IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this JEL code

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

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2016 Safety in Numbers: Toward a New Methodology for Quantifying Cyber Risk
    by Dash, Sidhartha & Mestchian, Peyman

  • 2016 BVAR mapping
    by Demeshev, Boris & Malakhovskaya, Oxana

  • 2016 Bank lending channel in Russia: A TVP-FAVAR approach
    by Borzykh, Olga

  • 2016 Joint distribution of stock indices: Methodological aspects of construction and selection of copula models
    by Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

  • 2016 Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?
    by Barron, Kai

  • 2016 House prices and interest rates: Bayesian evidence from Germany
    by Hanck, Christoph & Prüser, Jan

  • 2016 A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry
    by Lesage, James P. & Vance, Colin & Chih, Yao-Yu

  • 2016 How the baby boomers' retirement wave distorts model-based output gap estimates
    by Wolters, Maik H.

  • 2016 Minimum wage and employment: Escaping the parametric straitjacket
    by Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan

  • 2016 The determinants of CDS spreads: Evidence from the model space
    by Pelster, Matthias & Vilsmeier, Johannes

  • 2016 Point, interval and density forecasts of exchange rates with time-varying parameter models
    by Abbate, Angela & Marcellino, Massimiliano

  • 2016 Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model
    by Mandler, Martin & Scharnagl, Michael & Volz, Ute

  • 2016 Does My High Blood Pressure Improve Your Survival? Overall and Subgroup Learning Curves in Health
    by Gestel, R.V. & Müller, T. & Bosmans, J.

  • 2016 Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model
    by Florian Huber & Gregor Kastner & Martin Feldkircher

  • 2016 Adaptive shrinkage in Bayesian vector autoregressive models
    by Florian Huber & Martin Feldkircher

  • 2016 Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
    by Monica Billio & Roberto Casarin & Luca Rossini

  • 2016 Bayesian Nonparametric Conditional Copula Estimation of Twin Data
    by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

  • 2016 Parallelization experience with four canonical econometric models using ParMitISEM
    by Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

  • 2016 The time-series linkages between US fiscal policy and asset prices
    by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

  • 2016 In search of the Euro area fiscal stance
    by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

  • 2016 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

  • 2016 Great Recession, Slow Recovery and Muted Fiscal Policies in the US
    by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

  • 2016 Benchmarking Heterogeneous Distribution System Operators: Evidence from Norway
    by George Elias

  • 2016 Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
    by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes
    by Aiste Ruseckaite & Dennis Fok & Peter Goos

  • 2016 Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
    by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 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

  • 2016 Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2016 Identifying Key Drivers and Bottlenecks in the Adoption of E-Book Readers in Korea
    by Dongnyok Shim & Jin Gyo Kim & Jorn Altmann

  • 2016 Credit cycles and real activity - the Swiss case
    by Gregor Bäurle & Rolf Scheufele

  • 2016 Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison
    by Anna Kormilitsina & Sarah Zubairy

  • 2016 Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks
    by Anna Kormilitsina

  • 2016 New Distribution Theory for the Estimation of Structural Break Point in Mean
    by Jiang Liang & Wang Xiaohu & Jun Yu

  • 2016 Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling
    by Michal Jakubczyk

  • 2016 Changes in nominal rigidities in Poland - a regime switching DSGE perspective
    by Paweł Baranowski & Zbigniew Kuchta

  • 2016 The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive Techniques
    by Emmanuel Owusu-Sekyere

  • 2016 Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?
    by Yuan Liao & Anna Simoni

  • 2016 On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us
    by Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

  • 2016 Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR
    by Michael Ellington & Chris Florackis & Costas Milas

  • 2016 IMF Programs and Sensitivity to External Shocks: An Empirical Application
    by Mirela Sorina Miescu

  • 2016 Bayesian Vector Autoregressions with Non-Gaussian Shocks
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 VAR Models with Non-Gaussian Shocks
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 Recession Propagation in Small Regional Economies: Spatial Spillovers and Endogenous Clustering
    by Sergei Shibaev

  • 2016 Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks
    by Oepping, Hardy

  • 2016 Ein Bayes-Netz zur Analyse des Absturzrisikos im Gerüstbau
    by Oepping, Hardy

  • 2016 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

  • 2016 Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
    by Khorunzhina, Natalia & Richard, Jean-Francois

  • 2016 Bayesian Nonparametric Estimation of Ex-post Variance
    by Griffin, Jim & Liu, Jia & Maheu, John M

  • 2016 Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification
    by Njindan Iyke, Bernard

  • 2016 Bayesian inference in generalized true random-effects model and Gibbs sampling
    by Makieła, Kamil

  • 2016 Real effective exchange rates comovements and the South African currency
    by Raputsoane, Leroi

  • 2016 A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
    by Francis DiTraglia & Camilo García-Jimeno

  • 2016 Hit or Miss? Test Taking Behavior in Multiple Choice Exams
    by Ş. Pelin Akyol & James Key & Kala Krishna

  • 2016 Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data
    by Anmol Bhandari & Jaroslav Borovička & Paul Ho

  • 2016 Bond Risk Premia in Consumption-based Models
    by Drew D. Creal & Jing Cynthia Wu

  • 2016 Solution and Estimation Methods for DSGE Models
    by Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

  • 2016 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
    by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin

  • 2016 Bayesian Rank Selection in Multivariate Regression
    by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid

  • 2016 A Frequency Approach to Bayesian Asymptotics
    by Tingting Cheng & Jiti Gao & Peter CB Phillips

  • 2016 Asymptotic Properties of Approximate Bayesian Computation
    by D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau

  • 2016 Data-driven particle Filters for particle Markov Chain Monte Carlo
    by Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe

  • 2016 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

  • 2016 Monetary policy and the current account; theory and evidence
    by Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

  • 2016 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

  • 2016 Entry and Patenting in the Pharmaceutical Industry
    by Maria Letizia GIORGETTI & Maria Luisa MANCUSI

  • 2016 PIIGS in the Euro Area. An Empirical DSGE Model
    by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

  • 2016 In search of the Euro Area Fiscal Stance
    by Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

  • 2016 Uncovering the determinants of corruption
    by Michael Jetter & Christopher F. Parmeter

  • 2016 Bayesian Spatial Bivariate Panel Probit Estimation
    by Badi Baltagi & Peter Egger & Michaela Kesina

  • 2016 Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions
    by Rilind Kabashi & Katerina Suleva

  • 2016 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

  • 2016 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

  • 2016 Uncertainty and Employment Dynamics in the Euro Area and the US
    by Aleksei Netsunajev & Katharina Glass & &

  • 2016 Forecasting Employment Growth in Sweden Using a Bayesian VAR Model
    by Raoufina, Karine

  • 2016 Bayesian Compressed Vector Autoregressions
    by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

  • 2016 Time-varying parameter estimation in macroeconometrics
    by Guido Travaglini

  • 2016 Recession forecasting using Bayesian classification
    by Davig, Troy A. & Smalter Hall, Aaron

  • 2016 Constrained Discretion and Central Bank Transparency
    by Bianchi, Francesco & Melosi, Leonardo

  • 2016 Signaling Effects of Monetary Policy
    by Melosi, Leonardo

  • 2016 Estimating Dynamic Macroeconomic Models : How Informative Are the Data?
    by Daniel O. Beltran & David Draper

  • 2016 Tempered Particle Filtering
    by Herbst, Edward & Schorfheide, Frank

  • 2016 A New Approach to Identifying the Real Effects of Uncertainty Shocks
    by Minchul Shin & Molin Zhong

  • 2016 Are nonlinear methods necessary at the zero lower bound?
    by Richter, Alexander & Throckmorton, Nathaniel

  • 2016 Measuring Uncertainty and Its Impact on the Economy
    by Clark, Todd E. & Carriero, Andrea & Massimiliano, Marcellino

  • 2016 Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
    by Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano

  • 2016 The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy
    by Meyer, Brent & Zaman, Saeed

  • 2016 Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)
    by Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

  • 2016 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.

  • 2016 Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
    by Joshua C.C. Chan & Angelia L. Grant

  • 2016 Forecasting GDP with global components. This time is different
    by Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud

  • 2016 Bayesian Unit Root Test for Panel Data
    by Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

  • 2016 Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2016 Measuring Knowledge with Patent Data: an Application to Low Carbon Energy Technologies
    by Clément Bonnet

  • 2016 Determinants of corruption: Can we put all countries in the same basket?
    by Blaise Gnimassoun & Joseph Keneck Massil

  • 2016 Restrictions Search for Panel VARs
    by Annika Schnücker

  • 2016 Assessing Identifying Restrictions in SVAR Models
    by Michele Piffer

  • 2016 Monetary Policy and the Current Account: Theory and Evidence
    by Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

  • 2016 Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies
    by Alexander Guarín-López & Ignacio Lozano-Espitia

  • 2016 Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
    by Michal Franta

  • 2016 VAR Models with Non-Gaussian Shocks
    by Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

  • 2016 The Ifo DSGE Model for the German Economy
    by Nikolay Hristov

  • 2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
    by Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

  • 2016 Option-Implied Equity Premium Predictions via Entropic TiltinG
    by Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

  • 2016 Bayesian Compressed Vector Autoregressions
    by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

  • 2016 Bayesian Compressed Vector Autoregressions
    by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

  • 2016 The Aino 2.0 model
    by Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio

  • 2016 Interpreting the latent dynamic factors by threshold FAVAR model
    by Hacioglu, Sinem & Tuzcuoglu, Kerem

  • 2016 Output gaps, inflation and financial cycles in the United Kingdom
    by Melolinna, Marko & Tóth, Máté

  • 2016 Immigration and the macroeconomy: some new empirical evidence
    by Francesco Furlanetto & Ørjan Robstad

  • 2016 Oil and macroeconomic (in)stability
    by Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih

  • 2016 Joint prediction bands for macroeconomic risk management
    by Farooq Akram & Andrew Binning & Junior Maih

  • 2016 Forecasting inflation in post-oil boom years: A case for non-linear models?
    by Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

  • 2016 A Bayesian Look at American Academic Wages: The Case of Michigan State University
    by Majda Benzidia & Michel Lubrano

  • 2016 State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
    by Luis Uzeda

  • 2016 Fragility of asymptotic agreement under Bayesian learning
    by Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor

  • 2016 The Beveridge–Nelson decomposition of mixed-frequency series
    by Yasutomo Murasawa

  • 2016 Heterogeneity in spatial growth clusters
    by Philipp Piribauer

  • 2016 Determinants of CO2 Emissions in Developing Countries using Bayesian Econometric Approach
    by Tamizi , Alireza

  • 2016 News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models
    by Stefan Avdjiev

  • 2016 Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model
    by Renata Wróbel-Rotter

  • 2016 The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach
    by Roman Huptas

  • 2016 Structural Changes in the Czech Economy: A DSGE Model Approach
    by Jan Čapek

  • 2016 Modeling the evolution of monetary policy rules in CESEE
    by Martin Feldkircher & Florian Huber & Isabella Moder

  • 2016 Consistent Bayesians Are No More Accurate Than Non-Bayesians: Economists Surveyed About PSA
    by Berg, Nathan & Biele, Guido & Gigerenzer, Gerd

  • 2016 Real Effective Exchange Rates Comovements and the South African Currency
    by Leroi RAPUTSOANE

  • 2016 A robust resolution of Newcomb’s paradox
    by Thomas A. Weber

  • 2016 POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland
    by Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka

  • 2016 Credit Risk Scoring with Bayesian Network Models
    by Chee Kian Leong

  • 2016 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Abhishek Gupta

  • 2016 Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions
    by Rilind Kabashi & Katerina Suleva

  • 2016 An Empirical Analysis Of Monetary Policy Reaction Function: Evidence From Nigeria
    by Ikechukwu Kelikume & Faith A. Alabi & Roseline Chizoba Ike-Anikwe

  • 2016 Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
    by Milan Ficura & Jiri Witzany

  • 2016 DSGE Models for Policy Analysis
    by Thomas Persson

  • 2016 Modeling individual travel behaviors based on intra-household interactions
    by Kim, Changjoo & Parent, Olivier

  • 2016 Government spending multipliers and the zero lower bound
    by Ji, Yangyang & Xiao, Wei

  • 2016 Assessing labor market frictions in a small open economy
    by Sheen, Jeffrey & Wang, Ben Zhe

  • 2016 Globalization and monetary policy comovement: International evidence
    by Chatterjee, Arpita

  • 2016 Can credit spreads help predict a yield curve?
    by Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

  • 2016 State-dependent exchange rate pass-through behavior
    by Donayre, Luiggi & Panovska, Irina

  • 2016 Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs
    by Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania

  • 2016 Diamonds vs. precious metals: What shines brightest in your investment portfolio?
    by Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

  • 2016 Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach
    by Naser, Hanan

  • 2016 Modeling energy price dynamics: GARCH versus stochastic volatility
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2016 Determinants of investment under incentive regulation: The case of the Norwegian electricity distribution networks
    by Poudineh, Rahmatallah & Jamasb, Tooraj

  • 2016 A time varying DSGE model with financial frictions
    by Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina

  • 2016 An infinite hidden Markov model for short-term interest rates
    by Maheu, John M. & Yang, Qiao

  • 2016 Mobility of knowledge and local innovation activity
    by Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G.

  • 2016 Model uncertainty and the effect of shall-issue right-to-carry laws on crime
    by Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.

  • 2016 Unveiling covariate inclusion structures in economic growth regressions using latent class analysis
    by Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias

  • 2016 The impact of financial regulation on current account balances
    by Moral-Benito, Enrique & Roehn, Oliver

  • 2016 Model uncertainty in Panel Vector Autoregressive models
    by Koop, Gary & Korobilis, Dimitris

  • 2016 Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
    by Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio

  • 2016 Testing for Granger causality in large mixed-frequency VARs
    by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

  • 2016 A MIDAS approach to modeling first and second moment dynamics
    by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

  • 2016 Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
    by Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia

  • 2016 S-values: Conventional context-minimal measures of the sturdiness of regression coefficients
    by Leamer, Edward E.

  • 2016 Large Bayesian VARMAs
    by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary

  • 2016 Structural analysis with Multivariate Autoregressive Index models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2016 Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2016 Some models for stochastic frontiers with endogeneity
    by Griffiths, William E. & Hajargasht, Gholamreza

  • 2016 The good, the bad and the technology: Endogeneity in environmental production models
    by Kumbhakar, Subal C. & Tsionas, Efthymios G.

  • 2016 Directional distance functions: Optimal endogenous directions
    by Atkinson, Scott E. & Tsionas, Mike G.

  • 2016 Methods for measuring expectations and uncertainty in Markov-switching models
    by Bianchi, Francesco

  • 2016 Adverse selection, moral hazard and the demand for Medigap insurance
    by Keane, Michael & Stavrunova, Olena

  • 2016 An auxiliary particle filter for nonlinear dynamic equilibrium models
    by Yang, Yuan & Wang, Lu

  • 2016 Significance test in nonstationary multinomial logit model
    by Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

  • 2016 On international uncertainty links: BART-based empirical evidence for Canada
    by Gupta, Rangan & Pierdzioch, Christian & Risse, Marian

  • 2016 Interpreting heterogeneous coefficient spatial autoregressive panel models
    by LeSage, James P. & Chih, Yao-Yu

  • 2016 Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model
    by Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos

  • 2016 Forecasting structural change and fat-tailed events in Australian macroeconomic variables
    by Cross, Jamie & Poon, Aubrey

  • 2016 Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation
    by Dąbrowski, Marek A. & Wróblewska, Justyna

  • 2016 Durable consumption and asset returns: Cointegration analysis
    by Chen, Guojin & Hong, Zhiwu & Ren, Yu

  • 2016 Does trust contribute to stock market development?
    by Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas

  • 2016 An analysis on operational risk in international banking: A Bayesian approach (2007–2011)
    by Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

  • 2016 A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia
    by Karen Poghosyan

  • 2016 Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)
    by Petra Čekmeová

  • 2016 Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
    by Jensen Mark J.

  • 2016 GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts
    by Srini Vasan & Adelamar Alcantara

  • 2015 On International Uncertainty Links: BART-Based Empirical Evidence for Canada
    by Rangan Gupta & Christian Pierdzioch & Marian Risse

  • 2015 Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
    by Rangan Gupta

  • 2015 The Time-Series Linkages between US Fiscal Policy and Asset Prices
    by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
    by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

  • 2015 Flexible Modeling of Binary Data Using the Log-Burr Link
    by Kaeding, Matthias

  • 2015 Credit cycles and real activity - the Swiss case
    by Scheufele, Rolf & Bäurle, Gregor

  • 2015 Testing for Granger causality in large mixed-frequency VARs
    by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

  • 2015 A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response
    by Stephen Chick & Martin Forster & Paolo Pertile

  • 2015 Growing Together? Projecting Income Growth in Europe at the Regional Level
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer

  • 2015 A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications
    by Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser

  • 2015 Bank Competition and Financial Stability: Much Ado About Nothing?
    by Diana Zigraiova & Tomas Havranek

  • 2015 The Econometrics of Networks: A Review
    by Daniel Felix Ahelegbey

  • 2015 An entropy-based early warning indicator for systemic risk
    by Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

  • 2015 On the (Ab)Use of Omega?
    by Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

  • 2015 Bayesian and frequentist inequality tests
    by David M. Kaplan & Longhao Zhuo

  • 2015 An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model
    by Miguel Carriquiry

  • 2015 Determinants of corruption: Can we put all countries in the same basket?
    by Blaise Gnimassoun & Joseph Keneck

  • 2015 Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach
    by Davide Delle Monache & Stefano Grassi & Paolo Santucci

  • 2015 Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions
    by Roberta Cardani & Alessia Paccagnini & Stefania Villa

  • 2015 DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
    by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

  • 2015 Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse
    by Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam

  • 2015 The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia
    by Sarmiento Paipilla, N.M. & Galán, Jorge E.

  • 2015 Heterogeneity in Wage Setting Behavior in a New-Keynesian Model
    by Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B.

  • 2015 Hawks and Doves at the FOMC
    by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

  • 2015 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

  • 2015 Smoking Initiation: Peers and Personality
    by Chih-Sheng Hsieh & Hans van Kippersluis

  • 2015 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

  • 2015 Has the Forecasting Performance of the Federal Reserve’s Greenbooks Changed over Time?
    by Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Impacto regional da política monetária no Brasil: uma abordagem Bayesiana
    by Fábio Martins Serrano & Márcio Issao Nakane

  • 2015 Consistent Variance of the Laplace Type Estimators: Application to DSGE Models
    by Anna Kormilitsina & Denis Nekipelov

  • 2015 Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound
    by Valerio Scalone

  • 2015 Bayesian learning with multiple priors and non-vanishing ambiguity
    by Alexander Zimper and Wei Ma

  • 2015 Trade Integration And Trade Agreements:Resolving The Endogeneity Problem Through A Qualitative Var
    by Samuel Standaert & Glenn Rayp

  • 2015 Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach
    by Samantha Leorato & Maura Mezzetti

  • 2015 Unprecedented Changes in the Terms of Trade
    by Mariano Kulish & Daniel Rees

  • 2015 A Multi-sector Model of the Australian Economy
    by Daniel Rees & Penelope Smith & Jamie Hall

  • 2015 A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models
    by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

  • 2015 A Time Varying DSGE Model with Financial Frictions
    by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

  • 2015 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
    by Haroon Mumtaz & Konstantinos Theodoridis

  • 2015 Large Vector Autoregressions with Asymmetric Priors
    by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

  • 2015 Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach
    by Zeyyad Mandalinci

  • 2015 Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
    by Zeyyad Mandalinci & Haroon Mumtaz

  • 2015 Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models
    by Zeyyad Mandalinci

  • 2015 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2015 Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity
    by Alexander Zimper & Wei Ma

  • 2015 Improving Markov switching models using realized variance
    by Liu, Jia & Maheu, John M

  • 2015 Changes in nominal rigidities in Poland – a regime switching DSGE perspective
    by Baranowski, Paweł & Kuchta, Zbigniew

  • 2015 Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa
    by Njindan Iyke, Bernard

  • 2015 Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA
    by Njindan Iyke, Bernard

  • 2015 Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach
    by Troug, Haytem Ahmed & Murray, Matt

  • 2015 Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain
    by Giovanis, Eleftherios

  • 2015 Nowcasting in Real Time Using Popularity Priors
    by Monokroussos, George

  • 2015 Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market
    by Kim, Jaeho

  • 2015 Short term Bayesian inflation forecasting for Tunisia
    by Dahem, Ahlem

  • 2015 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

  • 2015 Endogenous derivation and forecast of lifetime PDs
    by Perederiy, Volodymyr

  • 2015 Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach
    by Naser, Hanan & Alaali, Fatema

  • 2015 Bayesian Approach to Disentangling Technical and Environmental Productivity
    by Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios G.

