## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C11: Bayesian Analysis: General**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model**

*by*Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh

**Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK**

*by*Murasawa, Yasutomo

**Monetary Policy and Macroeconomic Stability Revisited**

*by*Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem

**Measuring the output gap using stochastic model specification search**

*by*Joshua C C Chan & Angelia L Grant

**What drives business investment in the United Kingdom? Results from a firm-level VAR approach**

*by*Melolinna, Marko

**Creating impact in the digital space: digital practice dependency in communities of digital scientific innovations**

*by*Sabine Brunswicker & Sorin Adam Matei & Michael Zentner & Lynn Zentner & Gerhard Klimeck

**Multi-category purchase incidences with marketing cross effects**

*by*Harald Hruschka

**A continuous spatio-temporal model for house prices in the USA**

*by*Márcio Poletti Laurini

**A hierarchical SLX model application to violent crime in Mexico**

*by*Donald J. Lacombe & Miguel Flores

**A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing**

*by*LeSage, James P. & Vance, Colin & Chih, Yao-Yu

**Bayesian testing for short term interest rate models**

*by*Zhang, Yonghui & Chen, Zhongtian & Li, Yong

**Respect for experts vs. respect for unanimity: The liberal paradox in probabilistic opinion pooling**

*by*Herzberg, Frederik

**Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility**

*by*Dimitrakopoulos, Stefanos

**Pair trading based on quantile forecasting of smooth transition GARCH models**

*by*Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol

**Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market**

*by*Nonejad, Nima

**Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter**

*by*Grant, Angelia L. & Chan, Joshua C.C.

**Safety in Numbers: Toward a New Methodology for Quantifying Cyber Risk**

*by*Dash, Sidhartha & Mestchian, Peyman

**BVAR mapping**

*by*Demeshev, Boris & Malakhovskaya, Oxana

**Bank lending channel in Russia: A TVP-FAVAR approach**

*by*Borzykh, Olga

**Joint distribution of stock indices: Methodological aspects of construction and selection of copula models**

*by*Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

**DSGE-based forecasting: What should our perspective be?**

*by*O. Malakhovskaya.

**Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?**

*by*Barron, Kai

**The credit channel during times of financial stress: A time varying VAR analysis**

*by*Dany, Geraldine

**Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model**

*by*Scharnagl, Michael & Mandler, Martin & Volz, Ute

**Restrictions Search for Panel VARs**

*by*Schnücker, Annika

**The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model**

*by*Vogel, Lukas & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**Fast, approximate MCMC for Bayesian analysis of large data sets: A design based approach**

*by*Kaeding, Matthias

**House prices and interest rates: Bayesian evidence from Germany**

*by*Hanck, Christoph & Prüser, Jan

**A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry**

*by*Lesage, James P. & Vance, Colin & Chih, Yao-Yu

**How the baby boomers' retirement wave distorts model-based output gap estimates**

*by*Wolters, Maik H.

**Minimum wage and employment: Escaping the parametric straitjacket**

*by*Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan

**The determinants of CDS spreads: Evidence from the model space**

*by*Pelster, Matthias & Vilsmeier, Johannes

**Point, interval and density forecasts of exchange rates with time-varying parameter models**

*by*Abbate, Angela & Marcellino, Massimiliano

**Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model**

*by*Mandler, Martin & Scharnagl, Michael & Volz, Ute

**Does My High Blood Pressure Improve Your Survival? Overall and Subgroup Learning Curves in Health**

*by*Gestel, R.V. & MÃ¼ller, T. & Bosmans, J.

**Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model**

*by*Florian Huber & Gregor Kastner & Martin Feldkircher

**Adaptive shrinkage in Bayesian vector autoregressive models**

*by*Florian Huber & Martin Feldkircher

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**Parallelization experience with four canonical econometric models using ParMitISEM**

*by*Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

**The time-series linkages between US fiscal policy and asset prices**

*by*Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

**In search of the Euro area fiscal stance**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs**

*by*Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Great Recession, Slow Recovery and Muted Fiscal Policies in the US**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Benchmarking Heterogeneous Distribution System Operators: Evidence from Norway**

*by*George Elias

**A Bayesian Infinite Hidden Markov Vector Autoregressive Model**

*by*Didier Nibbering & Richard Paap & Michel van der Wel

**Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes**

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises**

*by*Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu

**Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Identifying Key Drivers and Bottlenecks in the Adoption of E-Book Readers in Korea**

*by*Dongnyok Shim & Jin Gyo Kim & Jorn Altmann

**Credit cycles and real activity - the Swiss case**

*by*Gregor Bäurle & Rolf Scheufele

**Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison**

*by*Anna Kormilitsina & Sarah Zubairy

**Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks**

*by*Anna Kormilitsina

**New Distribution Theory for the Estimation of Structural Break Point in Mean**

*by*Jiang Liang & Wang Xiaohu & Jun Yu

**Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling**

*by*Michal Jakubczyk

**Changes in nominal rigidities in Poland - a regime switching DSGE perspective**

*by*Pawe? Baranowski & Zbigniew Kuchta

**Is There a SADC Business Cycle? Evidence from a Dynamic Factor Model**

*by*Ntokozo Patrick Nzimande & Harold Ngalawa

**The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive Techniques**

*by*Emmanuel Owusu-Sekyere

**Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?**

*by*Yuan Liao & Anna Simoni

**On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us**

*by*Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

**Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR**

*by*Michael Ellington & Chris Florackis & Costas Milas

**Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America**

*by*Pérez Forero, Fernando

**The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies**

*by*Pérez Forero, Fernando & Serván, Sergio

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

**Bayesian Vector Autoregressions with Non-Gaussian Shocks**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**Recession Propagation in Small Regional Economies: Spatial Spillovers and Endogenous Clustering**

