Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)

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This topic is covered by the following reading lists:

1. SOEP based publications

2024

• Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Discussion Paper Series 2024_02, Department of Economics, University of Macedonia, revised Feb 2024.
• Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Working Paper series 24-09, Rimini Centre for Economic Analysis.
  • Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series 2024_04, Department of Economics, University of Macedonia, revised Apr 2024.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," School of Economics and Public Policy Working Papers 2024-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," Working Papers 535, University of Milano-Bicocca, Department of Economics.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers 2024-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Charles de Beauffort & Boris Chafwehé & Rigas Oikonomou, 2024. "Managing the inflation-output trade-off with public debt portfolios," Working Paper Research 450, National Bank of Belgium.
• Mariusz Kapuściński, 2024. "The short-term effects of changes in capital regulations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 255-286.
• Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2024. "Credit loss modelling using beta distribution in a Bayesian approach," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 313-332.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," American Economic Review, American Economic Association, vol. 114(8), pages 2472-2525, August.
  • Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023. "A Discrimination Report Card," Papers 2306.13005, arXiv.org.
  • Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," NBER Working Papers 32313, National Bureau of Economic Research, Inc.
• Davis, Will & Gregory, Christian A. & Tchernis, Rusty, 2021. "A Flexible Model of Food Security: Estimation and Implications for Prediction," 2021 Annual Meeting, August 1-3, Austin, Texas 312666, Agricultural and Applied Economics Association.
  • Will Davis & Jose O. Xilau & Rusty Tchernis & Christian A. Gregory, 2024. "A Flexible Model of Food Security: Estimation and Implications for Prediction," NBER Working Papers 32460, National Bureau of Economic Research, Inc.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
• Jésus Fernández-Villaverde & Tomohide Mineyama & Dongho Song & Jesús Fernández-Villaverde, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CESifo Working Paper Series 11192, CESifo.
  • Jesús Fernández-Villaverde & Tomohide Mineyama & Dongho Song, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect," NBER Working Papers 32638, National Bureau of Economic Research, Inc.
  • Jesus Fernandez-Villaverde & Tomohide Mineyama & Dongho Song, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," PIER Working Paper Archive 24-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Andrew Binning, 2024. "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series 24/01, New Zealand Treasury.
• Jian Chen & Michael P Clements & Andrew Urquhart, 2024. "Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 743-772.
• Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024. "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 820-857, June.
  • Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.
• Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-35, May.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024. "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series 217, University of Pavia, Department of Economics and Management.
• Mauricio Alvarado & Gabriel Rodríguez, 2024. "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-531, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Jésus Fernández-Villaverde & Tomohide Mineyama & Dongho Song & Jesús Fernández-Villaverde, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CESifo Working Paper Series 11192, CESifo.
  • Jesus Fernandez-Villaverde & Tomohide Mineyama & Dongho Song, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," PIER Working Paper Archive 24-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jesús Fernández-Villaverde & Tomohide Mineyama & Dongho Song, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect," NBER Working Papers 32638, National Bureau of Economic Research, Inc.
• Mountford, Andrew, 2022. "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper 114249, University Library of Munich, Germany.
  • Mountford, Andrew, 2024. "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper 119938, University Library of Munich, Germany.
• Neifar, Malika, 2024. "Does ICT Drive Fintech firm Performance? Evidence from BRICS ‎Countries ‎," MPRA Paper 121772, University Library of Munich, Germany.
• Muhammet Kutlu & Hüseyin Özer, 2024. "The Effect of Economic and Social Inequalities on Academic Success in Türkiye: Evidence from the Classical and Bayesian Discrete Choice Models," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(3), pages 336-356.
• Georgiana Pleșa, 2024. "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(4), pages 380-413.
• Steffen Jahn & Daniel Guhl & Ainslee Erhard, 2024. "Substitution Patterns and Price Response for Plant-Based Meat Alternatives," Rationality and Competition Discussion Paper Series 509, CRC TRR 190 Rationality and Competition.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Discussion Paper Series 2024_02, Department of Economics, University of Macedonia, revised Feb 2024.
  • Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
• Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series 2024_04, Department of Economics, University of Macedonia, revised Apr 2024.
  • Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Working Paper series 24-09, Rimini Centre for Economic Analysis.
• Albis, Manuel Leonard & Tayag, Mara Claire & Kang, Jong Woo, 2024. "Estimating Regional Integration Using the Bayesian State-Space Approach," ADB Economics Working Paper Series 712, Asian Development Bank.
• Polbin, Andrey & Sinelnikov-Murylev, Sergey, 2024. "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 73, pages 5-34.
  • Andrey Polbin & Sergey Sinelnikov-Murylev, 2023. "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
• Leonardo Letelier S & José L. Sáez-Lozano, 2024. "The Effect of Municipal Fiscal Decentralization on Subjective Well Being: The Case of Chile," SAGE Open, , vol. 14(2), pages 21582440241, May.
• Jitender Singh & Arup Mitra, 2024. "Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 53-69, June.
• Di Serio, Mario, 2024. "Public Debt Determinants: A Time-Varying Analysis of Core and Peripheral Euro Area Countries," CELPE Discussion Papers 167, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
• Di Bartolomeo, Giovanni & Serpieri, Carolina, 2024. "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," Journal of International Money and Finance, Elsevier, vol. 146(C).
  • Giovanni Di Bartolomeo & Carolina Serpieri, 2024. "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," Working Papers in Public Economics 249, University of Rome La Sapienza, Department of Economics and Law.
• Karol Szafranek & Michał Rubaszek, 2024. "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers 2024-099, Warsaw School of Economics, Collegium of Economic Analysis.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024. "UK productivity: the long and the short of it," Working Papers 2024005, The University of Sheffield, Department of Economics.
• Emmanuel Mamatzakis & Pankaj C. Patel & Mike G. Tsionas, 2024. "A Bayesian learning model of hedge fund performance," Annals of Operations Research, Springer, vol. 333(1), pages 201-238, February.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024. "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, vol. 334(1), pages 919-939, March.
• I Gede Nyoman Mindra Jaya & Henk Folmer & Johan Lundberg, 2024. "A joint Bayesian spatiotemporal risk prediction model of COVID-19 incidence, IC admission, and death with application to Sweden," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(1), pages 107-140, January.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024. "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, vol. 66(1), pages 279-299, January.
• Rogelio Mercado & Victor Pontines, 2024. "Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach," Empirical Economics, Springer, vol. 67(2), pages 609-654, August.
• Mario Cesare Nurchis & Francesca Clementina Radio & Luca Salmasi & Aurora Heidar Alizadeh & Gian Marco Raspolini & Gerardo Altamura & Marco Tartaglia & Bruno Dallapiccola & Gianfranco Damiani, 2024. "Bayesian cost-effectiveness analysis of Whole genome sequencing versus Whole exome sequencing in a pediatric population with suspected genetic disorders," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 25(6), pages 999-1011, August.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024. "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024. "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
• Saidul Islam, 2024. "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, vol. 59(1), pages 249-283, June.
• Carla Curado & Mírian Oliveira & Dara G. Schniederjans & Eduardo Kunzel Teixeira, 2024. "Control variable use and reporting in operations management: a systematic literature review and revisit," Management Review Quarterly, Springer, vol. 74(3), pages 1809-1839, September.
• Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024. "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2087-2101, June.
• Carlos Gayán-Navarro & Marcos Sanso-Navarro, 2024. "Long-run inequality persistence in the U.S., 1870–2019," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 172(1), pages 261-281, March.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2024. "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Tinbergen Institute Discussion Papers 24-056/III, Tinbergen Institute.
• Léo TAILLANDIER, 2024. "La mobilité cyclable dans le périurbain de Nantes et de Toulouse : une modélisation multi-niveau," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 59, pages 55-77.
• Li, Mengheng & Mendieta-Muñoz, Ivan, 2024. "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  • Ivan Mendieta-Muñoz, 2024. "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah 2024_01, University of Utah, Department of Economics.
• Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024. "Four Stylized Facts About Covid‐19," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
  • Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
  • Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
  • Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024. "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
  • Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 769-804, June.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations," CAMA Working Papers 2020-102, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers 453, University of Milano-Bicocca, Department of Economics, revised Oct 2022.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers 20-26, The University of Western Australia, Department of Economics.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
• Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024. "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-16, June.
• Michaelis, Henrike, 2024. "Changes in the euro area interest rate pass-through," Discussion Papers 21/2024, Deutsche Bundesbank.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," Working Papers 535, University of Milano-Bicocca, Department of Economics.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," School of Economics and Public Policy Working Papers 2024-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers 2024-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," American Economic Review, American Economic Association, vol. 114(8), pages 2472-2525, August.
  • Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023. "A Discrimination Report Card," Papers 2306.13005, arXiv.org.
  • Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," NBER Working Papers 32313, National Bureau of Economic Research, Inc.
• Soonwoo Kwon & Jonathan Roth, 2024. "(Empirical) Bayes Approaches to Parallel Trends," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 606-609, May.
  • Soonwoo Kwon & Jonathan Roth, 2024. "(Empirical) Bayes Approaches to Parallel Trends," Papers 2404.11839, arXiv.org.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
• Lawrence B. Dacuycuy & Fernando T. Aldaba, 2024. "Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation," Department of Economics, Ateneo de Manila University, Working Paper Series 202405, Department of Economics, Ateneo de Manila University.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Papers 2402.08051, arXiv.org.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," Papers 2402.15585, arXiv.org, revised May 2024.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin 2081, DIW Berlin, German Institute for Economic Research.
  • Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Papers 2404.11057, arXiv.org.
• Soonwoo Kwon & Jonathan Roth, 2024. "(Empirical) Bayes Approaches to Parallel Trends," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 606-609, May.
  • Soonwoo Kwon & Jonathan Roth, 2024. "(Empirical) Bayes Approaches to Parallel Trends," Papers 2404.11839, arXiv.org.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," Papers 2402.15585, arXiv.org, revised May 2024.
  • Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
• Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Thach Ngoc Nguyen & My Ha Tien Duong & Diep Van Nguyen, 2024. "Natural resources and the underground economy: A cross-country study in ASEAN using Bayesianapproach," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 27(2), pages 1-15, June.
• Joshua Brault, 2024. "Parallel Tempering for DSGE Estimation," Staff Working Papers 24-13, Bank of Canada.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
• Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2024. "A Fresh Assessment of the Depth of the “Euro Effect" on US FDI," Single Market Economics Papers WP2024/18, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
• Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
• Apanisile Olumuyiwa Tolulope, 2024. "Revisiting the effect of financial crisis and banking reforms on the effectiveness of monetary policy transmission mechanism in Nigeria," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(241), pages 95-128, April – J.