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Korobilis, Dimitris

  • 2015 Prior selection for panel vector autoregressions
    by Korobilis, Dimitris

  • 2015 Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
    by Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

  • 2015 Forecasting U.S. Recessions with a Large Set of Predictors
    by Fornaro, Paolo

  • 2015 An Infinite Hidden Markov Model for Short-term Interest Rates
    by Maheu, John M & Yang, Qiao

  • 2015 Multivariate Forecasting with BVARs and DSGE Models
    by Berg, Tim Oliver

  • 2015 On Flexible Linear Factor Stochastic Volatility Models
    by Malefaki, Valia

  • 2015 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

  • 2015 Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
    by Vahid Montazerhodjat & Andrew W. Lo

  • 2015 Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis
    by Eric M. Leeper & Nora Traum & Todd B. Walker

  • 2015 Partisan Conflict and Private Investment
    by Marina Azzimonti

  • 2015 Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
    by Tingting Cheng & Jiti Gao & Xibin Zhang

  • 2015 Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
    by Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

  • 2015 On Consistency of Approximate Bayesian Computation
    by David T. Frazier & Gael M. Martin & Christian P. Robert

  • 2015 A New Class of Bivariate Threshold Cointegration Models
    by Biqing Cai & Jiti Gao & Dag Tjostheim

  • 2015 Confidence Biases and Learning among Intuitive Bayesians
    by Louis Lévy-Garboua & Muniza Askari & Marco Gazel

  • 2015 Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity
    by Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz

  • 2015 Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "
    by Tomasz Wozniak

  • 2015 Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis
    by Laura Panza & Tomasz Wozniak

  • 2015 Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis
    by Laura Panza & Tomasz Wozniak

  • 2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
    by Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

  • 2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
    by Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

  • 2015 Welfare Consequences of Information Aggregation and Optimal Market Size
    by William E. Griffiths & Gholamreza Hajargasht

  • 2015 Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
    by Roberta Cardani & Alessia Paccagnini & Stefania Villa

  • 2015 Evolutionary Sequential Monte Carlo Samplers for Change-point Models
    by Arnaud Dufays

  • 2015 A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions
    by Jacco Thijssen & Daniele Bergantini

  • 2015 Labor Market Policies and the "Missing Deflation" Puzzle: Lessons from Hoover Policies during the U.S Great Depression
    by Jordan Roulleau-Pasdeloup & Anastasia Zhutova

  • 2015 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
    by Konstantinos Theodoridis & Haroon Mumtaz

  • 2015 Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net
    by Sandra Stankiewicz

  • 2015 The impact of foreign firms on industrial productivity : evidence from Japan
    by Tanaka, Kiyoyasu

  • 2015 Agglomeration effects of informal sector: evidence from Cambodia
    by Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

  • 2015 Variable selection in the analysis of energy consumption-growth nexus
    by Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez

  • 2015 Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services
    by Luca Mulazzani & Rosa Manrique & Giulio Malorgio

  • 2015 Multilevel Modelling of Child Mortality in Africa
    by Kenneth Harttgen & Stefan Lang & Judith Santer

  • 2015 GMM Estimation of Affine Term Structure Models
    by Hlouskova, Jaroslava & Sögner, Leopold

  • 2015 Generalized Exogenous Processes in DSGE: A Bayesian Approach
    by Alexander Meyer-Gohde & Daniel Neuhoff & &

  • 2015 Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression
    by Morita, Hiroshi

  • 2015 Forecasting Russian Macroeconomic Indicators with BVAR
    by Boris B. Demeshev & Oxana A. Malakhovskaya

  • 2015 Estimation of DSGE models: Maximum Likelihood vs. Bayesian methods
    by Mickelsson, Glenn

  • 2015 Speeding Up Mcmc By Delayed Acceptance And Data Subsampling
    by Quiroz, Matias

  • 2015 Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator
    by Quiroz, Matias & Villani, Mattias & Kohn, Robert

  • 2015 Speeding Up Mcmc By Efficient Data Subsampling
    by Quiroz, Matias & Villani, Mattias & Kohn, Robert

  • 2015 Bayesian Inference in Regression Models with Ordinal Explanatory Variables
    by Karlsson, Sune & Temesgen, Asrat

  • 2015 Industry based equity premium forecasts
    by Nuno Silva

  • 2015 On the Forecasting of Financial Volatility Using Ultra-High Frequency Data
    by António A. F. Santos

  • 2015 The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
    by António Alberto Santos

  • 2015 Size Distribution of Portuguese Firms between 2006 and 2012
    by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

  • 2015 Co-Movement, Spillovers and Excess Returns in Global Bond Markets?
    by Joseph P. Byrne & Shuo Cao & Dimitris Korobilis

  • 2015 Prior selection for panel vector autoregressions
    by Dimitris Korobilis.

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Dimitris Korobilis.

  • 2015 The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania
    by Gerti Shijaku

  • 2015 Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation
    by Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem

  • 2015 Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
    by D'Agostino, Antonello & Giannone, Domenico & Lenza, Michele & Modugno, Michele

  • 2015 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2015 Bayesian Estimation of Time-Changed Default Intensity Models
    by Gordy, Michael B. & Szerszen, Pawel J.

  • 2015 The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods
    by Martinez-Garcia, Enrique

  • 2015 Clustered Housing Cycles
    by Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita

  • 2015 A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
    by Chan, Joshua C C & Clark, Todd E. & Koop, Gary

  • 2015 Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
    by Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

  • 2015 Identifying and evaluating sample selection bias in consumer payment surveys
    by Hitczenko, Marcin

  • 2015 Fitting a distribution to survey data for the half-life of deviations from PPP
    by Fisher, Mark

  • 2015 Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
    by Jensen, Mark J.

  • 2015 Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach
    by Simona Malovana

  • 2015 Bank Competition and Financial Stability: Much Ado About Nothing?
    by Tomas Havranek & Diana Zigraiova

  • 2015 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

  • 2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)
    by Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

  • 2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)
    by Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

  • 2015 Stochastic levels and duration dependence in US unemployment
    by de Bruijn, L.P. & Franses, Ph.H.B.F.

  • 2015 Specification tests for time-varying parameter models with stochastic volatility
    by Joshua C.C. Chan

  • 2015 Large Bayesian VARs: A flexible Kronecker error covariance structure
    by Joshua C.C. Chan

  • 2015 Bayesian model comparison for time-varying parameter VARs with stochastic volatility
    by Joshua C.C. Chan & Eric Eisenstat

  • 2015 A Bayesian model comparison for trend-cycle decompositions of output
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Modeling energy price dynamics: GARCH versus stochastic volatility
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Efficient estimation of Bayesian VARMAs with time-varying coefficients
    by Joshua C.C. Chan & Eric Eisenstat

  • 2015 Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
    by Joshua C.C. Chan

  • 2015 Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
    by Elmar Mertens & James M Nason

  • 2015 Firm turnover and inflation dynamics
    by Lenno Uusküla

  • 2015 Exchange rate misalignments and the external balance under a pegged currency system
    by Blaise Gnimassoun

  • 2015 Decision making in times of uncertainty: An info-gap perspective
    by Yakov Ben-Haim & Maria Demertzis

  • 2015 An analysis of the dynamics of efficiency of mutual funds
    by Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

  • 2015 Gaussian processes and Bayesian moment estimation
    by Jean-Pierre Florens & Anna Simoni

  • 2015 Solution and Estimation Methods for DSGE Models
    by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

  • 2015 Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures
    by Bluwstein, Kristina & Canova, Fabio

  • 2015 Structural Analysis with Multivariate Autoregressive Index Models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2015 Heterogeneity in Wage Setting Behavior in a New-Keynesian Model
    by Eijffinger, Sylvester C W & Grajales, Anderson & Uras, Rasim Burak

  • 2015 Hawks and Doves at the FOMC
    by Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

  • 2015 An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models
    by Yang, Yuan & Wang, Lu

  • 2015 Sparse Change-Point Time Series Models
    by Dufays, A. & Rombouts, V.

  • 2015 Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors
    by Deschamps, P.

  • 2015 Autoregressive moving average infinite hidden markov-switching models
    by Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

  • 2015 Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects
    by Andr´es Ramírez Hassan & Santiago Montoya Blandón

  • 2015 The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia
    by Miguel Sarmiento & Jorge E. Galán

  • 2015 In the Quest of Measuring the Financial Cycle
    by Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac

  • 2015 Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence
    by Michal Franta

  • 2015 Bank Competition and Financial Stability: Much Ado about Nothing?
    by Tomas Havranek & Diana Zigraiova

  • 2015 Confidence Biases and Learning among Intuitive Bayesians
    by Louis Levy-Garboua & Muniza Askari & Marco Gazel

  • 2015 Robust linear static panel data models using ε-contamination
    by Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi

  • 2015 The Regime-switching volatility of Euro Area Business Cycles
    by Stéphane Lhuissier

  • 2015 Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound
    by Tim Oliver Berg

  • 2015 A Non-linear Forecast Combination Procedure for Binary Outcomes
    by Kajal Lahiri & Liu Yang

  • 2015 Does Anti-Diversification Pay? A One-Sided Matching Model of Microcredit
    by Thilo Klein

  • 2015 Roll Strategy Efficiency in Commodity Futures Markets
    by Nick Taylor

  • 2015 Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?
    by Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

  • 2015 What type of finance matters for growth? Bayesian model averaging evidence
    by Hasan, Iftekhar & Horvath, Roman & Mares, Jan

  • 2015 What drives China’s outward FDI? A regional analysis
    by You, Kefei

  • 2015 Long-run priors for term structure models
    by Meldrum, Andrew & Roberts-Sklar, Matt

  • 2015 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

  • 2015 The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation
    by Chiu, Ching-Wai (Jeremy) & Hill, John

  • 2015 Forecasting with VAR models: fat tails and stochastic volatility
    by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor

  • 2015 Foreign shocks
    by Drago Bergholt

  • 2015 Dynamic predictive density combinations for large data sets in economics and finance
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2015 Labor Supply Factors and Economic Fluctuations
    by Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

  • 2015 Forecasting GDP with global components. This time is different
    by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud

  • 2015 The influence of risk-taking on bank efficiency: evidence from Colombia
    by Miguel Sarmiento & Jorge E. Galán

  • 2015 Changes in nominal rigidities in Poland – a regime switching DSGE perspective
    by Pawel Baranowski & Zbigniew Kuchta

  • 2015 Bayesian Model Averaging and Jointness Measures for gretl
    by Marcin Blazejowski & Jacek Kwiatkowski

  • 2015 Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints
    by Markku Lanne & Jani Luoto

  • 2015 Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach
    by Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

  • 2015 Text mining for central banks
    by David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey

  • 2015 Inflation Dynamics And The Impact On Growth In Post-December Romania
    by TOMESCU-DUMITRESCU, Cornelia & HOLT, Alina Georgiana

  • 2015 L'Agriculture, Facteur De Vulnérabilité Des Petites Économies Insulaires ?
    by Valérie ANGEON & Samuel BATES

  • 2015 Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)
    by Miros³aw Szreder

  • 2015 Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
    by Valeriu Nalban

  • 2015 Estimation and Variance Decomposition in a Small-size DSGE Model
    by Oana Simona HUDEA

  • 2015 Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability
    by Slutskin, Lev

  • 2015 Regional Capital Mobility in China: An Endogenous Parameter Approach
    by Te Lai

  • 2015 Medidas macroprudenciales y política monetaria en una economía pequeña y abierta
    by Ribeiro, Joao

  • 2015 Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)
    by Aleksandra Bezborodova & Yuri Mihalenok

  • 2015 Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)
    by Karen Poghosyan

  • 2015 A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models
    by Łukasz Kwiatkowski

  • 2015 Common Trends and Common Cycles – Bayesian Approach
    by Justyna Wróblewska

  • 2015 Modeling Macro-Fiscal Interlinkages: Case of Georgia
    by Shalva Mkhatrishvili & Zviad Zedginidze

  • 2015 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

  • 2015 Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data
    by Negrín, Miguel A. & Martel, María & Vázquez-Polo, Francisco J.

  • 2015 Time-Varying Stock Return Predictability: The Eurozone Case
    by Nuno Silva

  • 2015 Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach
    by Valeriu Nalban

  • 2015 The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession
    by Jan Klacso

  • 2015 Sectoral labor market effects of fiscal spending
    by Wesselbaum, Dennis

  • 2015 Subjective health expectations
    by Huynh, Kim P. & Jung, Juergen

  • 2015 Euro area, oil and global shocks: An empirical model-based analysis
    by Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M.

  • 2015 Endogeneity and panel data in growth regressions: A Bayesian model averaging approach
    by León-González, Roberto & Montolio, Daniel

  • 2015 Estimating DSGE models across time and frequency
    by Caraiani, Petre

  • 2015 State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?
    by Morita, Hiroshi

  • 2015 Time variation in U.S. monetary policy and credit spreads
    by Huang, Yu-Fan

  • 2015 The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
    by Bijsterbosch, Martin & Falagiarda, Matteo

  • 2015 The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries
    by Gnimassoun, Blaise

  • 2015 Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
    by Lo, Ming Chien & Morley, James

  • 2015 Revisiting the link between growth and federalism: A Bayesian model averaging approach
    by Asatryan, Zareh & Feld, Lars P.

  • 2015 Costs of capital and public issuance choice
    by Lamoureux, Christopher G. & Nejadmalayeri, Ali

  • 2015 A random walk stochastic volatility model for income inequality
    by Nishino, Haruhisa & Kakamu, Kazuhiko

  • 2015 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

  • 2015 A method for evaluating the extreme risk sources of financial markets: The case of stock markets in China
    by Di, Junpeng & Zhu, Pingfang

  • 2015 Fama–MacBeth two-pass regressions: Improving risk premia estimates
    by Bai, Jushan & Zhou, Guofu

  • 2015 Forecasting the price of gold using dynamic model averaging
    by Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong

  • 2015 Variable selection in the analysis of energy consumption–growth nexus
    by Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier

  • 2015 A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies
    by Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa

  • 2015 The predictive density simulation of the yield curve with a zero lower bound
    by Kang, Kyu Ho

  • 2015 Modelling household finances: A Bayesian approach to a multivariate two-part model
    by Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl

  • 2015 It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
    by Grassi, Stefano & Santucci de Magistris, Paolo

  • 2015 Does social capital matter for European regional growth?
    by Forte, Anabel & Peiró-Palomino, Jesús & Tortosa-Ausina, Emili

  • 2015 Entry and markup dynamics in an estimated business cycle model
    by Lewis, Vivien & Stevens, Arnoud

  • 2015 Macroeconomic shocks and fluctuations in African economies
    by Rasaki, Mutiu Gbade & Malikane, Christopher

  • 2015 Adaptive estimation of the threshold point in threshold regression
    by Yu, Ping

  • 2015 A Bayesian chi-squared test for hypothesis testing
    by Li, Yong & Liu, Xiao-Bin & Yu, Jun

  • 2015 K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?
    by Kaufmann, Sylvia

  • 2015 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

  • 2015 Asset-pricing anomalies at the firm level
    by Cederburg, Scott & O’Doherty, Michael S.

  • 2015 Estimating dynamic equilibrium models with stochastic volatility
    by Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.

  • 2015 Model averaging estimation of generalized linear models with imputed covariates
    by Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco

  • 2015 Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
    by Nonejad, Nima

  • 2015 Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2015 CES technology and business cycle fluctuations
    by Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo

  • 2015 Unfolded GARCH models
    by Liu, Xiaochun & Luger, Richard

  • 2015 On the stability of Calvo-style price-setting behavior
    by Lhuissier, Stéphane & Zabelina, Margarita

  • 2015 Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach
    by Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam

  • 2015 Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR
    by Daniel Barráez Guzmán & Mariela Perdomo León

  • 2015 Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional
    by Rolando Gonzales Martínez

  • 2015 Incidencias de los sectores financiero, fiscal y externo en la actividad económica colombiana: una aproximación VAR Bayesiana
    by Oscar Andrés Espinosa & Paola Andrea Vaca

  • 2015 Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas
    by Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

  • 2015 Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies
    by Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

  • 2015 Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional
    by Rolando Gonzales Martínez

  • 2015 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

  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

  • 2014 A money-based indicator for deflation risk
    by Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel

  • 2014 Fiscal rules and unemployment
    by Gehrke, Britta

  • 2014 Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2014 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

  • 2014 How interdependent are Eastern European economies and the Euro area?
    by Prettner, Catherine & Prettner, Klaus

  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen

  • 2014 Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA
    by Daniele Bregantini

  • 2014 On a simple quickest detection rule for health-care technology assessment
    by Daniele Bregantini & Jacco J.J. Thijssen

  • 2014 Forecasting Global Equity Indices using Large Bayesian VARs
    by Florian Huber & Tamas Krisztin & Philipp Piribauer

  • 2014 Does Elderly Employment have an Impact on Youth Employment? A General Equilibrium Approach
    by Alfred Stiassny & Christina Uhl

  • 2014 Embedding Liquidity Information in Estimating Potential Output
    by Stefano Scalone

  • 2014 Sparse Graphical Vector Autoregression: A Bayesian Approach
    by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

  • 2014 A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
    by Roberto Casarin

  • 2014 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

  • 2014 Growth-cycle phases in China�s provinces: A panel Markov-switching approach
    by Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi

  • 2014 Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model
    by KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang

  • 2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
    by Buncic, Daniel & Moretto, Carlo

  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian

  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian

  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

  • 2014 Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2014 de Finetti's Theory of Probability and its Jaynesian Critique
    by K.Vela Velupillai

  • 2014 Combined Density Nowcasting in an Uncertain Economic Environment
    by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

  • 2014 Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
    by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk

  • 2014 Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
    by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

  • 2014 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

  • 2014 Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation
    by Bulent Ulasan

  • 2014 How Structural Is Unemployment in the United States?
    by Yuelin Liu

  • 2014 Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy
    by Yuelin Liu

  • 2014 CES Technology and Business Cycle Fluctuations
    by Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang

  • 2014 Large Bayesian VARMAs
    by Joshua C C Chan & Eric Eisenstat & Gary Koop

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 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

  • 2014 Real exchange rates and fundamentals: robustness across alternative model specifications
    by Konrad Adler & Christian Grisse

  • 2014 On Bias in the Estimation of Structural Break Points
    by Liang Jiang & Xiaohu Wang & Jun Yu

  • 2014 Bayesian Analysis of Bubbles in Asset Prices
    by Andras Fulop & Jun Yu

  • 2014 A Bayesian Chi-Squared Test for Hypothesis Testing
    by Yong Li & Xiao-Bin Liu & Jun Yu

  • 2014 Deviance Information Criterion for Comparing VAR Models
    by Tao Zeng & Yong Li & Jun Yu

  • 2014 Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach
    by Valeriu Nalban

  • 2014 Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches
    by Rahul Mukherjee

  • 2014 Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery
    by Elton Beqiraj & Massimiliano Tancioni

  • 2014 Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries
    by Elton Beqiraj & Massimiliano Tancioni

  • 2014 Using Bayesian Imputation to Assess Racial and Ethnic Disparities in Pediatric Performance Measures
    by Brown, David & Knapp, Caprice & Baker, Kimberly & Kaufmann, Meggen

  • 2014 Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets
    by Castillo, Paul & Rojas, Youel

  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis

  • 2014 Modèle d’alerte des crises bancaires basé sur une approche bayésienne
    by Zaghdoudi, Taha

  • 2014 Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?
    by Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

  • 2014 Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
    by Mukhoti, Sujay

  • 2014 Bayesian Semiparametric Modeling of Realized Covariance Matrices
    by Jin, Xin & Maheu, John M

  • 2014 Robust linear static panel data models using epsilon-contamination
    by Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy

  • 2014 Club classification of US divorce rates
    by González-Val, Rafael & Marcén, Miriam

  • 2014 Sectoral Labor Market Effects of Fiscal Spending
    by Wesselbaum, Dennis

  • 2014 Model Uncertainty in Panel Vector Autoregressive Models
    by Koop, Gary & Korobilis, Dimitris

  • 2014 Estimation of the Basic New Keynesian Model for the Economy of Romania
    by Ifrim, Adrian

  • 2014 Mobility of Knowledge and Local Innovation Activity
    by Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G.

  • 2014 Time Varying Fiscal Multipliers in Germany
    by Berg, Tim Oliver

  • 2014 Bayesian Survival Modelling of University Outcomes
    by Vallejos, Catalina & Steel, Mark F. J.

  • 2014 Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations
    by Rubio, Francisco Javier & Steel, Mark F. J.

  • 2014 Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records
    by Travaglini, Guido

  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
    by Nonejad, Nima

  • 2014 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nonejad, Nima

  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
    by Fantazzini, Dean

  • 2014 Probabilistic Opinion Pooling
    by Dietrich, Franz & List, Christian

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris

  • 2014 Productive Capabilities: An Empirical Investigation of their Determinants
    by Christian Daude & Arne Nagengast & José Ramón Perea

  • 2014 Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
    by Christiane Baumeister & James D. Hamilton

  • 2014 Growth, Slowdowns, and Recoveries
    by Francesco Bianchi & Howard Kung & Gonzalo Morales

  • 2014 Constrained Discretion and Central Bank Transparency
    by Francesco Bianchi & Leonardo Melosi

  • 2014 Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions
    by Anita Castledine & Klaus Moeltner & Michael Price & Shawn Stoddard

  • 2014 Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
    by Frank Schorfheide & Dongho Song & Amir Yaron

  • 2014 Monetary/Fiscal Policy Mix and Agents' Beliefs
    by Francesco Bianchi & Cosmin Ilut

  • 2014 Pricing sovereign credit risk of an emerging market
    by Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa

  • 2014 Market perception of sovereign credit risk in the euro area during the financial crisis
    by Gonzalo Camba-Méndez & Dobromił Serwa

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
    by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin

  • 2014 Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption
    by Haotian Chen & Xibin Zhang

  • 2014 Approximate Bayesian Computation in State Space Models
    by Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert

  • 2014 The Network Origins of Economic Growth
    by Dürnecker, Georg & Meyer, Moritz & Vega-Redondo, Fernando

  • 2014 Estimating a DSGE model with Limited Asset Market Participation for the Euro Area
    by Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

  • 2014 Welfare Reform and Children's Health
    by Badi H. Baltagi & Yin-Fang Yen

  • 2014 An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes
    by Matthias Held & Marcel Omachel

  • 2014 On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    by Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas

  • 2014 Asymmetric volatility spillovers between UK regional worker flows and vacancies
    by Deborah Gefang & Geraint Johnes

  • 2014 Identification of Financial Factors in Economic Fluctuations
    by Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto

  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

  • 2014 Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave
    by Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter

  • 2014 Bayesian Exploratory Factor Analysis
    by Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek

  • 2014 Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident
    by Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober

  • 2014 The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
    by Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober

  • 2014 The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
    by Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober

  • 2014 Robust Linear Static Panel Data Models Using ε-Contamination
    by Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy

  • 2014 Bayesian Exploratory Factor Analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

  • 2014 Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
    by Brown, Sarah & Ghosh, Pulak & Taylor, Karl

  • 2014 The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
    by Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas

  • 2014 An Estimated Search and Matching Model of the Japanese Labor Market
    by Ching-Yang Lin & Hiroaki Miyamoto

  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini

  • 2014 A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
    by Chew Lian Chua & Sarantis Tsiaplias

  • 2014 Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study
    by Xianhua Dai & Wolfgang Karl Härdle & Keming Yu &

  • 2014 Bayesian Exploratory Factor Analysis
    by Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek

  • 2014 Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
    by Andersson, Fredrik N. G. & Li, Yushu

  • 2014 A simple wavelet-based test for serial correlation in panel data models
    by Li, Yushu & Andersson, Fredrik N. G.

