## 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.

**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

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

*by*Barron, Kai

**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

**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*PaweÅ‚ Baranowski & Zbigniew Kuchta

**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

**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

**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

**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

**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

**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

**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

**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

**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

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

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

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

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

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

*by*Michal Franta

**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

**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

**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

**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

**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

**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 robust resolution of Newcomb’s paradox**

*by*Thomas A. Weber

**POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland**

*by*Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka

**Credit Risk Scoring with Bayesian Network Models**

*by*Chee Kian Leong

**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

**DSGE Models for Policy Analysis**

*by*Thomas Persson

**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

**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

**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

**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

**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

**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**

*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

**A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models**

*by*Łukasz Kwiatkowski

**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

**Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data**

*by*Negrín, Miguel A. & Martel, María & Vázquez-Polo, Francisco J.

**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

**Euro area, oil and global shocks: An empirical model-based analysis**

*by*Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M.

**Endogeneity and panel data in growth regressions: A Bayesian model averaging approach**

*by*León-González, Roberto & Montolio, Daniel

**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.

**Costs of capital and public issuance choice**

*by*Lamoureux, Christopher G. & Nejadmalayeri, Ali

**A random walk stochastic volatility model for income inequality**

*by*Nishino, Haruhisa & Kakamu, Kazuhiko

**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

**Fama–MacBeth two-pass regressions: Improving risk premia estimates**

*by*Bai, Jushan & Zhou, Guofu

**Forecasting the price of gold using dynamic model averaging**

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

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

*by*Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier

**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

**Macroeconomic shocks and fluctuations in African economies**

*by*Rasaki, Mutiu Gbade & Malikane, Christopher

**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.

**CES technology and business cycle fluctuations**

*by*Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo

**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

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*by*Gunes Kamber & Christie Smith & Christoph Thoenissen

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Joshua C C Chan & Eric Eisenstat

**Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

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

**Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?**

*by*Olfa Kaabia & Ilyes Abid & Khaled Guesmi

**Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework**

*by*Olfa Kaabia & Ilyes Abid

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*by*Peter Haan & Daniel Kemptner & Arne Uhlendorff

**Bayesian estimation of inefficiency heterogeneity in stochastic frontier models**

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

**The Empirical Implications of the Interest-Rate Lower Bound**

*by*Gust, Christopher & López-Salido, J David & Smith, Matthew E

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

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**What's News in Business Cycles**

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**Can Rare Events Explain the Equity Premium Puzzle?**

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**Common Drifting Volatility in Large Bayesian VARs**

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**Prior Selection for Vector Autoregressions**

*by*Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

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

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**Infinite-state Markov-switching for dynamic volatility and correlation models**

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**Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case**

*by*Luis Fernando Melo & Rubén Albeiro Loaiza Maya

**Assessing the Impact of Fiscal Measures on the Czech Economy**

*by*Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta

**Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries**

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**Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery**

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**Real-time forecasting in a data-rich environment**

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**The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk**

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**De facto currency baskets of China and East Asian economies : The rising weights**

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**Assessing the economy-wide effects of quantitative easing**

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**The impact of QE on the UK economy – some supportive monetarist arithmetic**

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**Oil price density forecasts: Exploring the linkages with stock markets**

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**Oil price density forecasts: exploring the linkages with stock markets**

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

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**Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs**

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**Euro area and global oil shocks: an empirical model-based analysis**

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**Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity**

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**Heterogeneity and cross-country spillovers in macroeconomic-financial linkages**

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**Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound**

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**How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR**

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**Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination**

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

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**The Propagation of Regional Recessions**

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**Determinants of Economic Growth: A Bayesian Panel Data Approach**

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**Volatility, Information And Stock Market Crashes**

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**A new approach to construction of objective priors: Hellinger information**

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**Volatility estimation based on extremes of the bridge (in Russian)**

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**Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models**

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**Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model**

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

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**On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process**

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**Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe**

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**Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East**

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**Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model**

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**The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis**

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**Un Gran VAR Bayesiano para la Economia Chilena**

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**Time-Varying Betas of Banking Sectors**

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**Bayesian Unit Root Test for Time Series Models with Structural Break in Variance**

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*by*Beine, Michel & Bos, Charles S. & Coulombe, Serge

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**Intraday dynamics of volatility and duration: Evidence from Chinese stocks**

*by*Liu, Chun & Maheu, John M.