*by*Sergei Shibaev

**Stock Return Prediction with Fully Flexible Models and Coefficients**

*by*Byrne, Joseph & Fu, Rong

**Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks**

*by*Oepping, Hardy

**Ein Bayes-Netz zur Analyse des Absturzrisikos im Gerüstbau**

*by*Oepping, Hardy

**短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究**

*by*Cai, Yifei

**Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels**

*by*Khorunzhina, Natalia & Richard, Jean-Francois

**Bayesian Nonparametric Estimation of Ex-post Variance**

*by*Griffin, Jim & Liu, Jia & Maheu, John M

**Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification**

*by*Njindan Iyke, Bernard

**Bayesian inference in generalized true random-effects model and Gibbs sampling**

*by*Makieła, Kamil

**Real effective exchange rates comovements and the South African currency**

*by*Raputsoane, Leroi

**Did the FED REact to Asset Price Bubbles?**

*by*Dennis Wesselbaum & Marc-Andre Luik

**Learning, Confidence, and Business Cycles**

*by*Cosmin L. Ilut & Hikaru Saijo

**A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models**

*by*Francis DiTraglia & Camilo García-Jimeno

**Hit or Miss? Test Taking Behavior in Multiple Choice Exams**

*by*Ş. Pelin Akyol & James Key & Kala Krishna

**Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data**

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

**Bond Risk Premia in Consumption-based Models**

*by*Drew D. Creal & Jing Cynthia Wu

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

**Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures**

*by*Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin

**Bayesian Rank Selection in Multivariate Regression**

*by*Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid

**A Frequency Approach to Bayesian Asymptotics**

*by*Tingting Cheng & Jiti Gao & Peter CB Phillips

**Asymptotic Properties of Approximate Bayesian Computation**

*by*D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau

**Data-driven particle Filters for particle Markov Chain Monte Carlo**

*by*Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe

**Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models**

*by*Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert

**Monetary policy and the current account; theory and evidence**

*by*Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

**The Role of EU Policy in Supporting Technological Innovation in SMEs - a Bayesian Network Analysis of Firm-Level Data from Poland**

*by*Massimo FLORIO & Aleksandra PARTEKA & Emanuela SIRTORI

**Entry and Patenting in the Pharmaceutical Industry**

*by*Maria Letizia GIORGETTI & Maria Luisa MANCUSI

**PIIGS in the Euro Area. An Empirical DSGE Model**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**In search of the Euro Area Fiscal Stance**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**Uncovering the determinants of corruption**

*by*Michael Jetter & Christopher F. Parmeter

**The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging**

*by*Svatopluk Kapounek

**Bayesian Spatial Bivariate Panel Probit Estimation**

*by*Badi Baltagi & Peter Egger & Michaela Kesina

**Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions**

*by*Rilind Kabashi & Katerina Suleva

**Is microfinance truly useless for poverty reduction and women empowerment? A Bayesian spatial-propensity score matching evaluation in Bolivia**

*by*Rolando Gonzales & Joel Mendizabal & Patricia Aranda

**Preference for women but less preference for indigenous women: A lab-field experiment of loan discrimination in a developing economy**

*by*Rolando Gonzales & Gabriela Aguilera-Lizarazu & Andrea Rojas-Hosse & Patricia Aranda

**Macroeconomics implications of female entrepreneurs facing financial frictions to access to credit: A DSGE model approach in Cameroon**

*by*Thierry Kame Babilla & Adele Ngo Bilong & Sandra Kendo & Martin Jaures Ndzana Eloundou

**Sparse Change-point HAR Models for Realized Variance**

*by*Arnaud Dufays & Jeroen V.K. Rombouts

**Can Public Spending Boost Private Consumption?**

*by*Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni

**Labor Market Frictions and Monetary Policy Design**

*by*Anna Almosova &

**Uncertainty and Employment Dynamics in the Euro Area and the US**

*by*Aleksei Netsunajev & Katharina Glass & &

**Forecasting Employment Growth in Sweden Using a Bayesian VAR Model**

*by*Raoufina, Karine

**Determinants of long-term economic Growth redux: A Measurement Error Model Averaging (MEMA) approach**

*by*Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn

**Bayesian Compressed Vector Autoregressions**

*by*Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

**Time-varying parameter estimation in macroeconometrics**

*by*Guido Travaglini

**Recession forecasting using Bayesian classification**

*by*Davig, Troy A. & Smalter Hall, Aaron

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Signaling Effects of Monetary Policy**

*by*Melosi, Leonardo

**Estimating Dynamic Macroeconomic Models : How Informative Are the Data?**

*by*Daniel O. Beltran & David Draper

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

**A New Approach to Identifying the Real Effects of Uncertainty Shocks**

*by*Minchul Shin & Molin Zhong

**Are nonlinear methods necessary at the zero lower bound?**

*by*Richter, Alexander & Throckmorton, Nathaniel

**Measuring Uncertainty and Its Impact on the Economy**

*by*Clark, Todd E. & Carriero, Andrea & Massimiliano, Marcellino

**Large Vector Autoregressions with Stochastic Volatility and Flexible Priors**

*by*Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano

**The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy**

*by*Meyer, Brent & Zaman, Saeed

**Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)**

*by*Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

**A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises**

*by*Guo, X. & McAleer, M.J. & Wong, W-K. & Zhu, L.

