## 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.

**Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank**

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

**Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach**

*by*Simionescu, Mihaela

**Threshold cointegration and adaptive shrinkage**

*by*Florian Huber & Thomas Zörner

**Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis**

*by*Michael Curran & Adnan Velic

**Weighted-Average Least Squares Estimation of Generalized Linear Models**

*by*Giuseppe de Luca & Jan Magnus & Franco Peracchi

**Constrained principal components estimation of large approximate factor models**

*by*Rachida Ouysse

**Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania**

*by*Mihaela Simionescu

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

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

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

**Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets**

*by*Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar

**An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series**

*by*Maheu, John M & Song, Yong

**Determinants of stock-bond market comovement in the Eurozone under model uncertainty**

*by*Skintzi, Vasiliki

**Bank capital and portfolio risk among Islamic banks**

*by*Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin

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

*by*Murasawa, Yasutomo

**An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier**

*by*Jangho Yang

**Tempered Particle Filtering**

*by*Edward Herbst & Frank Schorfheide

**An estimated two-country EA-US model with limited exchange rate pass-through**

*by*Gregory De Walque & Thomas Lejeune & Yuliya Rychalovska & Rafael Wouters

**Bayesian Inference for a 1-Factor Copula Model**

*by*Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

**Bayesian estimation based on summary statistics: Double asymptotics and practice**

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

**Empirical Methods for the Law**

*by*Christoph Engel

**Bayesian Assessment of Lorenz and Stochastic Dominance**

*by*David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich

**Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector**

*by*Francesca DI IORIO & Maria Letizia GIORGETTI

**The dynamics of microcredit borrowings in Cambodia**

*by*Roth T.M.S Vathana & Abdelkrim Araar & Bopharath Sry & PHANN Dalis

**Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy**

*by*Mihnea Constantinescu & Anh Dinh Minh Nguyen

**Cost-effectiveness analysis of PET-CT guided management for locally advanced head and neck cancer**

*by*Alison F Smith & Peter Hall & Claire Hulme & Janet A Dunn & Christopher C McConkey & Joy K Rahman & Christopher McCabe & Hisham Mehanna

**Bayesian Data Combination Approach for Repeated Durations under Unobserved Missing Indicators: Application to Interpurchase-Timing in Marketing**

*by*Ryosuke Igari & Takahiro Hoshino

**Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data**

*by*Takahiro Hoshino & Ryosuke Igari

**Agglomeration economies in the formal and informal sectors : a Bayesian spatial approach**

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**An empirical model of the decision to switch between electricity price contracts**

*by*Lanot, Gauthier & Vesterberg, Mattias

**Safety, liquidity, and the natural rate of interest**

*by*Del Negro, Marco & Giannone, Domenico & Giannoni, Marc & Tambalotti, Andrea

**Monetary Policy and Macroeconomic Stability Revisited**

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

**Capital-Task Complementarity and the Decline of the U.S. Labor Share of Income**

*by*Musa Orak

**Measuring International Uncertainty : The Case of Korea**

*by*Minchul Shin & Boyuan Zhang & Molin Zhong & Dong Jin Lee

**A Likelihood-Based Comparison of Macro Asset Pricing Models**

*by*Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler

**A New Way to Quantify the Effect of Uncertainty**

*by*Richter, Alexander & Throckmorton, Nathaniel

**Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting**

*by*Knotek, Edward S. & Zaman, Saeed

**Energy paths in the European Union: A model-based clustering approach**

*by*Zsuzsanna Csereklyei & Paul W. Thurner & Johannes Langer & Helmut Küchenhoff

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

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

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

*by*Joshua C C Chan & Angelia L Grant

**Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements**

*by*Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling

**System Priors for Econometric Time Series**

*by*Michal Andrle & Miroslav Plasil

**Bank Size, Returns to Scale and Cost Efficiency**

*by*Sapci, Ayse & Miles, Bradley

**What determines China's housing price dynamics? New evidence from a DSGE-VAR**

*by*Liu, Chunping & Ou, Zhirong

**Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India**

*by*Chandan Singha

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

*by*Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M.

