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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C11: Bayesian Analysis: General**

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

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

Most recent items first, undated at the end.

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Bayesian Inference for Partially Observed Branching Processes**

*by*Rousseau, Judith & Donnet, Sophie

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

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

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

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

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

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

*by*Diana Zigraiova & Tomas Havranek

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

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

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

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

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

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

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

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

*by*Sarmiento, M. & Galán, Jorge E.

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

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

**Hawks and Doves at the FOMC**

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

**Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode**

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

**Smoking Initiation: Peers and Personality**

*by*Chih-Sheng Hsieh & Hans van Kippersluis

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

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

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

*by*Alexander Zimper and Wei Ma

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

*by*Samantha Leorato & Maura Mezzetti

**Unprecedented Changes in the Terms of Trade**

*by*Mariano Kulish & Daniel Rees

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

*by*Daniel Rees & Penelope Smith & Jamie Hall

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

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

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

*by*Rangan Gupta & Alessia Paccagnini & Charles Rahal

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

*by*Alexander Zimper & Wei Ma

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

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

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

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

*by*Naser, Hanan & Alaali, Fatema

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

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

**Quantile forecasts of inflation under model uncertainty**

*by*Korobilis, Dimitris

**Prior selection for panel vector autoregressions**

*by*Korobilis, Dimitris

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

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

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

*by*Fornaro, Paolo

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

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

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

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

**Partisan Conflict and Private Investment**

*by*Marina Azzimonti

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

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

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

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

*by*Arnaud Dufays

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

*by*Jordan Roulleau-Pasdeloup & Anastasia Zhutova

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

*by*Sandra Stankiewicz

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

*by*Tanaka, Kiyoyasu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

**GMM Estimation of Affine Term Structure Models**

*by*Hlouskova, Jaroslava & Sögner, Leopold

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

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

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

*by*Morita, Hiroshi

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

*by*Quiroz, Matias

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

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

**Speeding Up Mcmc By Efficient Data Subsampling**

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

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

*by*Karlsson, Sune & Temesgen, Asrat

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

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

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

*by*You , Kefei

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

*by*António A. F. Santos

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

*by*António Alberto Santos

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

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

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

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

**Prior selection for panel vector autoregressions**

*by*Dimitris Korobilis.

**Quantile forecasts of in‡ation under model uncertainty**

*by*Dimitris Korobilis.