• Vadim Grishchenko & Ivan Krylov, 2024. "New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 92-111, June.
• Stuart Donovan & Thomas de Graaff & Henri L. F. de Groot & Carl C. Koopmans, 2024. "Unraveling urban advantages—A meta‐analysis of agglomeration economies," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 168-200, February.
  • Stuart Donovan & Thomas de Graaff & Henri de Groot & Carl Koopmans, 2021. "Unravelling urban advantages - A meta-analysis of agglomeration economies," Tinbergen Institute Discussion Papers 21-026/VIII, Tinbergen Institute.
• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
  • Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024. "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers 202415, University of Macau, Faculty of Business Administration.
• Benchimol, Jonathan, 2024. "Central bank objectives, monetary policy rules, and limited information," Journal of Macroeconomics, Elsevier, vol. 80(C).
  • Jonathan Benchimol, 2024. "Central bank objectives, monetary policy rules, and limited information," Post-Print emse-04624959, HAL.
  • Jonathan Benchimol, 2024. "Central Bank Objectives, Monetary Policy Rules, and Limited Information," Bank of Israel Working Papers 2024.04, Bank of Israel.
• Michelle Sovinsky & Liana Jacobi & Alessandra Allocca & Tao Sun, 2024. "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," CRC TR 224 Discussion Paper Series crctr224_2024_501, University of Bonn and University of Mannheim, Germany.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2024. "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series crctr224_2024_565, University of Bonn and University of Mannheim, Germany.
• Messaoudi Haïfa & Abbassi Abdessalem & Khraief Naceur, 2024. "Olive Oil World Price Forecasting: A Bayesian VAR Approach," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 22(1), pages 41-52.
• Mendieta-Muñoz Ivan, 2024. "Time-varying Investment Dynamics in the USA," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-18.
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• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Working Papers 2024.15, Fondazione Eni Enrico Mattei.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper 2024-4, Federal Reserve Bank of Atlanta.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024. "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers SRA 24-02, Federal Reserve Bank of Boston.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
  • Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
• Siddhartha Chib & Simon C. Smith, 2024. "Factor Selection and Structural Breaks," Finance and Economics Discussion Series 2024-037, Board of Governors of the Federal Reserve System (U.S.).
• Hie Joo Ahn & Jeremy B. Rudd, 2024. "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series 2024-050, Board of Governors of the Federal Reserve System (U.S.).
• Christopher J. Gust & J. David López-Salido, 2024. "Optimal Monetary Policy with Uncertain Private Sector Foresight," Finance and Economics Discussion Series 2024-059, Board of Governors of the Federal Reserve System (U.S.).
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2024. "Inflation Expectations with Finite Horizon Planning," Finance and Economics Discussion Series 2024-063, Board of Governors of the Federal Reserve System (U.S.).
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024. "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports 1082, Federal Reserve Bank of New York.
• Valeria Gargiulo & Christian Matthes & Katerina Petrova, 2024. "Monetary Policy across Inflation Regimes," Staff Reports 1083, Federal Reserve Bank of New York.
• Katerina Petrova, 2024. "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports 1084, Federal Reserve Bank of New York.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers 24-05, Federal Reserve Bank of Philadelphia.
• Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024. "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Papers 2402.08051, arXiv.org.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
• Benchimol, Jonathan, 2024. "Central bank objectives, monetary policy rules, and limited information," Journal of Macroeconomics, Elsevier, vol. 80(C).
  • Jonathan Benchimol, 2024. "Central Bank Objectives, Monetary Policy Rules, and Limited Information," Bank of Israel Working Papers 2024.04, Bank of Israel.
  • Jonathan Benchimol, 2024. "Central bank objectives, monetary policy rules, and limited information," Post-Print emse-04624959, HAL.
• Noémie Berlin & Jan Dul & Marco Gazel & Louis Lévy-Garboua & Todd Lubart, 2023. "Creative Cognition as a Bandit Problem," CIRANO Working Papers 2023s-11, CIRANO.
  • Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024. "Creative cognition as a bandit problem," Working Papers hal-04554250, HAL.
  • Noémi Berlin & Jan Dul & Marco Gazel & Louis L vy-Garboua & Todd Lubart, 2023. "Creative Cognition as a Bandit Problem," Documents de travail du Centre d'Economie de la Sorbonne 23002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024. "US Interest Rates: Are Relations Stable?," Working Papers 2024:3, Örebro University, School of Business.
• Lenza, Michele & Savoia, Ettore, 2024. "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series 438, Sveriges Riksbank (Central Bank of Sweden).
• Michael T. Kiley, 2024. "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 239-261, February.
  • Michael T. Kiley, 2022. "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," Finance and Economics Discussion Series 2022-016, Board of Governors of the Federal Reserve System (U.S.).
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024. "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series 2024-2, Inha University, Institute of Business and Economic Research.
• Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
  • Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024. "Quantifying sovereign risk in the euro area," IREA Working Papers 202403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
• Zareei, Afsaneh & Falahi, Mohammad Ali & Wadensjö, Eskil & Sadati, Saeed Malek, 2024. "International Sanctions and Labor Emigration: A Case Study of Iran," IZA Discussion Papers 17062, Institute of Labor Economics (IZA).
• Rachid Belhachemi, 2024. "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2585-2601, June.
• Thiago Drummond de Mendonça Giudici & Elcyon Caiado Rocha Lima, 2024. "The business cycle in Brazil: identification via heteroskedasticity," International Economics and Economic Policy, Springer, vol. 21(3), pages 649-684, July.
• Ioannis Skevas, 2024. "A note on functional form specification in random coefficients stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 61(1), pages 43-46, February.
• Xuan T. T. Pham & Thu B. Luu, 2024. "Effect of FinCredit on income inequality: the moderating role of financial inclusion," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 953-969, April.

2023

• Ferdinand Ahiakpor & William G. Cantah & Edward Sennoga & Paul Mpuga, 2023. "Monetary Policy and Inflation in Ethiopia," The African Finance Journal, Africagrowth Institute, vol. 25(2), pages 46-61.
• Francesco Ravazzolo & Luca Rossini, 2023. "Is the Price Cap for Gas Useful? Evidence from European Countries," Working Papers 2023.23, Fondazione Eni Enrico Mattei.
  • Ravazzolo, Francesco & Rossini, Luca, 2023. "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers 338790, Fondazione Eni Enrico Mattei (FEEM).
• Mathias Silva, 2023. "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach [Working Papers / Documents de travail]," Working Papers hal-04066544, HAL.
  • Mathias Silva, 2023. "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach," AMSE Working Papers 2310, Aix-Marseille School of Economics, France.
• Mathias Silva, 2023. "Parametric models of income distributions integrating misreporting and non-response mechanisms," Working Papers hal-04093646, HAL.
  • Mathias Silva, 2023. "Parametric models of income distributions integrating misreporting and non-response mechanisms," AMSE Working Papers 2311, Aix-Marseille School of Economics, France.
• Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," Working Papers hal-04231661, HAL.
  • Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers 2320, Aix-Marseille School of Economics, France.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
• DI BARTOLOMEO, Giovanni & SERPIERI, Carolina, 2023. "Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison," Working Papers 2023004, University of Antwerp, Faculty of Business and Economics.
• Ignacio Galará, 2023. "A Measure of our Uncertainty: Households’ Inflation Expectation and Information Shocks," Working Papers 273, Red Nacional de Investigadores en Economía (RedNIE).
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
  • Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023. "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers 2302.03172, arXiv.org.
• Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper 2023/9, Norges Bank.
  • Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers 2023_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper series 23-06, Rimini Centre for Economic Analysis.
• Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
  • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
  • Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
  • Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2024. "Inference for Local Projections," CEPR Discussion Papers 19379, C.E.P.R. Discussion Papers.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," American Economic Review, American Economic Association, vol. 114(8), pages 2472-2525, August.
  • Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023. "A Discrimination Report Card," Papers 2306.13005, arXiv.org.
  • Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," NBER Working Papers 32313, National Bureau of Economic Research, Inc.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
  • Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," PIER Working Paper Archive 23-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
• Tommaso Tornese, 2023. "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers 23199, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Marcellino, Massimiliano & Carriero, Andrea & Tornese, Tommaso, 2022. "Blended Identification in Structural VARs," CEPR Discussion Papers 17640, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023. "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers 23200, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023. "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
  • Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
• Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  • Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
  • Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
  • Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3.
• Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023. "Underlying inflation and asymmetric risks," Working Paper Series 2848, European Central Bank.
  • Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023. "Underlying inflation and asymetric risks," Working Papers 2319, Banco de España.
• Francesco Corsello & Alex Tagliabracci, 2023. "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 745, Bank of Italy, Economic Research and International Relations Area.
• Martha López & Eduardo Sarmiento G., 2023. "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia 1243, Banco de la Republica de Colombia.
• Granados, Camilo & Parra-Amado, Daniel, 2024. "Estimating the output gap after COVID: How to address unprecedented macroeconomic variations," Economic Modelling, Elsevier, vol. 135(C).
  • Camilo Granados & Daniel Parra-Amado, 2023. "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia 1249, Banco de la Republica de Colombia.
• Ercüment DOĞRU, 2023. "Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(2), pages 63-83, December.
• Kirill Anikeev & Vadim Grishchenko, 2023. "Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 126-144, December.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
  • Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
• Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
  • Joshua C.C. Chan & Rodney W. Strachan, 2020. "Bayesian state space models in macroeconometrics," CAMA Working Papers 2020-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023. "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, vol. 78(1), pages 487-557, February.
  • Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020. "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics 118924, London School of Economics and Political Science, LSE Library.
• Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
• Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers No 06/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper 2023/9, Norges Bank.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers 2023_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper series 23-06, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
• Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers No 06/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers 2023_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper series 23-06, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper 2023/9, Norges Bank.
• Kohns, David & Potjagailo, Galina, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers 1025, Bank of England.
• Sophia Lazaretou & George Palaiodimos, 2023. "An assessment of the impacts of inflation on Greek public finances: macroeconomic effects and policy implications," Economic Bulletin, Bank of Greece, issue 57, pages 7-24, July.
• Zacharias Bragoudakis & Ioannis Krompas, 2023. "Greek GDP forecasting using Bayesian multivariate models," Working Papers 321, Bank of Greece.
• Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023. "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series 23-E-13, Bank of Japan.
• Stephanie Ettmeier, 2022. "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin 2022, DIW Berlin, German Institute for Economic Research.
  • Stephanie Ettmeier, 2023. "No Taxation Without Reallocation: The Distributional Effects of Tax Changes," CRC TR 224 Discussion Paper Series crctr224_2023_436, University of Bonn and University of Mannheim, Germany.
• Han Jong-Suk & Hur Joonyoung, 2023. "Effect of Monetary Policy on Government Spending Multiplier," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(1), pages 57-93, January.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023. "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
  • Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017. "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper 102602, University Library of Munich, Germany.
• Zheng Xiaobing & Xia Qiang & Liang Rubing, 2023. "Bayesian inference for order determination of double threshold variables autoregressive models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 567-587, September.
• Tomas Micko & Alexander Karsay & Zuzana Mucka & Lucia Sramkova, 2023. "Closer to Finding Yeti," Working Papers Working Paper No. 1/2023, Council for Budget Responsibility.
• Amelie Luhede & Houda Yaqine & Reza Bahmanbijari & Michael Römer & Thorsten Upmann, 2023. "The Value of Information in Water Quality Monitoring and Management," CESifo Working Paper Series 10307, CESifo.
• K. Peren Arin & Efstathios Polyzos & Marcel Thum, 2023. "The Populist Voter: A Machine Learning Approach for the Individual Characteristics," CESifo Working Paper Series 10472, CESifo.
• Markus Leippold & Hanlin Yang, 2023. "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series 23-39, Swiss Finance Institute, revised Jun 2023.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
  • Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change," CIRANO Working Papers 2023s-01, CIRANO.
  • Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
• Noémi Berlin & Jan Dul & Marco Gazel & Louis L vy-Garboua & Todd Lubart, 2023. "Creative Cognition as a Bandit Problem," Documents de travail du Centre d'Economie de la Sorbonne 23002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024. "Creative cognition as a bandit problem," PSE-Ecole d'économie de Paris (Postprint) halshs-04645315, HAL.
  • Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024. "Creative cognition as a bandit problem," Post-Print halshs-04645315, HAL.
  • Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024. "Creative cognition as a bandit problem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04645315, HAL.
  • Noémie Berlin & Jan Dul & Marco Gazel & Louis Lévy-Garboua & Todd Lubart, 2023. "Creative Cognition as a Bandit Problem," CIRANO Working Papers 2023s-11, CIRANO.
  • Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024. "Creative cognition as a bandit problem," Working Papers hal-04554250, HAL.
• Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers 18033, C.E.P.R. Discussion Papers.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023. "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers 18244, C.E.P.R. Discussion Papers.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023. "Significance Bands for Local Projections," CEPR Discussion Papers 18271, C.E.P.R. Discussion Papers.
• Acharya, Sushant & Chen, William & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023. "Estimating HANK for Central Banks," CEPR Discussion Papers 18407, C.E.P.R. Discussion Papers.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023. "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers 18549, C.E.P.R. Discussion Papers.
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• Kai Barron & Steffen Huck & Philippe Jehiel, 2024. "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," American Economic Journal: Microeconomics, American Economic Association, vol. 16(3), pages 162-198, August.
  • Barron, Kai & Huck, Steffen & Jehiel, Philippe, 2019. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Discussion Papers, Research Unit: Economics of Change SP II 2019-301, WZB Berlin Social Science Center.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers halshs-04154345, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2022. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-03735640, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-04154345, HAL.
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• Rouven E. Haschka & Helmut Herwartz & Clara Silva Coelho & Yabibal M. Walle, 2023. "The impact of local financial development and corruption control on firm efficiency in Vietnam: evidence from a geoadditive stochastic frontier analysis," Journal of Productivity Analysis, Springer, vol. 60(2), pages 203-226, October.
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• Adam N. Smith & Jim E. Griffin, 2023. "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 21(1), pages 95-146, March.
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• Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
• Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2023. "ABC-based Forecasting in State Space Models," Monash Econometrics and Business Statistics Working Papers 12/23, Monash University, Department of Econometrics and Business Statistics.
• Didier Nibbering, 2023. "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers 19/23, Monash University, Department of Econometrics and Business Statistics.
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• Sarah Moshary & Bradley Shapiro & Sara Drango, 2023. "Preferences for Firearms and Their Implications for Regulation," NBER Working Papers 30934, National Bureau of Economic Research, Inc.
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• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023. "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers 31424, National Bureau of Economic Research, Inc.
• Hamid Reza Izadi, 2023. "Measuring the Effects of Risk Aversion Change on Households’ Performance Using Endogenous Discount Factor Model," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 374-383, June.
• Patrick Kline & Evan K Rose & Christopher R Walters, 2023. "Systemic Discrimination Among Large U.S. Employers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(4), pages 1963-2036.
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• Boonman, Tjeerd, 2023. "Have drivers of portfolio capital flows changed since the Global Financial Crisis?," MPRA Paper 116507, University Library of Munich, Germany.
• Karamanis, Dimitrios & Kechrinioti, Alexandra, 2023. "The Greek-Turkish rivalry: A Bayesian VAR approach," MPRA Paper 116827, University Library of Munich, Germany.
• Alvarez, Luis Antonio, 2023. "Approximate Bayesian Computation for Partially Identified Models," MPRA Paper 117339, University Library of Munich, Germany.
• Bournakis, Ioannis & Tsionas, Mike G., 2023. "A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax," MPRA Paper 118100, University Library of Munich, Germany.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper 118459, University Library of Munich, Germany.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2023. "Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia," MPRA Paper 119132, University Library of Munich, Germany, revised 10 Nov 2023.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
• Dejan Živkov & Jasmina Đurašković & Sanja Ljubenović, 2023. "Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries," Politická ekonomie, Prague University of Economics and Business, vol. 2023(3), pages 319-341.
• José R. Maria & Paulo Júlio, 2023. "Trends and cycles during the COVID-19 pandemic period," Working Papers w202311, Banco de Portugal, Economics and Research Department.
• Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023. "Modelo de Proyección Trimestral: Una Actualización Hasta 2019," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
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• Lahura, Erick & Vega, Marco, 2023. "Estimation and assessment of measures of the natural rate of interest: Evidence from Latin American economies with inflation targeting," Working Papers 2023-014, Banco Central de Reserva del Perú.
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• Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
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• Shin, Inyong, 2023. "Changes in Time Preference Caused by the COVID-19 Pandemic," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 27(3), pages 179-211, September.
• Shykhli, Samaneh & Nasiriaghdam, Ali & Amadeh, Hamid & Dorodian, Hossein, 2023. "Modelling of Banking Crisis Forecasting in Iran by BMA," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 9(4), pages 1-36, March.
• Aghania, Parisa & Heydari, Hassan & Jahangiri, Shahab, 2023. "Investigating the Impact of Monetary Policy Shocks on Economic Growth and Inflation in the Iranian Economy: Empirical Evidence Based on the TVP-TVP-SFAVAR-SV Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 9(4), pages 61-96, March.
• Daniel Traian PELE & Alexandra Ioana CONDA & Raul Cristian BAG & Miruna MAZURENCU-MARINESCU-PELE & Vasile Alecsandru STRAT, 2023. "Financial Risk Meter for The Romanian Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-24, March.
• Hao Wen CHANG & Tsangyao CHANG & Yang-Cheng LU, 2023. "Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 21-35, June.
• Agnieszka Rabiej & Dominika Sikora & Andrzej Torój, 2023. "How regional business cycles diffuse across space and time: evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland," KAE Working Papers 2023-082, Warsaw School of Economics, Collegium of Economic Analysis.
• Fernandes, Marcos R., 2023. "Confirmation bias in social networks," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 59-76.
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• Christoph Hanck & Martin C. Arnold, 2023. "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(1), pages 177-204, March.
• Mike G. Tsionas & Dionisis Philippas, 2023. "Measures of global sensitivity in linear programming: applications in banking sector," Annals of Operations Research, Springer, vol. 330(1), pages 585-607, November.
• Tak Kuen Siu, 2023. "Bayesian nonlinear expectation for time series modelling and its application to Bitcoin," Empirical Economics, Springer, vol. 64(1), pages 505-537, January.
• David Finck & Paul Rudel, 2023. "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, vol. 64(4), pages 1559-1597, April.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023. "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
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• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change," Empirical Economics, Springer, vol. 64(6), pages 2475-2509, June.
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• Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
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• Mourad belkahla, 2023. "Focusing on determinants of Tunisian middle class: a spatial approach," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-28, December.
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• Dante A. Urbina & Gabriel Rodríguez, 2023. "Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(1), pages 153-184, February.
• Paulo Chávez & Gabriel Rodríguez, 2023. "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(2), pages 505-544, May.
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• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
• Paul Levine & Maryam Mirfatah & Joseph Pearlman & Stylianos Tsiaras, 2023. "Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions," School of Economics Discussion Papers 1323, School of Economics, University of Surrey.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023. "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, vol. 30(1), pages 97-102, January.
  • Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021. "A dynamic leverage stochastic volatility model," Working Papers 2021:14, Örebro University, School of Business.
• Martin Burda & Remi Daviet, 2023. "Hamiltonian sequential Monte Carlo with application to consumer choice behavior," Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 54-77, January.
  • Martin Burda & Remi Daviet, 2018. "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers tecipa-618, University of Toronto, Department of Economics.
• Erlan Konebayev, 2023. "Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR," International Economic Journal, Taylor & Francis Journals, vol. 37(1), pages 39-70, January.
  • Erlan Konebayev, 2022. "Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR," NAC Analytica Working Paper 24, NAC Analytica, Nazarbayev University, revised May 2022.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
• Joshua C. C. Chan, 2023. "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
  • Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
• Dongho Song & Jenny Tang, 2023. "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 968-982, July.
  • Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston.
• Erlan Konebayev, 2023. "Estimation of a small open economy DSGE model for Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, vol. 35(7), pages 670-707, October.
  • Erlan Konebayev, 2020. "Estimation of a Small Open Economy DSGE Model for Kazakhstan," NAC Analytica Working Paper 6, NAC Analytica, Nazarbayev University.
• Donovan, Stuart & de Graaff, Thomas & de Groot, Henri L.F. & Schiff, Aaron, 2024. "An urban overhead? Crime, agglomeration, and amenity," Journal of Housing Economics, Elsevier, vol. 64(C).