**Reconciling output gaps: unobserved components model and Hodrick-Prescott filter**

*by*Joshua C.C. Chan & Angelia L. Grant

**Forecasting GDP with global components. This time is different**

*by*Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud

**A Bayesian Reversible Jump Piecewise Hazard approach for modelling rate changes in mass shootings**

*by*Andrew G. Chapple

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

**Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach**

*by*Dmitry Kulikov & Aleksei NetÅ¡unajev

**Measuring Knowledge with Patent Data: an Application to Low Carbon Energy Technologies**

*by*Clément Bonnet

**Determinants of corruption: Can we put all countries in the same basket?**

*by*Blaise Gnimassoun & Joseph Keneck Massil

**Restrictions Search for Panel VARs**

*by*Annika Schnücker

**Assessing Identifying Restrictions in SVAR Models**

*by*Michele Piffer

**Do women respond less to performance pay? Building evidence from multiple experiments**

*by*Bandiera, Oriana & Fischer, Greg & Prat, Andrea & Ytsma, Erina

**Monetary Policy and the Current Account: Theory and Evidence**

*by*Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

**Bayesian Semiparametric Forecasts of Real Interest Rate Data**

*by*DESCHAMPS, Philippe J.

**Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies**

*by*Alexander Guarín-López & Ignacio Lozano-Espitia

**Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic**

*by*Jan Babecky & Michal Franta & Jakub Rysanek

**Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations**

*by*Michal Franta

**Forecasting Financial Returns with a Structural Macroeconomic Model**

*by*Eric Jondeau & Michael Rockinger

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

**The Ifo DSGE Model for the German Economy**

*by*Nikolay Hristov

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Alternatives to large VAR, VARMA and multivariate stochastic volatility models**

*by*Mike G. Tsionas

**Alternative Bayesian compression in Vector Autoregressions and related models**

*by*Mike G. Tsionas

**The Aino 2.0 model**

*by*Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio

**Interpreting the latent dynamic factors by threshold FAVAR model**

*by*Hacioglu, Sinem & Tuzcuoglu, Kerem

**Output gaps, inflation and financial cycles in the United Kingdom**

*by*Melolinna, Marko & Tóth, Máté

**Words are the new numbers: A newsy coincident index of business cycles**

*by*Leif Anders Thorsrud

**Nowcasting using news topics. Big Data versus big bank**

*by*Leif Anders Thorsrud

**Do central banks respond timely to developments in the global economy?**

*by*Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri

**Immigration and the macroeconomy: some new empirical evidence**

*by*Francesco Furlanetto & Ørjan Robstad

**Oil and macroeconomic (in)stability**

*by*Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih

**Joint prediction bands for macroeconomic risk management**

*by*Farooq Akram & Andrew Binning & Junior Maih

**Measuring Uncertainty and Its Impact on the Economy**

*by*Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Forecasting inflation in post-oil boom years: A case for non-linear models?**

*by*Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**Fragility of asymptotic agreement under Bayesian learning**

