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)

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.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
• Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020, "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 369-412, December.
• Haroon Mumtaz, 2020, "A Generalised Stochastic Volatility in Mean VAR. An Updated Algorithm," Working Papers, Queen Mary University of London, School of Economics and Finance, number 908, Jul.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 912, Sep.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"," Computer Codes, Review of Economic Dynamics, number 19-271, revised .
• Anttonen, Jetro & Lehmus, Markku & Vihriälä, Vesa, 2020, "Weak Economic Conditions and the Objective of the Government Programme," ETLA Brief, The Research Institute of the Finnish Economy, number 86, Mar.
• Mortaza OJAGHLOU, 2020, "Dynamic Effects of Macroeconomic Fundamentals on Stock Market Movements: Evidence from BIST100," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 2, pages 17-36.
• Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2020, "Global Spillover Effects Of US Uncertainty," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022299, Jan.
• Mohammad Mehdi Zare Shahneh & Zahra Nasrollahi & Hojat Parsa, 2020, "The impact of gender inequality on macroeconomic variables in the framework of a DSGE model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 29-60.
• Krzysztof DRACHAL, 2020, "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 18-34, July.
• Joshua C. Hall & Donald J. Lacombe & Shree B. Pokharel, 2020, "State Exit Exams and Graduation Rates: A Hierarchical SLX Modelling Approach," The Review of Regional Studies, Southern Regional Science Association, volume 50, issue 2, pages 189-206, DOI: 10.52324/001c.12636.
• Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
• Piotr Dybka, 2020, "One model or many? Exchange rates determinants and their predictive capabilities," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-053, Jul, DOI: 10.33119/kaewps2020053.
• Joonyoung Hur & Jong-Suk Han, 2020, "Effect of Monetary Policy on Government Spending Multiplier," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2004.
• Nicolo Maffei Faccioli & Eugenia Vella, 2020, "The Asymmetric Unemployment Response of Natives and Foreigners to Migration Shocks," Working Papers, The University of Sheffield, Department of Economics, number 2020008, Aug.
• Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020, "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers, Swiss National Bank, number 2020-12.
• Gürkan BOZMA & Sinan KUL, 2020, "Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock prices can be estimated using this relationship. In t," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Lei Shi, 2020, "Bayesian analysis of multivariate ordered probit model with individual heterogeneity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 4, pages 649-665, December, DOI: 10.1007/s10182-020-00369-2.
• Yuheng Ling, 2020, "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 367-388, April, DOI: 10.1007/s00168-019-00967-2.
• Patrizia Berti & Emanuela Dreassi & Pietro Rigo, 2020, "A notion of conditional probability and some of its consequences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 3-15, June, DOI: 10.1007/s10203-019-00256-9.
• Frank Lad & Giuseppe Sanfilippo, 2020, "Predictive distributions that mimic frequencies over a restricted subdomain," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 17-41, June, DOI: 10.1007/s10203-020-00281-z.
• Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
• Jaeho Kim & Sora Chon, 2020, "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, volume 58, issue 3, pages 1339-1354, March, DOI: 10.1007/s00181-018-1554-0.
• Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020, "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, volume 58, issue 3, pages 1355-1380, March, DOI: 10.1007/s00181-018-1575-8.
• Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020, "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, volume 58, issue 5, pages 2085-2103, May, DOI: 10.1007/s00181-018-1615-4.
• Jan Prüser & Alexander Schlösser, 2020, "The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR," Empirical Economics, Springer, volume 58, issue 6, pages 2889-2910, June, DOI: 10.1007/s00181-018-01619-8.
• Yasutomo Murasawa, 2020, "Measuring public inflation perceptions and expectations in the UK," Empirical Economics, Springer, volume 59, issue 1, pages 315-344, July, DOI: 10.1007/s00181-019-01675-8.