  • Stuart Donovan & Thomas de Graaff & Henri L.F. de Groot & Aaron Schiff, 2023. "An urban overhead? Crime, agglomeration, and amenity," Tinbergen Institute Discussion Papers 23-024/VIII, Tinbergen Institute.
• Jamie Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Tinbergen Institute Discussion Papers 23-038/III, Tinbergen Institute.
• Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk, 2023. "BayesMultiMode: Bayesian Mode Inference in R," Tinbergen Institute Discussion Papers 23-041/III, Tinbergen Institute.
• Bowen Fu, Ivan Mendieta-Muñoz, 2023. "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah 2023_04, University of Utah, Department of Economics.
• Akbulut Nesrin & Ari Yakup, 2023. "TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 1-23, December.
• Izadi Hamid Reza, 2023. "The Role of Internalization of Discount Factor on Households’ Behavior Using DSGE Model," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(1), pages 74-87, March.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024. "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, vol. 133(C).
  • Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series 344, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Oscar Fernandez, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers wuwp344, Vienna University of Economics and Business, Department of Economics.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024. "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, vol. 133(C).
  • Jesus Crespo Cuaresma & Oscar Fernandez, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers wuwp344, Vienna University of Economics and Business, Department of Economics.
  • Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series 344, WU Vienna University of Economics and Business.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
  • Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
• Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
  • Österholm, Pär & Poon, Aubrey, 2022. "Trend Inflation in Sweden," Working Papers 2022:2, Örebro University, School of Business.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
  • Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
• Haroon Mumtaz & Katerina Petrova, 2023. "Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 635-654, March.
  • Haroon Mumtaz & Katerina Petrova, 2018. "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers 875, Queen Mary University of London, School of Economics and Finance.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
• Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023. "Behavioral learning equilibria in New Keynesian models," Quantitative Economics, Econometric Society, vol. 14(4), pages 1401-1445, November.
  • Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2022. "Behavioral Learning Equilibria in New Keynesian Models," Staff Working Papers 22-42, Bank of Canada.
• Kansho Piotr Otsubo, 2023. "The Effects Of Unconventional Monetary Policy In Japan: New Evidence From Time-Varying Parameter Var Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(02), pages 609-628.
• Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  • Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Discussion Papers 25/2023, Deutsche Bundesbank.
• Tatar, Balint, 2023. "Has the reaction function of the European Central Bank changed over time?," IMFS Working Paper Series 183, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Le, Anh H., 2023. "Climate change and carbon policy: A story of optimal green macroprudential and capital flow management," IMFS Working Paper Series 191, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Staffa, Ruben Marek & von Schweinitz, Gregor, 2023. "Fiscal policy under the eyes of wary bondholders," IWH Discussion Papers 26/2023, Halle Institute for Economic Research (IWH).
• Camehl, Annika & von Schweinitz, Gregor, 2023. "What explains international interest rate co-movement?," IWH Discussion Papers 3/2023, Halle Institute for Economic Research (IWH), revised 2023.
• Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series 407, Leibniz Institute for Financial Research SAFE.
• Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2021. "(Optimal) Monetary Policy with and without Debt," Staff Working Papers 21-5, Bank of Canada.
  • Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
  • Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022. "Optimal Monetary Policy with and without Debt," LIDAM Discussion Papers IRES 2022027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

2022

• Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1356-1378, November.
  • Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," CESifo Working Paper Series 9579, CESifo.
  • Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
  • Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change," CIRANO Working Papers 2023s-01, CIRANO.
  • Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
• Bianca Barbaro & Giorgio Massari & Patrizio Tirelli, 2022. "Who killed business dynamism in the U.S.?," Working Papers 494, University of Milano-Bicocca, Department of Economics, revised Aug 2022.
• Giorgio Massari & Patrizio Tirelli, 2022. "Whither Liquidity Shocks?," Working Papers 502, University of Milano-Bicocca, Department of Economics.
• William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
• William Gatt, 2022. "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers WP/05/2022, Central Bank of Malta.
• Davis, John B., 2022. "Keynes's Treatise on Probability 100 Years Later: Small vs. large worlds and closed vs. open systems," Working Papers and Research 2022-02, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska, 2022. "Subjective Expectations and Uncertainty," Working Papers 2022-10, Faculty of Economic Sciences, University of Warsaw.
  • Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska, 2022. "Subjective Expectations and Uncertainty," NBP Working Papers 345, Narodowy Bank Polski.
• Mariusz Kapuściński, 2022. "The short-term effects of changes in capital regulations in Poland," NBP Working Papers 350, Narodowy Bank Polski.
• Frederico Finan & Demian Pouzo, 2022. "Reinforcing RCTs with Multiple Priors while Learning about External Validity," NBER Working Papers 29756, National Bureau of Economic Research, Inc.
• Fernández-Villaverde, Jesús & Childers, David & Perla, Jesse & Rackauckas, Chris & Wu, Peifan, 2022. "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," CEPR Discussion Papers 17576, C.E.P.R. Discussion Papers.
  • David Childers & Jesús Fernández-Villaverde & Jesse Perla & Christopher Rackauckas & Peifan Wu, 2022. "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," NBER Working Papers 30573, National Bureau of Economic Research, Inc.
• Joshua Angrist & Peter Hull & Christopher R. Walters, 2022. "Methods for Measuring School Effectiveness," NBER Working Papers 30803, National Bureau of Economic Research, Inc.
• Owen F. Davis, 2022. "Fundamental Uncertainty as Model Uncertainty," Working Papers 2207, New School for Social Research, Department of Economics.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• David Kohns & Arnab Bhattacharjee, 2020. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers 2011.00938, arXiv.org, revised May 2022.
  • Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
• Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022. "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, vol. 68(1), pages 98-126.
  • Jhonatan Portilla Goicochea & Gabriel Rodríguez, 2020. "Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model," Documentos de Trabajo / Working Papers 2020-485, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Young Min Kim & Kyu Ho Kang, 2022. "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 391-436.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Juan Angel Garcia & Aubrey Poon, 2022. "Inflation trends in Asia: implications for central banks [Are Phillips curves useful for forecasting inflation?]," Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 671-700.
  • García, Juan Angel & Poon, Aubrey, 2019. "Inflation trends in Asia: implications for central banks," Working Paper Series 2338, European Central Bank.
• Patrick Kline & Evan K Rose & Christopher R Walters, 2022. "Systemic Discrimination Among Large U.S. Employers [“Teachers and Student Achievement in the Chicago Public High Schools,”]," The Quarterly Journal of Economics, Oxford University Press, vol. 137(4), pages 1963-2036.
  • Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021. "Systemic Discrimination Among Large U.S. Employers," NBER Working Papers 29053, National Bureau of Economic Research, Inc.
  • Kline, Patrick & Rose, Evan K. & Walters, Christopher R., 2021. "Systemic Discrimination among Large U.S. Employers," IZA Discussion Papers 14634, Institute of Labor Economics (IZA).
• Tovar Cuevas, José Rafael & Zúñiga Martínez, Claudia Lorena & Tovar Cuevas, Luis Miguel, 2022. "Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana [Factors associated with the entrepreneurship of returned Colombian migrants: a Bayesian approac," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 408-438, June.
• Cangrejo Esquivel, Álvaro Javier & Tovar Cuevas, José Rafael & García, Isabel Cristina & Manotas Duque, Diego Fernando, 2022. "Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes [Classical and Bayesian estimation of volatility in the Black-Scholes model]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 237-262, December .
• Nimonka Bayale & Brigitte Kanga Kouassi, 2022. "The Devil is in the Details: On the Robust Determinants of Development Aid in G5 Sahel Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 64(4), pages 646-680, December.
• Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
• Sharada Nia Davidson, 2022. "Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 773-807, December.
• Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022. "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers 2022-507, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Gabriel Rodríguez & Renato Vassallo, 2022. "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-508, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Paulo Chávez & Gabriel Rodríguez, 2023. "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(2), pages 505-544, May.
  • Gabriel Rodríguez & Paulo Chávez, 2022. "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers 2022-509, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022. "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-510, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
• Barrie, Mohamed Samba & Jackson, Emerson Abraham, 2022. "Impact of Technological Shock on the Sierra Leone Economy: A Dynamic Stochastic General Equilibrium (DSGE) Approach," MPRA Paper 113636, University Library of Munich, Germany, revised 10 Jun 2022.
• Mountford, Andrew, 2022. "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper 114249, University Library of Munich, Germany.
  • Mountford, Andrew, 2024. "Economic Growth Analysis When Balanced Growth Paths May Be Time Varying," MPRA Paper 119938, University Library of Munich, Germany.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024. "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
  • Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
• Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.
• Fuertes, Ana-Maria & Zhao, Nan, 2023. "A Bayesian perspective on commodity style integration," Journal of Commodity Markets, Elsevier, vol. 30(C).
  • Fuertes, Ana-Maria & Zhao, Nan, 2022. "A Bayesian Perspective on Commodity Style Integration," MPRA Paper 117831, University Library of Munich, Germany, revised 2023.
• Togonidze, Sophio & Kočenda, Evžen, 2022. "Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile," Economic Systems, Elsevier, vol. 46(3).
  • Sophio Togonidze & Evzen Kocenda, 2020. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile," Working Papers IES 2020/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2020.
  • Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile," FFA Working Papers 4.005, Prague University of Economics and Business, revised 25 Apr 2022.
• Jakub Drahokoupil, 2022. "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers 4.006, Prague University of Economics and Business, revised 09 May 2022.
• Sophio Togonidze & Evzen Kocenda, 2022. "Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach," Working Papers IES 2022/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2022.
  • Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach," FFA Working Papers 4.009, Prague University of Economics and Business, revised 06 Sep 2022.
• Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Mikkel Plagborg-Møller, 2022. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Working Papers 2022-21, Princeton University. Economics Department..
• Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
  • Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Working Papers 2022-27, Princeton University. Economics Department..
• José R. Maria & Paulo Júlio, 2022. "Comparing estimated structural models of different complexities: What do we learn?," Working Papers w202205, Banco de Portugal, Economics and Research Department.
• Haroon Mumtaz & Michele Piffer, 2022. "Impulse response estimation via fexible local projections," Working Papers 938, Queen Mary University of London, School of Economics and Finance.
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• Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
  • Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
  • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
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• Nikolas Kuschnig, 2022. "Bayesian spatial econometrics: a software architecture," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-25, December.
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• Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022. "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers 0522, School of Economics, University of Surrey.
• Nataliia Ostapenko, 2022. "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers WP 4/2022, Research Department, National Bank of Slovakia.