*by*Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor

**The Beveridge–Nelson decomposition of mixed-frequency series**

*by*Yasutomo Murasawa

**Heterogeneity in spatial growth clusters**

*by*Philipp Piribauer

**This paper examines the effect of message characteristics on donation behavior using an economic**

*by*Moon Young Kang & Byungho Park & Sanghak Lee & Jaehwan Kim & Greg Allenby

**Systemic Risk Impact on Economic Growth - The Case of the CEE Countries**

*by*Matei KUBINSCHI & Dinu BARNEA

**The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy**

*by*Corina SAMAN

**Determinants of CO2 Emissions in Developing Countries using Bayesian Econometric Approach**

*by*Tamizi , Alireza

**News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models**

*by*Stefan Avdjiev

**Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification**

*by*Jacek Osiewalski & Krzysztof Osiewalski

**A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision**

*by*Jakub Boratyński

**Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model**

*by*Renata Wróbel-Rotter

**The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach**

*by*Roman Huptas

**Structural Changes in the Czech Economy: A DSGE Model Approach**

*by*Jan Čapek

**Modeling the evolution of monetary policy rules in CESEE**

*by*Martin Feldkircher & Florian Huber & Isabella Moder

**Consistent Bayesians Are No More Accurate Than Non-Bayesians: Economists Surveyed About PSA**

*by*Berg, Nathan & Biele, Guido & Gigerenzer, Gerd

**Real Effective Exchange Rates Comovements and the South African Currency**

*by*Leroi RAPUTSOANE

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Abhishek Gupta

**Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions**

*by*Rilind Kabashi & Katerina Suleva

**An Empirical Analysis Of Monetary Policy Reaction Function: Evidence From Nigeria**

*by*Ikechukwu Kelikume & Faith A. Alabi & Roseline Chizoba Ike-Anikwe

**Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods**

*by*Milan Ficura & Jiri Witzany

**A Bayesian Reversible Jump Piecewise Hazard approach for modeling rate changes in mass shootings**

*by*Andrew G. Chapple

**DSGE Models for Policy Analysis**

*by*Thomas Persson

**Confirmation: What's in the evidence?**

*by*Kataria, Mitesh

**Modeling individual travel behaviors based on intra-household interactions**

*by*Kim, Changjoo & Parent, Olivier

**Government spending multipliers and the zero lower bound**

*by*Ji, Yangyang & Xiao, Wei

**Assessing labor market frictions in a small open economy**

*by*Sheen, Jeffrey & Wang, Ben Zhe

**Globalization and monetary policy comovement: International evidence**

*by*Chatterjee, Arpita

**Can credit spreads help predict a yield curve?**

*by*Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

**State-dependent exchange rate pass-through behavior**

*by*Donayre, Luiggi & Panovska, Irina

**A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan**

*by*Iiboshi, Hirokuni

**Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs**

*by*Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania

**Diamonds vs. precious metals: What shines brightest in your investment portfolio?**

*by*Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

**Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach**

*by*Naser, Hanan

**Modeling energy price dynamics: GARCH versus stochastic volatility**

*by*Chan, Joshua C.C. & Grant, Angelia L.

**Determinants of investment under incentive regulation: The case of the Norwegian electricity distribution networks**

*by*Poudineh, Rahmatallah & Jamasb, Tooraj

**In search of the Euro area fiscal stance**

*by*Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio

**A time varying DSGE model with financial frictions**

*by*Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina

**An infinite hidden Markov model for short-term interest rates**

*by*Maheu, John M. & Yang, Qiao

**Mobility of knowledge and local innovation activity**

*by*Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G.

**Model uncertainty and the effect of shall-issue right-to-carry laws on crime**

*by*Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.

**Unveiling covariate inclusion structures in economic growth regressions using latent class analysis**

*by*Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias

**The impact of financial regulation on current account balances**

*by*Moral-Benito, Enrique & Roehn, Oliver

**Model uncertainty in Panel Vector Autoregressive models**

*by*Koop, Gary & Korobilis, Dimitris

**Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates**

*by*Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

**A MIDAS approach to modeling first and second moment dynamics**

*by*Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

**Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave**

*by*Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia

**S-values: Conventional context-minimal measures of the sturdiness of regression coefficients**

*by*Leamer, Edward E.

**Large Bayesian VARMAs**

*by*Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary

**Structural analysis with Multivariate Autoregressive Index models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem**

*by*Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

**Some models for stochastic frontiers with endogeneity**

*by*Griffiths, William E. & Hajargasht, Gholamreza

**The good, the bad and the technology: Endogeneity in environmental production models**

*by*Kumbhakar, Subal C. & Tsionas, Efthymios G.

**Directional distance functions: Optimal endogenous directions**

*by*Atkinson, Scott E. & Tsionas, Mike G.

**Methods for measuring expectations and uncertainty in Markov-switching models**

*by*Bianchi, Francesco

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Is Rotemberg pricing justified by macro data?**

*by*Richter, Alexander W. & Throckmorton, Nathaniel A.

**An auxiliary particle filter for nonlinear dynamic equilibrium models**

*by*Yang, Yuan & Wang, Lu

**Significance test in nonstationary multinomial logit model**

*by*Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

**On international uncertainty links: BART-based empirical evidence for Canada**

*by*Gupta, Rangan & Pierdzioch, Christian & Risse, Marian

**Interpreting heterogeneous coefficient spatial autoregressive panel models**

*by*LeSage, James P. & Chih, Yao-Yu

**Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model**

*by*Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos

**Forecasting structural change and fat-tailed events in Australian macroeconomic variables**

*by*Cross, Jamie & Poon, Aubrey

**Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation**

*by*Dąbrowski, Marek A. & Wróblewska, Justyna

**Durable consumption and asset returns: Cointegration analysis**

*by*Chen, Guojin & Hong, Zhiwu & Ren, Yu

**Does trust contribute to stock market development?**

*by*Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas

**The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy**

*by*Rychalovska, Yuliya

**An analysis on operational risk in international banking: A Bayesian approach (2007–2011)**

*by*Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

**A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia**

*by*Karen Poghosyan

**Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)**

*by*Petra Čekmeová

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen Mark J.

**GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts**

*by*Srini Vasan & Adelamar Alcantara

**On International Uncertainty Links: BART-Based Empirical Evidence for Canada**

*by*Rangan Gupta & Christian Pierdzioch & Marian Risse

**Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models**

*by*Rangan Gupta

**The Time-Series Linkages between US Fiscal Policy and Asset Prices**

*by*Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts**

*by*Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Credit cycles and real activity - the Swiss case**

*by*Scheufele, Rolf & Bäurle, Gregor

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

**A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response**

*by*Stephen Chick & Martin Forster & Paolo Pertile

**Growing Together? Projecting Income Growth in Europe at the Regional Level**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer

**A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications**

*by*Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser

**Bank Competition and Financial Stability: Much Ado About Nothing?**

*by*Diana Zigraiova & Tomas Havranek

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

**An entropy-based early warning indicator for systemic risk**

*by*Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

**On the (Ab)Use of Omega?**

*by*Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

**Bayesian and frequentist inequality tests**

*by*David M. Kaplan & Longhao Zhuo

**An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model**

*by*Miguel Carriquiry

**Determinants of corruption: Can we put all countries in the same basket?**

*by*Blaise Gnimassoun & Joseph Keneck

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci

**Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa**

*by*Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

**Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse**

*by*Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam

**The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia**

*by*Sarmiento Paipilla, N.M. & Galán, Jorge E.

**Heterogeneity in Wage Setting Behavior in a New-Keynesian Model**

*by*Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B.

**Hawks and Doves at the FOMC**

*by*Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Smoking Initiation: Peers and Personality**

*by*Chih-Sheng Hsieh & Hans van Kippersluis

**The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

**Has the Forecasting Performance of the Federal Reserve’s Greenbooks Changed over Time?**

*by*Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Impacto regional da política monetária no Brasil: uma abordagem Bayesiana**

*by*Fábio Martins Serrano & Márcio Issao Nakane

**Consistent Variance of the Laplace Type Estimators: Application to DSGE Models**

*by*Anna Kormilitsina & Denis Nekipelov

**Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound**

*by*Valerio Scalone

**Bayesian learning with multiple priors and non-vanishing ambiguity**

*by*Alexander Zimper and Wei Ma

**Trade Integration And Trade Agreements:Resolving The Endogeneity Problem Through A Qualitative Var**

*by*Samuel Standaert & Glenn Rayp

**Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach**

*by*Samantha Leorato & Maura Mezzetti

**Unprecedented Changes in the Terms of Trade**

*by*Mariano Kulish & Daniel Rees

**A Multi-sector Model of the Australian Economy**

*by*Daniel Rees & Penelope Smith & Jamie Hall

**A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**A Time Varying DSGE Model with Financial Frictions**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Large Vector Autoregressions with Asymmetric Priors**

*by*Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach**

*by*Zeyyad Mandalinci

**Global Economic Divergence and Portfolio Capital Flows to Emerging Markets**

*by*Zeyyad Mandalinci & Haroon Mumtaz

**Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models**

*by*Zeyyad Mandalinci

**Forecasting with VAR Models: Fat Tails and Stochastic Volatility**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity**

*by*Alexander Zimper & Wei Ma

**Improving Markov switching models using realized variance**

*by*Liu, Jia & Maheu, John M

**Changes in nominal rigidities in Poland – a regime switching DSGE perspective**

*by*Baranowski, Paweł & Kuchta, Zbigniew

**Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa**

*by*Njindan Iyke, Bernard

**Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA**

*by*Njindan Iyke, Bernard

**Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach**

*by*Troug, Haytem Ahmed & Murray, Matt

**Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain**

*by*Giovanis, Eleftherios

**Nowcasting in Real Time Using Popularity Priors**

*by*Monokroussos, George

**Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market**

*by*Kim, Jaeho

**Short term Bayesian inflation forecasting for Tunisia**

*by*Dahem, Ahlem

**A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010**

*by*Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

**Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach**

*by*Naser, Hanan & Alaali, Fatema

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios G.

**Quantile forecasts of inflation under model uncertainty**

*by*Korobilis, Dimitris

**Prior selection for panel vector autoregressions**

*by*Korobilis, Dimitris

**Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər**

*by*Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

**Forecasting U.S. Recessions with a Large Set of Predictors**

*by*Fornaro, Paolo

**An Infinite Hidden Markov Model for Short-term Interest Rates**

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

**Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation**

*by*Dąbrowski, Marek A. & Wróblewska, Justyna

**Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design**

*by*Vahid Montazerhodjat & Andrew W. Lo

**Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis**

*by*Eric M. Leeper & Nora Traum & Todd B. Walker

**Partisan Conflict and Private Investment**

*by*Marina Azzimonti

**Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Testing for a Structural Break in Dynamic Panel Data Models with Common Factors**

*by*Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

**On Consistency of Approximate Bayesian Computation**

*by*David T. Frazier & Gael M. Martin & Christian P. Robert

**A New Class of Bivariate Threshold Cointegration Models**

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

**Confidence Biases and Learning among Intuitive Bayesians**

*by*Louis Lévy-Garboua & Muniza Askari & Marco Gazel

**Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity**

*by*Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz

**Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "**

*by*Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

**Welfare Consequences of Information Aggregation and Optimal Market Size**

*by*William E. Griffiths & Gholamreza Hajargasht

**Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions**

*by*Jacco Thijssen & Daniele Bergantini

**Labor Market Policies and the "Missing Deflation" Puzzle: Lessons from Hoover Policies during the U.S Great Depression**

*by*Jordan Roulleau-Pasdeloup & Anastasia Zhutova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

**Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net**

*by*Sandra Stankiewicz

**The impact of foreign firms on industrial productivity : evidence from Japan**

*by*Tanaka, Kiyoyasu

**Agglomeration effects of informal sector: evidence from Cambodia**

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Variable selection in the analysis of energy consumption-growth nexus**

