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

• Stefano NASINI & Rabia NESSAH, 2021, "Endogenous Learning in Multi-Sector Economies," Working Papers, IESEG School of Management, number 2021-EQM-08, Oct, revised Oct 2023.
• Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021, "International Inflation Spillovers: The Role of Different Shocks," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 1, pages 191-230, March.
• Nicoletta Batini & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2021, "Building Back Better: How Big Are Green Spending Multipliers?," IMF Working Papers, International Monetary Fund, number 2021/087, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021, "Debt Management in a World of Fiscal Dominance," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2021-11, Jul.
• Belaïd, Fateh & Rault, Christophe, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14011, Jan.
• Kline, Patrick & Rose, Evan K. & Walters, Christopher R., 2021, "Systemic Discrimination among Large U.S. Employers," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14634, Aug.
• Rabia Özdemir & Münevver Turanlı, 2021, "Comparison of machine learning classification algorithms for purchasing forecast," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 8, issue 1, pages .59-68, January, DOI: 10.15637/jlecon.8.1.06.
• Prüser Jan & Hanck Christoph, 2021, "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 4, pages 501-525, August, DOI: 10.1515/jbnst-2020-0050.
• Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-01, Mar.
• Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021, "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-03, Apr.
• Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2021, "The Euro Area's pandemic recession: A DSGE interpretation," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-10, Oct.
• Kai Barron, 2021, "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, volume 24, issue 1, pages 31-58, March, DOI: 10.1007/s10683-020-09653-z.
• Jinzhi Li, 2021, "Bayesian estimation of the stochastic volatility model with double exponential jumps," Review of Derivatives Research, Springer, volume 24, issue 2, pages 157-172, July, DOI: 10.1007/s11147-020-09173-1.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
• Fateh BELAID & Christophe RAULT, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2893.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021, "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 240, Oct.
• Didier Nibbering & Coos van Buuren & Wei Wei, 2021, "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/21.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/21.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021, "SVARs With Occasionally-Binding Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 28571, Mar.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 28853, May.
• Nan Li & Chris Papageorgiou & Tong Xu & Tao Zha, 2021, "Policy Contagion: What Do We Learn from Financial Reforms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28994, Jul.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021, "Systemic Discrimination Among Large U.S. Employers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29053, Jul.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers, National Bureau of Economic Research, Inc, number 29508, Nov.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Demand Estimation with Infrequent Purchases and Small Market Sizes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29530, Dec.
• Frank Schorfheide & Dongho Song, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 29535, Dec.
• King Yoong Lim & Chunping Liu & Shuonan Zhang, 2021, "Optimal Central Banking Policies: Envisioning the Post-Digital Yuan Economy with Loan Prime Rate-setting," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2021/02, Jun.
• Sanyal, Anirban & Singh, Nirvikar, 2021, "Structural Change and Economic Growth: Patterns and Heterogeneity among Indian States and Implications for a Post-COVID Recovery," India Policy Forum, National Council of Applied Economic Research, volume 17, issue 1, pages 143-198.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers, NET Institute, number 21-09, Oct.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021, "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, volume 10, issue 3, pages 329-381, August, DOI: 10.1561/104.00000092.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 530, Jun.
• Kenji Hatakenaka & Kosuke Oya, 2021, "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-19, Nov.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021, "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 33-58.
• John M Maheu & Azam Shamsi Zamenjani, 2021, "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 583-613.
• Jim Griffin & Jia Liu & John M. Maheu, 2021, "Bayesian Nonparametric Estimation of Ex Post Variance
  [Out of Sample Forecasts of Quadratic Variation]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 823-859.
• Christopher C Geczy & Robert F Stambaugh & David Levin, 2021, "Investing in Socially Responsible Mutual Funds
  [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 309-351.
• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021, "Break Risk
  [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2045-2100.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Ciftci, Muhsin, 2021, "Uneven Consequences of Coronavirus Pandemic: Evidence from a Real Time Survey," MPRA Paper, University Library of Munich, Germany, number 107842, Mar.
• Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021, "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper, University Library of Munich, Germany, number 107973, May.
• Koffi, Siméon, 2021, "Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)
  [Analysis of fiscal policy in Côte d’Ivoire us," MPRA Paper, University Library of Munich, Germany, number 108751, Jul.
• Abreha, Fasika Molla & Salmasi, Luca & Ianuale, Nicola & Pegoraro, Enrico, 2021, "A Bayesian Cost-effectiveness analysis of Holobalance, Holograms for personalized virtual coaching and motivation in an ageing population with balance disorders," MPRA Paper, University Library of Munich, Germany, number 109301, Aug.
• Doojav, Gan-Ochir, 2021, "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111206, Sep.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Fasano, Augusto & Rebaudo, Giovanni & Durante, Daniele & Petrone, Sonia, 2021, "A closed-form filter for binary time series," MPRA Paper, University Library of Munich, Germany, number 122349.
• Matteo Ciccarelli & Fulvia Marotta, 2021, "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Papers, Queen Mary University of London, School of Economics and Finance, number 933, Dec.
• Pérez Forero, Fernando, 2021, "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers, Banco Central de Reserva del Perú, number 2021-001, Mar.
• Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand M. & Camerer, Colin F., 2021, "Meta-Analysis of Empirical Estimates of Loss-Aversion," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 275, Jan.
• Anastasia Dimiski, 2021, "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 2, pages 157-211, June, DOI: https://doi.org/10.15353/rea.v13i2..
• Eric Martial Etoundi Atenga & Maman Hassan Abdo & Mbodja Mougoué, 2021, "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 62-99.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 28-46.
• Seewon Kim, 2021, "Evolution of China’s Economy and Monetary Policy: An Empirical Evaluation Using a TVP-VAR Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 1, pages 73-97, DOI: 10.11644/KIEP.EAER.2021.25.1.391.
• Alina BOBAŞU & Bogdan MURARAȘU, 2021, "Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-21, June.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper, Tor Vergata University, CEIS, number 517, Oct, revised 18 Jul 2024.
• Shesadri Banerjee & Jayanthi K. Anand & Shashanka Bhide, 2021, "Estimation of Macro-financial Linkages for the Indian Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 1, pages 7-47, April, DOI: 10.1177/0972652720927856.
• Tamás Krisztin & Philipp Piribauer, 2021, "Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model," The Annals of Regional Science, Springer;Western Regional Science Association, volume 67, issue 3, pages 593-616, December, DOI: 10.1007/s00168-021-01058-x.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021, "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, volume 60, issue 1, pages 227-259, January, DOI: 10.1007/s00181-020-01893-5.
• William W. Chow & Michael K. Fung, 2021, "The effects of macroprudential policy on Hong Kong’s housing market: a multivariate ordered probit-augmented vector autoregressive approach," Empirical Economics, Springer, volume 60, issue 2, pages 633-660, February, DOI: 10.1007/s00181-019-01765-7.
• Yifei Cai & Angeliki Menegaki, 2021, "FDI, growth and trade partisan conflict in the US: TVP-BVAR approach," Empirical Economics, Springer, volume 60, issue 3, pages 1335-1362, March, DOI: 10.1007/s00181-019-01795-1.
• Andrés Ramírez–Hassan & Rosember Guerra–Urzola, 2021, "Bayesian treatment effects due to a subsidized health program: the case of preventive health care utilization in Medellín (Colombia)," Empirical Economics, Springer, volume 60, issue 3, pages 1477-1506, March, DOI: 10.1007/s00181-019-01796-0.
• Yushu Li & Fredrik N. G. Andersson, 2021, "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, volume 60, issue 5, pages 2351-2363, May, DOI: 10.1007/s00181-020-01830-6.
• Tamás Krisztin & Philipp Piribauer, 2021, "A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows," Empirical Economics, Springer, volume 61, issue 1, pages 231-257, July, DOI: 10.1007/s00181-020-01856-w.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021, "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, volume 56, issue 1, pages 25-48, June, DOI: 10.1007/s41775-020-00101-6.