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• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022. "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-013/III, Tinbergen Institute.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
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• Michael T. Kiley, 2024. "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 239-261, February.
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• Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
  • Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
• Laura Veldkamp, 2022. "Understanding Uncertainty Shocks and the Role of Black Swans," Finance and Economics Discussion Series 2022-083, Board of Governors of the Federal Reserve System (U.S.).
• Padma Sharma, 2022. "Assessing Regulatory Responses to Banking Crises," Research Working Paper RWP 22-04, Federal Reserve Bank of Kansas City.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022. "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports 1025, Federal Reserve Bank of New York.
• Albouy, David & Shin, Minchul, 2022. "A statistical learning approach to land valuation: Optimizing the use of external information," Journal of Housing Economics, Elsevier, vol. 58(PA).
  • David Albouy & Minchul Shin, 2022. "A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information," Working Papers 22-38, Federal Reserve Bank of Philadelphia.
• Anca Ionășcuți & Bogdan Dima, 2022. "Contagion effects on financial markets risk," Journal of Financial Studies, Institute of Financial Studies, vol. 12(7), pages 105-133, May.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022. "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers 18-2022, Economics Section, The Graduate Institute of International Studies.
• Miguel Cabello & Rafael Nivin, 2022. "Measuring Uncertainty and its effects in a Small Open Economy," IHEID Working Papers 25-2022, Economics Section, The Graduate Institute of International Studies.
• Elie Ndemba Tshilambu, 2022. "Politique budgétaire, Investissement privé et performance macroéconomique en République démocratique du Congo ," Post-Print hal-03627267, HAL.
• Refk Selmi & Shawkat Hammoudeh & Mark Wohar, 2022. "What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants," Post-Print hal-03793866, HAL.
• Hatoum, Khalil & Moussu, Christophe & Gillet, Roland, 2022. "CEO overconfidence: Towards a new measure," International Review of Financial Analysis, Elsevier, vol. 84(C).
  • Khalil Hatoum & Christophe Moussu & Roland Gillet, 2022. "CEO overconfidence: Towards a new measure," Post-Print hal-03794545, HAL.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, vol. 205(C).
  • Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
  • Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024. "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," American Economic Journal: Microeconomics, American Economic Association, vol. 16(3), pages 162-198, August.
  • Barron, Kai & Huck, Steffen & Jehiel, Philippe, 2019. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Discussion Papers, Research Unit: Economics of Change SP II 2019-301, WZB Berlin Social Science Center.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2022. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-03735640, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-04154345, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2022. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers halshs-03735640, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers halshs-04154345, HAL.
• Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• Ricco, Giovanni & Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2016. "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," Working Papers halshs-01405622, HAL.
  • Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2022. "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," Working Papers hal-03887401, HAL.
  • Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2022. "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," AMSE Working Papers 2229, Aix-Marseille School of Economics, France.
  • Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2016. "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," AMSE Working Papers 1642, Aix-Marseille School of Economics, France.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024. "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," American Economic Journal: Microeconomics, American Economic Association, vol. 16(3), pages 162-198, August.
  • Barron, Kai & Huck, Steffen & Jehiel, Philippe, 2019. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Discussion Papers, Research Unit: Economics of Change SP II 2019-301, WZB Berlin Social Science Center.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2022. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers halshs-03735640, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-04154345, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2022. "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers halshs-03735640, HAL.
  • Kai Barron & Steffen Huck & Philippe Jehiel, 2023. "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers halshs-04154345, HAL.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2022. "Makroekonomski Učinci Diskrecijskih Izmjena U Sustavu Poreza Na Dodanu Vrijednost (Pdv) U Hrvatskoj: Narativni Pristup," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 73(6), pages 881-904.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023. "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
  • Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022. "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers 2022:1, Örebro University, School of Business.
• Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
  • Österholm, Pär & Poon, Aubrey, 2022. "Trend Inflation in Sweden," Working Papers 2022:2, Örebro University, School of Business.
• Quang Phu Tran & Kien The Nguyen, 2022. "Does Innovation Increase Labor Wage and Boost Firm’s Financial Performance? Evidence of Agricultural Firms in Vietnam with Bayesian Approach," HSE Economic Journal, National Research University Higher School of Economics, vol. 26(3), pages 475-486.
• Stefán Thórarinsson, 2022. "Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model," Economics wp88, Department of Economics, Central bank of Iceland.
• Sugiharso Safuan & Eric Alexander Sugandi & Okta Qomaruddin Aziz & Risna Triandhari, 2022. "Indonesia’S Financial Stress Events And Macroeconomic Dynamics," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(3), pages 323-370, November.
• Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
  • Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-13, University of Adelaide, School of Economics and Public Policy.
  • Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
  • Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
  • Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change," CIRANO Working Papers 2023s-01, CIRANO.
  • Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
• Yakup Arı, 2022. "The comparison of range-based volatility estimators and an application of TVP-VAR-based connectedness," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(3), pages 147-157, August.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023. "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1548-1563.
  • Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," Working Papers 2022-06, Joint Research Centre, European Commission.
• Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022. "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," Working Papers 2022-10, Joint Research Centre, European Commission.
• Manabu Asai & Michael McAleer, 2022. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 103-123, January.
  • Asai, M. & McAleer, M.J., 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers 2018-005/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers 18-005/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2018. "Bayesian analysis of realized matrix-exponential GARCH models," Documentos de Trabajo del ICAE 2018-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Francesco Bianchi & Lorenzo Mercuri & Edit Rroji, 2022. "Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 57-85, March.
• Kamil Makieła & Błażej Mazur, 2022. "Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors," Journal of Productivity Analysis, Springer, vol. 58(1), pages 35-54, August.
• Dorinth W. Dijk & David M. Geltner & Alex M. Minne, 2022. "The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 327-360, April.
• David Meenagh & Patrick Minford & Michael R. Wickens, 2022. "The Macroeconomic Controversy Over Price Rigidity — How to Resolve it and How Bayesian Estimation has Led us Astray," Open Economies Review, Springer, vol. 33(4), pages 617-630, September.
• Sina Streicher, 2022. "RGAP: Output Gap Estimation in R," KOF Working papers 22-503, KOF Swiss Economic Institute, ETH Zurich.
• Carrillo-Maldonado, Paul & Nikiforos, Michalis, 2024. "Estimating a Time-Varying Distribution-Led Regime," Structural Change and Economic Dynamics, Elsevier, vol. 68(C), pages 163-176.
  • Paul Carrillo-Maldonado & Michalis Nikiforos, 2022. "Estimating a Time-Varying Distribution-Led Regime," Economics Working Paper Archive wp_1001, Levy Economics Institute.

2021

• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
  • Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
• Raheem, Ibrahim & Ajide, Kazeem, 2020. "The journey towards dollarization: the role of the tourism industry," MPRA Paper 105505, University Library of Munich, Germany.
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Research Africa Network Working Papers 21/008, Research Africa Network (RAN).
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers of the African Governance and Development Institute. 21/008, African Governance and Development Institute..
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers 21/008, European Xtramile Centre of African Studies (EXCAS).
• Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
• Navin Kartik & Frances Xu Lee & Wing Suen, 2021. "Information Validates the Prior: A Theorem on Bayesian Updating and Applications," American Economic Review: Insights, American Economic Association, vol. 3(2), pages 165-182, June.
  • Navin Kartik & Frances Lee & Wing Suen, 2020. "Information Validates the Prior: A Theorem on Bayesian Updating and Applications," Papers 2005.05714, arXiv.org, revised Jul 2020.
• Oriana Bandiera & Greg Fischer & Andrea Prat & Erina Ytsma, 2021. "Do Women Respond Less to Performance Pay? Building Evidence from Multiple Experiments," American Economic Review: Insights, American Economic Association, vol. 3(4), pages 435-454, December.
  • Bandiera, Oriana & Fischer, Greg & Prat, Andrea & Ytsma, Erina, 2016. "Do women respond less to performance pay? Building evidence from multiple experiments," CEPR Discussion Papers 11724, C.E.P.R. Discussion Papers.
  • Bandiera, Oriana & Fischer, Gregory & Prat, Andrea & Ytsma, Erina, 2021. "Do women respond less to performance pay? Building evidence from multiple experiments," LSE Research Online Documents on Economics 111841, London School of Economics and Political Science, LSE Library.
• Rolando Gonzales & Bert D’Espallier & Roy Mersland, 2021. "What Drives Profits in Savings Groups? Bayesian Data Mining Evidence from the SAVIX Database," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 11(2), pages 39-57.
• Raheem, Ibrahim & Ajide, Kazeem, 2020. "The journey towards dollarization: the role of the tourism industry," MPRA Paper 105505, University Library of Munich, Germany.
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers of the African Governance and Development Institute. 21/008, African Governance and Development Institute..
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Research Africa Network Working Papers 21/008, Research Africa Network (RAN).
  • Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers 21/008, European Xtramile Centre of African Studies (EXCAS).
• Davis, Will & Gregory, Christian A. & Tchernis, Rusty, 2021. "A Flexible Model of Food Security: Estimation and Implications for Prediction," 2021 Annual Meeting, August 1-3, Austin, Texas 312666, Agricultural and Applied Economics Association.
  • Will Davis & Jose O. Xilau & Rusty Tchernis & Christian A. Gregory, 2024. "A Flexible Model of Food Security: Estimation and Implications for Prediction," NBER Working Papers 32460, National Bureau of Economic Research, Inc.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2021. "Bayesian Inference for Parametric Growth Incidence Curves," Research on Economic Inequality, in: Research on Economic Inequality: Poverty, Inequality and Shocks, volume 29, pages 31-55, Emerald Group Publishing Limited.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2021. "Bayesian Inference for Parametric Growth Incidence Curves," Working Papers halshs-03225236, HAL.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2021. "Bayesian Inference for Parametric Growth Incidence Curves," AMSE Working Papers 2131, Aix-Marseille School of Economics, France.
  • Edwin Fourrier-Nicolaï & Michel Lubrano, 2021. "Bayesian Inference for Parametric Growth Incidence Curves," Post-Print hal-03541743, HAL.
• Michel Lubrano & Zhou Xun, 2021. "The Bayesian approach to poverty measurement," Working Papers halshs-03234072, HAL.
  • Michel Lubrano & Zhou Xun, 2021. "The Bayesian approach to poverty measurement," AMSE Working Papers 2133, Aix-Marseille School of Economics, France.