  • 2014 Confirmation: What's in the evidence?
    by Kataria, Mitesh

  • 2014 A money-based indicator for deflation risk
    by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

  • 2014 Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
    by António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade

  • 2014 An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
    by Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis

  • 2014 Business Cycles in Oil Exporting Countries: A Declining Role for Oil?
    by Salman Huseynov & Vugar Ahmadov

  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Lubik, Thomas A. & Matthes, Christian

  • 2014 Analyzing data revisions with a dynamic stochastic general equilibrium model
    by Croushore, Dean & Sill, Keith

  • 2014 Constrained Discretion and Central Bank Transparency
    by Bianchi, Francesco & Melosi, Leonardo

  • 2014 Financial Frictions, Financial Shocks, and Aggregate Volatility
    by Fuentes-Albero, Cristina

  • 2014 Has U.S. monetary policy tracked the efficient interest rate?
    by Curdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea

  • 2014 Technical note on "assessing Bayesian model comparison in small samples"
    by Martinez-Garcia, Enrique & Wynne, Mark A.

  • 2014 Assessing Bayesian model comparison in small samples
    by Martinez-Garcia, Enrique & Wynne, Mark A.

  • 2014 International capital flows and the boom-bust cycle in Spain
    by in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

  • 2014 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2014 Have Standard VARs Remained Stable since the Crisis?
    by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano

  • 2014 Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J. & Maheu, John M.

  • 2014 Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
    by Arias, Jonas E. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F.

  • 2014 Bayesian default probability models
    by Petra Andrlíková

  • 2014 Monetary policy effects on bank risk taking
    by Abbate, Angela & Thaler, Dominik

  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan

  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
    by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

  • 2014 Modelling Inflation Volatility
    by Eric Eisenstat & Rodney W. Strachan

  • 2014 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    by Thomas A. Lubik & Christian Matthes

  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 To Hold Out or Not to Hold Out
    by Schorfheide, Frank & Wolpin, Kenneth I.

  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by Jan in'tVeld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

  • 2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    by Martha Banbura & Domenico Giannone & Michèle Lenza

  • 2014 A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area
    by Tovonony Razafindrabe

  • 2014 The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries
    by Blaise Gnimassoun

  • 2014 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
    by Galán, Jorge E. & Sarmiento, Miguel

  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Tino Berger & Bernd Kempa

  • 2014 Forecasting Equity Premia using Bayesian Dynamic Model Averaging
    by Joscha Beckmann & Rainer Schüssler

  • 2014 International Capital Flows and the Boom-Bust Cycle in Spain
    by In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

  • 2014 Constrained Discretion and Central Bank Transparency
    by Bianchi, Francesco & Melosi, Leonardo

  • 2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    by Banbura, Marta & Giannone, Domenico & Lenza, Michele

  • 2014 Inference about Non-Identified SVARs
    by Giacomini, Raffaella & Kitagawa, Toru

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
    by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 Estimating overidentified, non-recursive, time varying coefficients structural VARs
    by Canova, Fabio & Pérez Forero, Fernando J.

  • 2014 Forecasting with DSGE models with financial frictions
    by Kolasa, Marcin & Rubaszek, Michał

  • 2014 An Estimated Small Open Economy Model with Labour Market Frictions
    by Sheen, Jeffrey & Wang, Ben Z.

  • 2014 The role of financial frictions during the crisis: an estimated DSGE model
    by Merola, Rossana

  • 2014 Specific Markov-switching behaviour for ARMA parameters
    by CARPANTIER, Jean-François & DUFAYS, Arnaud

  • 2014 What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption
    by Andrés Ramírez Hassan & Jhonatan Cardona Jiménez & Raul Pericchi Guerra

  • 2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
    by Andrés Ramírez Hassan & Johnatan Cardona Jiménez

  • 2014 FISCO: Modelo Fiscal para Colombia
    by Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez

  • 2014 Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
    by Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas

  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker

  • 2014 The Impact of Financial (De-)Regulation on Current Account Balances
    by Enrique Moral-Benito & Oliver Röhn

  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities
    by Jorge E. Galán & Michael G. Pollitt

  • 2014 Optimal Portfolio Choice under Decision-Based Model Combinations
    by Davide Pettenuzzo & Francesco Ravazzolo

  • 2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
    by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

  • 2014 Higher order beliefs and the dynamics of exchange rates
    by F. Pancotto & G. Pignataro & D. Raggi

  • 2014 The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
    by Blagov, Boris & Funke, Michael

  • 2014 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

  • 2014 Foreign shocks in an estimated multi-sector model
    by Drago Bergholt

  • 2014 Combined Density Nowcasting in an uncertain economic environment
    by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

  • 2014 Optimal portfolio choice under decision-based model combinations
    by Davide Pettenuzzo & Francesco Ravazzolo

  • 2014 Have standard VARs remained stable since the crisis?
    by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

  • 2014 Density forecasts with MIDAS models
    by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

  • 2014 Identification of financial factors in economic fluctuations
    by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz

  • 2014 Respect for experts or respect for unanimity? The liberal paradox in probabilistic opinion pooling
    by Frederik Herzberg

  • 2014 Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    by Marek Jarocinski & Albert Marcet

  • 2014 Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains
    by Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez

  • 2014 The impact of financial (de)regulation on current account balances
    by Enrique Moral-Benito & Oliver Roehn

  • 2014 Monetary Policy Transmission during Financial Crises: An Empirical Analysis
    by Tatjana Dahlhaus

  • 2014 Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen
    by Daniel Aromi & Marcos Dal Bianco

  • 2014 Estimating Dynamic Equilibrium Models with Stochastic Volatility
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez

  • 2014 Financial frictions in the Euro Area and the United States: a Bayesian assessment
    by Stefania Villa

  • 2014 Linking Multi-Category Purchases to Latent Activities of Shoppers: Analysing Market Baskets by Topic Models
    by Hruschka, Harald

  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
    by Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

  • 2014 Noncausal Bayesian Vector Autoregression
    by Markku Lanne & Jani Luoto

  • 2014 Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques
    by Salomond, Jean-Bernard

  • 2014 Software For Bayesian Spatial Model Comparison
    by James P. LESAGE

  • 2014 A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy
    by Hüseyin Taştan & Bekir Aşık

  • 2014 The impact of the recent global crisis on the prioritization of central banks final objectives. A structural approach in the context of Central and Eastern European states
    by Iulian Vasile Popescu

  • 2014 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
    by Ricardo Marto

  • 2014 The Bayesian Modelling Of Inflation Rate In Romania
    by Mihaela Simionescu (Bratu)

  • 2014 What Regional Scientists Need to Know about Spatial Econometrics
    by James P. LeSage

  • 2014 The Impact of Monetaru Policy on the Romanian Economy
    by Dedu, Vasile & Stoica, Tiberiu

  • 2014 Econometric estimation of a structural macroeconomic model for the Russian economy
    by Polbin, Andrey

  • 2014 Size, Trend, and Policy Implications of the Underground Economy
    by Renzo Orsi & Davide Raggi & Francesco Turino

  • 2014 Detecting Early Warnings for Hedge Fund Contagion
    by Roberto Savona

  • 2014 Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina
    by Castillo, Paul & Rojas, Youel

  • 2014 Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
    by Roman Huptas

  • 2014 Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland
    by Kamil Makieła

  • 2014 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
    by Małgorzata Doman & Ryszard Doman

  • 2014 Divergent Priors and Well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2014 Choosing the More Likely Hypothesis
    by Startz, Richard

  • 2014 Profile of earners and remittances in Mexico: a relative deprivation approach
    by Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis

  • 2014 Convergence and Long-Run Uncertainty
    by Pablo M. Pincheira

  • 2014 Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution
    by Watanabe, Toshiaki

  • 2014 Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?
    by Jan Capek

  • 2014 Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
    by Márcio Poletti Laurini & Armênio Westin Neto

  • 2014 A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
    by Mojtaba Ganjali & T. Baghfalaki & D. Berridge

  • 2014 One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List
    by Mitesh Kataria

  • 2014 Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models
    by Eibich, Peter & Ziebarth, Nicolas R.

  • 2014 Differences in subprime loan pricing across races and neighborhoods
    by Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T.

  • 2014 Does faith move stock markets? Evidence from Saudi Arabia
    by Canepa, Alessandra & Ibnrubbian, Abdullah

  • 2014 Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy
    by Palma, Andreza Aparecida & Portugal, Marcelo Savino

  • 2014 Bubbles over the U.S. business cycle: A macroeconometric approach
    by Luik, Marc-André & Wesselbaum, Dennis

  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Berger, Tino & Kempa, Bernd

  • 2014 An estimated search and matching model of the Japanese labor market
    by Lin, Ching-Yang & Miyamoto, Hiroaki

  • 2014 International capital flows and the boom-bust cycle in Spain
    by in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

  • 2014 International (spillovers in) macrofinancial linkages and the decoupling phenomenon
    by Pesce, Antonio

  • 2014 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
    by Feldkircher, Martin

  • 2014 Forecasting stock returns under economic constraints
    by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

  • 2014 Disagreement and asset prices
    by Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle

  • 2014 Free to choose: Promoting conservation by relaxing outdoor watering restrictions
    by Castledine, A. & Moeltner, K. & Price, M.K. & Stoddard, S.

  • 2014 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
    by Feng, Guohua & Zhang, Xiaohui

  • 2014 The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
    by Lin, L. & Ren, R.E. & Sornette, D.

  • 2014 Inefficiency persistence and heterogeneity in Colombian electricity utilities
    by Galán, Jorge E. & Pollitt, Michael G.

  • 2014 An empirical Bayesian approach to stein-optimal covariance matrix estimation
    by Gillen, Benjamin J.

  • 2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
    by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

  • 2014 A new index of financial conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2014 Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis
    by Crespo Cuaresma, Jesús & Fidrmuc, Jarko & Hake, Mariya

  • 2014 Bayesian exploratory factor analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

  • 2014 Maximum likelihood estimation of partially observed diffusion models
    by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.

  • 2014 Beta-product dependent Pitman–Yor processes for Bayesian inference
    by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

  • 2014 Bayesian regression with heteroscedastic error density and parametric mean function
    by Pelenis, Justinas

  • 2014 A new approach to Bayesian hypothesis testing
    by Li, Yong & Zeng, Tao & Yu, Jun

  • 2014 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
    by Jensen, Mark J. & Maheu, John M.

  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
    by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

  • 2014 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
    by Kim, Jae-Young

  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.

  • 2014 Bayesian inference does not lead you astray…on average
    by Francetich, Alejandro & Kreps, David

  • 2014 Bayesian endogeneity bias modeling
    by Montes-Rojas, Gabriel & Galvao, Antonio F.

  • 2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
    by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

  • 2014 Multilateral adjustment, regime switching and real exchange rate dynamics
    by Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence

  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios

  • 2014 Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach
    by Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi

  • 2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
    by Zhu, Shushang & Fan, Minjie & Li, Duan

  • 2014 Learning and time-varying macroeconomic volatility
    by Milani, Fabio

  • 2014 Structural evolution of the postwar U.S. economy
    by Liu, Yuelin & Morley, James

  • 2014 A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
    by Campolieti, Michele & Gefang, Deborah & Koop, Gary

  • 2014 Recovering default risk from CDS spreads with a nonlinear filter
    by Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

  • 2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
    by Josef Stráský & Jaromír Baxa

  • 2014 Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica
    by Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos

  • 2014 Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation
    by Edyta Laszkiewicz

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 Recovery and Reduction of Non-Performing Loans – Podgorica Approach
    by Ristan Stijepović

  • 2014 The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking
    by Jean-Louis Arcand

  • 2014 The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth
    by Mariusz Próchniak & Bartosz Witkowski

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
    by Ignacio Lozano & Alexander Guarin

  • 2014 An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina
    by Daniel Aromí & Marcos Dal Bianco

  • 2014-11 Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models
    by Eibich, Peter & Ziebarth, Nicolas

  • 2013 Regularizing Priors for Linear Inverse Problems
    by Florens, Jean-Pierre & Simoni, Anna

  • 2013 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

  • 2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
    by Goodness C. Aye & Pami Dua & Rangan Gupta

  • 2013 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

  • 2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    by Mehmet Balcilar & Rangan Gupta & Kevin Kotze

  • 2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
    by Riane de Bruyn & Rangan Gupta & Renee van Eyden

  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou

  • 2013 Revisiting the link between growth and federalism: A Bayesian model averaging approach
    by Asatryan, Zareh & Feld, Lars P.

  • 2013 Melting down: Systemic financial instability and the macroeconomy
    by Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J.

  • 2013 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
    by Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens

  • 2013 Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle
    by Offick, Sven & Winkler, Roland

  • 2013 Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models
    by Eibich, Peter & Ziebarth, Nicolas

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Berg, Tim Oliver & Henzel, Steffen

  • 2013 Atypical behavior of credit: Evidence from a monetary VAR
    by Afanasyeva, Elena

  • 2013 Black swans, dragon kings, and Bayesian risk management
    by Haas, Armin & Onischka, Mathias & Fucik, Markus

  • 2013 Bayesian estimation of a DSGE model with asset prices
    by Kliem, Martin & Uhlig, Harald

  • 2013 基于贝叶斯模型平均 (Bma) 方法的中国通货膨胀的建模及预测
    by CHEN Wei & NIU Linlin

  • 2013 Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model
    by Ming Lin & Changjiang Liu & Linlin Niu

  • 2013 De Facto Currency Baskets of China and East Asian Economies: The Rising Weights
    by Ying Fang & Shicheng Huang & Linlin Niu

  • 2013 Model uncertainty in matrix exponential spatial growth regression models
    by Manfred M. Fischer & Philipp Piribauer

  • 2013 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

  • 2013 A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe
    by Manfred M. Fischer & James P. LeSage

  • 2013 Is Decoupling in action?
    by Antonio Pesce

  • 2013 Personal Indebtedness, Community Characteristics And Theft Crime
    by Stuart McIntyre

  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

  • 2013 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

  • 2013 Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
    by Federico Bassetti & Roberto Casarin & Fabrizio Leisen

  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
    by Garland Durham & John Geweke

  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
    by Trojan, Sebastian

  • 2013 It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
    by Stefano Grassi & Paolo Santucci de Magistris

  • 2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
    by Helena Marques & Gabriel Pino & J.D. Tena

  • 2013 Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
    by Martin Burda & Artem Prokhorov

  • 2013 Inferring Hawks and Doves from Voting Records
    by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

  • 2013 Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records
    by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

  • 2013 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

  • 2013 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

  • 2013 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

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 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

  • 2013 Price and wage inflation inertia under time-dependent adjustments
    by Di Bartolomeo Giovanni & Di Pietro Marco

  • 2013 Role of Investment Shocks in Explaining Business Cycles in Turkey
    by Canan Yuksel

  • 2013 Structural Evolution of the Postwar U.S. Economy
    by Yuelin Liu & James Morley

  • 2013 Structural Evolution of the Postwar U.S. Economy
    by Yuelin Liu & James Morley

  • 2013 Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
    by Ming Chien Lo & James Morley

  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
    by Paul Levine & Peter McAdam & Peter Welz

  • 2013 Personal indebtedness, community characteristics and theft crimes
    by McIntyre Stuart G

  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop

  • 2013 Hiv/Aids And Poverty In South Africa: A Bayesian Estimation Of Selection Models With Correlated Fixed-Effects
    by Fabrice Murtin & Federica Marzo

  • 2013 Important Channels of Transmission Monetary Policy Shock in South Africa
    by Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

  • 2013 Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi
    by Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

  • 2013 Comparison of Parametric and Semi-Parametric Binary Response Models
    by Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

  • 2013 Object-oriented bayesian networks for complex quality management problems
    by Flaminia Musella & Paola Vicard

  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2013 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

  • 2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
    by Tim Robinson

  • 2013 Azərbaycan Mərkəzi Bankının inflyasiya hədəfi: Baza yoxsa manşet inflyasiya?
    by Rahmanov, Ramiz & Adigozalov, Shaig & Huseynov, Salman

  • 2013 Periodic autoregressive stochastic volatility
    by Aknouche, Abdelhakim

  • 2013 The role of investment-specific technology shocks in driving international business cycles: a bayesian approach
    by Dey, Jaya

  • 2013 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
    by Marto, Ricardo

  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis

  • 2013 Psychology in econometric models: conceptual and methodological foundations
    by Thum, Anna-Elisabeth

  • 2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J & Maheu, John M

  • 2013 Model uncertainty and expected return proxies
    by Jäckel, Christoph

  • 2013 The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives
    by Kim, Chang-Jin & Kim, Jaeho

  • 2013 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

  • 2013 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.

  • 2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
    by Gonzalez-Astudillo, Manuel

  • 2013 Vector Autoregression with Mixed Frequency Data
    by Qian, Hang

  • 2013 Labour Market Dynamics in Australia
    by Wesselbaum, Dennis

  • 2013 Bayesian Approach and Identification
    by Kociecki, Andrzej

  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2013 On the pricing and hedging of options for highly volatile periods
    by El-Khatib, Youssef & Hatemi-J, Abdulnasser

  • 2013 Regional income convergence in India: A Bayesian Spatial Durbin Model approach
    by Soundararajan, Pushparaj

  • 2013 Bayesian Model Averaging and Jointness Measures for gretl
    by Blazejowski, Marcin & Kwiatkowski, Jacek

  • 2013 An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach
    by Davide fiaschi & Angela Parenti

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Semi-Parametric Inference in Dynamic Binary Choice Models
    by Andriy Norets & Xun Tang

  • 2013 Estimating Dynamic Equilibrium Models with Stochastic Volatility
    by Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2013 Signaling Effects of Monetary Policy
    by Leonardo Melosi

  • 2013 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman

  • 2013 Real-Time Forecasting with a Mixed-Frequency VAR
    by Frank Schorfheide & Dongho Song

  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

  • 2013 Bayesian Variable Selection for Nowcasting Economic Time Series
    by Steven L. Scott & Hal R. Varian

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Solving and Estimating Indeterminate DSGE Models
    by Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò

  • 2013 Modeling Area-Level Health Rankings
    by Charles Courtemanche & Samir Soneji & Rusty Tchernis

  • 2013 Sequential Monte Carlo Sampling for DSGE Models
    by Edward P. Herbst & Frank Schorfheide

  • 2013 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

  • 2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
    by Mateusz Pipień

  • 2013 The role of financial frictions during the crisis: An estimated DSGE model
    by Rossana Merola

  • 2013 The role of financial frictions during the crisis: An estimated DSGE model
    by Rossana Merola

  • 2013 The role of financial frictions during the crisis: An estimated DSGE model
    by Rossana Merola

  • 2013 The role of financial frictions during the crisis: An estimated DSGE model
    by Rossana Merola

  • 2013 Bayesian Inference and Model Comparison for Random Choice Structures
    by William J. McCausland & A.A.J. Marley

  • 2013 Bayesian inference and model comparison for ramdom choice structures
    by McCAUSLAND, William & MARLEY, A. A. J.

  • 2013 The Fiscal Theory of the Price Level When All Income is Taxed
    by Pedro Gomis-Porqueras & Solmaz Moslehi & Vivianne Vilar

  • 2013 DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini

  • 2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios Bekiros & Alessia Paccagnini

  • 2013 Worldwide equity Risk Prediction
    by David Ardia & Lennart F. Hoogerheide

  • 2013 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

  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

  • 2013 One Swallow Doesn't Make a Summer - A Note
    by Mitesh Kataria

  • 2013 Confirmation: What's in the evidence?
    by Mitesh Kataria

  • 2013 Modeling Area-Level Health Rankings
    by Courtemanche, Charles & Soneji, Samir & Tchernis, Rusty

  • 2013 Estimating a Search and Matching Model of the Ag-gregate Labor Market in Japan
    by Ching-Yang Lin & Hiroaki Miyamoto

  • 2013 The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model
    by Rossana Merola

  • 2013 Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
    by Wolfgang Polasek

  • 2013 Regularizing Priors for Linear Inverse Problems
    by Florens, Jean-Pierre & Simoni, Anna

  • 2013 State Price Densities implied from weather derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng &

  • 2013 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker

  • 2013 Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach
    by Jun-Hyung Ko & Hiroshi Morita

  • 2013 Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
    by Quiroz, Matias & Villani, Mattias

  • 2013 A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
    by Li, Yushu & Andersson, Fredrik N. G.