• Olumuyiwa Tolulope Apanisile, 2021, "Remittances, financial development and the effectiveness of monetary policy transmission mechanism in Nigeria: a DSGE approach (1986–2018)," Indian Economic Review, Springer, volume 56, issue 1, pages 91-112, June, DOI: 10.1007/s41775-021-00110-z.
• Nils Bertschinger & Iurii Mozzhorin, 2021, "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 1, pages 173-210, January, DOI: 10.1007/s11403-020-00289-z.
• Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021, "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 267-285, December, DOI: 10.1007/s40953-021-00271-x.
• Márcio P. Laurini & Pedro Chaim, 2021, "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, volume 1, issue 1, pages 1-19, January, DOI: 10.1007/s43546-020-00005-w.
• Griselda Dávila-Aragón & Salvador Rivas-Aceves & Héctor X. Ramírez-Pérez, 2021, "Survival Likelihood of Micro and Small Businesses Facing a Catastrophe," Springer Books, Springer, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves, "The Future of Companies in the Face of a New Reality", DOI: 10.1007/978-981-16-2613-5_2.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021, "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 4, pages 881-926, November, DOI: 10.1007/s10290-020-00405-y.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2021, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 2, pages 446-456, December, DOI: 10.9770/jesi.2021.9.2(29).
• Haroon Mumtaz & Konstantinos Theodoridis, 2021, "Fiscal policy shocks and stock prices in the United States," Working Papers, European Stability Mechanism, number 48, May.
• Martin Iseringhausen, 2021, "A time-varying skewness model for Growth-at-Risk," Working Papers, European Stability Mechanism, number 49, Jun.
• N. Abilov, 2021, "A Medium-Scale Bayesian DSGE Model for Kazakhstan with Incomplete Exchange Rate Pass-Through," International Economic Journal, Taylor & Francis Journals, volume 35, issue 4, pages 486-522, October, DOI: 10.1080/10168737.2021.1999298.
• Jean-Pierre Florens & Anna Simoni, 2021, "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 482-492, March, DOI: 10.1080/07350015.2019.1668799.
• Dimitris Korobilis, 2021, "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 493-504, March, DOI: 10.1080/07350015.2019.1677472.
• Florian Huber & Gary Koop & Luca Onorante, 2021, "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 669-683, July, DOI: 10.1080/07350015.2020.1713796.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The journey towards dollarization: the role of the tourism industry," Current Issues in Tourism, Taylor & Francis Journals, volume 24, issue 22, pages 3182-3188, November, DOI: 10.1080/13683500.2020.1863929.
• Gulnihal Tuzun, 2021, "The Importance of External Shocks and Global Monetary Conditions for A Small-Open Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2109.
• Hulya Saygili & Aysun Turkvatan, 2021, "Tradable and Non-tradable Inflation in Turkey: Predicting Different States with Markov Regime-Switching Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2117.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021, "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-016/III, Feb.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021, "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-017/III, Feb.
• Stuart Donovan & Thomas de Graaff & Henri de Groot & Carl Koopmans, 2021, "Unravelling urban advantages - A meta-analysis of agglomeration economies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-026/VIII, Mar.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-038/III, May.
• Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-053/III, Jun.
• Michael Gilraine & Jiaying Gu & Robert McMillan, 2021, "A Nonparametric Method for Estimating Teacher Value-Added," Working Papers, University of Toronto, Department of Economics, number tecipa-689, Feb.
• Alfred Duncan, 2021, "Reverse mode differentiation for DSGE models," Studies in Economics, School of Economics, University of Kent, number 2108, Jul.
• Maddah, Lina & Arauzo Carod, Josep Maria, 2021, "Cultural and Creative Industries: Empirical Evidence on Employment Growth," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534910.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021, "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:03.
• Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:05.
