## 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.

**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

**Bayesian Inference for Partially Observed Branching Processes**

*by*Rousseau, Judith & Donnet, Sophie

**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

**Testing for Granger Causality in Large Mixed-Frequency VARs**

*by*Götz T.B. & Hecq A.W. & Smeekes S.

**Bayesian and frequentist tests of sign equality and other nonlinear inequalities**

*by*David M. Kaplan

**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

**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

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

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

**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

**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

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

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

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

*by*Rangan Gupta & Alessia Paccagnini & Charles Rahal

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

*by*Alexander Zimper & Wei Ma

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

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

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

**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

**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

**Identifying Periods of US Housing Market Explosivity**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

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

**Estimating US fiscal and monetary interactions: from Volcker chairmanship to the Great Recession**

*by*Eddie Gerba & Klemens Hauzenberger

**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 Uusküla

**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*Jorge GalÃ¡n & SofÃa B. Ramos & Helena Veiga

**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

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

*by*Bauwens, Luc & Carpantier, Jean-FranÃ§ois & 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

**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

**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

**Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition**

*by*Marek JarociÅ„ski & Albert Marcet

**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

**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

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

*by*Te Lai

**Medidas macroprudenciales y política monetaria en una economía pequeña y abierta**

*by*Ribeiro, Joao

**Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)**

*by*Aleksandra Bezborodova & Yuri Mihalenok

**Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)**

*by*Karen Poghosyan

**Common Trends and Common Cycles – Bayesian Approach**

*by*Justyna Wróblewska

**Modeling Macro-Fiscal Interlinkages: Case of Georgia**

*by*Shalva Mkhatrishvili & Zviad Zedginidze

**Cross-National Variation in Income Inequality and its Determinants: An Application of Bayesian Model Averaging on a New Standardized Inequality Data Set**

*by*Jiří Hasman & Josef Novotný

**Time Varying Fiscal Multipliers in Germany**

*by*Oliver Berg

**Time-Varying Stock Return Predictability: The Eurozone Case**

*by*Nuno Silva

**Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession**

*by*Jan Klacso

**Sectoral labor market effects of fiscal spending**

*by*Wesselbaum, Dennis

**Subjective health expectations**

*by*Huynh, Kim P. & Jung, Juergen

**Estimating DSGE models across time and frequency**

*by*Caraiani, Petre

**State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?**

*by*Morita, Hiroshi

**Time variation in U.S. monetary policy and credit spreads**

*by*Huang, Yu-Fan

**The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?**

*by*Bijsterbosch, Martin & Falagiarda, Matteo

**The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries**

*by*Gnimassoun, Blaise

**Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle**

*by*Lo, Ming Chien & Morley, James

**Revisiting the link between growth and federalism: A Bayesian model averaging approach**

*by*Asatryan, Zareh & Feld, Lars P.

**Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: A practical approach**

*by*Wan, Cheng & Bertschi, Ljudmila

**A method for evaluating the extreme risk sources of financial markets: The case of stock markets in China**

*by*Di, Junpeng & Zhu, Pingfang

**A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies**

*by*Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa

**The predictive density simulation of the yield curve with a zero lower bound**

*by*Kang, Kyu Ho

**Modelling household finances: A Bayesian approach to a multivariate two-part model**

*by*Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl

**It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model**

*by*Grassi, Stefano & Santucci de Magistris, Paolo

**Does social capital matter for European regional growth?**

*by*Forte, Anabel & Peiró-Palomino, Jesús & Tortosa-Ausina, Emili

**Entry and markup dynamics in an estimated business cycle model**

*by*Lewis, Vivien & Stevens, Arnoud

**Adaptive estimation of the threshold point in threshold regression**

*by*Yu, Ping

**A Bayesian chi-squared test for hypothesis testing**

*by*Li, Yong & Liu, Xiao-Bin & Yu, Jun

**K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?**

*by*Kaufmann, Sylvia

**What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio**

*by*Wachter, Jessica A. & Warusawitharana, Missaka

**Asset-pricing anomalies at the firm level**

*by*Cederburg, Scott & O’Doherty, Michael S.

**Estimating dynamic equilibrium models with stochastic volatility**

*by*Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.