  • 2013 Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
    by Reese, Simon & Li, Yushu

  • 2013 Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
    by Gianni Amisano & Roberta Colavecchio

  • 2013 Firms' Leverage and Export Quality: Evidence from France
    by Michele Bernini & Sarah Guillou & Flora Bellone

  • 2013 How Optimal is US Monetary Policy?
    by Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

  • 2013 Bayesian network as a modelling tool for risk management in agriculture
    by Svend Rasmussen & Anders L. Madsen & Mogens Lund

  • 2013 Time-varying structural vector autoregressions and monetary policy: a corrigendum
    by Del Negro, Marco & Primiceri, Giorgio E.

  • 2013 A 14-Variable Mixed-Frequency VAR Model
    by Beauchemin, Kenneth

  • 2013 Clustered housing cycles
    by Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita

  • 2013 Modeling the Evolution of Expectations and Uncertainty in General Equilibrium
    by Bianchi, Francesco & Melosi, Leonardo

  • 2013 The (lack of) impact of impact: Why impact evaluations seldom lead to evidence-based policymaking
    by Jean-Louis ARCAND

  • 2013 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

  • 2013 A Bayesian Perspective to Analyze Branch Location Patterns in Spanish Banking
    by Alamá Sabater Luisa & Conesa Guillén David & Forte Deltell Anabel & Tortosa-Ausina Emili

  • 2013 "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.

  • 2013 Regularizing Priors for Linear Inverse Problems
    by Anna Simoni & Jean-Pierre Florens

  • 2013 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
    by Joshua C C Chan & Cody Y L Hsiao

  • 2013 Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
    by Benjamin Wong

  • 2013 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
    by Joshua C.C. Chan

  • 2013 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

  • 2013 Regionalization vs. Globalization
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

  • 2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2013 Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach
    by Dmitry Kulikov & Aleksei Netšunajev

  • 2013 Constrained Discretion and Central Bank Transparency
    by Francesco Bianchi & Leonardo Melosi

  • 2013 Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models
    by Peter Eibich & Nicolas R. Ziebarth

  • 2013 Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector
    by Wiper, Michael P. & Veiga, Helena & Galán, Jorge E.

  • 2013 Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows
    by Tena, Juan de Dios & Pino, Gabriel & Marques, Helena

  • 2013 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models
    by Bianchi, Francesco

  • 2013 Solving and Estimating Indeterminate DSGE Models
    by Farmer, Roger E A & Khramov, Vadim

  • 2013 Estimating the preferences of central bankers: an analysis of four voting records
    by Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

  • 2013 Inferring hawks and doves from voting records
    by Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

  • 2013 Spending-based austerity measures and their effects on output and unemployment
    by Bermperoglu, Dimitrios & Pappa, Evi & Vella, Eugenia

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

  • 2013 The roots of export diversification
    by Michael Jetter & Andrés Ramírez Hassan

  • 2013 The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
    by Michal Franta

  • 2013 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

  • 2013 Modeling Hyperinflation Phenomenon: A Bayesian Approach
    by Rolando Gonzales Martínez

  • 2013 A Model of Firm Experimentation under Demand Uncertainty: an Application to Multi-Destination Exporters
    by Cristina Mitaritonna & Zhanar Akhmetova

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Tim Oliver Berg & Steffen Henzel

  • 2013 Revisiting the Link between Growth and Federalism: A Bayesian Model Averaging Approach
    by Zareh Asatryan & Lars P. Feld

  • 2013 Policy Risk and the Business Cycle
    by Benjamin Born & Johannes Pfeifer

  • 2013 Determinants of Individual Tourist Expenditure as a Network: Empirical Findings from Uruguay
    by Antonio Abbruzzo & Juan Gabriel Brida & Raffaele Scuderi

  • 2013 To Predict the Equity Market, Consult Economic Theory
    by Davide Pettenuzzo

  • 2013 Forecasting Stock Returns under Economic Constraints
    by Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

  • 2013 What is the Major Determinant of Credit Flows through Cross-Border Banking?
    by Toyoichiro Shirota

  • 2013 Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
    by Barnett, Alina & Thomas, Ryland

  • 2013 Global and regional business cycles. Shocks and propagations
    by Leif Anders Thorsrud

  • 2013 Global and regional business cycles. Shocks and propagations
    by Leif Anders Thorsrud

  • 2013 Online Appendix to "Priors about Observables in Vector Autoregressions"
    by Marek Jarocinski & Albert Marcet

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 DSGE Models and the Lucas critique
    by Samuel Hurtado

  • 2013 Priors about Observables in Vector Autoregressions
    by Marek Jarocinski & Albert Marcet

  • 2013 Emprical Relevance of Ambiguity in First Price Auction Models
    by Gaurab Aryal & Dong-Hyuk Kim

  • 2013 Gibbs Samplers for VARMA and Its Extensions
    by Joshua C.C. Chan & Eric Eisenstat

  • 2013 A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method
    by Asger Lunde & Anne Floor Brix & Wei Wei

  • 2013 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nima Nonejad

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

  • 2013 Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008
    by Nima Nonejad

  • 2013 A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
    by Nima Nonejad

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model
    by Stefano Grassi & Paolo Santucci de Magistris

  • 2013 Mathematical Expectation
    by T. W. Epps

  • 2013 Probability and Statistical Theory for Applied Researchers
    by T W Epps

  • 2013 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
    by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek

  • 2013 Driving Forces of the Swiss Output Gap
    by Stefan Leist

  • 2013 New Keynesian Phillips Curve for Romania
    by Saman, Corina & Pauna, Bianca

  • 2013 Modelo de Proyección Trimestral del BCRP: Actualización y novedades
    by Winkelried, Diego

  • 2013 Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach
    by Fousseini Traoré

  • 2013 A Note on Lenk’s Correction of the Harmonic Mean Estimator
    by Anna Pajor & Jacek Osiewalski

  • 2013 A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
    by Krzysztof Osiewalski & Jacek Osiewalski

  • 2013 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

  • 2013 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.

  • 2013 The Measurement And Evaluation Of The Internal Communication Process In Project Management
    by Pop Alexandra Mihaela & Dumitrascu Danut & &

  • 2013 Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland
    by Boriss Siliverstovs

  • 2013 The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources
    by Galina ULIAN & Iulia CAPRIAN

  • 2013 What inflation developments reveal about the Phillips curve: implications for monetary policy
    by A. Stevens

  • 2013 What inflation developments reveal about the Phillips curve: implications for monetary policy
    by A. Stevens

  • 2013 Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano
    by Martínez Sánchez José Francisco & Venegas Martínez

  • 2013 Financial Development And Economic Growth: A New Investigation
    by HUIRAN PAN & CHUN WANG

  • 2013 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

  • 2013 ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
    by Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov

  • 2013 Riesgo operacional en la banca trasnacional: un enfoque bayesiano
    by José Francisco Martínez-Sánchez & Francisco Venegas-Martínez

  • 2013 International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model
    by Wong, Chin-Yoong & Eng, Yoke-Kee

  • 2013 Determinants of motor vehicle crash fatalities using Bayesian model selection methods
    by Blattenberger, Gail & Fowles, Richard & Loeb, Peter D.

  • 2013 Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
    by Han, Xiaoyi & Lee, Lung-fei

  • 2013 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

  • 2013 Bayesian forecasting of federal funds target rate decisions
    by van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick

  • 2013 Regional capital mobility in China: Economic reform with limited financial integration
    by Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M.

  • 2013 Money growth and inflation: A regime switching approach
    by Amisano, Gianni & Fagan, Gabriel

  • 2013 The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana
    by Ampaabeng, Samuel K. & Tan, Chih Ming

  • 2013 A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
    by Asako, Kazumi & Liu, Zhentao

  • 2013 Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
    by Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai

  • 2013 Turkish bank efficiency: Bayesian estimation with undesirable outputs
    by George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G.

  • 2013 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Jacob, Punnoose & Peersman, Gert

  • 2013 Optimal choice of a reserve price under uncertainty
    by Kim, Dong-Hyuk

  • 2013 Meta-analysis of consumer's willingness-to-pay premiums for certified wood products
    by Cai, Zhen & Aguilar, Francisco X.

  • 2013 Deconstructing the Rosenfeld curve: Making sense of California's low electricity intensity
    by Sudarshan, Anant

  • 2013 Spatiotemporal analysis of ethanol market penetration
    by Du, Xiaodong & Carriquiry, Miguel A.

  • 2013 Modeling the relationship between European carbon permits and certified emission reductions
    by Koop, Gary & Tole, Lise

  • 2013 Uncertainty about welfare effects of consumption fluctuations
    by Houssa, Romain

  • 2013 Time-varying combinations of predictive densities using nonlinear filtering
    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

  • 2013 Large time-varying parameter VARs
    by Koop, Gary & Korobilis, Dimitris

  • 2013 Moving average stochastic volatility models with application to inflation forecast
    by Chan, Joshua C.C.

  • 2013 Methods for computing marginal data densities from the Gibbs output
    by Fuentes-Albero, Cristina & Melosi, Leonardo

  • 2013 News impact curve for stochastic volatility models
    by Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki

  • 2013 A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis
    by Boysen-Hogrefe, Jens

  • 2013 Bayesian inference in regression with Pearson disturbances
    by Tsionas, Efthymios G.

  • 2013 Bayesian forecasting with highly correlated predictors
    by Korobilis, Dimitris

  • 2013 Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada
    by Kempa, Bernd & Riedel, Jana

  • 2013 Testing volatility persistence on Markov switching stochastic volatility models
    by Pan, Qi & Li, Yong

  • 2013 Forecasting volatility in the Chinese stock market under model uncertainty
    by Li, Yong & Huang, Wei-Ping & Zhang, Jie

  • 2013 Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions
    by Eriṣ, Mehmet N. & Ulaṣan, Bülent

  • 2013 A DSGE-VAR model for forecasting key South African macroeconomic variables
    by Gupta, Rangan & Steinbach, Rudi

  • 2013 Comparing monetary policy rules in CEE economies: A Bayesian approach
    by Caraiani, Petre

  • 2013 Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
    by Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled

  • 2013 Liquidity management of foreign exchange reserves in continuous time
    by Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong

  • 2013 Time stability of the beta convergence among EU countries: Bayesian model averaging perspective
    by Próchniak, Mariusz & Witkowski, Bartosz

  • 2013 Gauging the effects of fiscal stimulus packages in the euro area
    by Coenen, Günter & Straub, Roland & Trabandt, Mathias

  • 2013 Fiscal news and macroeconomic volatility
    by Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes

  • 2013 Measuring and predicting heterogeneous recessions
    by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

  • 2013 Changing impact of fiscal policy on selected ASEAN countries
    by Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

  • 2013 Monetary Policy Transmission Mechanism In Emerging Countries
    by Andreea ROŞOIU & Iulia ROŞOIU

  • 2013 Modelling structural-change-related shifts in labour input in the agent-based sector model SWISSland
    by Ali Ferjani & Albert Zimmermann

  • 2012 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz

  • 2012 The competition effect in business cycles
    by Lewis, Vivien & Stevens, Arnoud

  • 2012 The directional identification problem in Bayesian factor analysis: An ex-post approach
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2012 Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging
    by Antonakakis, Nikolaos & Tondl, Gabriele

  • 2012 The directional identification problem in Bayesian factor analysis: An ex-post approach
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2012 Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
    by Kaufmann, Sylvia & Schumacher, Christian

  • 2012 The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods
    by Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

  • 2012 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2012 After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?
    by Catherine Prettner & Klaus Prettner

  • 2012 Combining predictive densities using Bayesian filtering with applications to US economic data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Combination schemes for turning point predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Bayesian Graphical Models for Structural Vector Autoregressive Processes
    by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

  • 2012 Efficient Gibbs Sampling for Markov Switching GARCH Models
    by Monica Billio & Roberto Casarin & Anthony Osuntuyi

  • 2012 Central Bank Reserves and the Yield Curve at the ZLB
    by Mirkov, Nikola & Sutter, Barbara

  • 2012 International Financial Transmission of the US Monetary Policy: An Empirical Assessment
    by Mirkov, Nikola

  • 2012 Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
    by Fabio Canova & Fernando J. Pérez Forero

  • 2012 Back to the future: economic rationality and maximum entropy prediction
    by Sylvain Barde

  • 2012 Long swings in Japan’s current account and in the yen
    by Müller-Plantenberg, Nikolas

  • 2012 The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire
    by Jidoud, Ahmat

  • 2012 Bayesian semiparametric multivariate GARCH modeling
    by Mark J Jensen & John M Maheu

  • 2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
    by Mark J Jensen & John M Maheu

  • 2012 A New Structural Break Model with Application to Canadian Inflation Forecasting
    by John M Maheu & Yong Song

  • 2012 Concept-Based Bayesian Model Averaging and Growth Empirics
    by Magnus, J.R. & Wang, W.

  • 2012 The Determinants of VAT Introduction : A Spatial Duration Analysis
    by Cizek, P. & Lei, J. & Ligthart, J.E.

  • 2012 Stock Market Asymmetries: A Copula Diffusion
    by Denitsa Stefanova

  • 2012 Time-varying Combinations of Predictive Densities using Nonlinear Filtering
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    by Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2012 The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
    by Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2012 Screening for Collusion: A Spatial Statistics Approach
    by Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent

  • 2012 A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
    by Rodney Strachan & Herman K. van Dijk

  • 2012 Imperfect Information, Optimal Monetary Policy and Informational Consistency
    by Paul Levine & Joseph Pearlman & Bo Yang

  • 2012 Personal Indebtedness, Spatial Effects and Crime
    by Stuart McIntyre & Donald Lacombe

  • 2012 A New Model of Trend Inflation
    by Joshua Chan & Gary Koop & Simon Potter

  • 2012 A Bayesian Spatial Individual Effects Probit Model of the 2010 U.K. General Election
    by Christa Jensen & Donald Lacombe & Stuart McIntyre

  • 2012 Robust Deviance Information Criterion for Latent Variable Models
    by Yong Li & Tao Zeng & Jun Yu

  • 2012 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu

  • 2012 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu

  • 2012 Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
    by Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown

  • 2012 Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model
    by Li Su & Sarah Brown & Pulak Ghosh & Karl Taylor

  • 2012 Financial frictions and the role of investment specific technology shocks in the business cycle
    by Gunes Kamber & Christie Smith & Christoph Thoenissen

  • 2012 Bayesian Model Averaging, Learning and Model Selection
    by George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams

  • 2012 Object-oriented bayesian networks for modelling the respondent measurement error
    by Daniela Marella & Paola Vicard

  • 2012 Prince-setting, monetary policy and the contractionary effects of productivity improvements
    by Francesco Giuli & Massimiliano Tancioni

  • 2012 Object-Oriented Bayesian Networks for a Decision Support System
    by Julia Mortera & Paola Vicard & Cecilia Vergari

  • 2012 Bayesian Forecasting with Highly Correlated Predictors
    by Dimitris Korobilis

  • 2012 The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana
    by Samuel K. Ampaabeng & Chih Ming Tang

  • 2012 Modelling Realized Covariances and Returns
    by Xin Jin & John M. Maheu

  • 2012 Bayesian Semiparametric Multivariate GARCH Modeling
    by Mark J. Jensen & John M. Maheu

  • 2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John M. Maheu

  • 2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
    by Mark J. Jensen & John M. Maheu

  • 2012 Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
    by Yong Song

  • 2012 Identifying Speculative Bubbles with an Infinite Hidden Markov Model
    by Shu-Ping Shi & Yong Song

  • 2012 Large Time-Varying Parameter VARs
    by Gary Koop & Dimitris Korobilis

  • 2012 Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models
    by Ormeño, Arturo

  • 2012 Estimating Information Rigidity using Firms’ Survey Data
    by Carrera, César

  • 2012 Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi
    by Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt

  • 2012 On the epidemic of financial crises
    by Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

  • 2012 The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil
    by Ferreira Lima, Luis Cristovao

  • 2012 Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
    by Matkovskyy, Roman

  • 2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
    by Zhang, Zhichao & Chau, Frankie & Xie, Li

  • 2012 Semi-parametric Bayesian Partially Identified Models based on Support Function
    by Liao, Yuan & Simoni, Anna

  • 2012 Orbital Priors for Time-Series Models
    by Kociecki, Andrzej

  • 2012 A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
    by Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

  • 2012 The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
    by Matkovskyy, Roman

  • 2012 A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market
    by Sugawara, Shinya

  • 2012 Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market
    by Zhou, Yiyi

  • 2012 Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach
    by Huang, Y-F.

  • 2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
    by Lanne, Markku & Luoto, Jani

  • 2012 Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
    by Tsionas, Mike

  • 2012 Transmission of fiscal policy shocks into Romania's economy
    by Serbanoiu, Georgian Valentin

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Chan, Joshua & Eisenstat, Eric

  • 2012 A hidden Markov model for the detection of pure and mixed strategy play in games
    by Shachat, Jason & Swarthout, J. Todd & Wei, Lijia

  • 2012 Skew mixture models for loss distributions: a Bayesian approach
    by Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

  • 2012 A new model of trend inflation
    by Chan, Joshua & Koop, Gary & Potter, Simon

  • 2012 Real-time forecasting in a data-rich environment
    by LIEBERMANN, JOELLE

  • 2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
    by Chan, Joshua & Strachan, Rodney

  • 2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
    by Karapanagiotidis, Paul

  • 2012 Large time-varying parameter VARs
    by Koop, Gary & Korobilis, Dimitris

  • 2012 Identification and estimation of dynamic factor models
    by Bai, Jushan & Wang, Peng

  • 2012 Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2012 A new structural break model with application to Canadian inflation forecasting
    by Maheu, John & Song, Yong

  • 2012 Identifying speculative bubbles with an in finite hidden Markov model
    by Song, Yong & Shi, Shuping

  • 2012 Constrained Discretion and Central Bank Transparency
    by Francesco Bianchi & Leonardo Melosi

  • 2012 Constrained Discretion and Central Bank Transparency
    by Francesco Bianchi & Leonardo Melosi

  • 2012 Robust inference on parameters via particle filters and sandwich covariance matrices
    by Neil Shephard & Arnaud Doucet

  • 2012 Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
    by Galán, Jorge E. & Veiga, Helena & Wiper, Michael P.

  • 2012 Current Account Benchmarks for Turkey
    by Oliver Röhn

  • 2012 Robust inference on parameters via particle filters and sandwich covariance matrices
    by Arnaud Doucet & Neil Shephard

  • 2012 A Multi-Method, Spatial Approach for Explaining the Appearance and Passage of Open Space Referenda
    by Martin D. Heintzelman & Patrick J. Walsh & Dustin J. Grzeskowiak

  • 2012 Prior Selection for Vector Autoregressions
    by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri

  • 2012 Estimating Second Order Probability Beliefs from Subjective Survival Data
    by Péter Hudomiet & Robert J. Willis

  • 2012 Estimating Loan-to-Value and Foreclosure Behavior
    by Arthur Korteweg & Morten Sorensen

  • 2012 Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods
    by Mariusz Próchniak & Bartosz Witkowski

  • 2012 On the empirical importance of periodicity in the volatility of financial time series
    by Blazej Mazur & Mateusz Pipien

  • 2012 Do those who stay work less? On the impact of emigration on the measured TFP in Poland
    by Katarzyna Budnik

  • 2012 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman

  • 2012 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman

  • 2012 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman

  • 2012 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
    by Punnoose Jacob & Gert Peersman

  • 2012 Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach
    by Rong Zhang & Brett A. Inder & Xibin Zhang

  • 2012 Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
    by Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

  • 2012 Energy and Capital in a New-Keynesian Framework
    by Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham

  • 2012 Is there a carry trade channel of monetary policy in emerging countries?
    by Kornél Kisgergely

  • 2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
    by Tomasz Wozniak

  • 2012 Comparing Hybrid DSGE Models
    by Alessia Paccagnini

  • 2012 Herding in a Laboratory Asset Market with a Rich Action Set
    by Lora R. Todorova & Bodo Vogt

  • 2012 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2012 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

  • 2012 How Should Peer-Review Panels Behave?
    by Sgroi, Daniel & Oswald, Andrew J.

  • 2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
    by Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

  • 2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
    by Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

  • 2012 Contest Functions: Theoretical Foundations and Issues in Estimation
    by Hao Jia & Stergios Skaperdas & Samarth Vaidya

  • 2012 Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks
    by Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde

  • 2012 Bayesian Semiparametric Regression
    by Pelenis, Justinas

  • 2012 Marketing Response Models for Shrinking Beer Sales in Germany
    by Polasek, Wolfgang

  • 2012 To Redistribute or Not: A Politician's Dilemma
    by Fabiana Machado

  • 2012 To Redistribute or Not: A Politician`s Dilemma
    by Fabiana Velasques de Paula Machado

  • 2012 Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA
    by Márcio Laurini & Márcio Alves Diniz

  • 2012 Dynamic Functional Data Analysis with Nonparametric State Space Models
    by Márcio Laurini

  • 2012 Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible
    by Augusta Abrahamse & Carla Quiroga Ledezma & Mathew Johnson & Ruth Scipione

  • 2012 Baysian seasonal analysis with robust priors
    by Rolando Gonzales Martinez

  • 2012 Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
    by Andras Fulop & Junye Li & Jun Yu

  • 2012 Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity
    by Hiroaki Chigira & Tsunemasa Shiba

  • 2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
    by Jouchi Nakajima & Toshiaki Watanabe

  • 2012 The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility
    by Scott Davis

  • 2012 Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
    by Ka-Fai Li & Cho-Hoi Hui & Tsz-Kin Chung

  • 2012 Forecasting with Bayesian Vector Autoregressions
    by Karlsson, Sune

  • 2012 Conditional posteriors for the reduced rank regression model
    by Karlsson, Sune

  • 2012 Bayesian forecasting with highly correlated predictors
    by Dimitris Korobilis

  • 2012 Large time-varying parameter VARs
    by Gary Koop & Dimitris Korobilis

  • 2012 The empirical implications of the interest-rate lower bound
    by Gust, Christopher J. & Lopez-Salido, J. David & Smith, Matthew E. & Herbst, Edward

  • 2012 Bayesian estimation of NOEM models: identification and inference in small samples
    by Martínez-García, Enrique & Vilán, Diego & Wynne, Mark A.