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**State uncertainty in stock markets: How big is the impact on the cost of equity?**

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**Forecasting government bond yields with large Bayesian vector autoregressions**

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

**Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis**

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

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**Jump spillovers in energy futures markets: Implications for diversification benefits**

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**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**Mixtures of g-priors for Bayesian model averaging with economic applications**

*by*Ley, Eduardo & Steel, Mark F.J.

**Bayesian model averaging in the instrumental variable regression model**

*by*Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney

**Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments**

*by*Geweke, John

**Evaluating DSGE model forecasts of comovements**

*by*Herbst, Edward & Schorfheide, Frank

**A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation**

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**Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior**

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

**Bayesian estimation approaches to first-price auctions**

*by*Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

**A semiparametric stochastic volatility model**

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**Likelihood estimation and inference in threshold regression**

*by*Yu, Ping

**Bayesian hypothesis testing in latent variable models**

*by*Li, Yong & Yu, Jun

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**Bayesian estimation of exchange rate regime choice with spatial effect**

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**Personal indebtedness, spatial effects and crime**

*by*McIntyre, Stuart G. & Lacombe, Donald J.

**A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models**

*by*Lin, Eric S. & Chou, Ta-Sheng

**Perfect classifiers in partial observability bivariate probit**

*by*Poirier, Dale J.

**Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?**

*by*Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

**Marginal likelihood calculation for the Gelfand–Dey and Chib methods**

*by*Liu, Chun & Liu, Qing

**Family background variables as instruments for education in income regressions: A Bayesian analysis**

*by*Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

**Financial market frictions in a model of the Euro area**

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**Testing for a unit root in the presence of stochastic volatility and leverage effect**

*by*Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

**The changing role of house price dynamics over the business cycle**

*by*Dufrénot, Gilles & Malik, Sheheryar

**A Bayesian method of combining judgmental and model-based density forecasts**

*by*Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

**Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil**

*by*Araújo, Eurilton

**The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel**

*by*Argov, Eyal

**Bayesian prior elicitation in DSGE models: Macro- vs micropriors**

*by*Lombardi, Marco J. & Nicoletti, Giulio

**Learning in an estimated medium-scale DSGE model**

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*by*Wojakowski, Rafał M.

**Multivariate model-based gap measures and a new Phillips curve for China**

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**Tests of Mean-Variance Spanning**

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**Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial**

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*by*Paola Cerchiello & Paolo Giudici & Enzo Rocca

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**Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection**

*by*Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

**Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors**

*by*Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

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

*by*Alisdair McKay & Tamas Papp

**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

*by*GUPTA, RANGAN & KABUNDI, ALAIN

**Overvalued: Swedish monetary policy in the 1930s**

*by*Alexander Rathke & Tobias Straumann & Ulrich Woitek

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**Accounting for heterogeneity in the measurement of hospital performance**

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**Confidence in prior knowledge: Calibration and impact on portfolio performance**

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**Asset pricing under rational learning about rare disasters**

*by*Koulovatianos, Christos & Wieland, Volker

**Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging**

*by*Nikolaos Antonakakis & Gabriele Tondl

**Entry Costs & Increasing Trade**

*by*William F. Lincoln & Andrew H. McCallum

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

*by*Fabio Canova & Matteo Ciccarelli

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

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

*by*Sylvain Barde

**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

**Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John Maheu

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

*by*Yong Song

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

*by*Van Tongeren, J.W. & Magnus, J.R.

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

*by*Poghosyan, K. & Magnus, J.R.

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

*by*Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

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

*by*De Luca, G. & Magnus, J.R.