• Akbobek Akhmediyarova, 2021. "Housing market dynamics in Kazakhstan: An estimated DSGE model," NAC Analytica Working Paper 19, NAC Analytica, Nazarbayev University, revised May 2022.
• Alisher Tolepbergen, 2021. "Minimum Wage Shocks in an Estimated DSGE Model with Underreporting," NAC Analytica Working Paper 20, NAC Analytica, Nazarbayev University, revised Dec 2021.
• Erlan Konebayev, 2021. "Financial frictions in a commodity exporting small open economy: the Case of Kazakhstan," NAC Analytica Working Paper 21, NAC Analytica, Nazarbayev University.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021. "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers 457, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021. "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
  • Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
  • Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
  • Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers 2101.00422, arXiv.org.
• Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Mikkel Plagborg-M{o}ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers 2101.04771, arXiv.org, revised Jun 2022.
• Huang, W. & Linton, O. & Zhang, Z., 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics 2113, Faculty of Economics, University of Cambridge.
  • Wei Huang & Oliver Linton & Zheng Zhang, 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers 2102.08063, arXiv.org, revised Sep 2021.
• Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  • Michael Pfarrhofer, 2021. "Modeling tail risks of inflation using unobserved component quantile regressions," Papers 2103.03632, arXiv.org, revised Oct 2021.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers 8/21, Monash University, Department of Econometrics and Business Statistics.
  • David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Papers 2104.14054, arXiv.org, revised May 2022.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023. "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
  • Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
• Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
• Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
  • Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
• Joshua C. C. Chan, 2022. "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
  • Joshua C. C. Chan, 2019. "Asymmetric conjugate priors for large Bayesian VARs," CAMA Working Papers 2019-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers 2112.01995, arXiv.org, revised Nov 2022.
  • Marcellino, Massimiliano & Hauzenberger, Niko & Huber, Florian & Petz, Nico, 2022. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers 17646, C.E.P.R. Discussion Papers.
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• Valeria Fernanda Jemio Hurtado, 2021. "Reglas de política monetaria en tiempos de estabilidad y volatilidad: Un enfoque de equilibrio general con estimación bayesiana para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 35(1), pages 9-74, July - De.
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• Hiona Balfoussia & Dimitrios P. Louzis, 2021. "The impact of economic uncertainty and inflation uncertainty on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 49-68, July.
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• Josué Diwambuena & Francesco Ravazzolo, 2022. "What are the drivers of Labor Productivity?," BEMPS - Bozen Economics & Management Paper Series BEMPS86, Faculty of Economics and Management at the Free University of Bozen.
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• Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," CEPR Discussion Papers 15684, C.E.P.R. Discussion Papers.
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• Gianluca Cafiso & Giulia Rivolta, 2021. "Heterogeneous Loans and the Effect of Monetary Interventions," CESifo Working Paper Series 9194, CESifo.
• Adam N. Smith & Stephan Seiler & Ishant Aggarwal, 2021. "Optimal Price Targeting," CESifo Working Paper Series 9439, CESifo.
• Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023. "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 86-117.
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• Guido Ascari & Luca Fosso, 2021. "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Paper 2021/17, Norges Bank.
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• Zuzana Gric & Josef Bajzik & Ondrej Badura, 2021. "Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures," Working Papers 2021/10, Czech National Bank.
• Marcus Gerardus L. Nascimento & Kalinca Becker & Mario Jorge Mendonça, 2021. "Implications of Brazilian Institutional Guidelines on Educational Efficiency," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2020), pages 147-168, July.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.
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• Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
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• Smith, Adam & Seiler, Stephan & Aggarwal, Ishant, 2022. "Optimal Price Targeting," CEPR Discussion Papers 16096, C.E.P.R. Discussion Papers.
• Christopher Gust & Edward Herbst & David López-Salido, 2022. "Short-Term Planning, Monetary Policy, and Macroeconomic Persistence," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 174-209, October.
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• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," NBER Working Papers 28853, National Bureau of Economic Research, Inc.
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• Rao, Justin, 2021. "Demand for Online News under Government Control: Evidence from Russia," CEPR Discussion Papers 16233, C.E.P.R. Discussion Papers.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021. "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
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• Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021. "The Transmission of Keynesian Supply Shocks," Discussion Papers 2116, Centre for Macroeconomics (CFM).
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• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Robust Bayesian Analysis for Econometrics," Working Paper Series WP-2021-11, Federal Reserve Bank of Chicago.
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• Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
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• Kilian, Lutz, 2021. "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers 16818, C.E.P.R. Discussion Papers.
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• Bodnar, Olha & Bodnar, Taras, 2021. "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers 2021:5, Örebro University, School of Business.
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  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
• Michael Gilraine & Jiaying Gu & Robert McMillan, 2021. "A Nonparametric Method for Estimating Teacher Value-Added," Working Papers tecipa-689, University of Toronto, Department of Economics.
• Alfred Duncan, 2021. "Reverse mode differentiation for DSGE models," Studies in Economics 2108, School of Economics, University of Kent.
• Maddah, Lina & Arauzo Carod, Josep Maria, 2021. "Cultural and Creative Industries: Empirical Evidence on Employment Growth," Working Papers 2072/534910, Universitat Rovira i Virgili, Department of Economics.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  • Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
  • Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers 2101.00422, arXiv.org.
  • Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
• Toledo Wilfredo, 2021. "Covid-19 and Unemployment: Evidence from Puerto Rico Using Bayesian Analyses with High-Frequency Data," Economics and Business, Sciendo, vol. 35(1), pages 174-189, January.
• Ugwu Ephraim & Amassoma Ditimi & Ehinomen Christopher, 2021. "Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 105-121, June.
• Tamás Krisztin & Philipp Piribauer, 2021. "A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows," Empirical Economics, Springer, vol. 61(1), pages 231-257, July.
  • Tamás Krisztin & Philipp Piribauer, 2021. "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers 586, WIFO.
• Ringwald, Leopold & Zörner, Thomas O., 2021. "The money-inflation nexus revisited," Department of Economics Working Paper Series 310, WU Vienna University of Economics and Business.
  • Leopold Ringwald & Thomas O. Zörner, 2021. "The money-inflation nexus revisited," Department of Economics Working Papers wuwp310, Vienna University of Economics and Business, Department of Economics.
• Kuschnig, Nikolas, 2021. "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Paper Series 318, WU Vienna University of Economics and Business.
  • Nikolas Kuschnig, 2021. "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers wuwp318, Vienna University of Economics and Business, Department of Economics.
• Leopold Ringwald & Thomas O. Zörner, 2021. "The money-inflation nexus revisited," Department of Economics Working Papers wuwp310, Vienna University of Economics and Business, Department of Economics.
  • Ringwald, Leopold & Zörner, Thomas O., 2021. "The money-inflation nexus revisited," Department of Economics Working Paper Series 310, WU Vienna University of Economics and Business.
• Nikolas Kuschnig, 2021. "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers wuwp318, Vienna University of Economics and Business, Department of Economics.
  • Kuschnig, Nikolas, 2021. "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Paper Series 318, WU Vienna University of Economics and Business.
• Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2021. "Can public spending boost private consumption?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1275-1313, November.
  • Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2016. "Can Public Spending Boost Private Consumption?," CEERP Working Paper Series 005, Centre for Energy Economics Research and Policy, Heriot-Watt University.
• Chunping Liu & Zhirong Ou, 2021. "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3269-3305, July.
  • Liu, Chunping & Ou, Zhirong, 2017. "What determines China's housing price dynamics? New evidence from a DSGE-VAR," Cardiff Economics Working Papers E2017/4, Cardiff University, Cardiff Business School, Economics Section.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Arnoud Stevens & Joris Wauters, 2021. "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
  • Arnoud Stevens & Joris Wauters, 2018. "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research 355, National Bank of Belgium.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021. "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 458-480, April.
  • Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018. "Forecasting the production side of GDP," Working Papers 2018-16, Swiss National Bank.
• Till Weigt & Bernd Wilfling, 2021. "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 686-699, July.
  • Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
  • Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
  • Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
• Ryle S. Perera, 2021. "Transboundary Emission Under Stochastic Differential Game," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-22, March.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
  • Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers 05/2021, Deutsche Bundesbank.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
  • Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
• Prishchepov, Alexander & Ponkina, Elena & Sun, Zhanli & Bavorova, Miroslava & Yekimovskaja, Olga, 2021. "Исследование Поведенческих Факторов Сельхозпроизводителей По Вовлечению В Оборот Заброшенных Сельскохозяйственных Земель: Пример Республики Бурятия [Study of farmer’s behavior in recultivation of a," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(3), pages 59-102.
• Hauber, Philipp, 2021. "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints 251469, ZBW - Leibniz Information Centre for Economics.
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
  • Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers 2180, Kiel Institute for the World Economy (IfW Kiel).
• Brünner, Tobias, 2021. "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series 21-01, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF).
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021. "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers 899, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021. "Heterogeneity, co-movements and financial fragmentation within the euro area," Ruhr Economic Papers 927, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

2020

• Mahniya Zafar & Naved Hamid & Fatima Arshad, 2020. "Are Agricultural Markets in the Punjab Technically Efficient?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 25(1), pages 89-138, Jan-June.
• Jonas Gross & Johannes Zahner, 2020. "What's on the ECB's mind? - Monetary policy before and after the global financial crisis," MAGKS Papers on Economics 202008, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• David Finck & Paul Rudel, 2020. "Do Credit Supply Shocks Have Asymmetric Effects?," MAGKS Papers on Economics 202026, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2020. "Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 217-253, Emerald Group Publishing Limited.
  • Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020. "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers 229, Center for Policy Research, Maxwell School, Syracuse University.
• Jonah B. Gelbach & Jenny R. Hawkins, 2020. "A Bayesian Approach to Event Studies for Securities Litigation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 176(1), pages 86-111.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 769-804, June.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations," CAMA Working Papers 2020-102, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers 453, University of Milano-Bicocca, Department of Economics, revised Oct 2022.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers 20-26, The University of Western Australia, Department of Economics.
• Germano Ruisi, 2020. "An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta," CBM Working Papers WP/06/2020, Central Bank of Malta.
• William Gatt & Germano Ruisi, 2020. "Housing demand shocks, foreign labour inflows and consumption," CBM Working Papers WP/07/2020, Central Bank of Malta.
• Barnabás Székely, 2020. "Funding for lending schemes should prioritize SME lending," MNB Occasional Papers 2020/138, Magyar Nemzeti Bank (Central Bank of Hungary).