• Andrés Ramírez-Hassan, 2020, "Dynamic variable selection in dynamic logistic regression: an application to Internet subscription," Empirical Economics, Springer, volume 59, issue 2, pages 909-932, August, DOI: 10.1007/s00181-019-01644-1.
• Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2020, "Measuring the strength of the theories of government size," Empirical Economics, Springer, volume 59, issue 5, pages 2185-2222, November, DOI: 10.1007/s00181-019-01718-0.
• Sune Karlsson & Pär Österholm, 2020, "A note on the stability of the Swedish Phillips curve," Empirical Economics, Springer, volume 59, issue 6, pages 2573-2612, December, DOI: 10.1007/s00181-019-01746-w.
• Constantinos Kardaras & Johannes Ruf, 2020, "Filtration shrinkage, the structure of deflators, and failure of market completeness," Finance and Stochastics, Springer, volume 24, issue 4, pages 871-901, October, DOI: 10.1007/s00780-020-00435-2.
• Maren Hein & Peter Kurz & Winfried J. Steiner, 2020, "Analyzing the capabilities of the HB logit model for choice-based conjoint analysis: a simulation study," Journal of Business Economics, Springer, volume 90, issue 1, pages 1-36, February, DOI: 10.1007/s11573-019-00927-4.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2020, "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 18, issue 1, pages 91-111, March, DOI: 10.1007/s10888-019-09426-6.
• Gan-Ochir Doojav & Kaliappa Kalirajan, 2020, "Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 253-291, June, DOI: 10.1007/s40953-019-00179-7.
• Tamás Krisztin & Philipp Piribauer & Michael Wögerer, 2020, "The spatial econometrics of the coronavirus pandemic," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 3, pages 209-218, December, DOI: 10.1007/s12076-020-00254-1.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State dependence in labour market fluctuations," Working Papers, European Stability Mechanism, number 47, Dec.
• Vivek Srikrishnan & Yawen Guan & Klaus Keller & Richard S.J. Tol, 2020, "Fossil fuel resources, decarbonization, and economic growth drive the feasibility of Paris climate targets," Working Paper Series, Department of Economics, University of Sussex Business School, number 0620, Mar.
• Toni Beutler & Matthias Gubler & Simona Hauri & Sylvia Kaufmann, 2020, "Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time," Working Papers, Swiss National Bank, Study Center Gerzensee, number 20.04, Aug.
• Anne Musson & Damien Rousselière, 2020, "Exploring the effect of crisis on cooperatives: a Bayesian performance analysis of French craftsmen cooperatives," Applied Economics, Taylor & Francis Journals, volume 52, issue 25, pages 2657-2678, May, DOI: 10.1080/00036846.2019.1693699.
• Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
• Xingwei Hu, 2020, "A theory of dichotomous valuation with applications to variable selection," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 1075-1099, November, DOI: 10.1080/07474938.2020.1735750.
• F. Di Iorio & M. Letizia Giorgetti, 2020, "Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector," Industry and Innovation, Taylor & Francis Journals, volume 27, issue 7, pages 789-803, August, DOI: 10.1080/13662716.2019.1685373.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 531, pages 1092-1110, July, DOI: 10.1080/01621459.2019.1660171.
• Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2020, "Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 124-136, January, DOI: 10.1080/07350015.2018.1459302.
• Joshua C. C. Chan, 2020, "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 68-79, January, DOI: 10.1080/07350015.2018.1451336.
• Minchul Shin & Molin Zhong, 2020, "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 367-379, April, DOI: 10.1080/07350015.2018.1506342.
• Leif Anders Thorsrud, 2020, "Words are the New Numbers: A Newsy Coincident Index of the Business Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 393-409, April, DOI: 10.1080/07350015.2018.1506344.
• Eduard Sariev & Guido Germano, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 2, pages 311-328, February, DOI: 10.1080/14697688.2019.1633014.