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

*by*Gerti Shijaku

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

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

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

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

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

*by*Martinez-Garcia, Enrique

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

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

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

*by*Simona Malovana

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

*by*Tomáš Havránek & Diana Zigraiova

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

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

**Identifying Periods of US Housing Market Explosivity**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

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

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

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

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

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

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

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

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

*by*Joshua C.C. Chan

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

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno Uusküla

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

*by*Blaise Gnimassoun

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

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

**Structural Analysis with Multivariate Autoregressive Index Models**

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

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

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

**Hawks and Doves at the FOMC**

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

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

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

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

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

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

*by*Miguel Sarmiento & Jorge E. Galán

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

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

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

*by*Michal Franta

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

*by*Tomas Havranek & Diana Zigraiova

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

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

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

*by*Tim Oliver Berg

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

*by*Kajal Lahiri & Liu Yang

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

*by*Thilo Klein

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

*by*Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

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

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

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

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

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

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

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

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

**Labor Supply Factors and Economic Fluctuations**

*by*Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

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

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

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

*by*Marek JarociÅ„ski & Albert Marcet

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

*by*Marek Jarocinski & Albert Marcet

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

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

*by*Fabio Canova & Fernando J. PÃ©rez Forero

**A Medium-Scale New Keynesian Open Economy Model of Australia**

*by*Jarkko P. JÃ¤Ã¤skelÃ¤ & Kristoffer Nimark

**ClubMed? Cyclical Fluctuations in the Mediterranean Basin**

*by*Fabio Canova and Matteo Ciccarelli

**Experiencing Simulated Outcomes**

*by*Robin Hogarth and Emre Soyer

**The effects of fiscal expansions: an international comparison**

*by*Evi Pappa

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

*by*Markku Lanne & Jani Luoto

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

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

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

*by*Valeriu Nalban

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

*by*Oana Simona HUDEA

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

*by*Te Lai

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

*by*Ribeiro, Joao

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

*by*Aleksandra Bezborodova & Yuri Mihalenok

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

*by*Karen Poghosyan

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

*by*Justyna Wróblewska

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

*by*Shalva Mkhatrishvili & Zviad Zedginidze

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

*by*Jiří Hasman & Josef Novotný

**Time Varying Fiscal Multipliers in Germany**

*by*Oliver Berg

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

*by*Nuno Silva

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

*by*Valeriu Nalban

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

*by*Jan Klacso

**Sectoral labor market effects of fiscal spending**

*by*Wesselbaum, Dennis

**Subjective health expectations**

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

**Estimating DSGE models across time and frequency**

*by*Caraiani, Petre

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

*by*Morita, Hiroshi

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

*by*Huang, Yu-Fan

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

*by*Bijsterbosch, Martin & Falagiarda, Matteo

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

*by*Gnimassoun, Blaise

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

*by*Lo, Ming Chien & Morley, James

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

*by*Wan, Cheng & Bertschi, Ljudmila

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

*by*Di, Junpeng & Zhu, Pingfang

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

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

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

*by*Kang, Kyu Ho

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

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

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

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

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

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

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

*by*Lewis, Vivien & Stevens, Arnoud

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

*by*Kaufmann, Sylvia

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

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

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

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

**Estimating dynamic equilibrium models with stochastic volatility**

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

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

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

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

*by*Nonejad, Nima

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

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

**Unfolded GARCH models**

*by*Liu, Xiaochun & Luger, Richard

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

*by*Lhuissier, Stéphane & Zabelina, Margarita

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

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

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

*by*Daniel Barráez Guzmán & Mariela Perdomo León

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

*by*Oscar Andrés Espinosa & Paola Andrea Vaca

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

*by*Rolando Gonzales Martínez

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

*by*Kota Ogasawara & Genya Kobayashi

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

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

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

*by*Rousseau, Judith & Gassiat, Elisabeth

**Relevant statistics for Bayesian model choice**

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

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

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

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

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

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

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

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

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

**Fiscal rules and unemployment**

*by*Gehrke, Britta

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

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

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

*by*Prettner, Catherine & Prettner, Klaus

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

*by*Sacht, Stephen

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

*by*Daniele Bregantini

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

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

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

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

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

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

*by*Roberto Casarin

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

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

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

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

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

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

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

*by*Buncic, Daniel & Moretto, Carlo

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**de Finetti's Theory of Probability and its Jaynesian Critique**

*by*K.Vela Velupillai

**Combined Density Nowcasting in an Uncertain Economic Environment**

*by*Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

**Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data**

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

**Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models**

*by*Istv�n Barra & Lennart Hoogerheide & Siem Jan Koopman & Andr� Lucas

**Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

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

**Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation**

*by*Bulent Ulasan

**How Structural Is Unemployment in the United States?**

*by*Yuelin Liu

**Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy**

*by*Yuelin Liu

**CES Technology and Business Cycle Fluctuations**

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

**Large Bayesian VARMAs**

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

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

**Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes**

*by*Gregor Bäurle & Daniel Kaufmann

**Real exchange rates and fundamentals: robustness across alternative model specifications**

*by*Konrad Adler & Christian Grisse

**On Bias in the Estimation of Structural Break Points**

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

**A Bayesian Chi-Squared Test for Hypothesis Testing**

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

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

**Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches**

*by*Rahul Mukherjee

**Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery**

*by*Elton Beqiraj & Massimiliano Tancioni

**Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries**

*by*Elton Beqiraj & Massimiliano Tancioni

**Using Bayesian Imputation to Assess Racial and Ethnic Disparities in Pediatric Performance Measures**

*by*Brown, David & Knapp, Caprice & Baker, Kimberly & Kaufmann, Meggen

**Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets**

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?**

*by*Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

**Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness**

*by*Mukhoti, Sujay

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

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

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

**Club classification of US divorce rates**

*by*González-Val, Rafael & Marcén, Miriam

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Model Uncertainty in Panel Vector Autoregressive Models**

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*by*Ying Fang & Shicheng Huang & Linlin Niu

**Regularizing Priors for Linear Inverse Problems**

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

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

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

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

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

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

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

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

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

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

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

*by*Rousseau, Judith & Kruijer, Willem

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

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

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

*by*Schäfer, Christian & Chopin, Nicolas

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

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

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

*by*Bouriga, Mathilde & Féron, Olivier

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

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

**Discussion**

*by*Robert, Christian P.