  • 2012 Time-varying Betas of the Banking Sector
    by Tomáš Adam & Sona Benecká & Ivo Jánský

  • 2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
    by Tomasz Wozniak

  • 2012 Granger-causal analysis of VARMA-GARCH models
    by Tomasz Wozniak

  • 2012 Common Drifting Volatility in Large Bayesian VARs
    by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

  • 2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
    by Matthieu Droumaguet & Tomasz Wozniak

  • 2012 Financial frictions and the role of investment specific technology shocks in the business cycle
    by Gunes Kamber & Christie Smith & Christoph Thoenissen

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Joshua C C Chan & Eric Eisenstat

  • 2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2012 Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?
    by Olfa Kaabia & Ilyes Abid & Khaled Guesmi

  • 2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
    by Olfa Kaabia & Ilyes Abid

  • 2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
    by Peter Haan & Daniel Kemptner & Arne Uhlendorff

  • 2012 Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
    by Wiper, Michael P. & Veiga, Helena & Galán, Jorge E.

  • 2012 The Empirical Implications of the Interest-Rate Lower Bound
    by Gust, Christopher & López-Salido, J David & Smith, Matthew E

  • 2012 Estimating Dynamic Equilibrium Models with Stochastic Volatility
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

  • 2012 What's News in Business Cycles
    by Schmitt-Grohé, Stephanie & Uribe, Martín

  • 2012 Can Rare Events Explain the Equity Premium Puzzle?
    by Ghosh, Anisha & Julliard, Christian

  • 2012 Common Drifting Volatility in Large Bayesian VARs
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

  • 2012 Prior Selection for Vector Autoregressions
    by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

  • 2012 Financial Frictions, Financial Shocks, and Aggregate Volatility
    by Fuentes-Albero, Cristina

  • 2012 Infinite-state Markov-switching for dynamic volatility and correlation models
    by DUFAYS, Arnaud

  • 2012 Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
    by Luis Fernando Melo & Rubén Albeiro Loaiza Maya

  • 2012 Assessing the Impact of Fiscal Measures on the Czech Economy
    by Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta

  • 2012 Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
    by Jaromir Baxa & Miroslav Plasil & Borek Vasicek

  • 2012 Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery
    by Sybille Lehwald

  • 2012 Real-time forecasting in a data-rich environment
    by Liebermann, Joelle

  • 2012 The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk
    by Feldkircher, Martin

  • 2012 De facto currency baskets of China and East Asian economies : The rising weights
    by Fang, Ying & Huang, Shicheng & Niu, Linlin

  • 2012 Assessing the economy-wide effects of quantitative easing
    by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos

  • 2012 The impact of QE on the UK economy – some supportive monetarist arithmetic
    by Bridges, Jonathan & Thomas, Ryland

  • 2012 Oil price density forecasts: Exploring the linkages with stock markets
    by Francesco Ravazzolo & Marco J. Lombardi

  • 2012 Oil price density forecasts: exploring the linkages with stock markets
    by Marco J. Lombardi & Francesco Ravazzolo

  • 2012 The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
    by Todd E. Clark & Francesco Ravazzolo

  • 2012 Combination schemes for turning point predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Monetary Transmission Mechanism and Time Variation in the Euro Area
    by Kemal Bagzibagli

  • 2012 Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs
    by Fabio Canova & Fernando J. Pérez Forero

  • 2012 Euro area and global oil shocks: an empirical model-based analysis
    by Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani

  • 2012 Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity
    by Enrique Moral-Benito

  • 2012 Heterogeneity and cross-country spillovers in macroeconomic-financial linkages
    by Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama

  • 2012 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

  • 2012 How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR
    by SENBETA, Sisay Regassa

  • 2012 Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

  • 2012 Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009
    by Michel Lubrano & Abdoul Aziz Junior Ndoye

  • 2012 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
    by Joshua C C Chan

  • 2012 Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
    by Joshua C.C. Chan & Justin L. Tobias

  • 2012 A Point Decision For Partially Identified Auction Models
    by Gaurab Aryal & Dong-Hyuk Kim

  • 2012 Contributions computationnelles à la statistique Bayésienne
    by Jacob, Pierre E.

  • 2012 The Propagation of Regional Recessions
    by James D. Hamilton & Michael T. Owyang

  • 2012 Determinants of Economic Growth: A Bayesian Panel Data Approach
    by Enrique Moral-Benito

  • 2012 Volatility, Information And Stock Market Crashes
    by Nikolaos Antonakakis & Johann Scharler

  • 2012 Wykorzystanie uśrednionych modeli bayesowskich do badania czynników wpływających na poziom nierówności dochodowych w wybranej grupie krajów
    by Kamila Sławińska & Bartosz Witkowski

  • 2012 Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data
    by Mariusz Próchniak & Bartosz Witkowski

  • 2012 Dekompozycja strukturalna wzrostu gospodarczego z wykorzystaniem bayesowskich modeli granicznych na przykładzie krajów UE15
    by Kamil Makieła

  • 2012 A new approach to construction of objective priors: Hellinger information
    by Shemyakin, Arkady

  • 2012 Volatility estimation based on extremes of the bridge (in Russian)
    by Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

  • 2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
    by Justyna Wróblewska

  • 2012 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
    by Krzysztof Osiewalski & Jacek Osiewalski

  • 2012 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2012 On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
    by Błażej Mazur & Mateusz Pipień

  • 2012 Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe
    by Jesús Crespo Cuaresma & Martin Feldkircher

  • 2012 Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East
    by Olivier Parent & Abdallah Zouache

  • 2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
    by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

  • 2012 The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis
    by HYUN KOOK SHIN & BYOUNG HARK YOO

  • 2012 Una propuesta para medir dinámica y coherentemente el riesgo operacional
    by Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco.

  • 2012 Un Gran VAR Bayesiano para la Economia Chilena
    by Wildo González

  • 2012 Time-Varying Betas of Banking Sectors
    by Tomas Adam & Sona Benecka & Ivo Jansky

  • 2012 Entry and submarket concentration: empirical evidence from the pharmaceutical industry
    by Maria Letizia Giorgetti

  • 2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
    by Karen Poghosyan & Jan R. Magnus

  • 2012 Ajuste del ingreso en México con un enfoque bayesiano
    by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

  • 2012 Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model
    by Jie Lu & Angang Hu & Yilong Yan

  • 2012 Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
    by Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

  • 2012 Does the Canadian economy suffer from Dutch disease?
    by Beine, Michel & Bos, Charles S. & Coulombe, Serge

  • 2012 Spatial dynamic panel data models with random effects
    by Parent, Olivier & LeSage, James P.

  • 2012 Combination schemes for turning point predictions
    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

  • 2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    by Liu, Chun & Maheu, John M.

  • 2012 Thousands of models, one story: Current account imbalances in the global economy
    by Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair

  • 2012 Taylor rules and the Canadian–US equilibrium exchange rate
    by Berger, Tino & Kempa, Bernd

  • 2012 Predictive regressions with time-varying coefficients
    by Dangl, Thomas & Halling, Michael

  • 2012 Payout yield, risk, and mispricing: A Bayesian analysis
    by Shanken, Jay & Tamayo, Ane

  • 2012 State uncertainty in stock markets: How big is the impact on the cost of equity?
    by Han, Yufeng

  • 2012 Forecasting government bond yields with large Bayesian vector autoregressions
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2012 Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis
    by Feng, Guohua & Zhang, Xiaohui

  • 2012 Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
    by Felices, Guillermo & Wieladek, Tomasz

  • 2012 A maximum-entropy approach to the linear credibility formula
    by Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam

  • 2012 ClubMed? Cyclical fluctuations in the Mediterranean basin
    by Canova, Fabio & Ciccarelli, Matteo

  • 2012 Jump spillovers in energy futures markets: Implications for diversification benefits
    by Liu, Qingfu & Tu, Anthony H.

  • 2012 Variable selection and functional form uncertainty in cross-country growth regressions
    by Salimans, Tim

  • 2012 Mixtures of g-priors for Bayesian model averaging with economic applications
    by Ley, Eduardo & Steel, Mark F.J.

  • 2012 Bayesian model averaging in the instrumental variable regression model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney

  • 2012 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
    by Geweke, John

  • 2012 Evaluating DSGE model forecasts of comovements
    by Herbst, Edward & Schorfheide, Frank

  • 2012 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
    by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.

  • 2012 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
    by Florens, Jean-Pierre & Simoni, Anna

  • 2012 Bayesian estimation approaches to first-price auctions
    by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

  • 2012 A semiparametric stochastic volatility model
    by Yu, Jun

  • 2012 Likelihood estimation and inference in threshold regression
    by Yu, Ping

  • 2012 Bayesian hypothesis testing in latent variable models
    by Li, Yong & Yu, Jun

  • 2012 A Poisson mixture model of discrete choice
    by Burda, Martin & Harding, Matthew & Hausman, Jerry

  • 2012 Bayesian estimation of exchange rate regime choice with spatial effect
    by Zhang, Guoxiong

  • 2012 Personal indebtedness, spatial effects and crime
    by McIntyre, Stuart G. & Lacombe, Donald J.

  • 2012 A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
    by Lin, Eric S. & Chou, Ta-Sheng

  • 2012 Perfect classifiers in partial observability bivariate probit
    by Poirier, Dale J.

  • 2012 Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
    by Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

  • 2012 Marginal likelihood calculation for the Gelfand–Dey and Chib methods
    by Liu, Chun & Liu, Qing

  • 2012 Family background variables as instruments for education in income regressions: A Bayesian analysis
    by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

  • 2012 Financial market frictions in a model of the Euro area
    by Lombardo, Giovanni & McAdam, Peter

  • 2012 Testing for a unit root in the presence of stochastic volatility and leverage effect
    by Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

  • 2012 The changing role of house price dynamics over the business cycle
    by Dufrénot, Gilles & Malik, Sheheryar

  • 2012 A Bayesian method of combining judgmental and model-based density forecasts
    by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

  • 2012 Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil
    by Araújo, Eurilton

  • 2012 The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel
    by Argov, Eyal

  • 2012 Bayesian prior elicitation in DSGE models: Macro- vs micropriors
    by Lombardi, Marco J. & Nicoletti, Giulio

  • 2012 Learning in an estimated medium-scale DSGE model
    by Slobodyan, Sergey & Wouters, Raf

  • 2012 Real rigidities, productivity improvements and investment dynamics
    by Giuli, Francesco & Tancioni, Massimiliano

  • 2012 How should firms selectively hedge? Resolving the selective hedging puzzle
    by Wojakowski, Rafał M.

  • 2012 Multivariate model-based gap measures and a new Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo

  • 2012 Tests of Mean-Variance Spanning
    by Raymond Kan & Guofu Zhou

  • 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
    by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

  • 2012 Credit rating models: merging quantitative variables and qualitative information
    by Paola Cerchiello & Paolo Giudici & Enzo Rocca

  • 2012,3rd quarter update Sims, Christopher Albert (born 1942)
    by Marcel Boumans

  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

  • 2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
    by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

  • 2011 Accounting for Idiosyncratic Wage Risk Over the Business Cycle
    by Alisdair McKay & Tamas Papp

  • 2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by GUPTA, RANGAN & KABUNDI, ALAIN

  • 2011 Overvalued: Swedish monetary policy in the 1930s
    by Alexander Rathke & Tobias Straumann & Ulrich Woitek

  • 2011 Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector
    by Philippe K. Widmer

  • 2011 Accounting for heterogeneity in the measurement of hospital performance
    by Philippe K. Widmer & Peter Zweifel & Mehdi Farsi

  • 2011 Confidence in prior knowledge: Calibration and impact on portfolio performance
    by Wickern, Tobias

  • 2011 Asset pricing under rational learning about rare disasters
    by Koulovatianos, Christos & Wieland, Volker

  • 2011 Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging
    by Nikolaos Antonakakis & Gabriele Tondl

  • 2011 Entry Costs & Increasing Trade
    by William F. Lincoln & Andrew H. McCallum

  • 2011 ClubMed? Cyclical fluctuations in the Mediterranean basin
    by Fabio Canova & Matteo Ciccarelli

  • 2011 On The Cyclicality of Real Wages and Wage Di¤erentials
    by Christopher Otrok & Panayiotis M. Pourpourides

  • 2011 Back to the Future: A Simple Solution to Schelling Segregation
    by Sylvain Barde

  • 2011 Driving Forces of the Swiss Output Gap
    by Stefan Leist

  • 2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John Maheu

  • 2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
    by Yong Song

  • 2011 Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
    by Van Tongeren, J.W. & Magnus, J.R.

  • 2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    by Poghosyan, K. & Magnus, J.R.

  • 2011 On the Choice of Prior in Bayesian Model Averaging
    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

  • 2011 Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.

  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2011 Do Experts incorporate Statistical Model Forecasts and should they?
    by Rianne Legerstee & Philip Hans Franses & Richard Paap

  • 2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
    by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap

  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

  • 2011 Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?
    by Lennart F. Hoogerheide & David Ardia & Nienke Corre

  • 2011 Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions
    by Tim Salimans

  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

  • 2011 The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)
    by Harun Alp & Selim Elekdag

  • 2011 Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models
    by Rachida Ouysse

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2011 The Dynamics of UK and US Inflation Expectations
    by Deborah Gefang & Gary Koop & Simon Potter

  • 2011 Forecasting Inflation Using Dynamic Model Averaging
    by Gary Koop & Dimitris Korobilis

  • 2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    by Gary Koop & Dimitris Korobilis

  • 2011 Forecasting with Medium and Large Bayesian VARs
    by Gary Koop

  • 2011 Time Varying Dimension Models
    by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2011 Understanding Liquidity and Credit Risks in the Financial Crisis
    by Deborah Gefang & Gary Koop & Simon Potter

  • 2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

  • 2011 Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
    by Gary Koop & Joshua Chan

  • 2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
    by Gary Koop & Luca Onorante

  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron Smith

  • 2011 Back to the future: a simple solution to schelling segregation
    by Sylvain Barde

  • 2011 Application-Based Quality Assessment of Internet Access Service
    by Daeho Lee & Jungwoo Shin & Junseok Hwang

  • 2011 K-state switching models with endogenous transition distributions
    by Sylvia Kaufmann

  • 2011 Is there any evidence of a Greenspan put?
    by Pamela Hall

  • 2011 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu

  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2011 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu

  • 2011 Bayesian Hypothesis Testing in Latent Variable Models
    by Yong Li & Jun Yu

  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. skaug

  • 2011 Do Bayesians learn their way out of ambiguity?
    by Alexander Zimper

  • 2011 Methods for Computing Marginal Data Densities from the Gibbs Output
    by Cristina Fuentes-Albero & Leonardo Melosi

  • 2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek

  • 2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Wolfgang Polasek & Richard Sellner

  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis

  • 2011 The Dynamic Effects of U.S. Monetary Policy on State Unemployment
    by Dimitris Korobilis & Michelle Gilmartin

  • 2011 Bayesian Model Averaging in the Instrumental Variable Regression Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2011 Modelling Realized Covariances and Returns
    by Xin Jin & John M. Maheu

  • 2011 Does Uncertainty Affect Investment Expenditure? A Comment
    by Cantillo, Andres

  • 2011 Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia
    by Timerga, Genanew & Gotu, Butte & Alem, Yegnanew

  • 2011 Posterior consistency of nonparametric conditional moment restricted models
    by Liao, Yuan & Jiang, Wenxin

  • 2011 Mixtures of g-priors for Bayesian model averaging with economic applications
    by Ley, Eduardo & Steel, Mark F. J.

  • 2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
    by Qian, Hang

  • 2011 Estimation of a system of national accounts: implementation with mathematica
    by Temel, Tugrul

  • 2011 Technology news and the U.S. economy: Time variation and structural changes
    by Berg, Tim Oliver

  • 2011 Bayesian estimation of small-scale DSGE model of the Ukrainian economy
    by Semko, Roman

  • 2011 Multi-variate quickest detection of significant change process
    by Szajowski, Krzysztof

  • 2011 Default probability estimation in small samples - with an application to sovereign bonds
    by Orth, Walter

  • 2011 Bayesian inference with monotone instrumental variables
    by Qian, Hang

  • 2011 The formation of offer prices in farmland markets: A hedonic price approach
    by Temel, Tugrul

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

  • 2011 Estimates of the long-run growth rate of Singapore with a CES production function
    by Rao, B. Bhaskara & Shankar, Sriram

  • 2011 Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
    by Mike, Tsionas & Subal, Kumbhakar

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris

  • 2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
    by Gonzalez-Astudillo, Manuel

  • 2011 Why inferential statistics are inappropriate for development studies and how the same data can be better used
    by Ballinger, Clint

  • 2011 Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity
    by Salois, Matthew & Balcombe, Kelvin

  • 2011 Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference
    by Kociecki, Andrzej

  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré

  • 2011 Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach
    by Nguefack-Tsague, Georges & Zucchini, Walter

  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez

  • 2011 Sticking with What (Barely) Worked
    by Lars Lefgren & Brennan Platt & Joseph Price

  • 2011 Clearing Up the Fiscal Multiplier Morass
    by Eric M. Leeper & Nora Traum & Todd B. Walker

  • 2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez

  • 2011 Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care
    by Anirban Basu

  • 2011 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
    by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

  • 2011 Forecasts in a Slightly Misspecified Finite Order VAR
    by Ulrich K. Müller & James H. Stock

  • 2011 Predictivistic Bayesian Forecasting System
    by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek

  • 2011 An Estimatable DCDP Model of Search and Matching in Real Estate Markets
    by Stuart J. Fowler & Jennifer J. Wilgus

  • 2011 Bayesian semiparametric GARCH models
    by Xibin Zhang & Maxwell L. King

  • 2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    by Xibin Zhang & Maxwell L. King & Han Lin Shang

  • 2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
    by Bálint Tamási & Balázs Világi

  • 2011 The Sequencing Problem in Sequential Investigation Processes
    by Jürgen-Peter Kretschmer

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
    by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

  • 2011 Housing and Banking in a Small Open Economy DSGE Model
    by Viktors Ajevskis & Kristine Vitola

  • 2011 Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling
    by Viktors Ajevskis & Kristine Vitola

  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

  • 2011 A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults
    by Maksym Obrizan

  • 2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
    by Fernández-Kranz, Daniel & Paul, Marie & Rodríguez-Planas, Núria

  • 2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
    by Fernández-Kranz, Daniel & Paul, Marie & Rodriguez-Planas, Nuria

  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael

  • 2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
    by Dube, Arindrajit & Lester, T. William & Reich, Michael

  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru

  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, Hashem & Smith, Ron P.

  • 2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
    by Chib, Siddhartha & Jacobi, Liana

  • 2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
    by Chib, Siddhartha & Jacobi, Liana

  • 2011 Income missing values imputation: EVS 1999 and 2008
    by SARRACINO Francesco

  • 2011 Multivariate Stochastic Volatility via Wishart Processes - A Continuation
    by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde

  • 2011 Conflict resolution through mutuality: Lessons from Bayesian updating
    by Srijit Mishra

  • 2011 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
    by Michal Franta

  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima

  • 2011 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
    by Jouchi Nakajima

  • 2011 Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
    by Norets, Andriy & Pelenis, Justinas

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang

  • 2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Polasek, Wolfgang & Sellner, Richard

  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

  • 2011 Bayesian Factor Selection in Dynamic Term Structure Models
    by Márcio Laurini

  • 2011 Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
    by Márcio Laurini & Luiz Koodi Hotta

  • 2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
    by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

  • 2011 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Toshiaki Watanabe

  • 2011 Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares
    by Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui

  • 2011 Robust Growth Determinants
    by Doppelhofer, Gernot & Weeks, Melvyn

  • 2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
    by Jim Malley & Ulrich Woitek

  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald

  • 2011 Formula for Manufacturing Profit increase based on Thermodynamic Model
    by Michael Louis George

  • 2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
    by Deschamps, Philippe J.

  • 2011 Thousands of models, one story: current account imbalances in the global economy
    by Zorzi, Michele Ca' & Chudik, Alexander & Dieppe, Alistair

  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

  • 2011 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.

  • 2011 On the Cyclicality of Real Wages and Wage Differentials
    by Christopher Otrok & Panayiotis M. Pourpourides

  • 2011 Mixtures of g-priors for bayesian model averaging with economic applications
    by Steel, Mark F.J. & Ley, Eduardo

  • 2011 Fiscal Volatility Shocks and Economic Activity
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Kuester, Keith & Rubio-Ramírez, Juan Francisco

  • 2011 Asset Pricing under Rational Learning about Rare Disasters
    by Koulovatianos, Christos & Wieland, Volker

  • 2011 Bayesian VARs: Specification Choices and Forecast Accuracy
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

  • 2011 Bayesian methods
    by BAUWENS, Luc & KOROBILIS, Dimitris

  • 2011 Estimating and forecasting structural breaks in financial time series
    by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris

  • 2011 Marginal likelihood for Markov-switching and change-point GARCH models
    by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

  • 2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
    by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

  • 2011 An Introductory Review of a Structural VAR-X Estimation and Applications
    by Sergio Ocampo & Norberto Rodríguez

  • 2011 Foreign reserves´ strategic asset allocation
    by Carlos León & Daniel vela

  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González

  • 2011 "Tropical" Real Business Cycles? A Bayesian Exploration
    by Andrés Fernández

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
    by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

  • 2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

  • 2011 Overvalued: Swedish Monetary Policy in the 1930s
    by Alexander Rathke & Tobias Straumann & Ulrich Woitek

  • 2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
    by Jim Malley & Ulrich Woitek

  • 2011 Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models
    by Arturo Ormeño

  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron P. Smith

  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    by Marek Jarocinski & Albert Marcet

  • 2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
    by Pami Dua & Rajiv Ranjan

  • 2011 A Bayesian copula model for stochastic claims reserving
    by Luca Regis

  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, G. & Pesaran, M.H. & Smith, R.