• Zhang, Bo & Nguyen, Bao H., 2020, "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-12.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2020, "Interaction of monetary and fiscal policies in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 20, issue 4, pages 193-203.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Beqiraj Elton & Di Bartolomeo Giovanni & Di Pietro Marco, 2020, "Price and wage inflation persistence across countries and monetary regimes," wp.comunite, Department of Communication, University of Teramo, number 00150, Dec.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-015/III, Mar.
• Masako Ikefuji & Jan R. Magnus, 2020, "The perception of climate sensitivity: Revealing priors from posteriors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-046/III, Jul.
• Anoek Castelein & Dennis Fok & Richard Paap, 2020, "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-061/III, Sep.
• Eijffinger, Sylvester & Grajales Olarte, Anderson & Uras, Burak, 2020, "Heterogeneity in wage setting behavior in a New-Keynesian Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 24069cb1-ed64-4367-9a37-b.
• George Monokroussos & Yongchen Zhao, 2020, "Nowcasting in Real Time Using Popularity Priors," Working Papers, Towson University, Department of Economics, number 2020-01, Feb, revised Feb 2020.
• Katarzyna Anna BARAN, 2020, "The Impact of Macroeconomic and Institutional Factors on Economic Growth in the CEE-4 Countries," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 4, issue 2, pages 1-26, DOI: 10.1991/jefa.v4i2.a34.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-26.
• Riccardo (Jack) Lucchetti & Luca Pedini, 2020, "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:28.
• Lee Changro & Park Keith Key-Ho, 2020, "Representing Uncertainty in Property Valuation Through a Bayesian Deep Learning Approach," Real Estate Management and Valuation, Sciendo, volume 28, issue 4, pages 15-23, December, DOI: 10.1515/remav-2020-0028.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020, "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 53, issue 2, pages 767-799, May, DOI: 10.1111/caje.12443.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, volume 88, issue 1, pages 171-201, January, DOI: 10.3982/ECTA14952.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1027-1072, August, DOI: 10.1111/iere.12448.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 273-293, April, DOI: 10.1002/jae.2750.
• Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020, "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 410-421, June, DOI: 10.1002/jae.2761.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020, "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 645-652, August, DOI: 10.1002/jae.2760.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020, "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 692-711, September, DOI: 10.1002/jae.2793.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020, "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 934-943, September, DOI: 10.1002/for.2660.
• Drew D. Creal & Jing Cynthia Wu, 2020, "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1461-1484, November, DOI: 10.3982/QE887.
• Elmar Mertens & James M. Nason, 2020, "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1485-1520, November, DOI: 10.3982/QE980.
• Joshua C. Hall & Donald J. Lacombe & Shree B. Pokharel, 2020, "State Exit Exams and Graduation Rates: A Hierarchical SLX Modelling Approach," Working Papers, Department of Economics, West Virginia University, number 20-05, Apr.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2020, "Makroekonomski učinci diskrecijskih izmjena u sustavu poreza na dodanu vrijednost (PDV) u Hrvatskoj: narativni pristup," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2002, Feb.
• Andrea Lučić, 2020, "Utjecaj perciprianog pritiska interesno-utjecajnih skupina na elemente održive marketinške orijentacije hrvatskih poduzeća," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2004, Jun.
• Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020, "Indeterminacy and imperfect information," Discussion Papers, Deutsche Bundesbank, number 01/2020.
• Roth, Markus, 2020, "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers, Deutsche Bundesbank, number 06/2020.
• Hartwig, Benny, 2020, "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers, Deutsche Bundesbank, number 34/2020.
• Böhl, Gregor & Strobel, Felix, 2020, "US business cycle dynamics at the zero lower bound," Discussion Papers, Deutsche Bundesbank, number 65/2020.
• Barron, Kai, 2021, "Belief updating: does the 'good-news, bad-news' asymmetry extend to purely financial domains?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 24, issue 1, pages 31-58, DOI: 10.1007/s10683-020-09653-z.
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