• Toledo Wilfredo, 2021, "Covid-19 and Unemployment: Evidence from Puerto Rico Using Bayesian Analyses with High-Frequency Data," Economics and Business, Sciendo, volume 35, issue 1, pages 174-189, January, DOI: 10.2478/eb-2021-0012.
• Ugwu Ephraim & Amassoma Ditimi & Ehinomen Christopher, 2021, "Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 1, pages 105-121, June, DOI: 10.2478/foli-2021-0008.
• Tamás Krisztin & Philipp Piribauer, 2019, "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers, WIFO, number 586, Aug.
• Leopold Ringwald & Thomas O. Zörner, 2021, "The money-inflation nexus revisited," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp310, Mar.
• Nikolas Kuschnig, 2021, "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp318, Dec.
• Ringwald, Leopold & Zörner, Thomas O., 2021, "The money-inflation nexus revisited," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 310, Mar.
• Kuschnig, Nikolas, 2021, "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 318, Dec.
• Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2021, "Can public spending boost private consumption?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 54, issue 3, pages 1275-1313, November, DOI: 10.1111/caje.12527.
• Chunping Liu & Zhirong Ou, 2021, "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 3269-3305, July, DOI: 10.1002/ijfe.1962.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021, "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 517-543, August, DOI: 10.1002/jae.2810.
• Arnoud Stevens & Joris Wauters, 2021, "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 566-586, August, DOI: 10.1002/jae.2813.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021, "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 458-480, April, DOI: 10.1002/for.2725.
• Till Weigt & Bernd Wilfling, 2021, "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 686-699, July, DOI: 10.1002/for.2733.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021, "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1348.
• Ryle S. Perera, 2021, "Transboundary Emission Under Stochastic Differential Game," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 23, issue 01, pages 1-22, March, DOI: 10.1142/S0219198920500097.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers, Deutsche Bundesbank, number 05/2021.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021, "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers, European Investment Bank (EIB), number 2021/10, DOI: 10.2867/149278.
• Prishchepov, Alexander & Ponkina, Elena & Sun, Zhanli & Bavorova, Miroslava & Yekimovskaja, Olga, 2021, "Исследование Поведенческих Факторов Сельхозпроизводителей По Вовлечению В Оборот Заброшенных Сельскохозяйственных Земель: Пример Республики Бурятия
  [Study of farmer’s behavior in recultivation of a," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 3, pages 59-102, DOI: 10.14530/se.2021.3.059-102.
• Benchimol, Jonathan & Ivashchenko, Sergey, 2021, "Switching volatility in a nonlinear open economy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 110, pages 1-31.
• Hauber, Philipp, 2021, "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251469.
• Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021, "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2180.
• Brünner, Tobias, 2021, "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 21-01.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 899, DOI: 10.4419/96973039.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Heterogeneity, co-movements and financial fragmentation within the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 927, DOI: 10.4419/96973085.

2020

• Masahiro Tanaka, 2020, "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 629-651, February, DOI: 10.1007/s10614-019-09905-y.
• Sanha Noh, 2020, "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 795-841, December, DOI: 10.1007/s10614-019-09944-5.
• Nicolas Lampach & Arthur Dyevre, 2020, "Choosing for Europe: judicial incentives and legal integration in the European Union," European Journal of Law and Economics, Springer, volume 50, issue 1, pages 65-86, August, DOI: 10.1007/s10657-019-09622-9.
• Narcissa Balta & Bořek Vašíček, 2020, "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 431-451, May, DOI: 10.1007/s10663-019-09432-x.
• Omar Chafik, 2020, "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, volume 17, issue 2, pages 363-380, May, DOI: 10.1007/s10368-019-00448-z.
• James Paul LeSage, 2020, "Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis–Hastings Monte Carlo log-marginal likelihoods," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 47-75, January, DOI: 10.1007/s10109-019-00294-2.
• Chun-kei Tsang & Sung-ko Li, 2020, "Allocation of resources within subgroups of an industry: a case study in the Chinese industrial sector," Journal of Productivity Analysis, Springer, volume 53, issue 1, pages 125-139, February, DOI: 10.1007/s11123-019-00563-8.