**The transmission of monetary policy shocks**

*by*Miranda-Agrippino, Silvia & Ricco, Giovanni

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

*by*Melolinna, Marko

**Mortgage Default in an Estimated Model of the U.S. Housing Market**

*by*Lambertini Luisa & Nuguer Victoria & Uysal Pinar

**Social ties and the demand for financial services**

*by*Eleonora Patacchini & Edoardo Rainone

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

*by*Francesco Furlanetto & Ørjan Robstad

**TFP growth and commodity prices in emerging economies**

*by*Iván Kataryniuk & Jaime Martínez-Martín

**Bayesian Inference for TIP curves: An Application to Child Poverty in Germany**

*by*Edwin Fourrier-Nicolai & Michel Lubrano

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

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

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

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

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

*by*Harald Hruschka

**Analyzing the dependences of multi-category purchases on interactions of marketing variables**

*by*Harald Hruschka

**Multilevel heterogeneity of R&D cooperation and innovation determinants**

*by*Sara Amoroso

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

*by*Márcio Poletti Laurini

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

*by*Donald J. Lacombe & Miguel Flores

**Байесовский Подход К Оценке Воздействия Внешних Шоков На Макроэкономические Показатели России**

*by*Шевелев А. А.

**Empirical Distribution Of Stock Returns Of Southeast European Emerging Markets**

*by*Naumoski, Aleksandar & Gaber, Stevan & Gaber-Naumoska, Vasilka

**Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models**

*by*Kamil Makieła

**Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment**

*by*Łukasz Lenart

**USDA Forecasts Of Crop Ending Stocks: How Well Have They Performed?**

*by*Jinzhi Xiao & Chad E. Hart & Sergio H. Lence

**What Drives Outward Fdi Of China? A Regional Analysis**

*by*Kefei You

**Measuring flows of international migration**

*by*James Raymer

**What Determines the Current Account: Intratemporal versus Intertemporal Factors**

*by*Piotr Dybka & Michal Rubaszek

**Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia**

*by*Mezghani, Imed & Ben Haddad, Hedi

**Embracing heterogeneity: the spatial autoregressive mixture model**

*by*Cornwall, Gary J. & Parent, Olivier

**Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach**

*by*Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei

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

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

**Economic diversity, unemployment and the Great Recession**

*by*Watson, Philip & Deller, Steven

**Uncertainty and employment dynamics in the euro area and the US**

*by*Netšunajev, Aleksei & Glass, Katharina

**Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR**

*by*Ellington, Michael & Florackis, Chris & Milas, Costas

**Skill and luck in private equity performance**

*by*Korteweg, Arthur & Sorensen, Morten

**Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium**

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

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

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

**Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model**

*by*Herrera, Rodrigo & Rodriguez, Alejandro & Pino, Gabriel

**Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?**

*by*Nonejad, Nima

**The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation**

*by*Dimitrakopoulos, Stefanos

**Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target**

*by*Dimitrakopoulos, Stefanos & Dey, Dipak K.

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

*by*Herzberg, Frederik

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

*by*Dimitrakopoulos, Stefanos

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

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

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

*by*Nonejad, Nima

**Bayesian estimation of agent-based models**

*by*Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike

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

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

**FISCO: modelo fiscal para Colombia**

*by*Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez

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

*by*Dash, Sidhartha & Mestchian, Peyman

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

*by*O. Malakhovskaya.

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

*by*Barron, Kai

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

*by*Dany, Geraldine

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

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

**Restrictions Search for Panel VARs**

*by*Schnücker, Annika

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

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

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

*by*Kaeding, Matthias

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

*by*Hanck, Christoph & Prüser, Jan

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

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

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

*by*Wolters, Maik H.