**Model averaging estimation of generalized linear models with imputed covariates**

*by*Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco

**Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling**

*by*Nonejad, Nima

**Pitfalls of estimating the marginal likelihood using the modified harmonic mean**

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

**Unfolded GARCH models**

*by*Liu, Xiaochun & Luger, Richard

**On the stability of Calvo-style price-setting behavior**

*by*Lhuissier, Stéphane & Zabelina, Margarita

**Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach**

*by*Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam

**Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR**

*by*Daniel Barráez Guzmán & Mariela Perdomo León

**Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional**

*by*Rolando Gonzales Martínez

**Incidencias de los sectores financiero, fiscal y externo en la actividad económica colombiana: una aproximación VAR Bayesiana**

*by*Oscar Andrés Espinosa & Paola Andrea Vaca

**Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional**

*by*Rolando Gonzales Martínez

**The impact of social workers on infant mortality in inter-war Tokyo: Bayesian dynamic panel quantile regression with endogenous variables**

*by*Kota Ogasawara & Genya Kobayashi

**Forecasting the Price of Gold Using Dynamic Model Averaging**

*by*Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

**About the posterior distribution in hidden Markov models with unknown number of states**

*by*Rousseau, Judith & Gassiat, Elisabeth

**Relevant statistics for Bayesian model choice**

*by*Rousseau, Judith & Robert, Christian P. & Pillai, Natesh S. & Marin, Jean-Michel

**Empirical Bayes methods in classical and Bayesian inference**

*by*Scricciolo, Catia & Rousseau, Judith & Rizzelli, Stefano & Petrone, Sonia

**Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions**

*by*Hussein, Tareq & Rousseau, Judith & Alston, Clair & Mengersen, Kerrie & Wraith, Darren

**Bayes and empirical Bayes : Do they merge?**

*by*Scricciolo, Catia & Rousseau, Judith & Petrone, Sonia

**A money-based indicator for deflation risk**

*by*Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel

**Fiscal rules and unemployment**

*by*Gehrke, Britta

**Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models**

*by*Warne, Anders & Coenen, Günter & Christoffel, Kai

**How interdependent are Eastern European economies and the Euro area?**

*by*Prettner, Catherine & Prettner, Klaus

**Identification of prior information via moment-matching**

*by*Sacht, Stephen

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**On a simple quickest detection rule for health-care technology assessment**

*by*Daniele Bregantini & Jacco J.J. Thijssen

**Forecasting Global Equity Indices using Large Bayesian VARs**

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

**Does Elderly Employment have an Impact on Youth Employment? A General Equilibrium Approach**

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

**Sparse Graphical Vector Autoregression: A Bayesian Approach**

*by*Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

**A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices**

*by*Roberto Casarin

**A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities**

*by*Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst

**Growth-cycle phases in China’s provinces: A panel Markov-switching approach**

*by*Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

**Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets**

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

**Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model**

*by*KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang

**Forecasting Copper Prices with Dynamic Averaging and Selection Models**

*by*Buncic, Daniel & Moretto, Carlo

**Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts**

*by*Trojan, Sebastian

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*by*Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.

**Beta-product dependent Pitman–Yor processes for Bayesian inference**

*by*Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

**Bayesian regression with heteroscedastic error density and parametric mean function**

*by*Pelenis, Justinas

**A new approach to Bayesian hypothesis testing**

*by*Li, Yong & Zeng, Tao & Yu, Jun

**Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture**

*by*Jensen, Mark J. & Maheu, John M.

**Marginal likelihood for Markov-switching and change-point GARCH models**

*by*Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**Bayesian inference does not lead you astray…on average**

*by*Francetich, Alejandro & Kreps, David

**Bayesian endogeneity bias modeling**

*by*Montes-Rojas, Gabriel & Galvao, Antonio F.

**Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty**

*by*Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

**Multilateral adjustment, regime switching and real exchange rate dynamics**

*by*Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence

**Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area**

*by*Bekiros, Stelios

**Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach**

*by*Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi

**Portfolio management with robustness in both prediction and decision: A mixture model based learning approach**

*by*Zhu, Shushang & Fan, Minjie & Li, Duan

**Learning and time-varying macroeconomic volatility**

*by*Milani, Fabio

**Structural evolution of the postwar U.S. economy**

*by*Liu, Yuelin & Morley, James

**A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors**

*by*Campolieti, Michele & Gefang, Deborah & Koop, Gary

**Recovering default risk from CDS spreads with a nonlinear filter**

*by*Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

**Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic**

*by*Josef Stráský & Jaromír Baxa

**Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica**

*by*Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos

**Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation**

*by*Edyta Laszkiewicz

**Banking fragility in Colombia: An empirical analysis based on balance sheets**

*by*Ignacio Lozano & Alexander Guarín

**Recovery and Reduction of Non-Performing Loans – Podgorica Approach**

*by*Ristan Stijepović

**The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking**

*by*Jean-Louis Arcand

**The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth**

*by*Mariusz Próchniak & Bartosz Witkowski

**Banking fragility in Colombia: An empirical analysis based on balance sheets**

*by*Ignacio Lozano & Alexander Guarin

**An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina**

*by*Daniel Aromí & Marcos Dal Bianco

**Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models**

*by*Eibich, Peter & Ziebarth, Nicolas

**Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model**

*by*Ming Lin & Changjiang Liu & Linlin Niu

**De Facto Currency Baskets of China and East Asian Economies: The Rising Weights**

*by*Ying Fang & Shicheng Huang & Linlin Niu

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa**

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

**Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models**

*by*Goodness C. Aye & Pami Dua & Rangan Gupta

**Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty**

*by*Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne

**Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model**

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging**

*by*Riane de Bruyn & Rangan Gupta & Renee van Eyden

**A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa**

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

**Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors**

*by*Rousseau, Judith & Kruijer, Willem

**Recentered importance sampling with applications to Bayesian model validation**

*by*Nur, Darfiana & Mengersen, Kerrie & Mcvinish, Ross

**Sequential Monte Carlo on large binary sampling spaces**

*by*Schäfer, Christian & Chopin, Nicolas

**An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration**

*by*Doucet, Arnaud & Del Moral, Pierre & Jacob, Pierre E. & Bornn, Luke

**Estimation of covariance matrices based on hierarchical inverse-Wishart priors**

*by*Bouriga, Mathilde & Féron, Olivier

**Bayesian Optimal Adaptive Estimation Using a Sieve Prior**

*by*Arbel, Julyan & Gayraud, Ghislaine & Rousseau, Judith

**Discussion**

*by*Robert, Christian P.

**The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy by Sharon Bertsch McGrayne**

*by*Robert, Christian P.

**Rejoinder: The Anti-Bayesian Moment and Its Passing**

*by*Robert, Christian P. & Gelman, Andrew

**Computational aspects of Bayesian spectral density estimation**

*by*Liseo, Brunero & Rousseau, Judith & Chopin, Nicolas

**Revisiting the link between growth and federalism: A Bayesian model averaging approach**

*by*Asatryan, Zareh & Feld, Lars P.

**Melting down: Systemic financial instability and the macroeconomy**

*by*Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J.