• Tjeerd M. Boonman & Andrea E. Sanchez Urbina, 2020, "Extreme Bounds Analysis in Early Warning Systems for Currency Crises," Open Economies Review, Springer, volume 31, issue 2, pages 431-470, April, DOI: 10.1007/s11079-019-09565-3.
• Max J. Pachali & Peter Kurz & Thomas Otter, 2020, "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 4, pages 343-380, December, DOI: 10.1007/s11129-020-09226-7.
• Hyowon Kim & Dong Soo Kim & Greg M. Allenby, 2020, "Benefit Formation and Enhancement," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 4, pages 419-468, December, DOI: 10.1007/s11129-020-09228-5.
• Robin Braun & Ralf Brüggemann, 2020, "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2020-01, May.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020, "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-488, Dec, DOI: 10.3929/ethz-b-000458723.
• Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020, "Selective Attention in Exchange Rate Forecasting," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1035, Jul.
• Yuheng Ling & Claudio Detotto & Dominique Prunetti, 2020, "Spatio-Temporal Modeling of second homes dynamics in Corsica," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 014, Feb.
• Mahniya Zafar & Naved Hamid & Fatima Arshad, 2020, "Are Agricultural Markets in the Punjab Technically Efficient?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 25, issue 1, pages 89-138, Jan-June.
• Jonas Gross & Johannes Zahner, 2020, "What's on the ECB's mind? - Monetary policy before and after the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202008.
• David Finck & Paul Rudel, 2020, "Do Credit Supply Shocks Have Asymmetric Effects?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202026.
• Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020, "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 229, May.
• Jonah B. Gelbach & Jenny R. Hawkins, 2020, "A Bayesian Approach to Event Studies for Securities Litigation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 176, issue 1, pages 86-111, DOI: 10.1628/jite-2020-0012.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers, University of Milano-Bicocca, Department of Economics, number 453, Nov, revised Oct 2022.
• Germano Ruisi, 2020, "An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta," CBM Working Papers, Central Bank of Malta, number WP/06/2020.
• William Gatt & Germano Ruisi, 2020, "Housing demand shocks, foreign labour inflows and consumption," CBM Working Papers, Central Bank of Malta, number WP/07/2020.
• Barnabás Székely, 2020, "Funding for lending schemes should prioritize SME lending," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/138.
• Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020, "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/20.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2020, "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/20.
• Ruben Loaiza-Maya & Didier Nibbering, 2020, "Scalable Bayesian Estimation in the Multinomial Probit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/20.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2020, "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/20.
• Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020, "Online Estimation of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26826, Mar.
• Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 26935, Apr.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27001, Apr.
• Christiane Baumeister & James D. Hamilton, 2020, "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 27014, Apr.
• Shomesh Chaudhuri & Andrew W. Lo & Danying Xiao & Qingyang Xu, 2020, "Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27175, May.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers, National Bureau of Economic Research, Inc, number 27248, May.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
• Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2020, "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 27685, Aug.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 27715, Aug.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27719, Aug.
• Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020, "Payments Crises and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 27733, Aug.
• Michele Lenza & Giorgio E. Primiceri, 2020, "How to Estimate a VAR after March 2020," NBER Working Papers, National Bureau of Economic Research, Inc, number 27771, Sep.
• Cosmin L. Ilut & Rosen Valchev, 2020, "Economic Agents as Imperfect Problem Solvers," NBER Working Papers, National Bureau of Economic Research, Inc, number 27820, Sep.
• Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020, "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers, National Bureau of Economic Research, Inc, number 28241, Dec.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020, "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series, National Center for Environmental Economics, U.S. Environmental Protection Agency, number 202001, Mar.
• Remzi Baris Tercioglu, 2020, "A sectoral approach to measuring output gap: Evidence from 20 US sectors over 1948-2019," Working Papers, New School for Social Research, Department of Economics, number 2012, Oct, revised Jun 2021.
