Papers, arXiv.org, number 2110.13531, Oct.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021, "Forecasting with a Panel Tobit Model," Papers, arXiv.org, number 2110.14117, Oct, revised Jul 2022.
• Joshua C. C. Chan, 2021, "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers, arXiv.org, number 2111.07170, Nov.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021, "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers, Athens University of Economics and Business, number 2105, May.
• Garmabi, Abolfazl & Jalali-Naiini, Ahmadreza & Tavakolian, Hossein, 2021, "Investigating the Business Cycles of the Iranian Economy by Considering the Effect of Financial Accelerator in the Form of a DSGE Model (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 1, pages 33-67, May.
• Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2021, "(Optimal) Monetary Policy with and without Debt," Staff Working Papers, Bank of Canada, number 21-5, Jan, DOI: 10.34989/swp-2021-5.
• Pablo Garcia, 2021, "Learning, expectations and monetary policy," BCL working papers, Central Bank of Luxembourg, number 153, Feb.
• Departamento de Economía Internacional y Área del Euro, 2021, "Informe de economía latinoamericana. Primer semestre de 2021. Perspectivas, vulnerabilidades y espacio de las políticas," Boletín Económico, Banco de España, issue 2/2021.
• Departamento de Economía Internacional y Área del Euro, 2021, "Report on the Latin American Economy. Second half of 2021. Outlook, vulnerabilities and policy space," Economic Bulletin, Banco de España, issue 4/2021.
• International Economics and Euro Area Department, 2021, "Report on the Latin American economy. First half of 2021. Outlook, vulnerabilities and policy space," Economic Bulletin, Banco de España, issue 2/2021.
• 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.
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• 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.
• Souto Arias, Luis A. & Cirillo, Pasquale, 2021, "Joint and survivor annuity valuation with a bivariate reinforced urn process," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 174-189, DOI: 10.1016/j.insmatheco.2021.04.004.
• Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021, "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101340.
• Chan, Joshua C.C., 2021, "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1212-1226, DOI: 10.1016/j.ijforecast.2021.01.002.
• Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021, "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105989.