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

*by*Robert, Christian P.

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

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

**Computational aspects of Bayesian spectral density estimation**

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

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

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

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

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

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

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

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

*by*Offick, Sven & Winkler, Roland

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Berg, Tim Oliver & Henzel, Steffen

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

*by*Afanasyeva, Elena

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

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

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

*by*Kliem, Martin & Uhlig, Harald

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

*by*Manfred M. Fischer & Philipp Piribauer

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

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

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

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

**Is Decoupling in action?**

*by*Antonio Pesce

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

*by*Stuart McIntyre

**Adaptive Sticky Generalized Metropolis**

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

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

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

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

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

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

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

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

*by*Garland Durham & John Geweke

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

*by*Trojan, Sebastian

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

*by*Stefano Grassi & Paolo Santucci de Magistris

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

*by*Martin Burda & Artem Prokhorov

**Inferring Hawks and Doves from Voting Records**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Di Bartolomeo Giovanni & Di Pietro Marco

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

*by*Canan Yuksel

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

*by*Yuelin Liu & James Morley

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

*by*Yuelin Liu & James Morley

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

*by*Ming Chien Lo & James Morley

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

*by*Paul Levine & Peter McAdam & Peter Welz

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

*by*McIntyre Stuart G

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gary Koop

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

*by*Miguel Belmonte & Gary Koop

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

*by*Fabrice Murtin & Federica Marzo

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

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

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

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

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

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

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

*by*Flaminia Musella & Paola Vicard

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

*by*Stelios D. Bekiros & Alessia Paccagnini

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

*by*Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou

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

*by*Tim Robinson

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

*by*Dey, Jaya

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

*by*Marto, Ricardo

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

*by*Dimitris, Korobilis

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

*by*Thum, Anna-Elisabeth

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

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

**Model uncertainty and expected return proxies**

*by*Jäckel, Christoph

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

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

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

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

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

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

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

*by*Gonzalez-Astudillo, Manuel

**Vector Autoregression with Mixed Frequency Data**

*by*Qian, Hang

**Labour Market Dynamics in Australia**

*by*Wesselbaum, Dennis

**Bayesian Approach and Identification**

*by*Kociecki, Andrzej

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

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

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

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

*by*Soundararajan, Pushparaj

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

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

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

*by*Davide fiaschi & Angela Parenti

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

*by*Frank Schorfheide & Kenneth I. Wolpin

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

*by*Andriy Norets & Xun Tang

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

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

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

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

*by*Punnoose Jacob & Gert Peersman

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

*by*Frank Schorfheide & Dongho Song

**Assessing DSGE Model Nonlinearities**

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

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

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

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

*by*Frank Schorfheide & Kenneth I. Wolpin

**Solving and Estimating Indeterminate DSGE Models**

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

**Modeling Area-Level Health Rankings**

*by*Charles Courtemanche & Samir Soneji & Rusty Tchernis

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

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

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Mateusz Pipień

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

*by*Rossana Merola

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

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

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

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

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

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

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

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

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

*by*Stelios Bekiros & Alessia Paccagnini

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

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

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

**Regionalization vs. Globalization**

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

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

*by*Mitesh Kataria

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

*by*Mitesh Kataria

**Modeling Area-Level Health Rankings**

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

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

*by*Ching-Yang Lin & Hiroaki Miyamoto

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

*by*Rossana Merola

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

*by*Wolfgang Polasek

**Regularizing Priors for Linear Inverse Problems**

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

**State Price Densities implied from weather derivatives**

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

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

*by*Matthew J. Baker

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

*by*Jun-Hyung Ko & Hiroshi Morita

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

*by*Quiroz, Matias & Villani, Mattias

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Gianni Amisano & Roberta Colavecchio