**The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach**

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

**Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle**

*by*Offick, Sven & Winkler, Roland

**Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models**

*by*Eibich, Peter & Ziebarth, Nicolas

**Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?**

*by*Berg, Tim Oliver & Henzel, Steffen

**Atypical behavior of credit: Evidence from a monetary VAR**

*by*Afanasyeva, Elena

**Black swans, dragon kings, and Bayesian risk management**

*by*Haas, Armin & Onischka, Mathias & Fucik, Markus

**Bayesian estimation of a DSGE model with asset prices**

*by*Kliem, Martin & Uhlig, Harald

**Model uncertainty in matrix exponential spatial growth regression models**

*by*Manfred M. Fischer & Philipp Piribauer

**Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size**

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

**A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe**

*by*Manfred M. Fischer & James P. LeSage

**Is Decoupling in action?**

*by*Antonio Pesce

**Personal Indebtedness, Community Characteristics And Theft Crime**

*by*Stuart McIntyre

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**

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

**Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference**

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**

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

**Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments**

*by*Garland Durham & John Geweke

**Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously**

*by*Trojan, Sebastian

**It's all about volatility of volatility: evidence from a two-factor stochastic volatility model**

*by*Stefano Grassi & Paolo Santucci de Magistris

**Estimating US Fiscal and Monetary Interactions in a Time Varying VAR**

*by*Eddie Gerba & Klemens Hauzenberger

**Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows**

*by*Helena Marques & Gabriel Pino & J.D. Tena

**Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models**

*by*Martin Burda & Artem Prokhorov

**Inferring Hawks and Doves from Voting Records**

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

**Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records**

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

**Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model**

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

**Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data**

*by*Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

**Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation**

*by*Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk

**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**

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

**Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series**

*by*Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

**Price and wage inflation inertia under time-dependent adjustments**

*by*Di Bartolomeo Giovanni & Di Pietro Marco

**Role of Investment Shocks in Explaining Business Cycles in Turkey**

*by*Canan Yuksel

**Structural Evolution of the Postwar U.S. Economy**

*by*Yuelin Liu & James Morley

**Structural Evolution of the Postwar U.S. Economy**

*by*Yuelin Liu & James Morley

**Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle**

*by*Ming Chien Lo & James Morley

**On Habit and the Socially Efficient Level of Consumption and Work Effort**

*by*Paul Levine & Peter McAdam & Peter Welz

**Personal indebtedness, community characteristics and theft crimes**

*by*McIntyre Stuart G

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

**Using VARs and TVP-VARs with Many Macroeconomic Variables**

*by*Gary Koop

**Model Switching and Model Averaging in Time-Varying Parameter Regression Models**

*by*Miguel Belmonte & Gary Koop

**Hiv/Aids And Poverty In South Africa: A Bayesian Estimation Of Selection Models With Correlated Fixed-Effects**

*by*Fabrice Murtin & Federica Marzo

**Important Channels of Transmission Monetary Policy Shock in South Africa**

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

**Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi**

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

**Comparison of Parametric and Semi-Parametric Binary Response Models**

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

**Object-oriented bayesian networks for complex quality management problems**

*by*Flaminia Musella & Paola Vicard

**Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes**

*by*Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou

**Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies**

*by*Tim Robinson

**The role of investment-specific technology shocks in driving international business cycles: a bayesian approach**

*by*Dey, Jaya

**Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model**

*by*Marto, Ricardo

**Forecasting with Factor Models: A Bayesian Model Averaging Perspective**

*by*Dimitris, Korobilis

**Psychology in econometric models: conceptual and methodological foundations**

*by*Thum, Anna-Elisabeth

**Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis**

*by*Jensen, Mark J & Maheu, John M

**Model uncertainty and expected return proxies**

*by*Jäckel, Christoph

**The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives**

*by*Kim, Chang-Jin & Kim, Jaeho

**Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks**

*by*Kim, Chang-Jin & Kim, Jaeho

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients**

*by*Gonzalez-Astudillo, Manuel

**Vector Autoregression with Mixed Frequency Data**

*by*Qian, Hang

**Labour Market Dynamics in Australia**

*by*Wesselbaum, Dennis

**Bayesian Approach and Identification**

*by*Kociecki, Andrzej

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

**On the pricing and hedging of options for highly volatile periods**

*by*El-Khatib, Youssef & Hatemi-J, Abdulnasser

**Regional income convergence in India: A Bayesian Spatial Durbin Model approach**

*by*Soundararajan, Pushparaj

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

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

**An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach**

*by*Davide fiaschi & Angela Parenti

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Semi-Parametric Inference in Dynamic Binary Choice Models**

*by*Andriy Norets & Xun Tang

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

**Dissecting the dynamics of the US trade balance in an estimated equilibrium model**

*by*Punnoose Jacob & Gert Peersman

**Real-Time Forecasting with a Mixed-Frequency VAR**

*by*Frank Schorfheide & Dongho Song

**Assessing DSGE Model Nonlinearities**

*by*S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

**Bayesian Variable Selection for Nowcasting Economic Time Series**

*by*Steven L. Scott & Hal R. Varian

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Solving and Estimating Indeterminate DSGE Models**

*by*Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò

**Modeling Area-Level Health Rankings**

*by*Charles Courtemanche & Samir Soneji & Rusty Tchernis

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

**The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging**

*by*Mariusz Próchniak & Bartosz Witkowski

**Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns**

*by*Mateusz Pipień

**The role of financial frictions during the crisis: An estimated DSGE model**

*by*Rossana Merola

**Bayesian Inference and Model Comparison for Random Choice Structures**

*by*William J. McCausland & A.A.J. Marley

**Bayesian inference and model comparison for ramdom choice structures**

*by*McCAUSLAND, William & MARLEY, A. A. J.

**The Fiscal Theory of the Price Level When All Income is Taxed**

*by*Pedro Gomis-Porqueras & Solmaz Moslehi & Vivianne Vilar

**DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa**

*by*Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios Bekiros & Alessia Paccagnini

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

**Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data**

*by*Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

**Regionalization vs. Globalization**

*by*Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

**One Swallow Doesn't Make a Summer - A Note**

*by*Mitesh Kataria

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

*by*Mitesh Kataria

**Modeling Area-Level Health Rankings**

*by*Courtemanche, Charles & Soneji, Samir & Tchernis, Rusty

**Estimating a Search and Matching Model of the Ag-gregate Labor Market in Japan**

*by*Ching-Yang Lin & Hiroaki Miyamoto

**The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model**

*by*Rossana Merola

**Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections**

*by*Wolfgang Polasek

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**State Price Densities implied from weather derivatives**