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
• Ruben Loaiza-Maya & Didier Nibbering, 2020. "Scalable Bayesian estimation in the multinomial probit model," Papers 2007.13247, arXiv.org, revised Mar 2021.
  • Ruben Loaiza-Maya & Didier Nibbering, 2020. "Scalable Bayesian Estimation in the Multinomial Probit Model," Monash Econometrics and Business Statistics Working Papers 25/20, Monash University, Department of Econometrics and Business Statistics.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2019. "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers 13/19, Monash University, Department of Econometrics and Business Statistics.
  • Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2020. "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers 27/20, Monash University, Department of Econometrics and Business Statistics.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
• Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
  • Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
  • Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports 944, Federal Reserve Bank of New York.
  • Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
  • Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
• Christiane Baumeister & James D. Hamilton, 2020. "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
• Shomesh Chaudhuri & Andrew W. Lo & Danying Xiao & Qingyang Xu, 2020. "Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks," NBER Working Papers 27175, National Bureau of Economic Research, Inc.
• Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers 27335, National Bureau of Economic Research, Inc.
• Gao, Xiaoxue Sherry & Harrison, Glenn & Tchernis, Rusty, 2020. "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," IZA Discussion Papers 13580, Institute of Labor Economics (IZA).
  • Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2020. "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," NBER Working Papers 27685, National Bureau of Economic Research, Inc.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021. "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
  • Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
• Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024. "Four Stylized Facts About Covid‐19," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
  • Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
  • Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
  • Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
• Qian Chen & Christoffer Koch & Gary Richardson & Padma Sharma, 2020. "Payments Crises and Consequences," Research Working Paper RWP 20-10, Federal Reserve Bank of Kansas City.
  • Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020. "Payments Crises and Consequences," NBER Working Papers 27733, National Bureau of Economic Research, Inc.
• Primiceri, Giorgio & Lenza, Michele, 2020. "How to Estimate a VAR after March 2020," CEPR Discussion Papers 15245, C.E.P.R. Discussion Papers.
  • Michele Lenza & Giorgio E. Primiceri, 2020. "How to Estimate a VAR after March 2020," NBER Working Papers 27771, National Bureau of Economic Research, Inc.
  • Lenza, Michele & Primiceri, Giorgio E., 2020. "How to estimate a VAR after March 2020," Working Paper Series 2461, European Central Bank.
• Rosen Valchev & Cosmin Ilut, 2017. "Economic Agents as Imperfect Problem Solvers," 2017 Meeting Papers 1285, Society for Economic Dynamics.
  • Cosmin L. Ilut & Rosen Valchev, 2020. "Economic Agents as Imperfect Problem Solvers," NBER Working Papers 27820, National Bureau of Economic Research, Inc.
• Joshua D. Angrist & Peter Hull & Parag Pathak & Christopher Walters, 2020. "Simple and Credible Value-Added Estimation Using Centralized School Assignment," Working Papers 2020-186, Becker Friedman Institute for Research In Economics.
  • Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020. "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers 28241, National Bureau of Economic Research, Inc.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020. "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series 202001, National Center for Environmental Economics, U.S. Environmental Protection Agency.
• Remzi Baris Tercioglu, 2020. "A sectoral approach to measuring output gap: Evidence from 20 US sectors over 1948-2019," Working Papers 2012, New School for Social Research, Department of Economics, revised Jun 2021.
• Brian Hartley, 2020. "Corridor stability of the Kaleckian growth model: a Markov-switching approach," Working Papers 2013, New School for Social Research, Department of Economics, revised Nov 2020.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
  • CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W., 2020. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 20-09, National Graduate Institute for Policy Studies.
  • Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 18-12, National Graduate Institute for Policy Studies.
• Adrien Papuchon, 2020. "Have Young Adults’ Opinions on the Social Role of the State Changed since the 2008 Economic Crisis?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 514-515-5, pages 175-198.
• Vianney Costemalle, 2020. "Bayesian Probabilistic Population Projections for France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 29-47.
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
  • Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
• Paulo Chahuara, 2020. "Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano," Documentos de Trabajo 42, OSIPTEL.
• Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand & Camerer, Colin, 2020. "Meta-Analysis of Empirical Estimates of Loss-Aversion," MetaArXiv hnefr, Center for Open Science.
  • Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand M. & Camerer, Colin F., 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," Rationality and Competition Discussion Paper Series 275, CRC TRR 190 Rationality and Competition.
  • Alexander, L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin Camerer, 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," CESifo Working Paper Series 8848, CESifo.
• Patrick Mokre & Miriam Rehm, 2020. "Inter-industry wage inequality: persistent differences and turbulent equalisation," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 44(4), pages 919-942.
  • Patrick Mokre & Miriam Rehm, 2018. "Inter-Industry Wage Inequality: Persistent differences and turbulent equalization," Working Papers 1818, New School for Social Research, Department of Economics.
• Kiyoyasu Tanaka & Yoshihiro Hashiguchi, 2020. "Agglomeration economies in the formal and informal sectors: a Bayesian spatial approach‡," Journal of Economic Geography, Oxford University Press, vol. 20(1), pages 37-66.
• Simon C Smith & George Bulkley & David S Leslie, 2020. "Equity Premium Forecasts with an Unknown Number of Structural Breaks [Tests for Parameter Instability and Structural Change with Unknown Change Point]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 59-94.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1027-1072, August.
  • Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State dependence in labour market fluctuations," Working Papers 47, European Stability Mechanism.
  • Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020. "State Dependence in Labor Market Fluctuations," Economics Series Working Papers 902, University of Oxford, Department of Economics.
  • Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020. "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers E2020/2, Cardiff University, Cardiff Business School, Economics Section.
• Vargas-Sánchez, Jhon Jairo & Causado, Edwin & Mercado, Hugo, 2020. "Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s || Bayesian estimators of Weibull distributions applied to a model of waiting lines G/G/s," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 142-162, December.
• Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020. "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series 181, University of Pavia, Department of Economics and Management.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022. "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
  • Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
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• Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui, 2020. "Interconnected Deviations from Covered Interest Parity," DEM Working Papers Series 191, University of Pavia, Department of Economics and Management.
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• Masako Ikefuji & Jan R. Magnus, 2020. "The perception of climate sensitivity: Revealing priors from posteriors," ISER Discussion Paper 1111, Institute of Social and Economic Research, Osaka University.
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• Anoek Castelein & Dennis Fok & Richard Paap, 2020. "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers 20-061/III, Tinbergen Institute.
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• Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
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• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 769-804, June.
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• Riccardo (Jack) Lucchetti & Luca Pedini, 2020. "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers 2020:28, Department of Economics, University of Venice "Ca' Foscari".
• Lee Changro & Park Keith Key-Ho, 2020. "Representing Uncertainty in Property Valuation Through a Bayesian Deep Learning Approach," Real Estate Management and Valuation, Sciendo, vol. 28(4), pages 15-23, December.
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• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 273-293, April.
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• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020. "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 645-652, August.
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• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
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• Roth, Markus, 2020. "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers 06/2020, Deutsche Bundesbank.
• Hartwig, Benny, 2020. "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224528, Verein für Socialpolitik / German Economic Association.
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• Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," IMFS Working Paper Series 143, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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• Kai Barron, 2021. "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 31-58, March.
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  • Barron, Kai, 2016. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309, WZB Berlin Social Science Center.
  • Barron, Kai, 2019. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309r, WZB Berlin Social Science Center, revised 2019.
  • Barron, Kai, 2019. "Belief Updating: Does the \'Good-News, Bad-News\' Asymmetry Extend to Purely Financial Domains?," Rationality and Competition Discussion Paper Series 170, CRC TRR 190 Rationality and Competition.
  • Barron, Kai, 2020. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309r2, WZB Berlin Social Science Center, revised 2020.
  • Barron, Kai, 2018. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," MPRA Paper 84742, University Library of Munich, Germany.
• Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.
• Martínez-Hernández, Catalina, 2020. "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers 2020/18, Free University Berlin, School of Business & Economics.
• Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," Discussion Papers 65/2020, Deutsche Bundesbank.
  • Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," IMFS Working Paper Series 143, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Gregor Boehl & Felix Strobel, 2020. "US Business Cycle Dynamics at the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2020_192, University of Bonn and University of Mannheim, Germany.
• Farkas, Mátyás & Tatar, Balint, 2020. "Bayesian estimation of DSGE models with Hamiltonian Monte Carlo," IMFS Working Paper Series 144, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203609, Verein für Socialpolitik / German Economic Association.
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• Schlösser, Alexander, 2020. "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers 838, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kaeding, Matthias, 2020. "Efficient Bayesian nonparametric hazard regression," Ruhr Economic Papers 850, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Prüser, Jan & Schmidt, Torsten, 2020. "Regional composition of national house price cycles in the US," Ruhr Economic Papers 853, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Hartwig, Benny, 2020. "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers 34/2020, Deutsche Bundesbank.
  • Hartwig, Benny, 2020. "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224528, Verein für Socialpolitik / German Economic Association.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
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• Kai Barron, 2021. "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 31-58, March.
  • Barron, Kai, 2021. "Belief updating: does the 'good-news, bad-news' asymmetry extend to purely financial domains?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(1), pages 31-58.
  • Barron, Kai, 2016. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309, WZB Berlin Social Science Center.
  • Barron, Kai, 2020. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309r2, WZB Berlin Social Science Center, revised 2020.
  • Barron, Kai, 2019. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change SP II 2016-309r, WZB Berlin Social Science Center, revised 2019.
  • Barron, Kai, 2018. "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," MPRA Paper 84742, University Library of Munich, Germany.
  • Barron, Kai, 2019. "Belief Updating: Does the \'Good-News, Bad-News\' Asymmetry Extend to Purely Financial Domains?," Rationality and Competition Discussion Paper Series 170, CRC TRR 190 Rationality and Competition.
• Sylvia Blom & Ariel Ortiz-Bobea & John Hoddinott, 2019. "Working Paper 315 - Temperature and Children’s Nutrition: Evidence from West Africa," Working Paper Series 2441, African Development Bank.
• Andinet Woldemichael, 2020. "Working Paper 332 - The Impacts of Community-Based Health Insurance on Poverty Reduction," Working Paper Series 2458, African Development Bank.
• Jan Johannes & Anna Simoni & Rudolf Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
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  • Dr. Prof. Jan Johannes & Dr. Anna Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
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• Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," Working Papers halshs-02909932, HAL.