  • 2011 Robust Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2011 Fiscal News and Macroeconomic Volatility
    by Benjamin Born & Alexandra Peter & Johannes Pfeifer

  • 2011 Policy Risk and the Business Cycle
    by Benjamin Born & Johannes Pfeifer

  • 2011 Financial intermediaries in an estimated DSGE model for the United Kingdom
    by Villa, Stefania & Yang, Jing

  • 2011 Are EME indicators of vulnerability to financial crises decoupling from global factors?
    by Felices, Guillermo & Wieladek, Tomasz

  • 2011 A Medium-Scale New Keynesian Open Economy Model of Australia
    by Jarkko P. Jääskelä & Kristoffer P. Nimark

  • 2011 ClubMed? Cyclical Fluctuations in the Mediterranean Basin
    by Fabio Canova & Matteo Ciccarelli

  • 2011 Interpreting the Hours-Technology time-varying relationship
    by Cantore, C. & Ferroni, F. & León-Ledesma, M A.

  • 2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
    by Avouyi-Dovi, S. & Sahuc, J-G.

  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.

  • 2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
    by Juan Carlos Martínez-Ovando & Stephen G. Walker

  • 2011 Bayesian analysis of coefficient instability in dynamic regressions
    by Emanuela Ciapanna & Marco Taboga

  • 2011 Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth
    by Enrique Moral-Benito

  • 2011 TFP growth and its determinants: nonparametrics and model averaging
    by Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara

  • 2011 Modeling Mortality with a Bayesian Vector Autoregression
    by Carolyn Njenga & Michael Sherris

  • 2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
    by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 Bayesian stochastic model specification search for seasonal and calendar effects
    by Stefano Grassi & Tommaso Proietti

  • 2011 Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi
    by Fethi Ogunc & Cagri Sarikaya

  • 2011 Decomposing Income Differentials Between Roma And Non-Roma In South East Europe
    by Susanne Milcher

  • 2011 Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach
    by Caraiani, Petre

  • 2011 Investment Shocks and the Relative Price of Investment
    by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti

  • 2011 Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial
    by Salas, Jorge

  • 2011 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
    by Łukasz Kwiatkowski

  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska

  • 2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
    by Anna Pajor

  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski

  • 2011 A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
    by HERNÁNDEZ-BASTIDA, AGUSTIN & FERNÁNDEZ-SÁNCHEZ, Mª PILAR & GÓMEZ-DÉNIZ, EMILIO

  • 2011 Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions
    by Radhey S. Singh & Lichun Wang

  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima

  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti

  • 2011 Parameter Drifting in a DSGE Model Estimated on Czech Data
    by Jaromir Tonner & Jiri Polansky & Osvald Vašíèek

  • 2011 A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models
    by Martin Fukaè & Vladimír Havlena

  • 2011 Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz
    by Nuri YAVAN

  • 2011 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
    by Mehmet Caner

  • 2011 Measuring inequality of subjective well-being: A Bayesian approach
    by Hasegawa, Hikaru & Ueda, Kazuhiro

  • 2011 Accounting for regime and parameter uncertainty in regime-switching models
    by Hartman, Brian M. & Heaton, Matthew J.

  • 2011 Bayesian inference in a sample selection model
    by van Hasselt, Martijn

  • 2011 Bayesian inference in a time varying cointegration model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.

  • 2011 Output gap measurement and the New Keynesian Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo

  • 2011 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    by Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony

  • 2011 Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models
    by Angang Hu & Jie Lu & Zhengyan Xiao

  • 2011 CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
    by Jesús Yoel Crespo

  • 2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
    by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias

  • 2011 Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania
    by Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)

  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari

  • 2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
    by Rangan Gupta & Rudi Steinbach

  • 2010 The heterogeneous effects of training incidence and duration on labor market transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration
    by Schindler, Felix & Voronkova, Svitlana

  • 2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
    by Klarl, Torben

  • 2010 What drives endogenous growth in the United States?
    by Wesselbaum, Dennis

  • 2010 Flexible and robust modelling of volatility comovements: a comparison of two multifractal models
    by Liu, Ruipeng & Lux, Thomas

  • 2010 Loan supply in Germany during the financial crisis
    by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan

  • 2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    by David E. Giles

  • 2010 Experiencing simulated outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

  • 2010 Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen: A Bayesian Approach
    by Shawn Ni & Jie Chen

  • 2010 Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population
    by Carly Cheevers & Orla Doyle & Kelly McNamara

  • 2010 Decomposing Gender Differences in College Student Earnings Expectations
    by Liam Delaney & Colm Harmon & Cathy Remond

  • 2010 Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry
    by Franco Mariuzzo & Xiaoheng Zhang

  • 2010 Vulnerability to Poverty: A Microeconometric Approach and Application to the Republic of Haiti
    by Evans Jadotte

  • 2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
    by Florens, Jean-Pierre & Simoni, Anna

  • 2010 Subjective Health Expectations
    by Kim P. Huynh & Juergen Jung

  • 2010 Modelling Realized Covariances and Returns
    by Xin Jin & John M Maheu

  • 2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
    by Chun Liu & John M Maheu

  • 2010 Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
    by Lennart Hoogerheide & Joern H. Block & Roy Thurik

  • 2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Efficient Bayesian Estimation and Combination of GARCH-Type Models
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis
    by Joern H. Block & Lennart Hoogerheide & Roy Thurik

  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli

  • 2010 MUSE: Monetary Union and Slovak Economy model
    by Matus Senaj & Milan Vyskrabka & Juraj Zeman

  • 2010 What Determined Conservative Success in the 2010 U.K. General Election? A Bayesian Spatial Econometric Analysis
    by Christa Jensen & Donald Lacombe & Stuart Mcintyre

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2010 Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation
    by Francesco Giuli & Massimiliano Tancioni

  • 2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
    by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

  • 2010 Tail Return Analysis of Bear Stearns Credit Default Swaps
    by Liuling Li & Bruce Mizrach

  • 2010 Disaggregating Real Exchange Rate Dynamics: A Structural Approach
    by P. JACOB

  • 2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
    by Pavelescu, Florin Marius

  • 2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
    by Feldkircher, Martin

  • 2010 The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
    by Feldkircher, Martin & Zeugner, Stefan

  • 2010 Changing Impact of Fiscal Policy on Selected ASEAN Countries
    by Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by Francisco J. Ruge-Murcia

  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano

  • 2010 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
    by Takashi Oga & Wolfgang Polasek

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy
    by Salas, Jorge

  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2010 Time-varying fiscal policy in the U.S
    by Manuel Coutinho Pereira & Artur Silva Lopes

  • 2010 An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries
    by Chadwick, Meltem

  • 2010 Proliferation of preferential trade agreements: an empirical analysis
    by Koumtingué, Nelnan

  • 2010 Marginal likelihood calculation for gelfand-dey and Chib Method
    by Liu, Chun

  • 2010 Vector autoregression with varied frequency data
    by Qian, Hang

  • 2010 Monetary policy and sunspot fluctuation in the U.S. and the Euro area
    by Hirose, Yasuo

  • 2010 Linear regression using both temporally aggregated and temporally disaggregated data: Revisited
    by Qian, Hang

  • 2010 The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
    by Moussa, Zakaria

  • 2010 A Bayesian Model of Sample Selection with a Discrete Outcome Variable
    by Maksym, Obrizan

  • 2010 An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework
    by Kobayashi, Yohei & Fujikawa, Takemi

  • 2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
    by Zhu, Junjun & Xie, Shiyu

  • 2010 The dynamic effects of U.S. monetary policy on state unemployment
    by Korobilis, Dimitris & Gilmartin, Michelle

  • 2010 Bayesian stochastic model specification search for seasonal and calendar effects
    by Tommaso, Proietti & Stefano, Grassi

  • 2010 Mixtures of g-priors for Bayesian model averaging with economic applications
    by Ley, Eduardo & Steel, Mark F. J.

  • 2010 Farm Income, Population, and Farmland Prices: A Relative Information Approach
    by Salois, Matthew & Moss, Charles & Erickson, Kenneth

  • 2010 The determinants of macroeconomic volatility: A Bayesian model averaging approach
    by Spiliopoulos, Leonidas

  • 2010 Posterior Predictive Analysis for Evaluating DSGE Models
    by Faust, Jon & Gupta, Abhishek

  • 2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Gupta, Abhishek

  • 2010 Firm leverage, household leverage and the business cycle
    by Solomon, Bernard Daniel

  • 2010 A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach
    by Zenetti, German

  • 2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
    by Morone, Marco & Cornaglia, Anna

  • 2010 The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage
    by Balcombe, Kelvin & Tiffin, R

  • 2010 Provision of an environmental output within a multi-output distance function approach
    by Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin

  • 2010 Integrating spatial dependence into stochastic frontier analysis
    by Areal, Francisco J & Balcombe, Kelvin & Tiffin, R

  • 2010 Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis
    by Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

  • 2010 DSGE Model Validation in a Bayesian Framework: an Assessment
    by Paccagnini, Alessia

  • 2010 Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions
    by Teng, Jimmy

  • 2010 Efficient Bayesian estimation and combination of GARCH-type models
    by Ardia, David & Hoogerheide, Lennart F.

  • 2010 Measuring the dependence structure between yield and weather variables
    by Bokusheva, Raushan

  • 2010 Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2010 A new approach to the credibility formula
    by Payandeh Najafabadi, Amir T.

  • 2010 Eco-label Adoption in an Interdependent World
    by Monteiro, Jose-Antonio

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery
    by Łukasz Rawdanowicz

  • 2010 Can Emerging Asset Price Bubbles be Detected?
    by Jesús Crespo Crespo Cuaresma

  • 2010 What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices
    by Michael Kirker

  • 2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
    by Andrew Coleman & Özer Karagedikli

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2010 Asset Allocation
    by Jessica Wachter

  • 2010 An Empirical Model for Strategic Network Formation
    by Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
    by William Griffiths & Xiaohui Zhang & Xueyan Zhao

  • 2010 Probabilistic Forecasts of Volatility and its Risk Premia
    by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

  • 2010 Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
    by Shuowen Hu & D.S. Poskitt & Xibin Zhang

  • 2010 A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market
    by Zoltán M. Jakab & Éva Kaponya

  • 2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
    by William Griffiths & Xiaohui Zhang & Xueyan Zhao

  • 2010 Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis
    by Magdalena Petrovska & Gani Ramadani

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being
    by Yélé Maweki Batana & Jean-Yves Duclos

  • 2010 Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia
    by Kristine Vitola & Ludmila Fadejeva

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Options on Multiple Assets in a Mean-Reverting Model
    by Masahiko Egami & Tadao Oryu

  • 2010 What drives Endogenous Growth in the United States?
    by Dennis Wesselbaum

  • 2010 Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
    by Ruipeng Liu & Thomas Lux

  • 2010 Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations
    by Sebastian Sienknecht

  • 2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 Eco-label Adoption in an Interdependent World
    by José-Antonio Monteiro

  • 2010 Modeling House Prices using Multilevel Structured Additive Regression
    by Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

  • 2010 Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models
    by Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

  • 2010 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
    by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi

  • 2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    by Polasek, Wolfgang & Sellner, Richard

  • 2010 The Asia Financial Crises and Exchange Rates
    by Oga, Takashi & Polasek, Wolfgang

  • 2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
    by Florens, Jean-Pierre & Simoni, Anna

  • 2010 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
    by Roberto Leon-Gonzalez & Fuyu Yang

  • 2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
    by Nikolaus Hautsch & Fuyu Yang

  • 2010 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
    by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki

  • 2010 Modeling Conditional Densities Using Finite Smooth Mixtures
    by Li, Feng & Villani, Mattias & Kohn, Robert

  • 2010 Bayesian Inference in Structural Second-Price common Value Auctions
    by Wegmann , Bertil & Villani, Mattias

  • 2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE models
    by Strid, Ingvar & Giordani, Paolo & Kohn, Robert

  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
    by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

  • 2010 Does capacity utilisation help estimating the TFP cycle?
    by Christophe Planas & Werner Roeger & Alessandro Rossi

  • 2010 Inference for stochastic volatility models using time change transformations
    by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

  • 2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
    by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

  • 2010 Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis
    by Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik

  • 2010 Non-linear models of disability and age applied to census data
    by Marín, J. Miguel & Alonso, Pablo J. & Albarrán, Irene

  • 2010 Macroeconomics and Volatility: Data, Models, and Estimation
    by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Chang, Yongsung & Schorfheide, Frank

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

  • 2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
    by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

  • 2010 Option pricing with asymmetric heteroskedastic normal mixture models
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

  • 2010 Multivariate option pricing with time varying volatility and correlations
    by ROMBOUTS, Jeroen J. K & STENTOFT, Lars

  • 2010 Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE
    by Luis Alejandro Lee P & Angélica María Quiroga E.

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Panel Growth Regressions With General Predetermined Variables: Likelihood-Based Estimation And Bayesian Averaging
    by Enrique Moral-Benito

  • 2010 Time varying fiscal policy in the U.S
    by Manuel Coutinho Pereira & Artur Silva Lopes

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 Multivariate Option Pricing With Time Varying Volatility and Correlations
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 An Extended Macro-Finance Model with Financial Factors
    by Hans Dewachter & Leonardo Iania

  • 2010 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Pooyan Amir Ahmadi & Albrecht Ritschl

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Combining predictive densities using Bayesian filtering with applications to US economics data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2010 Why do people give less weight to advice the further it is from their initial opinion?
    by Francesco Ravazzolo & Øistein Røisland

  • 2010 Forecast densities for economic aggregates from disaggregate ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

  • 2010 Experiencing Simulated Outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.

  • 2010 Did Tax Policies mitigate US Business Cycles?
    by Jimborean, R. & Ferroni, F.

  • 2010 Determinants of economic growth: A Bayesian panel data approach
    by Enrique Moral-Benito

  • 2010 On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model
    by Sarah Zubairy

  • 2010 Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
    by James Chapman & Yinan Zhang

  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 DEPENDENCE MODELING:Vine Copula Handbook
    by

  • 2010 Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes
    by Oksana Snytuk & Lesia Berezhna

  • 2010 A New Core Inflation Indicator for Turkey
    by Necati Tekatli

  • 2010 Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Yvan Lengwiler & Jean-Marc Natal

  • 2010 Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Stefan Leist & Klaus Neusser

  • 2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
    by Tai-kuang Ho & Kuo-chun Yeh

  • 2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
    by Arto Luoma & Jani Luoto

  • 2010 Forecasting Romanian GDP Using a BVAR Model
    by Caraiani, Petre

  • 2010 A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
    by Eisenstat, Eric

  • 2010 Bayesian Analysis Of Cartel Stability And Regime Switching
    by EISENSTAT, Eric

  • 2010 Bayesian analysis in the case of an estimated parameter following a stochastic process
    by Slutskin, Lev

  • 2010 Bayesian Methods for Completing Data in Spatial Models
    by Wolfang Polasek & Carlos Llano & Richard Sellner

  • 2010 An Agnostic Look at Bayesian Statistics and Econometrics
    by Russell Davidson

  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert

  • 2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
    by Jacek Osiewalski & Anna Pajor

  • 2010 Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework
    by Łukasz Kwiatkowski

  • 2010 Combining VAR Forecast Densities Using Fast Fourier Transform
    by Jakub Ryšánek

  • 2010 Bayesian Approach Of Decision Problems
    by Dragoş Stuparu & Tomiţă Vasile & Cora-Ionela Dăniasă

  • 2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
    by Jesús Crespo Cuaresma & Tomáš Slacík

  • 2010 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2010 Tudományos fokozattal rendelkező fiatal biológusok munkahelyi orientációja
    by Mosoniné Fried, Judit & Pálinkó, Éva & Soós, Sándor

  • 2010 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
    by Michal Franta & Branislav Saxa & Kateøina Šmídková

  • 2010 Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
    by Carlo Migliardo

  • 2010 “Tropical” Real Business Cycles? A Bayesian Exploration
    by ANDRÉS FERNÁNDEZ

  • 2010 “Tropical” Real Business Cycles? A Bayesian Exploration
    by Andrés Fernandez

  • 2010 Bankarization and Determinants of Availability of Banking Services in Argentina
    by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

  • 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
    by Rangan Gupta & Alain Kabundi

  • 2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2009 Trends and Cycles of Tech-Pole Housing Prices
    by Wensheng Kang

  • 2009 A Structured Covariance Probit Demand Model
    by Michael Cohen

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 The role of labor markets for euro area monetary policy
    by Christoffel, Kai & Kuester, Keith & Linzert, Tobias

  • 2009 Comparing monetary policy rules in a small open economy framework: An empirical analysis using Bayesian techniques
    by Eschenhof, Sabine

  • 2009 A bayesian approach to model-based clustering for panel probit models
    by Aßmann, Christian & Boysen-Hogrefe, Jens

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 The Determinants of Regional Economic Growth by Quantile
    by Jesus Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer

  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.

  • 2009 Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada
    by Allison Davis & Klaus Moeltner

  • 2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
    by Shawn Ni & Antonello Loddo & Dongchu Sun

  • 2009 Modelling Realized Covariances
    by Xin Jin & John M Maheu

  • 2009 Extracting bull and bear markets from stock returns
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2009 Does the Canadian Economy suffer from Dutch Disease?
    by Michel Beine & Charles S. Bos & Serge Coulombe

  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
    by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

  • 2009 Forecasting Aggregate Productivity using Information from Firm-Level Data
    by Eric J. Bartelsman & Zoltan Wolf

  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
    by David Ardia & Lennart Hoogerheide & Herman K. van Dijk

  • 2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    by Markus Jochmann

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    by Gary Koop & Dimitris Korompilis

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korompilis

  • 2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
    by Yuri Park & Hyunnam Kim & Jongsu Lee

  • 2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
    by Jungwoo Shin & Chang Seob Kimi & Jongsu Lee

  • 2009 A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data
    by Jongsu Lee & Jae Young Choi & Youngsang Cho

  • 2009 Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland Kleppe & Hans J. Skaug & Jun Yu

  • 2009 Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

  • 2009 The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area
    by Carlo Altavilla & Matteo Ciccarelli

  • 2009 Firm-Specific Capital, Productivity Shocks and Investment Dynamics
    by Francesco Giuli & Massimiliano Tancioni

  • 2009 Could we have predicted the recent downturn in the South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi

  • 2009 Bayesian Approach To Risk Assessment In Knowledge Based Authentication
    by Dragos PALAGHITA & Bogdan ZURBAGIU

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis

  • 2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    by Markus Jochmann

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korobilis

  • 2009 Forecasting Inflation Using Dynamic Model Averaging
    by Gary Koop & Dimitris Korobilis

  • 2009 Learning under Fear of Floating
    by Bigio, Saki

  • 2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy
    by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

  • 2009 A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models
    by Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain

  • 2009 Bayesian estimation of a DSGE model for the Portuguese economy
    by Vanda Almeida

  • 2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
    by Qian, Hang

  • 2009 Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data
    by Qian, Hang

  • 2009 Forecasting output growth by the yield curve: the role of structural breaks
    by He, Zhongfang

  • 2009 Assessing the transmission of monetary policy using dynamic factor models
    by Korobilis, Dimitris

  • 2009 The Nature and Determinants of Volatility in Agricultural Prices
    by Balcombe, Kelvin

  • 2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2009 Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
    by Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J.