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

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

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

*by*Pelster, Matthias & Vilsmeier, Johannes

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

*by*Abbate, Angela & Marcellino, Massimiliano

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

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

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

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

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

*by*Florian Huber & Gregor Kastner & Martin Feldkircher

**Adaptive shrinkage in Bayesian vector autoregressive models**

*by*Florian Huber & Martin Feldkircher

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

*by*Monica Billio & Roberto Casarin & Luca Rossini

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

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

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

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

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

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

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

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

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

*by*George Elias

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

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

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

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

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

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

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

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

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

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

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

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

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

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

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

*by*Gregor Bäurle & Rolf Scheufele

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

*by*Anna Kormilitsina & Sarah Zubairy

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

*by*Anna Kormilitsina

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

*by*Jiang Liang & Wang Xiaohu & Jun Yu

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

*by*Michal Jakubczyk

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

*by*Pawe? Baranowski & Zbigniew Kuchta

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

*by*Ntokozo Patrick Nzimande & Harold Ngalawa

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

*by*Emmanuel Owusu-Sekyere

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

*by*Yuan Liao & Anna Simoni

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

*by*Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

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

*by*Michael Ellington & Chris Florackis & Costas Milas

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

*by*Pérez Forero, Fernando

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

*by*Pérez Forero, Fernando & Serván, Sergio

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

*by*Mirela Sorina Miescu

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

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

**VAR Models with Non-Gaussian Shocks**

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

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

*by*Sergei Shibaev

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

*by*Byrne, Joseph & Fu, Rong

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

*by*Oepping, Hardy

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

*by*Oepping, Hardy

**短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究**

*by*Cai, Yifei

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

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

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

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

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

*by*Njindan Iyke, Bernard

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

*by*Makieła, Kamil

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

*by*Raputsoane, Leroi

**Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]**

*by*Gabriel Rodriguez & Willy Alanya

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

*by*Dennis Wesselbaum & Marc-Andre Luik

**Learning, Confidence, and Business Cycles**

*by*Cosmin L. Ilut & Hikaru Saijo

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

*by*Francis DiTraglia & Camilo García-Jimeno

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

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

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

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

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

*by*Drew D. Creal & Jing Cynthia Wu

**Solution and Estimation Methods for DSGE Models**

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

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

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

**Bayesian Rank Selection in Multivariate Regression**

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

**A Frequency Approach to Bayesian Asymptotics**

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

**Asymptotic Properties of Approximate Bayesian Computation**

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

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

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

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

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

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

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

**Time variation, asymmetry and threshold effect in Malta's Phillips curve**

*by*William Gatt

**Rare Events and Risk Perception: Evidence from Fukushima Accident**

*by*Tomasz Wozniak

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

*by*Massimo FLORIO & Aleksandra PARTEKA & Emanuela SIRTORI

**Entry and Patenting in the Pharmaceutical Industry**

*by*Maria Letizia GIORGETTI & Maria Luisa MANCUSI

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

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

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

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

**Uncovering the determinants of corruption**

*by*Michael Jetter & Christopher F. Parmeter

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

*by*Svatopluk Kapounek

**Bayesian Spatial Bivariate Panel Probit Estimation**

*by*Badi Baltagi & Peter Egger & Michaela Kesina

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

*by*Rilind Kabashi & Katerina Suleva

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

*by*Rolando Gonzales & Joel Mendizabal & Patricia Aranda

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

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

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

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

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

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

**Can Public Spending Boost Private Consumption?**

*by*Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni

**Labor Market Frictions and Monetary Policy Design**

*by*Anna Almosova &

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

*by*Aleksei Netsunajev & Katharina Glass & &

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

*by*Raoufina, Karine

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

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

**Bayesian Compressed Vector Autoregressions**

*by*Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

**Time-varying parameter estimation in macroeconometrics**

*by*Guido Travaglini

**Recession forecasting using Bayesian classification**

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

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Signaling Effects of Monetary Policy**

*by*Melosi, Leonardo

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

*by*Daniel O. Beltran & David Draper

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

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

*by*Minchul Shin & Molin Zhong

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

*by*Richter, Alexander & Throckmorton, Nathaniel

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

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

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

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

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

*by*Meyer, Brent & Zaman, Saeed

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

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

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

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

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

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

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

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

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

*by*Andrew G. Chapple

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

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

*by*Dmitry Kulikov & Aleksei NetÅ¡unajev

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

*by*Clément Bonnet

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

*by*Blaise Gnimassoun & Joseph Keneck Massil

**Restrictions Search for Panel VARs**

*by*Annika Schnücker

**Assessing Identifying Restrictions in SVAR Models**

*by*Michele Piffer

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

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

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

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

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

*by*DESCHAMPS, Philippe J.

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

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

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

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

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

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

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

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

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

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**Divergent Priors and well Behaved Bayes Factors**

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

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

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

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

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

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**Bayesian Hypothesis Testing in Latent Variable Models**

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

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

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

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

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

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

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**On Identification of Bayesian DSGE Models**

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**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

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**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

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

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**Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

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**Sensitivity Analysis of SAR Estimators**

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**Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations**

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**Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?**

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**Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy**

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*by*Xiaoshan Chen & Ronald MacDonald

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*by*Deschamps, Philippe J.

**Thousands of models, one story: current account imbalances in the global economy**

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**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

*by*Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

**On the Cyclicality of Real Wages and Wage Differentials**

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**Fiscal Volatility Shocks and Economic Activity**

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**Asset Pricing under Rational Learning about Rare Disasters**

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

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**A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models**

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**A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models**

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

**Overvalued: Swedish Monetary Policy in the 1930s**

*by*Alexander Rathke & Tobias Straumann & Ulrich Woitek

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

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*by*Koop, G. & Pesaran, M.H. & Smith, R.

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*by*Benjamin Born & Johannes Pfeifer

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**Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics**

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

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**Averaging Income Distributions**

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