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

*by*Michele Bernini & Sarah Guillou & Flora Bellone

**How Optimal is US Monetary Policy?**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

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

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

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

*by*Beauchemin, Kenneth

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

*by*Bianchi, Francesco & Melosi, Leonardo

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

*by*Jean-Louis ARCAND

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

*by*Jean-Louis ARCAND

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

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

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

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

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

*by*Benjamin Wong

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

*by*Joshua C.C. Chan

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

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

**Regionalization vs. Globalization**

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

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

*by*Dmitry Kulikov & Aleksei Netšunajev

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

*by*Dmitry Kulikov & Aleksei Netšunajev

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

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

*by*Peter Eibich & Nicolas R. Ziebarth

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

*by*Robert, Christian P.

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

*by*Donnet, Sophie & Samson, Adeline

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

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

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

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

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

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

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

*by*Bianchi, Francesco

**Solving and Estimating Indeterminate DSGE Models**

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

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

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

**Inferring hawks and doves from voting records**

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

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

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

**Forecasting Stock Returns under Economic Constraints**

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

**The roots of export diversification**

*by*Michael Jetter & Andrés Ramírez Hassan

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

*by*Michal Franta

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

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

**Modeling Hyperinflation Phenomenon: A Bayesian Approach**

*by*Rolando Gonzales Martínez

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

*by*Cristina Mitaritonna & Zhanar Akhmetova

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

*by*Tim Oliver Berg & Steffen Henzel

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

*by*Zareh Asatryan & Lars P. Feld

**Policy Risk and the Business Cycle**

*by*Benjamin Born & Johannes Pfeifer

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

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

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

*by*Davide Pettenuzzo

**Forecasting Stock Returns under Economic Constraints**

*by*Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

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

*by*Toyoichiro Shirota

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

*by*Barnett, Alina & Thomas, Ryland

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

*by*Leif Anders Thorsrud

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

*by*Leif Anders Thorsrud

**DSGE Models and the Lucas critique**

*by*Samuel Hurtado

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

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

*by*Gaurab Aryal & Dong-Hyuk Kim

**Gibbs Samplers for VARMA and Its Extensions**

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

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

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

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

*by*Stefano Grassi & Paolo Santucci de Magistris

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

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

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

**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

**New Keynesian Phillips Curve for Romania**

*by*Saman, Corina & Pauna, Bianca

**Modelo de Proyección Trimestral del BCRP: Actualización y novedades**

*by*Winkelried, Diego

**Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach**

*by*Fousseini Traoré

**A Note on Lenk’s Correction of the Harmonic Mean Estimator**

*by*Anna Pajor & Jacek Osiewalski

**A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model**

*by*Krzysztof Osiewalski & Jacek Osiewalski

**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

**Elasticidades de demanda por electricidad e impactos macroecon_omicos del precio de la energía eléctrica en Colombia || Elasticity of Electricity Demand and Macroeconomics Impacts of Electricity Price in Colombia**

*by*Espinosa Acuña, Óscar A. & Vaca González, Paola A. & Avila Forero, Raúl A.

**The Measurement And Evaluation Of The Internal Communication Process In Project Management**

*by*Pop Alexandra Mihaela & Dumitrascu Danut & &

**Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland**

*by*Boriss Siliverstovs

**The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources**

*by*Galina ULIAN & Iulia CAPRIAN

**What inflation developments reveal about the Phillips curve: implications for monetary policy**

*by*A. Stevens

**Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano**

*by*Martínez Sánchez José Francisco & Venegas Martínez

**Financial Development And Economic Growth: A New Investigation**

*by*HUIRAN PAN & CHUN WANG

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

*by*Christiane Baumeister & Luca Benati

**ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price**

*by*Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov

**Riesgo operacional en la banca trasnacional: un enfoque bayesiano**

*by*José Francisco Martínez-Sánchez & Francisco Venegas-Martínez

**International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model**

*by*Wong, Chin-Yoong & Eng, Yoke-Kee

**Determinants of motor vehicle crash fatalities using Bayesian model selection methods**

*by*Blattenberger, Gail & Fowles, Richard & Loeb, Peter D.

**Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags**

*by*Han, Xiaoyi & Lee, Lung-fei

**Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures**

*by*Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio

**Bayesian forecasting of federal funds target rate decisions**

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

**Regional capital mobility in China: Economic reform with limited financial integration**

*by*Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M.