  • 2009 Learning and heterogeneity in GDP and inflation forecasts
    by Lahiri, Kajal & Sheng, Xuguang

  • 2009 VAR forecasting using Bayesian variable selection
    by Korobilis, Dimitris

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2009 Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora
    by Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo

  • 2009 Input and Output Inventories in the UK
    by Tsoukalas, John

  • 2009 The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence
    by Alper, Emre & Hatipoglu, Ozan

  • 2009 Properties of distributions with increasing failure rate
    by Brusset, Xavier

  • 2009 A Bayesian analysis of government expenditure in Nigeria
    by Olayeni, Olaolu Richard

  • 2009 Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan
    by Hashiguchi, Yoshihiro

  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo

  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2009 A small open economy model for Nigeria: a BVAR-DSGE approach
    by Olayeni, Olaolu Richard

  • 2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2009 Trend agnostic one step estimation of DSGE models
    by Ferroni, Filippo

  • 2009 Eventology versus contemporary theories of uncertainty
    by Vorobyev, Oleg

  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde

  • 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
    by Chris Bloor & Troy Matheson

  • 2009 Manipulation Robustness of Collaborative Filtering Systems
    by Benjamin Van Roy & Xiang Yan

  • 2009 Investment Shocks and Business Cycles
    by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti

  • 2009 Dynamics of Fiscal Financing in the United States
    by Eric M. Leeper & Michael Plante & Nora Traum

  • 2009 Bayesian and Frequentist Inference in Partially Identified Models
    by Hyungsik Roger Moon & Frank Schorfheide

  • 2009 DSGE Model-Based Forecasting of Non-modelled Variables
    by Frank Schorfheide & Keith Sill & Maxym Kryshko

  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde

  • 2009 Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
    by Guohua Feng & Apostolos Serletis

  • 2009 The German elections in the 1870s: why Germany turned from liberalism to protectionism
    by Sibylle Lehmann

  • 2009 Perceiving the Value of Business Planning
    by Anne Chwolka & Matthias Raith

  • 2009 On Marginal Likelihood Computation in Change-point Models
    by Luc Bauwens & Jeroen V.K. Rombouts

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 Does the Canadian economy suffer from Dutch Disease?
    by Michel Beine & Charles Bos & Serge Coulombe

  • 2009 Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective
    by Viktors Ajevskis & Kristine Vitola

  • 2009 Estimation of the Euro Area Output Gap Using the NAWM
    by Günter Coenen & Frank Smets & Igor Vetlov

  • 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
    by Boriss Siliverstovs

  • 2009 The Role of Labor Markets for Euro Area Monetary Policy
    by Kai Christoffel & Keith Kuester & Tobias Linzert

  • 2009 Volatility, Information and Stock Market Crashes
    by Nikolaos Antonakakis & Johann Scharler

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesus Crespo Cuaresma & Martin Feldkircher

  • 2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
    by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter

  • 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

  • 2009 The Evolution of Loan Rate Stickiness Across the Euro Area
    by Jouchi Nakajima & Yuki Teranishi

  • 2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
    by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu

  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

  • 2009 Testing for a Constant Mean Function using Functional Regression
    by Jin Seo Cho & Meng Huang & Halbert White

  • 2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach
    by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu

  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Pooyan Amir Ahmadi & Albrecht Ritschl

  • 2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity
    by Hiroaki Chigira & Tsunemasa Shiba

  • 2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
    by Giordani, Paolo & Villani, Mattias

  • 2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
    by Li, Feng & Villani, Mattias & Kohn, Robert

  • 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
    by de Luna, Xavier & Lundin, Mathias

  • 2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J

  • 2009 Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators
    by Boris Branisa & Adriana Cardozo

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 Bayesian estimation of an extended local scale stochastic volatility model
    by Deschamps, Philippe J.

  • 2009 Which Factors Capitalize into House Prices? A Bayesian Averaging Approach
    by David Stadelmann

  • 2009 Investment Shocks and the Relative Price of Investment
    by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

  • 2009 Do expectations matter? The Great Moderation revisited
    by Canova, Fabio & Gambetti, Luca

  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Ahmadi, Pooyan Amir & Ritschl, Albrecht

  • 2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2009 Sectoral Price Data and Models of Price Setting
    by Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko

  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2009 What’s News in Business Cycles
    by Schmitt-Grohé, Stephanie & Uribe, Martín

  • 2009 On the Statistical Identification of DSGE Models
    by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

  • 2009 The Econometrics of DSGE Models
    by Fernández-Villaverde, Jesús

  • 2009 On marginal likelihood computation in change-point models
    by BAUWENS, Luc & ROMBOUTS, Jeroen

  • 2009 Bayesian option pricing using mixed normal heteroskedasticity models
    by ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

  • 2009 Analisis de regresion
    by Ignacio Velez-Pareja

  • 2009 Conceptos basicos de probabilidad
    by Ignacio Velez-Pareja

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
    by Li LIN & Ruo En REN & Didier SORNETTE

  • 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
    by Jim Malley & Ulrich Woitek

  • 2009 The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area
    by Carlo Altavilla & Matteo Ciccarelli

  • 2009 Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach
    by Ali Bayar & Bram Smeets

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 Learning in an Estimated Medium-Scale DSGE Model
    by Sergey Slobodyan & Raf Wouters

  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto

  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie

  • 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence
    by Li, GuangJie

  • 2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR
    by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley

  • 2009 Extreme Value GARCH modelling with Bayesian Inference
    by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao

  • 2009 Acquisition, Involvency and Managers in UK Small Companies
    by Natalia Isachenkova & Melvyn Weeks

  • 2009 Real-Time Inflation Forecasting in a Changing World
    by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

  • 2009 Macro modelling with many models
    by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

  • 2009 The effects of fiscal expansions: an international comparison
    by Evi Pappa

  • 2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

  • 2009 Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
    by Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

  • 2009 Spain in the euro: a general equilibrium analysis
    by Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas

  • 2009 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M. Maheu

  • 2009 Statistical prediction of the outcome of a noncooperative game
    by James W. Bono & David H. Wolpert

  • 2009 A Bayesian Analysis of Total Factor Productivity Persistence
    by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy
    by Raja Chakir

  • 2009 Multicollinearity In Applied Economics Research And The Bayesian Linear Regression
    by Eisenstat, Eric

  • 2009 Honorary Lecture on S. James Press and Bayesian Analysis
    by Arnold Zellner

  • 2009 Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères
    by Gilles Allaire & Eric Cahuzac & Michel Simioni

  • 2009 Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach
    by Kamil Makieła

  • 2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
    by Jacek Osiewalski & Anna Pajor

  • 2009 Impact of Complementarity and Heterogeneity on Health Related Utility of Life
    by Michał Jakubczyk

  • 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
    by Anna Pajor

  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska

  • 2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
    by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

  • 2009 Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?
    by Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

  • 2009 Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
    by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States
    by Aaron Mehrotra & Tomáš Slacík

  • 2009 Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models
    by ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS

  • 2009 Imputación Múltiple en Encuestas Microeconómicas
    by Rodrigo Alfaro & Marcelo Fuenzalida

  • 2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones
    by Begoña Font Belaire

  • 2009 Sectoral price data and models of price setting
    by Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko

  • 2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire
    by AKA, Bédia F.

  • 2009 A Baseline Model for Monetary Policy Analysis
    by Jaromír Tonner & Jiří Polanský & Osvald Vašíček

  • 2009 Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
    by Adam Remo & Osvald Vašíček

  • 2009 An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
    by Karel Musil

  • 2009 Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy
    by Martha López & Juan David Prada & Norberto Rodríguez

  • 2009 Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR
    by Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía

  • 2009 Evidence For A Financial Accelerator In A Small Open Economy, And Implications For Monetary Policy
    by MARTHA LÓPEZ & JUAN DAVID PRADA & NORBERTO RODRÍGUEZ

  • 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
    by Rangan Gupta & Alain Kabundi

  • 2008 Testing for PPP Using SADC Real Exchange Rates
    by Thabo Mokoena & Rangan Gupta & Renee van Eyden

  • 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by Rangan Gupta & Alain Kabundi

  • 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi

  • 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
    by Zhongjun Qu & Pierre Perron

  • 2008 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
    by Neil, Martin & Fenton, Norman

  • 2008 Analyzing the Swiss Business Cycle
    by Alexander Perruchoud

  • 2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
    by Hufnagel, Rainer

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 The information content of money in forecasting Euro area inflation
    by Berger, Helge & Stavrev, Emil

  • 2008 The ECB's monetary analysis revisited
    by Berger, Helge & Harjes, Thomas & Stavrev, Emil

  • 2008 Global business cycles: convergence or decoupling?
    by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.

  • 2008 Bayesian analysis of growth using stochastic frontier model
    by Arkadiusz Wisniowski

  • 2008 A medium-scale open economy model of Australia
    by Kristoffer Nimark & Jarkko Jääskelä

  • 2008 Priors from DSGE Models for Dynamic Factor Analysis
    by Gregor Bäurle

  • 2008 The Role of Sectoral Shifts in the Great Moderation
    by Daniel Burren

  • 2008 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M Maheu

  • 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
    by Martin Burda & Roman Liesenfeld & Jean-Francois Richard

  • 2008 Bayesian semiparametric stochastic volatility modeling
    by Mark J Jensen & John M Maheu

  • 2008 Forecasting Realized Volatility: A Bayesian Model Averaging Approach
    by Chun Liu & John M Maheu

  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.

  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    by Rodney W. Strachan & Herman K. van Dijk

  • 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
    by Drew Creal & Siem Jan Koopman & Eric Zivot

  • 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit
    by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk

  • 2008 Possibly Ill-behaved Posteriors in Econometric Models
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility
    by Charles S. Bos

  • 2008 On the (ir)relevance of direct supply-side effects of monetary policy
    by Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang

  • 2008 A Semiparametric Stochastic Volatility Model
    by Jun Yu

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard

  • 2008 Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs
    by Marianna Riggi & Massimiliano Tancioni

  • 2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model
    by P. JACOB & G. PEERSMAN

  • 2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
    by Caterina Conigliani

  • 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 On the Evolution of Monetary Policy
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 A Medium-scale Open Economy Model of Australia
    by Jarkko Jääskelä & Kristoffer Nimark

  • 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
    by Andrew Hodge & Tim Robinson & Robyn Stuart

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Kolasa, Marcin

  • 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2008 Consumer preferences and demand systems
    by Barnett, William A. & Serletis, Apostolos

  • 2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
    by Ley, Eduardo & Steel, Mark F.J.

  • 2008 Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
    by Bianchi, Francesco

  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris

  • 2008 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
    by Bianchi, Francesco

  • 2008 On a random number of disorders
    by Szajowski, Krzysztof

  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John

  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong

  • 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    by Griffin, Jim & Steel, Mark F.J.

  • 2008 Rational macroeconomic learning in linear expectational models
    by Holden, Tom

  • 2008 Hierarchical Bayes prediction for the 2008 US Presidential election
    by Sinha, Pankaj & Bansal, Ashok

  • 2008 Falsifiability
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Strategic Manipulation of Empirical Tests
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Manipulability of Future-Independent Tests
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
    by Chris Bloor & Troy Matheson

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by Ricardo M. Sousa & António Afonso

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan

  • 2008 A Dynamic Model of Sponsored Search Advertising
    by Song Yao & Carl F. Mela

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad

  • 2008 What's News in Business Cycles
    by Stephanie Schmitt-Grohe & Martin Uribe

  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

  • 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    by Marco Del Negro & Frank Schorfheide

  • 2008 Search Equilibrium with Migration: the Case of Poland
    by Katarzyna Budnik

  • 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
    by Yélé Maweki Batana & Jean-Yves Duclos

  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan

  • 2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
    by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana

  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Un análisis bayesiano de la variación temporal del escenario de compra de los hogares
    by Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero

  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by António Afonso & Ricardo M. Sousa

  • 2008 Subjective Health Expectations
    by Juergen Jung

  • 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

  • 2008 Search Costs and Medicare Plan Choice
    by Ian McCarthy & Rusty Tchernis

  • 2008 The Determinants of Economic Growth in European Regions
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
    by Jouchi Nakajima

  • 2008 Inflation Targeting and Monetary Policy Activism
    by Toshitaka Sekine & Yuki Teranishi

  • 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
    by Chew Lian Chua & Sarantis Tsiaplias

  • 2008 The Influence of the Business Cycle on Mortality
    by Wolfgang H. Reichmuth & Samad Sarferaz

  • 2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
    by Wolfgang Reichmuth & Samad Sarferaz

  • 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
    by Wolfgang Reichmuth & Samad Sarferaz

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig

  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
    by Junni L. Zhang & Wolfgang Härdle

  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2008 How Important are Financial Frictions in the U.S. and the Euro Area?
    by Queijo von Heideken, Virginia

  • 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
    by Queijo von Heideken, Virginia

  • 2008 Metropolis-Hastings prefetching algorithms
    by Strid, Ingvar

  • 2008 Little’s Law and Business Entropy
    by Michael Louis George

  • 2008 What is Business Entropy
    by Michael Louis George

  • 2008 AdMit: Adaptive Mixtures of Student-t Distributions
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by A. Carriero & G. Kapetanios & M. Marcellino

  • 2008 QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy
    by Marco Ratto & Werner Roeger & Jan in 't Veld

  • 2008 Bayesian near-boundary analysis in basic macroeconomic time series models
    by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.

  • 2008 Can rare events explain the equity premium puzzle?
    by Christian Julliard & Anisha Ghosh

  • 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
    by Richard Dennis

  • 2008 Large Bayesian VARs
    by Martha Banbura & Domenico Giannone & Lucrezia Reichlin

  • 2008 Climate Change and Modelling of Extreme Temperatures in Switzerland
    by Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers

  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale
    by Anne CORCOS & François PANNEQUIN

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2008 Investment Shocks and Business Cycles
    by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

  • 2008 Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables
    by Juan Ricardo Perilla Jiménez

  • 2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
    by Andrés Salamanca & Viviana Monroy

  • 2008 Financial Accelerator Mechanism in a Small Open Economy
    by Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

  • 2008 Financial Accelerator Mechanism: Evidence for Colombia
    by Martha R. López & Norberto Rodríguez N.

  • 2008 Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions
    by Steven C. Bourassa & Eva Cantoni & Martin Hoesli

  • 2008 On The Cyclicality of Real Wages and Wage Differentials
    by Otrok, Christopher & Pourpourides, Panayiotis M.

  • 2008 Acquisition, Insolvency and Managers in UK Small Companies
    by Isachenkova, N. & Weeks, M.

  • 2008 Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area
    by Yasuo Hirose

  • 2008 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey

  • 2008 Real exchange rate volatility and disconnect: an empirical investigation
    by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani

  • 2008 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
    by Morten Bech & James T. E. Chapman & Rod Garratt

  • 2008 Combining Canadian Interest-Rate Forecasts
    by David Jamieson Bolder & Yuliya Romanyuk

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models
    by Nicola TORELLI & Matilde TREVISANI

  • 2008 Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View
    by Andrea Brasili & Loredana Federico

  • 2008 An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model
    by Caraiani, Petre

  • 2008 Bayesian Methods in Econometrics
    by Aivazian, Sergei

  • 2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis
    by Linnea Polgreen & Pedro Silos

  • 2008 Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia
    by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub

  • 2008 Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region
    by Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei

  • 2008 Current Account Reversals Triggered by Large Exchange Rate Movements
    by Nikolas A. Müller-Plantenberg

  • 2008 Proximité technologique, infrastructures de communication et activités innovantes en Europe
    by Olivier Parent

  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006
    by Anne Corcos & François Pannequin

  • 2008 Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

  • 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
    by Ardia, David

  • 2007 Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models
    by Sylvie Tchumtchoua & Dipak K. Dey

  • 2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
    by Scharnagl, Michael & Schumacher, Christian

  • 2007 Bayesian Inference on Dynamic Models with Latent Factors
    by Monica Billio & Roberto Casarin & Domenico Sartore

  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore

  • 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
    by Silvestro Di Sanzo

  • 2007 Bayesian Methods in Nonlinear Time Series
    by Korenok Oleg

  • 2007 Do expectations matter? The Great Moderation revisited
    by Fabio Canova & Luca Gambetti

  • 2007 Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

  • 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples
    by Klaus Moeltner & Richard T. Woodward

  • 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’
    by Klaus Moeltner & Randall S. Rosenberger

  • 2007 Re-reading Jevons's Principles of Science - Induction Redux
    by K. Vela Velupillai

  • 2007 Are there Structural Breaks in Realized Volatility?
    by Chun Liu & John M Maheu

  • 2007 How useful are historical data for forecasting the long-run equity return distribution?
    by John M Maheu & Thomas H McCurdy

  • 2007 Learning, Forecasting and Structural Breaks
    by John M Maheu & Stephen Gordon

  • 2007 Modeling foreign exchange rates with jumps
    by John M Maheu & Thomas H McCurdy

  • 2007 If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctions
    by Gerard J. van den Berg & Bas van der Klaauw

  • 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
    by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk

  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia

  • 2007 Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
    by Dennis Gaertner

  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia

  • 2007 What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
    by Gary Koop & Lise Tole

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Gianni Amisano & Oreste Tristani

  • 2007 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2007 Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data
    by Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson

  • 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
    by Andrea Carriero

  • 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
    by Andrea Carriero

  • 2007 Total Factor Productivity Growth in the G7 Countries: Different or Alike?
    by João Amador & Carlos Coimbra

  • 2007 Characteristics of the Portuguese Economic Growth: What has been Missing?
    by João Amador & Carlos Coimbra

  • 2007 Bayesian Model Averaging and Identification of Structural Breaks in Time Series
    by Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit

  • 2007 Inference for stochastic volatility model using time change transformations
    by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

  • 2007 Likelihood-based inference for correlated diffusions
    by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

  • 2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market
    by Lanne, Markku & Luoto, Jani

  • 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
    by Vitek, Francis

  • 2007 Robustness Procedures in Economic Growth Regression Models
    by Mapa, Dennis S. & Briones, Kristine Joy S.

  • 2007 Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems
    by Ciuiu, Daniel

  • 2007 Monetary policy in Europe vs the US: what explains the difference?
    by Uhlig, Harald

  • 2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
    by K. K., Suresh & K., Pradeepa Veerakumari

  • 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey

  • 2007 Re-reading Jevons's Principles of Science-Induction Redux
    by K. Vela Velupillai

  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier

  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Bernard Dumas & Alexander Kurshev & Raman Uppal

  • 2007 How Structural Are Structural Parameters?
    by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

  • 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
    by Lars Peter Hansen

  • 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
    by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small

  • 2007 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    by Xibin Zhang & Robert D. Brooks & Maxwell L. King

  • 2007 Bayesian networks of customer satisfaction survey data
    by Silvia SALINI & Ron S. KENETT

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and Inference for a Markov-Switching GARCH Model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
    by Roberto Leon-Gonzalez & Riccardo Scarpa

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Poggi, Ambra & Ramos, Xavi

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 Political Business Cycles in the New Keynesian Model
    by Fabio Milani

  • 2007 Learning and Time-Varying Macroeconomic Volatility
    by Fabio Milani

  • 2007 Bayesian Likelihoods for Moment Condition Models
    by Giuseppe Ragusa

  • 2007 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

  • 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    by Kakamu, Kazuhiko & Polasek, Wolfgang

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and inference for a Markov switching Garch model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups
    by Hugo R. Ñopo

  • 2007 Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany
    by Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja

  • 2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
    by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

  • 2007 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis
    by Jörn Hendrich Block & Andreas Thams

  • 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
    by Samad Sarferaz & Martin Uebele

  • 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
    by Laurence Fung & Ip-wing Yu

  • 2007 Nested Designs with AR Errors via MCMC
    by Alkhamisi, Mahdi

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune

  • 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
    by Lillestøl, Jostein

  • 2007 And the Oscar goes to ..... Peeeeedrooooo!
    by Henry Aray & Betty Agnani

  • 2007 Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions
    by A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz

  • 2007 Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions
    by A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz

  • 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
    by Deschamps, Philippe J.

  • 2007 The money demand function for the Euro area: one step beyond
    by Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc

  • 2007 Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
    by Strachan, R.W. & van Dijk, H.K.

  • 2007 Do leading indicators lead peaks more than troughs?
    by Paap, R. & Segers, R. & van Dijk, D.J.C.

  • 2007 Evaluating real-time forecasts in real-time
    by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

  • 2007 Predictive gains from forecast combinations using time-varying model weights
    by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

  • 2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
    by Konstantinos Kalogeropoulos

  • 2007 Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 Heterogeneite non observee dans les modeles de duree
    by Guillaume, HORNY

  • 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
    by Andrea, SILVESTRINI

  • 2007 Theory and inference for a Markov switching GARCH model
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2007 A Component GARCH Model with Time Varying Weights
    by Luc, BAUWENS & G., STORTI

  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Amisano, Giovanni & Tristani, Oreste

  • 2007 Bayesian VARs with Large Panels
    by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

  • 2007 Robust Portfolio Optimisation with Multiple Experts
    by Lutgens, Frank & Schotman, Peter C

  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
    by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

  • 2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    by SILVESTRINI, Andrea

  • 2007 Theory and inference for a Markov switching GARCH model
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

  • 2007 A component GARCH model with time varying weights
    by BAUWENS, Luc & STORTI, Giuseppe

  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

  • 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova

  • 2007 Determinants Of Economic Growth: A Bayesian Panel Data Approach
    by Enrique Moral-Benito

  • 2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
    by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe

  • 2007 Jointness of Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos

  • 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 Learning and Disagreement in an Uncertain World
    by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

  • 2007 Universality of Bayesian Predictions
    by Sancetta, A.

  • 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Doppelhofer, G. & Cuaresma, J.C.

  • 2007 Which Democracies Pay Higher Wages?
    by James C. Rockey

  • 2007 Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
    by Yasuo Hirose & Saori Naganuma

  • 2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
    by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri

  • 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

  • 2007 Rational Beliefs and Bayesian Learning: A Note
    by Carsten Krabbe NIELSEN

  • 2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
    by Horace W. Brock

  • 2007 An Estimated New Keynesian Model for Romania
    by Caraiani, Petre

  • 2007 Some equivalences in linear estimation (in Russian)
    by Dmitry Danilov & Jan R. Magnus

  • 2007 Thinking about instrumental variables (in Russian)
    by Christopher A. Sims

  • 2007 Robustness procedures in economic growth regression models
    by Dennis S. Mapa & Kristine Joy S. Briones

  • 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER

  • 2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys
    by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS

  • 2007 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
    by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin

  • 2007 Un test de validité de la Value at Risk
    by Christophe Hurlin & Sessi Tokpavi

  • 2006 Learning, Structural Instability and Present Value Calculations
    by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

  • 2006 Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
    by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel

  • 2006 Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models
    by Jean-Francois Piferini

  • 2006 (Un)naturally low?
    by Silvia Sgherri & Marco J. Lombardi

  • 2006 Multivariate Generalizations of the Markov-Switching Model
    by Mohamad Khaled

  • 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets
    by Arnab Kumar Laha

  • 2006 Re-examining the Structural and the Persistence Approach
    by Tino Berger & Gerdie Everaert

  • 2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
    by Nasip BOLATOĞLU

  • 2006 Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture
    by Dominic Rohner & Anna Winestein & Bruno S. Frey

  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
    by Christoffel, Kai & Kuester, Keith & Linzert, Tobias

  • 2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

  • 2006 Learning, structural instability and present value calculations
    by Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
    by Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias

  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
    by Daniel Friesner & Ron Mittelhammer & Robert Rosenmane

  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
    by Daniel Friesner & Ron Mittelhammer & Robert Rosenman

  • 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Jesus Crespo Cuaresma & Gernot Doppelhofer

  • 2006 The structural dynamics of output growth and inflation: some international evidence
    by Fabio Canova & Luca Gambetti & Evi Pappa

  • 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

  • 2006 Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam
    by Klump, R. & Prüfer, P.