*by*Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez

**Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services**

*by*Luca Mulazzani & Rosa Manrique & Giulio Malorgio

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

**GMM Estimation of Affine Term Structure Models**

*by*Hlouskova, Jaroslava & Sögner, Leopold

**Generalized Exogenous Processes in DSGE: A Bayesian Approach**

*by*Alexander Meyer-Gohde & Daniel Neuhoff & &

**Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression**

*by*Morita, Hiroshi

**Forecasting Russian Macroeconomic Indicators with BVAR**

*by*Boris B. Demeshev & Oxana A. Malakhovskaya

**Estimation of DSGE models: Maximum Likelihood vs. Bayesian methods**

*by*Mickelsson, Glenn

**Speeding Up Mcmc By Delayed Acceptance And Data Subsampling**

*by*Quiroz, Matias

**Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Speeding Up Mcmc By Efficient Data Subsampling**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Bayesian Inference in Regression Models with Ordinal Explanatory Variables**

*by*Karlsson, Sune & Temesgen, Asrat

**Industry based equity premium forecasts**

*by*Nuno Silva

**On the Forecasting of Financial Volatility Using Ultra-High Frequency Data**

*by*António A. F. Santos

**The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures**

*by*António Alberto Santos

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Co-Movement, Spillovers and Excess Returns in Global Bond Markets?**

*by*Joseph P. Byrne & Shuo Cao & Dimitris Korobilis

**Prior selection for panel vector autoregressions**

*by*Dimitris Korobilis.

**Quantile forecasts of inflation under model uncertainty**

*by*Dimitris Korobilis.

**The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania**

*by*Gerti Shijaku

**Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation**

*by*Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem

**Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models**

*by*D'Agostino, Antonello & Giannone, Domenico & Lenza, Michele & Modugno, Michele

**Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach**

*by*Bognanni, Mark & Herbst, Edward

**Bayesian Estimation of Time-Changed Default Intensity Models**

*by*Gordy, Michael B. & Szerszen, Pawel J.

**The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods**

*by*Martinez-Garcia, Enrique

**Clustered Housing Cycles**

*by*Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita

**A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations**

*by*Chan, Joshua C C & Clark, Todd E. & Koop, Gary

**Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts**

*by*Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

**Identifying and evaluating sample selection bias in consumer payment surveys**

*by*Hitczenko, Marcin

**Fitting a distribution to survey data for the half-life of deviations from PPP**

*by*Fisher, Mark

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen, Mark J.

**Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach**

*by*Simona Malovana

**Bank Competition and Financial Stability: Much Ado About Nothing?**

*by*Tomas Havranek & Diana Zigraiova

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs**

*by*Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania

**Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)**

*by*Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)**

*by*Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

**Stochastic levels and duration dependence in US unemployment**

*by*de Bruijn, L.P. & Franses, Ph.H.B.F.

**Specification tests for time-varying parameter models with stochastic volatility**

*by*Joshua C.C. Chan

**Large Bayesian VARs: A flexible Kronecker error covariance structure**

*by*Joshua C.C. Chan

**Bayesian model comparison for time-varying parameter VARs with stochastic volatility**

*by*Joshua C.C. Chan & Eric Eisenstat

**A Bayesian model comparison for trend-cycle decompositions of output**

*by*Joshua C.C. Chan & Angelia L. Grant

**Modeling energy price dynamics: GARCH versus stochastic volatility**

*by*Joshua C.C. Chan & Angelia L. Grant

**Efficient estimation of Bayesian VARMAs with time-varying coefficients**

*by*Joshua C.C. Chan & Eric Eisenstat

**Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean**

*by*Joshua C.C. Chan & Angelia L. Grant

**The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling**

*by*Joshua C.C. Chan

**Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility**

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno UuskÃ¼la

**Exchange rate misalignments and the external balance under a pegged currency system**

*by*Blaise Gnimassoun

**Decision making in times of uncertainty: An info-gap perspective**

*by*Yakov Ben-Haim & Maria Demertzis

**An analysis of the dynamics of efficiency of mutual funds**

*by*Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

**Gaussian processes and Bayesian moment estimation**

*by*Jean-Pierre Florens & Anna Simoni

**Solution and Estimation Methods for DSGE Models**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

**Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures**

*by*Bluwstein, Kristina & Canova, Fabio

**Structural Analysis with Multivariate Autoregressive Index Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Heterogeneity in Wage Setting Behavior in a New-Keynesian Model**

*by*Eijffinger, Sylvester C W & Grajales, Anderson & Uras, Rasim Burak

**Hawks and Doves at the FOMC**

*by*Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

**An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models**

*by*Yang, Yuan & Wang, Lu

**Sparse Change-Point Time Series Models**

*by*Dufays, A. & Rombouts, V.

**Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors**

*by*Deschamps, P.