**Money growth and inflation: A regime switching approach**

*by*Amisano, Gianni & Fagan, Gabriel

**The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana**

*by*Ampaabeng, Samuel K. & Tan, Chih Ming

**A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China**

*by*Asako, Kazumi & Liu, Zhentao

**Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares**

*by*Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai

**Turkish bank efficiency: Bayesian estimation with undesirable outputs**

*by*George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G.

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

*by*Jacob, Punnoose & Peersman, Gert

**Optimal choice of a reserve price under uncertainty**

*by*Kim, Dong-Hyuk

**Meta-analysis of consumer's willingness-to-pay premiums for certified wood products**

*by*Cai, Zhen & Aguilar, Francisco X.

**Deconstructing the Rosenfeld curve: Making sense of California's low electricity intensity**

*by*Sudarshan, Anant

**Spatiotemporal analysis of ethanol market penetration**

*by*Du, Xiaodong & Carriquiry, Miguel A.

**Modeling the relationship between European carbon permits and certified emission reductions**

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**Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica**

*by*ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

**Bayesian Cointegration Analysis**

*by*Sugita, K.

**Econometric analysis of the sequential probit model with an application to innovation surveys**

*by*Patrick Waelbroeck

**Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching**

*by*Katsuhiro Sugita

**Solving for Market Equilibrium using Random Coefficient Random Utility Models**

*by*V. Brian Viard, Nicholas Polson, Anne Gron

**A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data**

*by*Charles J. Romeo

**Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model**

*by*Rodney W Strachan

**On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter**

*by*Poirier, D.J. & Tobias, J.L.

**Across-Regime Covariance Restrictions in Treatment Response Models**

*by*Poirier, D.J. & Tobias, L.

**Stochastic Frontier Models with Random Coefficients**

*by*Tsionas, E.G.

**Stochastic Frontier Models with Random Coefficients**

*by*Tsionas, E.G.

**Causation, Prediction, and Search, 2nd Edition**

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**Testing for convergence clubs in income per-capita : a predictive density approach**

*by*Canova, Fabio

**Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?**

*by*Shyam NMI Sunder & Karim Jamal

**Bayesian Modelling of Catch in a Northwest Atlantic Fishery**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Model uncertainty in cross-country growth regressions**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Statistical Inference as a Bargaining Game**

*by*Eduardo Ley

**On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths**

*by*Joel Huber & Kenneth Train

**A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model**

*by*Richard Kleijn & Herman K. van Dijk

**On the Variation of Hedging Decisions in Daily Currency Risk Management**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression**

*by*John Landon-Lane

**Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield**

*by*Jay Shanken & Ane Tamayo

**Bayesian Inference for Hospital Quality in a Selection Model**

*by*John Geweke & Gautam Gowrisankaran & Robert J. Town

**Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints**

*by*Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.

**Averaging Income Distributions**

*by*Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.

**Sample Size Requirements for Estimation in SUR Models**

*by*Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

**Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios**

*by*Graflund, Andreas

**Are the Nordic Stock Markets Mean Reverting?**

*by*Graflund, Andreas

**LP Tests for MV Efficiency**

*by*Post, G.T.

**Portfolio allocation in transition economies**

*by*ROCKINGER, Michael & JONDEAU, Eric

**Dynamic mean-variance analysis**

*by*HENROTTE, Philippe

**Smooth Transition Garch Models : a Baysian Perspective**

*by*Michel LUBRANO

**Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model**

*by*Canova, Fabio & Ciccarelli, Matteo

**Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information**

*by*Darsinos, T. & Satchell, S.E.

**Implementation Theory**

*by*Eric Maskin & Tomas Sjostrom

**Fijación de primas de seguros bajo técnicas de robustez bayesiana**

*by*GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.

**Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales**

*by*GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.

**Bayesian estimation and model selection for the weekly Colombian exchange rate**

*by*Norberto Rodríguez

**Bayesian Target Zones**

*by*Catherine S. Forbes & Paul Kofman

**An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach**

*by*Chakravarty, Sugato & Li, Kai

**A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data**

*by*Romeo, C.J.