*by*Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez-Cabrera & Huei-Wen Teng &

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach**

*by*Jun-Hyung Ko & Hiroshi Morita

**Dynamic mixture-of-experts models for longitudinal and discrete-time survival data**

*by*Quiroz, Matias & Villani, Mattias

**A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements**

*by*Reese, Simon & Li, Yushu

**Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR**

*by*Gianni Amisano & Roberta Colavecchio

**Firms' Leverage and Export Quality: Evidence from France**

*by*Michele Bernini & Sarah Guillou & Flora Bellone

**How Optimal is US Monetary Policy?**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

**Bayesian network as a modelling tool for risk management in agriculture**

*by*Svend Rasmussen & Anders L. Madsen & Mogens Lund

**A 14-Variable Mixed-Frequency VAR Model**

*by*Beauchemin, Kenneth

**Clustered housing cycles**

*by*Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita

**Modeling the Evolution of Expectations and Uncertainty in General Equilibrium**

*by*Bianchi, Francesco & Melosi, Leonardo

**The (lack of) impact of impact: Why impact evaluations seldom lead to evidence-based policymaking**

*by*Jean-Louis ARCAND

**L’(absence d’) impact de l’impact : pourquoi les évaluations d’impact conduisent rarement à une prise de décision politique fondée sur les faits**

*by*Jean-Louis ARCAND

**A Bayesian Perspective to Analyze Branch Location Patterns in Spanish Banking**

*by*Alamá Sabater Luisa & Conesa Guillén David & Forte Deltell Anabel & Tortosa-Ausina Emili

**"Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing**

*by*Korkmaz, E. & Kuik, R. & Fok, D.

**Regularizing Priors for Linear Inverse Problems**

*by*Anna Simoni & Jean-Pierre Florens

**Estimating US fiscal and monetary interactions in a time varying VAR**

*by*Eddie Gerba & Klemens Hauzenberger

**Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence**

*by*Joshua C C Chan & Cody Y L Hsiao

**Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?**

*by*Benjamin Wong

**Moving Average Stochastic Volatility Models with Application to Inflation Forecast**

*by*Joshua C.C. Chan

**A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion**

*by*Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin

**Regionalization vs. Globalization**

*by*Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

**Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach**

*by*Dmitry Kulikov & Aleksei Netšunajev

**Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach**

*by*Dmitry Kulikov & Aleksei Netšunajev

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

**Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models**

*by*Peter Eibich & Nicolas R. Ziebarth

**Error and Inference: an outsider stand on a frequentist philosophy**

*by*Robert, Christian P.