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  • López-Salido, J David & Gust, Christopher & Herbst, Edward, 2021. "Short-term Planning, Monetary Policy, and Macroeconomic Persistence," CEPR Discussion Papers 16141, C.E.P.R. Discussion Papers.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
• Giovanni Nicolo, 2020. "Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle," Finance and Economics Discussion Series 2020-035, Board of Governors of the Federal Reserve System (U.S.).
• Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
• , 2020. "Looking down the road with ALEX: Forecasting U.S. GDP," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 447, pages 1-5, October.
• Gianluca Benigno & Jan J. J. Groen, 2020. "Uncertainty about Trade Policy Uncertainty," Staff Reports 919, Federal Reserve Bank of New York.
• Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
  • Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports 944, Federal Reserve Bank of New York.
  • Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
  • Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
  • Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
• Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2020. "Uniform Priors for Impulse Responses," Working Papers 22-30, Federal Reserve Bank of Philadelphia.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023. "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper 2023-13, Federal Reserve Bank of Atlanta.
• Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
  • Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
  • Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 2020_09, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
• Anastasia Dimiski, 2020. "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Working Papers 2004, University of Guelph, Department of Economics and Finance.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers halshs-01494354, HAL.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," Post-Print hal-02477216, HAL.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers 1710, Aix-Marseille School of Economics, France.
• Jan Johannes & Anna Simoni & Rudolf Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
  • Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015. "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA 2015003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Dr. Prof. Jan Johannes & Dr. Anna Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Post-Print hal-04129345, HAL.
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," CIRANO Working Papers 2020s-08, CIRANO.
  • Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers 12928, Institute of Labor Economics (IZA).
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," AMSE Working Papers 2027, Aix-Marseille School of Economics, France.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," Working Papers halshs-02909932, HAL.
• Malin Gardberg & Lorenzo Pozzi, 2022. "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 161-186, January.
  • Gardberg, Malin, 2020. "Aggregate Consumption and Wealth in the Long Run: The Impact of Financial Liberalization," Working Paper Series 1339, Research Institute of Industrial Economics.
• Lillestøl, Jostein, 2020. "Sampling risk evaluations in a tax fraud case: Some modelling issues," Discussion Papers 2020/5, Norwegian School of Economics, Department of Business and Management Science.
• Karlsson, Sune & Mazur, Stepan, 2020. "Flexible Fat-tailed Vector Autoregression," Working Papers 2020:5, Örebro University, School of Business.
• Corbo, Vesna & Strid, Ingvar, 2020. "MAJA: A two-region DSGE model for Sweden and its main trading partners," Working Paper Series 391, Sveriges Riksbank (Central Bank of Sweden).
• Morita, Hiroshi, 2020. "Fiscal multipliers in the most aged country: Empirical evidence and theoretical interpretation," Discussion paper series HIAS-E-100, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Jelena Rkman, 2020. "An Estimated Search and Matching Model of the Croatian Labor Market: Post-crisis Analysis," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 22(2), pages 35-72, December.
• Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
• Xin Wei, 2020. "Dynamic Expectations Formation and U.S. Monetary Policy Regime Change," CAEPR Working Papers 2020-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
  • Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers 12928, Institute of Labor Economics (IZA).
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," CIRANO Working Papers 2020s-08, CIRANO.
  • Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Post-Print hal-04129345, HAL.
• Marc Beltempo & Georges Bresson & Jean-Michel Etienne & Guy Lacroix, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," CIRANO Working Papers 2020s-15, CIRANO.
  • Beltempo, Marc & Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2020. "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," IZA Discussion Papers 13046, Institute of Labor Economics (IZA).
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," CIRANO Working Papers 2020s-21, CIRANO.
  • Marc Beltempo & Georges Bresson & Guy Lacroix, 2023. "Using machine learning to predict nosocomial infections and medical accidents in a NICU," Post-Print hal-04103625, HAL.
  • Beltempo, Marc & Bresson, Georges & Lacroix, Guy, 2020. "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," IZA Discussion Papers 13099, Institute of Labor Economics (IZA).
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Panel Data Models Usingε-Contamination," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 307-336, Emerald Group Publishing Limited.
  • Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020. "Robust Dynamic Panel Data Models Using ?-contamination," CIRANO Working Papers 2020s-07, CIRANO.
  • Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2020. "Robust Dynamic Panel Data Models Using e-Contamination," IZA Discussion Papers 13214, Institute of Labor Economics (IZA).
• Xiaoxue Sherry Gao & Glenn W. Harrison & Rusty Tchernis, 2020. "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," NBER Working Papers 27685, National Bureau of Economic Research, Inc.
  • Gao, Xiaoxue Sherry & Harrison, Glenn & Tchernis, Rusty, 2020. "Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach," IZA Discussion Papers 13580, Institute of Labor Economics (IZA).
• Christoph K. Becker & Tigran Melkonyan & Eugenio Proto & Andis Sofianos & Stefan T. Trautmann, 2020. "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," CESifo Working Paper Series 8662, CESifo.
  • Becker, Christoph K. & Melkonyan, Tigran & Proto, Eugenio & Sofianos, Andis & Trautmann, Stefan T., 2020. "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," IZA Discussion Papers 13821, Institute of Labor Economics (IZA).
  • Proto, Eugenio & Becker, Christoph & Melkonyan, Tigran & Sofianos, Andis & Trautmann, Stefan, 2020. "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," CEPR Discussion Papers 15477, C.E.P.R. Discussion Papers.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 881-926, November.
  • Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
• Masahiro Tanaka, 2020. "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 629-651, February.
• Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
• Nicolas Lampach & Arthur Dyevre, 2020. "Choosing for Europe: judicial incentives and legal integration in the European Union," European Journal of Law and Economics, Springer, vol. 50(1), pages 65-86, August.
• Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
• Omar Chafik, 2020. "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, vol. 17(2), pages 363-380, May.
• James Paul LeSage, 2020. "Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis–Hastings Monte Carlo log-marginal likelihoods," Journal of Geographical Systems, Springer, vol. 22(1), pages 47-75, January.
• Chun-kei Tsang & Sung-ko Li, 2020. "Allocation of resources within subgroups of an industry: a case study in the Chinese industrial sector," Journal of Productivity Analysis, Springer, vol. 53(1), pages 125-139, February.
• Tjeerd M. Boonman & Andrea E. Sanchez Urbina, 2020. "Extreme Bounds Analysis in Early Warning Systems for Currency Crises," Open Economies Review, Springer, vol. 31(2), pages 431-470, April.
• Max J. Pachali & Peter Kurz & Thomas Otter, 2020. "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, vol. 18(4), pages 343-380, December.
• Hyowon Kim & Dong Soo Kim & Greg M. Allenby, 2020. "Benefit Formation and Enhancement," Quantitative Marketing and Economics (QME), Springer, vol. 18(4), pages 419-468, December.
• Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020. "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers 20-488, KOF Swiss Economic Institute, ETH Zurich.
• Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda, 2022. "Selective Attention in Exchange Rate Forecasting," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 210-229, May.
  • Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," Working Papers IES 2020/42, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2020.
  • Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová, 2021. "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series 8901, CESifo.
  • Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," KIER Working Papers 1035, Kyoto University, Institute of Economic Research.
• Yuheng Ling & Claudio Detotto & Dominique Prunetti, 2020. "Spatio-Temporal Modeling of second homes dynamics in Corsica," Working Papers 014, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).

2019

• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2019. "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients," Annals of Economics and Statistics, GENES, issue 134, pages 43-77.
  • Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2019. "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients," Post-Print hal-04129289, HAL.
• J.P. Florens & C. Gourieroux & A. Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Annals of Economics and Statistics, GENES, issue 136, pages 1-26.
  • Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print hal-02952910, HAL.
• Eduardo M. Azevedo & Alex Deng & José L. Montiel Olea & E. Glen Weyl, 2019. "Empirical Bayes Estimation of Treatment Effects with Many A/B Tests: An Overview," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 43-47, May.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2019. "The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves," Working Papers halshs-02122371, HAL.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2019. "The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves," AMSE Working Papers 1914, Aix-Marseille School of Economics, France.
• Vardanyan, Erik, 2019. "Do remittances worsen export diversification?," Economics Discussion Papers 2019-46, Kiel Institute for the World Economy (IfW Kiel).
  • Erik Vardanyan, 2019. "Do Remittances Worsen Export Diversification?," Working Papers 10, Central Bank of the Republic of Armenia.
• Stella Mnoyan, 2019. "Exchange Rate Pass-through in Armenia," Working Papers 13, Central Bank of the Republic of Armenia, revised Dec 2019.
• Manganelli, Simone, 2016. "Deciding with judgment," Working Paper Series 1947, European Central Bank.
  • Simone Manganelli, 2019. "Deciding with Judgment," Papers 1903.06980, arXiv.org.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
• Florian Huber & Gary Koop & Luca Onorante, 2021. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 669-683, July.
  • Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Working Papers in Economics 2019-2, University of Salzburg.
  • Florian Huber & Gary Koop & Luca Onorante, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Papers 1905.10787, arXiv.org, revised Dec 2019.
  • Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing sparsity and shrinkage in time-varying parameter models," Working Paper Series 2325, European Central Bank.
• Pfarrhofer, Michael, 2023. "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 770-793, April.
  • Pfarrhofer, Michael, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics 2019-3, University of Salzburg.
  • Michael Pfarrhofer, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers 1908.06325, arXiv.org, revised Dec 2019.
• Heinsalu, Sander, 2020. "Reversals of signal-posterior monotonicity imply a bias of screening," Journal of Economic Theory, Elsevier, vol. 188(C).
  • Sander Heinsalu, 2019. "Reversals of signal-posterior monotonicity imply a bias of screening," Papers 1910.03117, arXiv.org, revised Nov 2019.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," ThE Papers 19/09, Department of Economic Theory and Economic History of the University of Granada..
  • Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," Working Papers 1925, Banco de España.
• Lorenzo Burlon & Paolo D'Imperio, 2019. "The euro-area output gap through the lens of a DSGE model," Questioni di Economia e Finanza (Occasional Papers) 477, Bank of Italy, Economic Research and International Relations Area.
• Andrea De Polis & Mario Pietrunti, 2019. "Exchange rate dynamics and unconventional monetary policies: it�s all in the shadows," Temi di discussione (Economic working papers) 1231, Bank of Italy, Economic Research and International Relations Area.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
  • Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
  • Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019. "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers) 1234, Bank of Italy, Economic Research and International Relations Area.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
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