**Bayesian Variants of Some Classical Semiparametric Regression Techniques**

*by*Koop, G. & Poirier, D.

**Bayesian Option Pricing using Asymmetric Garch Models**

*by*Bauwens, L. & Lubrano, M.

**MCMC in econometrics**

*by*Dani Gamermam

**Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss**

*by*David E. A. Giles

**Double Checking for Two Error Types**

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**Fractional bayes factors for the analysis of autoregressive models with possible unit roots**

*by*Maria Maddalena Barbieri & Caterina Conigliani

**Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects**

*by*Hugo Kruiniger

**GMM Estimation of Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

**Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy**

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**Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs**

*by*Rajeev Dehejia

**Estimation Risk, Market Efficiency, and the Predictability of Returns**

*by*Jonathan Lewellen & Jay Shanken

**Bayesian Exponential Smoothing**

*by*Forbes, C.S. & Snyder, R.D. & Shami, R.S.

**Bayesian Soft Target Zones**

*by*Forbes, C.S. & Kofman, P.

**A structural Time Series Model with Markov Switching**

*by*Shami, R.G. & Forbes, C.S.

**Bayesian Estimation of Atkinson Inequality Measures**

*by*Chotikapanich, D. & Creedy, J.

**Bayesian Estimation of Social Welfare and Tax Progressivity Measures**

*by*Chotikapanich, D. & Creedy, J.

**Australian Economic Growth: Non-Linearities and Internaitonal Influences**

*by*Henry, O.T. & Summers, P.M.

**Prediction Inference for Time Series**

*by*de Luna, Xavier

**A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market**

*by*Graflund, Andreas

**Panel Regression with Unobserved Classes**

*by*Salabasis, Mickael & Villani, Mattias

**Bayesian learning in mis-specified models**

*by*Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries

**Forecasting New Zealand's Real GDP**

*by*Aaron F. Schiff & Peter C.B. Phillips

**Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools**

*by*LUBRANO, Michel

**A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines**

*by*Hasegawa, H. & Tran Van Hoa & Valenzuela, R.

**Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach**

*by*Teruo Nakatsuma

**Bayesian Performance Evaluation**

*by*Baks, K. & Metrick, A. & Wachter, J.

**Smooth Transition GARCH Models: a Bayesian perspective**

*by*Lubrano, M.

**Smooth Transition GARCH Models: a Bayesian perspective**

*by*Lubrano, M.

**Model uncertainty in cross-country growth regressions**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**A Time Series Model of Multiple Structural changes in Level, Trend and Variance**

*by*Jiahui Wang & Eric Zivot

**On Measuring the Welfare Cost of Business Cycles**

*by*Chris Otrok

**Forecasting and turning point predictions in a Bayesian panel VAR model**

*by*Fabio Canova & Matteo Ciccarelli

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**Simulation Based Inference for Dynamic Multinomial Choice Models**

*by*Geweke, John & Houser, Dan & Keane, Michael

**Program Evaluation as a Decision Problem**

*by*Rajeev Dehejia

**Predictive Regressions**

*by*Robert F. Stambaugh

**Bayesian Trace Statistics for the Reduced Rank Regression Model**

*by*Strachan, R.W. & Inder, B.

**A Preference Regime Model of Bull and Bear Markets**

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

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K.

**We have just averaged over two trillion cross-country growth regressions**

*by*Eduardo Ley & Mark F J Steel

**A Bayesian analysis of multiple-output production frontier**

*by*Carmen Fernandez & Gary Koop & Mark F J Steel

**Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors**

*by*Kilian, Lutz & Zha, Tao

**Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach**

*by*Canova, Fabio

**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**

*by*BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Testing for negativity in a demand system: A Bayesian approach**

*by*Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

**Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1**

*by*MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.

**A Dynamic Economy with Costly Price Adjustments**

*by*Leif Danziger

**Halandósági táblák becslése bayesi módszerekkel**

*by*Péter Gál

**bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions**

*by*Strachan, R.W.

**A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks**

*by*M.W. Luke Chan & Dean C. Mountain & Dading Li

**The Equity Premium and Structural Breaks**

*by*Pastor, L. & Stambaugh, R.F.