**Autoregressive moving average infinite hidden markov-switching models**

*by*Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

**Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects**

*by*Andr´es Ramírez Hassan & Santiago Montoya Blandón

**The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia**

*by*Miguel Sarmiento & Jorge E. Galán

**In the Quest of Measuring the Financial Cycle**

*by*Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac

**Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence**

*by*Michal Franta

**Bank Competition and Financial Stability: Much Ado about Nothing?**

*by*Tomas Havranek & Diana Zigraiova

**Confidence Biases and Learning among Intuitive Bayesians**

*by*Louis Levy-Garboua & Muniza Askari & Marco Gazel

**Robust linear static panel data models using ε-contamination**

*by*Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi

**The Regime-switching volatility of Euro Area Business Cycles**

*by*Stéphane Lhuissier

**Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound**

*by*Tim Oliver Berg

**A Non-linear Forecast Combination Procedure for Binary Outcomes**

*by*Kajal Lahiri & Liu Yang

**Does Anti-Diversification Pay? A One-Sided Matching Model of Microcredit**

*by*Thilo Klein

**Roll Strategy Efficiency in Commodity Futures Markets**

*by*Nick Taylor

**Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?**

*by*Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

**What type of finance matters for growth? Bayesian model averaging evidence**

*by*Hasan, Iftekhar & Horvath, Roman & Mares, Jan

**What drives China’s outward FDI? A regional analysis**

*by*You, Kefei

**Long-run priors for term structure models**

*by*Meldrum, Andrew & Roberts-Sklar, Matt

**Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme**

*by*Churm, Rohan & Joyce, Mike & Kapetanios, George & Theodoridis, Konstantinos

**The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation**

*by*Chiu, Ching-Wai (Jeremy) & Hill, John

**Forecasting with VAR models: fat tails and stochastic volatility**

*by*Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor

**Foreign shocks**

*by*Drago Bergholt

**Dynamic predictive density combinations for large data sets in economics and finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Labor Supply Factors and Economic Fluctuations**

*by*Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

**Forecasting GDP with global components. This time is different**

*by*Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud

**The influence of risk-taking on bank efficiency: evidence from Colombia**

*by*Miguel Sarmiento & Jorge E. Galán

**Changes in nominal rigidities in Poland – a regime switching DSGE perspective**

*by*Pawel Baranowski & Zbigniew Kuchta

**Bayesian Model Averaging and Jointness Measures for gretl**

*by*Marcin Blazejowski & Jacek Kwiatkowski

**Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints**

*by*Markku Lanne & Jani Luoto

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

**Text mining for central banks**

*by*David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey

**Inflation Dynamics And The Impact On Growth In Post-December Romania**

*by*TOMESCU-DUMITRESCU, Cornelia & HOLT, Alina Georgiana

**L'Agriculture, Facteur De Vulnérabilité Des Petites Économies Insulaires ?**

*by*Valérie ANGEON & Samuel BATES

**Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)**

*by*Miros³aw Szreder

**Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania**

*by*Valeriu Nalban

**Estimation and Variance Decomposition in a Small-size DSGE Model**

*by*Oana Simona HUDEA

**Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability**

*by*Slutskin, Lev

**Regional Capital Mobility in China: An Endogenous Parameter Approach**

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**Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model**

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**Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data**

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**Measuring and Predicting Heterogeneous Recessions**

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*by*Gary Koop & Joshua Chan

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*by*Gary Koop & M. Hashem Pesaran & Ron Smith

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*by*Ye Chen & Jun Yu

**Bayesian Hypothesis Testing in Latent Variable Models**

*by*Yong Li & Jun Yu

**Simulated Maximum Likelihood Estimation for Latent Diffusion Models**

*by*Tore Selland Kleppe & Jun Yu & Hans J. skaug

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**Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality**

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**Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money**

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**Learning, Monetary Policy Rules, and Macroeconomic Stability**

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**The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia**

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**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

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**Bayesian Stochastic Frontier Analysis Using WinBUGS**

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**The Impact of Central Bank FX Interventions on Currency Components**

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**Estimating Single Factor Jump Diffusion Interest Rate Models**

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**Measuring Inflation Persistence: A Structural Time Series Approach**

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**Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models**

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**Estimation and Evaluation of a Segmented Markets Monetary Model**

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**Measuring inflation persistence: a structural time series approach**

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**A bayesian semi-parametric approach for cost-effectiveness analysis in health economics**

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**Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey**

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**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

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**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996**

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**A, B, C’s (And D’s) For Understanding VARS**

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**A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism**

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**Mind your Ps and Qs! Improving ARMA forecasts with RBC priors**

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**Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice**

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**Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models**

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**Convergence Properties of the Likelihood of Computed Dynamic Models**

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**A, B, C's (and D)'s for Understanding VARs**

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**Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework**

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**Is There an Optimum Level of Financial Activity?**

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**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

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**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

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**A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?**

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**Expectations, Learning and Macroeconomic Persistence**

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**Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation**

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**Forecast Combination and Model Averaging using Predictive Measures**

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**Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model**

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**Bayesian Inference of General Linear Restrictions on the Cointegration Space**

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**Inference in Vector Autoregressive Models with an Informative Prior on the Steady State**

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**Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area**

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**Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**How Important are Financial Frictions in the U.S. and Euro Area?**

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**Weakly informative priors and well behaved Bayes factors**

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**Trends and cycles in economic time series: A Bayesian approach**

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**On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks**

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**A unified approach to nonlinearity, structural change and outliers**

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**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning**

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**New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets**