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

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

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**Do Experts incorporate Statistical Model Forecasts and should they?**

*by*Rianne Legerstee & Philip Hans Franses & Richard Paap

**Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo**

*by*Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**Combination Schemes for Turning Point Predictions**

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

**Bayesian Forecasting of Federal Funds Target Rate Decisions**

*by*Sjoerd van den Hauwe & Dick van Dijk & Richard Paap

**Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index**

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

**An Alternative Bayesian Approach to Structural Breaks in Time Series Models**

*by*Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

**Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?**

*by*Lennart F. Hoogerheide & David Ardia & Nienke Corre

**Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions**

*by*Tim Salimans

**Divergent Priors and well Behaved Bayes Factors**

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

**A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation**

*by*Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

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

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

**Modeling and Estimation of Synchronization in Multistate Markov-Switching Models**

*by*Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

**The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)**

*by*Harun Alp & Selim Elekdag

**Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models**

*by*Rachida Ouysse

**Hierarchical Shrinkage in Time-Varying Parameter Models**

*by*Miguel Belmonte & Gary Koop & Dimitris Korobilis

**Regime-Switching Cointegration**

*by*Markus Jochmann & Gary Koop

**Bayesian Inference in the Time Varying Cointegration Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**The Dynamics of UK and US Inflation Expectations**

*by*Deborah Gefang & Gary Koop & Simon Potter

**Forecasting Inflation Using Dynamic Model Averaging**

*by*Gary Koop & Dimitris Korobilis

**UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?**

*by*Gary Koop & Dimitris Korobilis

**Forecasting with Medium and Large Bayesian VARs**

*by*Gary Koop

**Time Varying Dimension Models**

*by*Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Understanding Liquidity and Credit Risks in the Financial Crisis**

*by*Deborah Gefang & Gary Koop & Simon Potter

**A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models**

*by*Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

**Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables**

*by*Gary Koop & Joshua Chan

**Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters**

*by*Gary Koop & Luca Onorante

**On Identification of Bayesian DSGE Models**

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

**Back to the future: a simple solution to schelling segregation**

*by*Sylvain Barde

**Application-Based Quality Assessment of Internet Access Service**

*by*Daeho Lee & Jungwoo Shin & Junseok Hwang

**K-state switching models with endogenous transition distributions**

*by*Sylvia Kaufmann

**Is there any evidence of a Greenspan put?**

*by*Pamela Hall

**Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility**

*by*Andras Fulop & Junye Li & Jun Yu

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

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

**Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models**

*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

**Do Bayesians learn their way out of ambiguity?**

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**Methods for Computing Marginal Data Densities from the Gibbs Output**

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**Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters**

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**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Wolfgang Polasek

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

*by*Wolfgang Polasek

**Regime-Switching Cointegration**

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**The Contribution of Structural Break Models to Forecasting Macroeconomic Series**

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*by*Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

**MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models**

*by*Wolfgang Polasek

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*by*Wolfgang Polasek & Richard Sellner

**Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors**

*by*Dimitris Korobilis

**The Dynamic Effects of U.S. Monetary Policy on State Unemployment**

*by*Dimitris Korobilis & Michelle Gilmartin

**Bayesian Model Averaging in the Instrumental Variable Regression Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

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*by*Timerga, Genanew & Gotu, Butte & Alem, Yegnanew

**Posterior consistency of nonparametric conditional moment restricted models**

*by*Liao, Yuan & Jiang, Wenxin

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*by*Ley, Eduardo & Steel, Mark F. J.

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*by*Qian, Hang

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*by*Temel, Tugrul

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*by*Semko, Roman

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*by*Qian, Hang

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**Hierarchical shrinkage in time-varying parameter models**

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*by*Gonzalez-Astudillo, Manuel

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*by*Salois, Matthew & Balcombe, Kelvin

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*by*Ardia, David & Lennart, Hoogerheide & Nienke, Corré

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*by*Nguefack-Tsague, Georges & Zucchini, Walter

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

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

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

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**Implicit Bayesian Inference Using Option Prices**

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

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**Non-linear Modelling of the Australian Business Cycle using a Leading Indicator**

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*by*Timothy Cogley