**Costs of Equity Capital and Model Mispricing**

*by*Pastor, L. & Stambaugh, R.F.

**Games with Incomplete Information**

*by*Nomia, O.

**Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test**

*by*Mouchart, M. & Scheihing, E.

**Bayesian Evaluation of a Semi-Parametric Binary Response Model**

*by*Scheihing, E. & Mouchart, M.

**Multiple Hypotheses Testing with Partial Prior Information**

*by*Zhang, J.

**Bayesian Inference for the Mover-Stayer Model of Continuous Time**

*by*Fougere, D. & Kamionka, T.

**Simulation of Posterior Distributions in Nonparametric Censored Analysis**

*by*Florens, J.-P. & Rolin, J.-M.

**Unemployment Dynamics Across OECD Countries**

*by*Balakrishnan, R. & Michelacci, C.

**Bayesian Analysis of Nonlinear Time Series Models with a Threshold**

*by*Lubrano, M.

**The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach**

*by*Harris, R.

**Impulse Response Priors for Discriminating Structural Vector Autoregressions**

*by*Mark Dwyer

**Benchmark Priors for Bayesian Model Averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**MCMC Methods for Fitting and Comparing Multinomial Response Models**

*by*Siddhartha Chib & Edward Greenberg & Yuxin Chen

**Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case**

*by*Bolduc, Denis & Bonin, Sylvie

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Dynamic asymmetries in US unemployment**

*by*Gary Koop & Simon M. Potter

**The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach**

*by*Gary Koop & Kai Li

**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**

*by*John C. Chao & Peter C.B. Phillips

**Wald Revisited: The Optimal Level of Experimentation**

*by*Giuseppe Moscarini & Lones Smith

**Smooth transition GARCH models: a Bayesian perspective**

*by*LUBRANO, Michel

**A Bayesian approach to the econometrics of first-price auctions**

*by*ALBANO, Gian Luigi & JOUNEAU, FrÃ©fÃ©ric

**Statistics as a tool for the development of speech recognition automatic systems**

*by*José Luciano Maldonado

**Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales**

*by*Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.

**Crecimiento regional en Colombia: ¿Persiste la desigualdad?**

*by*Ricardo Rocha & Alejandro Vivas

**Prediction Intervals for Arima Models**

*by*Snyder, R.D. & Ord, J.K. & Koehler, A.B.

**Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior**

*by*Martin, G.M.

**Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries**

*by*Martin, G.M. & Martin, V.L.

**Bayesian Arbitrage Threshold Analysis**

*by*Forbes, C.S. & Kalb, G.R.J. & Kofman, P.

**Bayesian Approaches to Segmenting A Simple Time Series**

*by*Oliver, J.J. & Forbes, C.S.

**Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data**

*by*Smith, M. & Mathur, S.K. & Kohn, R.

**Costs of Equity from Factor-Based Models**

*by*Pastor, L. & Stambaugh, R.F.

**Nonparametric Bayesian Survival Analysis**

*by*Rolin, J-M

**The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics**

*by*Flam, S.D. & Evstigneev, I.V.

**Bayesian Option Pricing Using Asymmetric GARCH**

*by*Bauwens, L. & Lubrano, M.

**Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning**

*by*Bulkley, George & Harris, Richard & Weller, Paul

**Patterns, Types, and Bayesian Learning**

*by*Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky

**Statistical Modeling of Fishing Activities in the North Atlantic**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**Testing for convergence clubs in income per-capita: A predictive density approach**

*by*Fabio Canova

**A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies**

*by*Osiewalski, J. & Koop, G. & Steel, M.F.J.

**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**

*by*Gary Koop & Herman K. van Dijk & Henk Hoek

**Asset Prices with Contingent Preferences**

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

**Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion**

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

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

**Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial**

*by*Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José

**Power of tests in Binary Response Models**

*by*Savin, N.E. & Wurtz, A.

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*Savin, N.E. & Wurtz, A.

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Horowitz, J.L.

**Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?**

*by*Schweder, T. & Hjort, N.L.