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**Forecast Combination and Model Averaging Using Predictive Measures**

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**Bayesian Analysis of DSGE Models**

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**Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey**

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**On the Fit and Forecasting Performance of New Keynesian Models**

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**Bayesian inference for the mixed conditional heteroskedasticity model**

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**On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks**

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**What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?**

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**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning**

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**Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area**

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**Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?**

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**Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling**

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**A DSGE-VAR for the Euro Area**

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**A Bayesian MCMC Algorithm for Markov Switching GARCH models**

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**Bayesian Reduced Rank Regression in SEMs with Weak Identification**

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**Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia**

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**Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data**

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**Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market**

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**On Leverage in a Stochastic Volatility Model**

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**The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior**

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**The Value of Structural Information in the VAR Model**

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**Bayesian Model Selection with an Uninformative Prior**

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**Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation**

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**Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation**

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**Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application**

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**Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application**

*by*Paserman, M. Daniele

**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

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**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

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**Forecasting Time Series Subject to Multiple Structural Breaks**

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**Forecasting Time Series Subject to Multiple Structural Breaks**

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**The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis**

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**A Bayesian Approach to Modelling Graphical Vector Autoregressions**

*by*Corander, Jukka & Villani, Mattias

**Parametric covariance matrix modeling in Bayesian panel regression**

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**A flexible prior distribution for Markov switching autoregressions with Student-t errors**

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**Bayes estimates of the cyclical component in twentieth centruy US gross domestic product**

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**Valuing structure, model uncertainty and model averaging in vector autoregressive processes**

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**Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models**

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**A Nonlinear Model of the Business Cycle**

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**Bayesian Clustering Of Similar Multivariate Garch Models**

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**Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity**

*by*Jorge E. Arana & Carmelo J. Leon

**How Large Are Returns to Scale in the U.S.? A View Across the Boundary**

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**Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach**

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**The Value of Structural Information in the VAR Model**

*by*Rodney W. Strachan & Herman K. van Dijk

**Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap**

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**Messy Data Modelling in Health Care Contingent Valuation Studies**

*by*Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan

**Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments**

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**Structural Error Correction Model: A Bayesian Perspective**

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**Seasonality, Cycles and Unit Roots**

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**Analysis of the predictive ability of information accumulated over nights, weekends and holidays**

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**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

**Cyclical components in economic time series: A Bayesian approach**

*by*Herman K. van Dijk & Andrew Harvey & Thomas Trimbur

**Model-based Clustering of Multiple Time Series**

*by*Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

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*by*Ciccarelli, Matteo & Rebucci, Alessandro

**Similarities and Convergence in G7 Cycles**

*by*Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

**Discrete Choice Models in Preference Space and Willingness-to Pay Space**

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**‘Forecasting Time Series Subject to Multiple Structural Breaks’**

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**The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee**

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**A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial**

*by*GÓMEZ-DÉNIZ, E.

**Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area**

*by*Aka, B.F.

**Estimating nonlinear dynamic economies: A likelihood approach**

*by*Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

**Agriculture: transition buffer or black hole? A three-state model of employment dynamics**

*by*Alexandru Voicu

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**Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999**

*by*Catherine Baumont & Cem Ertur & Julie Le Gallo

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*by*Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

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*by*Andrzej Kociêcki

**A Method for Assigning Letter Grades: Multi-Curve Grading**

*by*Alex Strashny

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*by*Dieter Gstach & Andrew Somers & Susanne Warning

**A Statistical Framework for Estimating Output-Specific Efficiencies**

*by*Dieter Gstach

**MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model**

*by*Nunzio Cappuccio & Diego Lubian & Davide Raggi

**Similarities and convergence in G-7 cycles**

*by*Fabio Canova & Matteo Ciccarelli & Eva Ortega

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*by*Caterina Conigliani & Andrea Tancredi

**The Present, Future and Imperfect of Financial Risk Management**

*by*Carol Alexandra

**Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange**

*by*Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet

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*by*Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

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*by*B.P.M. McCabe & G.M. Martin

**Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms**

*by*David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin

**Implicit Bayesian Inference Using Option Prices**

*by*Gael M. Martin & Catherine S. Forbes & Vance L. Martin

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*by*Duangkamon Chotikapanich & William E. Griffiths

**Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter**

*by*Catherine S. Forbes & Gael M. Martin & Jill Wright

**Simulation-Based Bayesian Estimation of Affine Term Structure Models**

*by*Andrew D. Sanford & Gael M. Martin

**Bayesian Analysis of the Stochastic Conditional Duration Model**

*by*Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

**Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary**

*by*Viktor Várpalotai

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*by*Matteo Pelagatti

**Asset Returns and State-Dependent Risk Preferences**

*by*Gordon, Stephen & St-Amour, Pascal

**Children and Women's Participation Dynamics: Transitory and Long-Term Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

**Children and Women's Participation Dynamics: Direct and Indirect Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

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*by*Polasek, Wolfgang

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*by*Décamps, Jean-Paul & Lovo, Stefano

**Bayesian Evidence on the Structure of Unemployment**

*by*Peter M. Summers

**Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs**

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**Bayes Estimators of the Cointegration Space**

*by*Villani, Mattias

**A Finer Point in Forensic Identification**

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