**A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models**

*by*Donnet, Sophie & Samson, Adeline

**"Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference**

*by*Robert, Christian P. & Gelman, Andrew

**Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector**

*by*Jorge E. Galán & Helena Veiga & Michael P. Wiper

**Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows**

*by*Helena Marques & Gabriel Pino & Juan de Dios Tena

**Methods for Measuring Expectations and Uncertainty in Markov-Switching Models**

*by*Bianchi, Francesco

**Solving and Estimating Indeterminate DSGE Models**

*by*Farmer, Roger E A & Khramov, Vadim

**Estimating the preferences of central bankers: an analysis of four voting records**

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

**Inferring hawks and doves from voting records**

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

**Spending-based austerity measures and their effects on output and unemployment**

*by*Bermperoglu, Dimitrios & Pappa, Evi & Vella, Eugenia

**Forecasting Stock Returns under Economic Constraints**

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

**The roots of export diversification**

*by*Michael Jetter & Andrés Ramírez Hassan

**The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts**

*by*Michal Franta

**What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results**

*by*Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa

**Modeling Hyperinflation Phenomenon: A Bayesian Approach**

*by*Rolando Gonzales Martínez

**A Model of Firm Experimentation under Demand Uncertainty: an Application to Multi-Destination Exporters**

*by*Cristina Mitaritonna & Zhanar Akhmetova

**Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?**

*by*Tim Oliver Berg & Steffen Henzel

**Revisiting the Link between Growth and Federalism: A Bayesian Model Averaging Approach**

*by*Zareh Asatryan & Lars P. Feld

**Policy Risk and the Business Cycle**

*by*Benjamin Born & Johannes Pfeifer

**Determinants of Individual Tourist Expenditure as a Network: Empirical Findings from Uruguay**

*by*Antonio Abbruzzo & Juan Gabriel Brida & Raffaele Scuderi

**To Predict the Equity Market, Consult Economic Theory**

*by*Davide Pettenuzzo

**Forecasting Stock Returns under Economic Constraints**

*by*Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

**What is the Major Determinant of Credit Flows through Cross-Border Banking?**

*by*Toyoichiro Shirota

**Has weak lending and activity in the United Kingdom been driven by credit supply shocks?**

*by*Barnett, Alina & Thomas, Ryland

**Global and regional business cycles. Shocks and propagations**

*by*Leif Anders Thorsrud

**Global and regional business cycles. Shocks and propagations**

*by*Leif Anders Thorsrud

**Online Appendix to "Priors about Observables in Vector Autoregressions"**

*by*Marek Jarocinski & Albert Marcet

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

**DSGE Models and the Lucas critique**

*by*Samuel Hurtado

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

**Emprical Relevance of Ambiguity in First Price Auction Models**

*by*Gaurab Aryal & Dong-Hyuk Kim

**Gibbs Samplers for VARMA and Its Extensions**

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

**A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method**

*by*Asger Lunde & Anne Floor Brix & Wei Wei

**Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox**

*by*Nima Nonejad

**Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach**

*by*Nima Nonejad

**Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008**

*by*Nima Nonejad

**A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory**

*by*Nima Nonejad

**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**

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

**It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model**

*by*Stefano Grassi & Paolo Santucci de Magistris

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

**Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach**

*by*Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek

**Driving Forces of the Swiss Output Gap**

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**Bayesian Model Selection and Statistical Modeling by Tomohiro Ando: A review**

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**Bayesian Decision Analysis: Principles and Practice by Jim Q. Smith: A review**

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**Simulation in Statistics**

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**Lack of confidence in approximate Bayesian computation model choice**

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**Exact Bayesian Analysis of Mixtures**

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**Bayesian Inference and Computation**

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**Reading Keynes' Treatise on Probability**

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**Accounting for Idiosyncratic Wage Risk Over the Business Cycle**

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**Entry Costs & Increasing Trade**

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**ClubMed? Cyclical fluctuations in the Mediterranean basin**

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**On The Cyclicality of Real Wages and Wage Di¤erentials**

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**Back to the Future: A Simple Solution to Schelling Segregation**

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

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**Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala**

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**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

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**On the Choice of Prior in Bayesian Model Averaging**

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**Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues**

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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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**Bayesian Hypothesis Testing in Latent Variable Models**

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

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**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

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**A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models**

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**The Empirics of Economic Growth in Previously Centrally Planned Economies**

*by*Leamer, Edward & Taylor, Mark P

**Bayesian Inference for Periodic Regime-Switching Models**

*by*Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

**Sticking It Out: Entrepreneurial Survival and Liquidity Constraints**

*by*Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**

*by*Peter C.B. Phillips & Werner Ploberger

**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**

*by*Peter C.B. Phillips

**Comment on 'To Criticize the Critics,' by Peter C. B. Phillips**

*by*Christopher A. Sims

**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**

*by*Peter C.B. Phillips & Werner Ploberger

**A Bayesian Analysis of Trend Determination in Economic Time Series**

*by*Eric Zivot & Peter C.B. Phillips

**The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence**

*by*Peter C.B. Phillips

**Seasonality in Regression: An Application of Smoothness Priors**

*by*Mark Gersovitz & James G. MacKinnon

**Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"**

*by*Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas

**Book reviews**

*by*Robert, Christian P.

**Fragility of asymptotic agreement under Bayesian learning**

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

**Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields**

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality**

*by*Mark D. Ecker & Victor De Oliveira

**A Study of the Probit Model with Latent Variables in Phase I Clinical Trials**

*by*Xiaobin Yang & Keying Ye & Yanping Wang

**Simulation-based Estimation of Contingent Claims Prices**

*by*Peter C.B.Phillips & Jun Yu

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Zeng Tao & Jun Yu

**Financial Frictions, Financial Shocks, and Aggregate Volatility**

*by*Cristina Fuentes-Albero

**Forecasting euro exchange rates: How much does model averaging help?**

*by*Jesus Crespo Cuaresma

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

**Extreme-quantile tracking for financial time series**

*by*Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

**Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty**

*by*Eric JONDEAU & Michael ROCKINGER

**Frailty Correlated Default**

*by*Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA

**Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM**

*by*Francesco FRANZONI & Tobias ADRIAN

**Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration**

*by*Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

**How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth**

*by*Timothy Cogley

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

*by*Stefan Avdjiev

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

*by*Jan Čapek