**Analyzing Investments Whose Histories Differ in Length**

*by*Stambaugh, R-F

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J-P & Richard, J-F & Rolin, J-M

**Classical and Bayesian Inference Robustness in Multivariate Regression models**

*by*Fernandez, C & Osiewalski, J & Steel, M-F-J

**Hierarchical Bayes Models with Many Instrumental Variables**

*by*Chamberlain, G & Imbens, G-W

**Nonparametric Applications of Bayesian Inference**

*by*Chamberlain, G & Imbens, G-W

**Interacive Implementation**

*by*Baliga, S. & Sjostrom, T.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

*by*Bauwens, L. & Lubrano, M.

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Bayesian Analysis of Nonlinear Time Series Models with Threshold**

*by*Lubrano, M.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Divisible Conspicuous Good**

*by*Bosi, S.

**Learning Standards of Social Behaviour in a Stationary Society**

*by*Gilli, M.

**Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation**

*by*Xiaoqiang, W.

**The Diffusion of New Crop Varieties**

*by*Fischer, Alistair J. & Anne J. Arnold

**Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization**

*by*Chatterji, S. & Chattopadhyay, S.

**Bayesian learning and expectations formation: Anything goes**

*by*Albert, Max

**Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance**

*by*Francisco F. R. Ramos

**On the Use of Panel Data in Bayesian Stochastic Frontier Models**

*by*Fernández, C. & Osiewalski, J. & Steel, M.F.J.

**ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test**

*by*Teruo Nakatsuma & Hiroki Tsurumi

**Research and Productivity**

*by*Jovanovic, B. & Nyarko, Y.

**Stepping Stone Mobility**

*by*Jovanovic, B. & Nyarko, Y.

**Learning by Doing and the Choice of Technology**

*by*Jovanovic, B. & Nyarko, Y.

**Classroom Games: Understanding Bayes' Rule**

*by*Charles A. Holt & Lisa R. Anderson

**Canadian Excess Returns and State-Dependent Risk Aversion**

*by*St-Amour, P.

**Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity**

*by*Bolduc, D. & Bonin, S.

**Stochastic Volatility**

*by*Ghysels, E. & Harvey, A. & Renault, E.

**Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts**

*by*Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

**Un modelo macroeconométrico trimestral para la economía española**

*by*Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

**On the Estimation of Demand Systems Through Consumption Efficiency**

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

**Posterior analysis of stochastic volatility models with flexible tails**

*by*Steel, M.F.J.

**Chocs externes et ajustements des taux de change réels européens**

*by*Bouoiyour, Jamal & Rey, Serge

**Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France**

*by*Michel LUBRANO

**The Poor Stay Poor: Non-Convergence Across Countries and Regions**

*by*Canova, Fabio & Marcet, Albert

**Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift**

*by*de la Croix, David & Lubrano, Michel

**BVAR models in the context of cointegration: A Monte Carlo experiment**

*by*Luis J. Álvarez & Fernando C. Ballabriga

**Hospital efficiency analysis through individual effects : A Bayesian approach**

*by*Koop, G. & Osiewalski, J. & Steel, M.F.J.

**Advances in Random Utility Models**

*by*Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

**Numerical Aspects of Bayesian VAR-modeling**

*by*Kadiyala, K. Rao & Karlsson, Sune

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

*by*Leamer, Edward & Taylor, Mark P

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

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

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

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

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

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

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

*by*Peter C.B. Phillips

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

*by*Christopher A. Sims

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

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

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

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

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

*by*Peter C.B. Phillips

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

*by*Mark Gersovitz & James G. MacKinnon

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

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

**Book reviews**

*by*Robert, Christian P.

**Fragility of asymptotic agreement under Bayesian learning**

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

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

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

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

*by*Mark D. Ecker & Victor De Oliveira

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

*by*Xiaobin Yang & Keying Ye & Yanping Wang

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

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

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

*by*Yong Li & Zeng Tao & Jun Yu

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

*by*Cristina Fuentes-Albero

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

*by*Jesus Crespo Cuaresma

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

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

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

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

*by*Eric JONDEAU & Michael ROCKINGER

**Frailty Correlated Default**

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

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

*by*Francesco FRANZONI & Tobias ADRIAN

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

*by*Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

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

*by*Timothy Cogley

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

*by*Stefan Avdjiev

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

*by*Jan Čapek