• Brian Hartley, 2020, "Corridor stability of the Kaleckian growth model: a Markov-switching approach," Working Papers, New School for Social Research, Department of Economics, number 2013, Oct, revised Nov 2020.
• CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W., 2020, "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 20-09, Sep.
• Adrien Papuchon, 2020, "Have Young Adults’ Opinions on the Social Role of the State Changed since the 2008 Economic Crisis?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 514-515-5, pages 175-198, DOI: https://doi.org/10.24187/ecostat.20.
• Vianney Costemalle, 2020, "Bayesian Probabilistic Population Projections for France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 29-47, DOI: https://doi.org/10.24187/ecostat.20.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2020, "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-07, May.
• Paulo Chahuara, 2020, "Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano," Documentos de Trabajo, OSIPTEL, number 42.
• Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand & Camerer, Colin, 2020, "Meta-Analysis of Empirical Estimates of Loss-Aversion," MetaArXiv, Center for Open Science, number hnefr, Dec, DOI: 10.31219/osf.io/hnefr.
• Patrick Mokre & Miriam Rehm, 2020, "Inter-industry wage inequality: persistent differences and turbulent equalisation," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 44, issue 4, pages 919-942.
• Kiyoyasu Tanaka & Yoshihiro Hashiguchi, 2020, "Agglomeration economies in the formal and informal sectors: a Bayesian spatial approach‡," Journal of Economic Geography, Oxford University Press, volume 20, issue 1, pages 37-66.
• Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020, "State Dependence in Labor Market Fluctuations," Economics Series Working Papers, University of Oxford, Department of Economics, number 902, Feb.
• Vargas-Sánchez, Jhon Jairo & Causado, Edwin & Mercado, Hugo, 2020, "Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s || Bayesian estimators of Weibull distributions applied to a model of waiting lines G/G/s," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 142-162, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
• Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020, "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 182, Feb.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
• Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui, 2020, "Interconnected Deviations from Covered Interest Parity," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 191, Sep.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
• Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
• Jefferson Martínez & Gabriel Rodríguez, 2020, "Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-483, DOI: 10.18800/2079-8474.0483.
• Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020, "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-484, DOI: 10.18800/2079-8474.0484.
• Jhonatan Portilla Goicochea & Gabriel Rodríguez, 2020, "Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-485, DOI: 10.18800/2079-8474.0485.
• Álvaro Jiménez & Gabriel Rodríguez, 2020, "Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2020-489, DOI: 10.18800/2079-8474.0489.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-038, Nov.
• Frank Schorfheide & Dongho Song, 2020, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-039, Jul.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper, University Library of Munich, Germany, number 100165, May.
• Aliaga, Augusto, 2020, "Reglas de política monetaria para una economía abierta con fricciones financieras: Un enfoque Bayesiano
  [Monetary policy rules for an open economy with financial frictions: A Bayesian approach]," MPRA Paper, University Library of Munich, Germany, number 100604, Aug.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Forecasting transaction counts with integer-valued GARCH models," MPRA Paper, University Library of Munich, Germany, number 101779, Jul, revised 11 Jul 2020.
• Jemio Hurtado, Valeria, 2020, "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper, University Library of Munich, Germany, number 102374, Jul, revised 14 Jul 2020.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020, "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper, University Library of Munich, Germany, number 103250, Oct, revised 01 Oct 2020.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Mansur, Alfan, 2020, "Shocks and Frictions in US Business Cycle: A Bayesian DSGE Approach," MPRA Paper, University Library of Munich, Germany, number 104546, Oct, revised 24 Oct 2020.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020, "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper, University Library of Munich, Germany, number 106098, Dec, revised 21 Dec 2020.
• Adeniyi, Isaac Adeola, 2020, "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper, University Library of Munich, Germany, number 99165, Mar.
• Rivolta, Giulia & Trecroci, Carmine, 2020, "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper, University Library of Munich, Germany, number 99403, Apr.