  • 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
    by Michiel D. de Pooter & René Segers & Herman K. van Dijk

  • 2006 The miracle of the Septuagint and the promise of data mining in economics
    by Stan du Plessis

  • 2006 Examining the Robustness of Competing Explanations of Slow Growth in African Countries
    by Stan du Plessis & Ronelle Burger

  • 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model
    by Pau Rabanal

  • 2006 Learning, structural instability and present value calculations
    by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

  • 2006 Impact of oil prices in an estimated EU12 open economy model
    by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

  • 2006 Euro area inflation persistence in an estimated nonlinear
    by Gianni Amisano & Oreste Tristani

  • 2006 Learning Parameters in Non Linear Ecological Models
    by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

  • 2006 Monetary Policy under Balance Sheet Uncertainty
    by Saki Bigio & Marco Vega

  • 2006 Re-examining the Structural and the Persistence Approach to Unemployment
    by T. BERGER & G. EVERAERT

  • 2006 Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics
    by Caterina Conigliani & Andrea Tancredi

  • 2006 El costo del crédito en el Perú, revisión de la evolución reciente
    by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal

  • 2006 Forecasting Using Predictive Likelihood Model Averaging
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Model-based Clustering of non-Gaussian Panel Data
    by Juarez, Miguel A. & Steel, Mark F. J.

  • 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Non-Gaussian dynamic Bayesian modelling for panel data
    by Juarez, Miguel A. & Steel, Mark F. J.

  • 2006 Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors
    by Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip

  • 2006 Stochastic simulation of a DSGE model for Brazil
    by Sin, Hui Lok & Gaglianone, Wagner Piazza

  • 2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
    by Ghent, Andra

  • 2006 Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US
    by Balcombe, Kelvin & Bailey, Alastair

  • 2006 Persistence in inequalities across the Spanish regions
    by Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos

  • 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Shaun P. Vahey

  • 2006 Credit Shocks and Cycles: a Bayesian Calibration Approach
    by Roland Meeks

  • 2006 Learning and Disagreement in an Uncertain World
    by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2006 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models
    by Chris M Strickland & Gael Martin & Catherine S Forbes

  • 2006 Social Choice, Optimal Inference and Figure Skating
    by Stephen Gordon & Michel Truchon

  • 2006 Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
    by Georges Dionne & Claude Fluet & Denise Desjardins

  • 2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
    by Rodney W. Strachan & Herman K. van Dijk

  • 2006 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2006 Willingness to Pay for Service Attributes in the Japanese Digital Content Market
    by Donghun Kim & Philip Sugai

  • 2006 Two-Sided Matching and Spread Determinants in the Loan Market
    by Jiawei Chen

  • 2006 Nonparametric Density Estimation for Positive Time Series
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts

  • 2006 Regime switching GARCH models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc Bauwens & Jeroen V.K. Rombouts

  • 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
    by Rässler, Susanne

  • 2006 How valid can data fusion be?
    by Kiesl, Hans & Rässler, Susanne

  • 2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
    by Sugita, Katsuhiro

  • 2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
    by Sugita, Katsuhiro

  • 2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    by Giordani, Paolo & Kohn, Robert

  • 2006 Bayesian simultaneous determination of structural breaks and lag lengths
    by Hultblad, Brigitta & Karlsson, Sune

  • 2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality
    by Petr Kadeřábek

  • 2006 Bayesian Model Averaging in the Presence of Structural Breaks
    by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.

  • 2006 Gibbs sampling in econometric practice
    by de Pooter, M.D. & Segers, R. & van Dijk, H.K.

  • 2006 Explaining individual response using aggregated data
    by Paap, R. & van Dijk, A.

  • 2006 Model uncertainty and Bayesian model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2006 Regionality revisited: an examination of the direction of spread of currency crises
    by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

  • 2006 Default Estimation for Low-Default Portfolios
    by Kiefer, Nicholas M.

  • 2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets
    by Carsten Kuchler & Martin Spieß

  • 2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market
    by Luc, BAUWENS & Michel, LUBRANO

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

  • 2006 Regime switching GARCH models
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2006 Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture
    by Dominic Rohner & Anna Winestein & Bruno S. Frey

  • 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not
    by Rabanal, Pau & Tuesta Reátegui, Vicente

  • 2006 The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    by Canova, Fabio & Gambetti, Luca & Pappa, Evi

  • 2006 The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    by Canova, Fabio & Gambetti, Luca & Pappa, Evi

  • 2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2006 Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
    by BAUWENS, Luc & LUBRANO, Michel

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

  • 2006 Regime switching GARCH models
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

  • 2006 Issues in Adopting DSGE Models for Use in the Policy Process
    by Martin Fukac & Adrian Pagan

  • 2006 Measures of Potential Output from an Estimated DSGE Model of the United States
    by Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton

  • 2006 Model Combination and Stock Return Predictability
    by Matthias Hagmann & Joachim Loebb

  • 2006 Learning, Structural Instability and Present Value Calculations
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

  • 2006 Explaining policy volatility in developing countries
    by Vatcharin Sirimaneetham

  • 2006 Time-varying exchange rate pass-through: experiences of some industrial countries
    by Toshitaka Sekine

  • 2006 Regime Switching Garch Models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Bancarization and Determinants of Availability of Banking Services in Argentina
    by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

  • 2006 A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM
    by Pedro Elosegui & Francisco Lepone & George McCandless

  • 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Shaun P. Vahey

  • 2006 Automated teller machine network market structure and cash usage
    by Snellman, Heli

  • 2006 An Estimated Small Open Economy Model of the Financial Accelerator
    by Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov

  • 2006 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    by Fabio Milani

  • 2006 A Bayesian Model Averaging Approach to Enhance Value Investment
    by Ron Bird & Richard Gerlach

  • 2006 A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA
    by Pedro Elosegui & Francisco Lepone & George McCandless

  • 2005 The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
    by Viktor Winschel

  • 2005 Stochastic Volatility in DSGE models
    by Giorgio Primiceri & Alejandro Justiniano

  • 2005 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
    by M. Gilli & I. Roko

  • 2005 Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
    by Thomas A. Lubik

  • 2005 Computing optimal policy functions in a timeless perspective: An application
    by Florian Pelgrin & Michel Juillard

  • 2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
    by Filippo Ochinno & John Landon-Lane

  • 2005 Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

  • 2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam
    by Klump, Rainer & Prüfer, Patricia

  • 2005 The Decline in German Output Volatility: A Bayesian Analysis
    by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

  • 2005 An Estimated, New Keynesian Policy Model for Australia
    by Martin Melecky & Daniel Buncic

  • 2005 Expectations, Learning and Macroeconomic Persistence
    by Fabio Milani

  • 2005 What Happens After A Technology Shock? A Bayesian Perspective
    by Ossama Mikhail

  • 2005 Learning, Monetary Policy Rules, and Macroeconomic Stability
    by Fabio Milani

  • 2005 An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area
    by Ratto M. & Roeger W. & in’t Veld J. & Girardi R.

  • 2005 The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis
    by Manuela Goretti

  • 2005 The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
    by Martin Melecky

  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel

  • 2005 Bayesian Methods for Improving Credit Scoring Models
    by Posch Peter N. & Loeffler Gunter & Schoene Christiane

  • 2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
    by Andrew Healy

  • 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
    by Pierangelo De Pace

  • 2005 Bayesian Stochastic Frontier Analysis Using WinBUGS
    by Jim Griffin & Mark Steel

  • 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
    by Matthias Kredler

  • 2005 Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey
    by Fabio Canova & Carlo Favero

  • 2005 The structural dynamics of US output and inflation: What explains the changes?
    by Luca Gambetti & Evi Pappa & Fabio Canova

  • 2005 The Impact of Central Bank FX Interventions on Currency Components
    by Michel Beine & Charles S. Bos & Sebastian Laurent

  • 2005 Estimating Single Factor Jump Diffusion Interest Rate Models
    by Ghulam Sorwar

  • 2005 Measuring Inflation Persistence: A Structural Time Series Approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
    by Martijn van Hasselt

  • 2005 Estimation and Evaluation of a Segmented Markets Monetary Model
    by John Landon-Lane & Filippo Occhino

  • 2005 Measuring inflation persistence: a structural time series approach
    by M. DOSSCHE & G. EVERAERT

  • 2005 A bayesian semi-parametric approach for cost-effectiveness analysis in health economics
    by Caterina Conigliani & Andrea Tancredi

  • 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey
    by Kevin X.D. Huang & Zheng Liu

  • 2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by Filippo Occhino & John Landon-Lane

  • 2005 Variable Selection using Non-Standard Optimisation of Information Criteria
    by George Kapetanios

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
    by Geweke, John & Keane, Michael

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996
    by Geweke, John & Keane, Michael

  • 2005 A, B, C’s (And D’s) For Understanding VARS
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent

  • 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    by Thomas A Lubik

  • 2005 Mind your Ps and Qs! Improving ARMA forecasts with RBC priors
    by Kirdan Lees & Troy Matheson

  • 2005 Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice
    by Jørn Rattsø & Jon Hernes Fiva

  • 2005 Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
    by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams

  • 2005 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

  • 2005 A, B, C's (and D)'s for Understanding VARs
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent

  • 2005 Measuring inflation persistence: a structural time series approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Measuring inflation persistence: a structural time series approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Measuring inflation persistence: a structural time series approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Measuring inflation persistence: a structural time series approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
    by Balázs Vonnák

  • 2005 Is There an Optimum Level of Financial Activity?
    by Michael Graff

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    by Fabio Milani

  • 2005 Expectations, Learning and Macroeconomic Persistence
    by Fabio Milani

  • 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation
    by Kunst, Robert M.

  • 2005 Forecast Combination and Model Averaging using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
    by Adolfson, Malin & Lindé, Jesper & Villani, Mattias

  • 2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space
    by Villani, Mattias

  • 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
    by Villani, Mattias

  • 2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2005 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2005 How Important are Financial Frictions in the U.S. and Euro Area?
    by Queijo, Virginia

  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2005 Trends and cycles in economic time series: A Bayesian approach
    by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2005 A unified approach to nonlinearity, structural change and outliers
    by Giordani, P. & Kohn, R. & van Dijk, D.J.C.

  • 2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning
    by John Hobcraft & Wendy Sigle-Rushton

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc, Bauwens & J.V.K., ROMBOUTS

  • 2005 New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets
    by Pappa, Evi

  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Bayesian Analysis of DSGE Models
    by An, Sungbae & Schorfheide, Frank

  • 2005 Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey
    by Canova, Fabio & Favero, Carlo A.

  • 2005 On the Fit and Forecasting Performance of New Keynesian Models
    by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
    by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K.

  • 2005 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
    by Bernard Dumas & Alexander Kurshev & Raman Uppal

  • 2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning
    by John Hobcraft & Wendy Sigle-Rushton

  • 2005 Persistence in inequalities across the Spanish regions
    by Jesús Rodríguez & Diego Romero de Ávila & Diego Martínez-López

  • 2005 Jointness of Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2005 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
    by Sylvia Kaufmann & Peter Kugler

  • 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
    by Andrea Nobili

  • 2005 Diversification And Focus: A Bayesian Application Of The Resource-Based View
    by Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci

  • 2005 Modelo de manadas y aprendizaje social
    by Juan Pablo Herrera & Francisco Lozano Gerena

  • 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters
    by Timothy Cogley

  • 2005 Learning and Monetary Policy Shifts
    by Frank Schorfheide

  • 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
    by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

  • 2005 Corporate Tax Reforms and Financial Choices: An Empirical Analysis
    by Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli

  • 2004 Empirical Calibration of Simulation Models
    by Thomas Brenner & Claudia Werker

  • 2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
    by Michiel D. de Pooter & Rengert Segers

  • 2004 A Bayesian algorithm for a Markov Switching GARCH model
    by Dhiman Das

  • 2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations
    by Silvano Bordignon & Davide Raggi

  • 2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by Francisco J. Ruge-Murcia

  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide

  • 2004 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
    by Frank Kleibergen

  • 2004 A Bayesian MCMC Algorithm for Markov Switching GARCH models
    by Dhiman Das & B.Hark Yoo

  • 2004 Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations
    by Fabio Milani

  • 2004 Bayesian Reduced Rank Regression in SEMs with Weak Identification
    by Kajal Lahiri & Jabonn Kim

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 On leverage in a stochastic volatility model
    by Jun Yu

  • 2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia
    by Denzil Fiebig & Michael Smith & Remy Cottet

  • 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
    by Gael Martin & Chris Strickland & Catherine Forbes

  • 2004 Opinion Pooling under Asymmetric Information
    by Franz Dietrich

  • 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    by Fabio Milani

  • 2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
    by Stanislav Radchenko

  • 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots
    by Ricardo Gonçalves Silva

  • 2004 The Power of the "Objective" Bayesian Unit-Root Test
    by Francis W. Ahking

  • 2004 Are There Waves in Merger Activity After All?
    by Dennis Gaertner & Daniel Halbheer

  • 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
    by Jun Yu

  • 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
    by Jun Yu & Renate Meyer

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide

  • 2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
    by Lennart F. Hoogerheide & Johan F. Kaashoek

  • 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by John Landon-Lane & Filippo Occhino

  • 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
    by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos

  • 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 A Revealed Preference Ranking of U.S. Colleges and Universities
    by Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 Time Reversibility of Stationary Regular Finite State Markov Chains
    by McCAUSLAND, William

  • 2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
    by McCAUSLAND, William

  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Xibin Zhang & Maxwell L. King & Rob J. Hyndman

  • 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
    by Andrew D. Sanford & Gael Martin

  • 2004 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
    by Gary M. Koop & Simon M. Potter

  • 2004 On Priors on Cointegrating Spaces
    by Rodney W. Strachan

  • 2004 Exceptions to Bartlett’s Paradox
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Bayesian Model Selection with an Uninformative Prior
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
    by Paserman, M. Daniele

  • 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
    by Paserman, M. Daniele

  • 2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
    by Paserman, M. Daniele

  • 2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
    by Paserman, M. Daniele

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth R. & Voicu, Alexandru

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth & Voicu, Alexandru

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
    by Villani, Mattias & Larsson, Rolf

  • 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions
    by Corander, Jukka & Villani, Mattias

  • 2004 Parametric covariance matrix modeling in Bayesian panel regression
    by Salabasis, Mickael

  • 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
    by Deschamps, Philippe J.

  • 2004 Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
    by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

  • 2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2004 Improper priors with well defined Bayes Factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 A Nonlinear Model of the Business Cycle
    by Simon M. Potter & Edward E. Leamer

  • 2004 Bayesian Clustering Of Similar Multivariate Garch Models
    by Luc Bauwens & Jeroen Rombouts

  • 2004 Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity
    by Jorge E. Arana & Carmelo J. Leon

  • 2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary
    by Thomas A. Lubik

  • 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
    by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap
    by Frank Kleibergen

  • 2004 Messy Data Modelling in Health Care Contingent Valuation Studies
    by Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan

  • 2004 Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments
    by Mehmet Caner

  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers

  • 2004 Seasonality, Cycles and Unit Roots
    by Mickael Salabasis & Sune Karlsson

  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    by Ilias Tsiakas

  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

  • 2004 Cyclical components in economic time series: A Bayesian approach
    by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur

  • 2004 Model-based Clustering of Multiple Time Series
    by Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

  • 2004 Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
    by Ciccarelli, Matteo & Rebucci, Alessandro

  • 2004 Similarities and Convergence in G7 Cycles
    by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

  • 2004 Discrete Choice Models in Preference Space and Willingness-to Pay Space
    by Train, K. & Weeks, M.

  • 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

  • 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
    by Marco Moscadelli

  • 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma
    by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

  • 2004 A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial
    by GÓMEZ-DÉNIZ, E.

  • 2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area
    by Aka, B.F.

  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

  • 2003 Agriculture: transition buffer or black hole? A three-state model of employment dynamics
    by Alexandru Voicu

  • 2003 Is Inflation Persistence Intrinsic in Industrial Economies?
    by Andrew Levin & Jeremy Piger

  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    by Fabio Milani

  • 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
    by Catherine Baumont & Cem Ertur & Julie Le Gallo

  • 2003 Testing and Estimating Persistence in Canadian Unemployment
    by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

  • 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models
    by Andrzej Kociêcki

  • 2003 A Method for Assigning Letter Grades: Multi-Curve Grading
    by Alex Strashny

  • 2003 Output specific efficiencies: The case of UK private secondary schools
    by Dieter Gstach & Andrew Somers & Susanne Warning

  • 2003 A Statistical Framework for Estimating Output-Specific Efficiencies
    by Dieter Gstach

  • 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    by Nunzio Cappuccio & Diego Lubian & Davide Raggi

  • 2003 Similarities and convergence in G-7 cycles
    by Fabio Canova & Matteo Ciccarelli & Eva Ortega

  • 2003 Semi-parametric modelling for costs of helt care technologies
    by Caterina Conigliani & Andrea Tancredi

  • 2003 The Present, Future and Imperfect of Financial Risk Management
    by Carol Alexandra

  • 2003 Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
    by Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Coherent Predictions of Low Count Time Series
    by B.P.M. McCabe & G.M. Martin

  • 2003 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
    by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin

  • 2003 Implicit Bayesian Inference Using Option Prices
    by Gael M. Martin & Catherine S. Forbes & Vance L. Martin

  • 2003 Averaging Lorenz Curves
    by Duangkamon Chotikapanich & William E. Griffiths

  • 2003 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter
    by Catherine S. Forbes & Gael M. Martin & Jill Wright

  • 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
    by Andrew D. Sanford & Gael M. Martin

  • 2003 Bayesian Analysis of the Stochastic Conditional Duration Model
    by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

  • 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
    by Viktor Várpalotai

  • 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
    by Matteo Pelagatti

  • 2003 Asset Returns and State-Dependent Risk Preferences
    by Gordon, Stephen & St-Amour, Pascal

  • 2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
    by Polasek, Wolfgang

  • 2003 Risk Aversion and Herd Behavior in Financial Markets
    by Décamps, Jean-Paul & Lovo, Stefano

  • 2003 Bayesian Evidence on the Structure of Unemployment
    by Peter M. Summers

  • 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
    by Villani, Mattias & Warne, Anders

  • 2003 Bayes Estimators of the Cointegration Space
    by Villani, Mattias

  • 2003 A Finer Point in Forensic Identification
    by Mehlum, Halvor

  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune

  • 2003 Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters
    by Michael Louis George

  • 2003 Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
    by Erkki Siivonen & Arto Luoma & Jani Luoto

  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.

  • 2003 Alternative efficiency measures for multiple-output production
    by Carmen Fernandez & Gary Koop & Mark F J Steel

  • 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
    by Strachan, Rodney & Brett Inder

  • 2003 Understanding Fundamentalist Belief Through Bayesian Updating
    by Srijit Mishra

  • 2003 Bayesian clustering of many GARCH models
    by BAUWENS, Luc & ROMBOUTS, Jeroen

  • 2003 The determinants of consumer confidence: the case of United States and Belgium
    by BELTRAN, Helena & DURRE, Alain

  • 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller

  • 2003 Bayesian Estimation of Risk-Premia in an APT Context
    by Darsinos, T. & Satchell, S.E.

  • 2003 Cyclical Components in Economic Time Series: a Bayesian Approach
    by Harvey, A. & TTrimbur, T. & van Dijk, H.

  • 2003 Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
    by Roberto Leon Gonzalez & Daniel Montolio Estivill

  • 2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    by Matteo Ciccarelli & Alessandro Rebucci

  • 2003 L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques
    by Pierre-Charles Pradier

  • 2002 Is Inflation Persistence Inherent in Industrial Economies?
    by Andrew T. Levin & Jeremy M. Piger

  • 2002 Adaptive Polar Sampling
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest

  • 2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
    by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

  • 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
    by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira

  • 2002 The Term Spread International Evidence of Non-Linear Adjustment
    by Alfred A. Haug & Pierre L. Siklos

  • 2002 Testing For Cointegration Rank Using Bayes Factors
    by Sugita, Katsuhiro

  • 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
    by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski

  • 2002 Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm
    by Daniel Houser & Michael Keane & Kevin McCabe

  • 2002 Semiparametric Bayesian Inference for Stochastic Frontier Models
    by Jim E. Griffin & Mark F.J. Steel

  • 2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    by James E. Griffin & Mark F.J. Steel

  • 2002 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    by Carmen Fernandez & Gary Koop & Mark F.J. Steel

  • 2002 Informational matching
    by Silvio Rendón

  • 2002 Fixed and random effects in Classical and Bayesian regression
    by Silvio Rendón

  • 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
    by Stella M. Salvatierra

  • 2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller

  • 2002 A General Model for Repeated Audit Controls Using Monotone Subsampling
    by Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

  • 2002 Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    by Danilov, D.L. & Magnus, J.R.

  • 2002 A Comparison of Marginal Likelihood Computation Methods
    by Charles S. Bos

  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane

  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs

  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane

  • 2002 An alternative bayes factor for testing for unit autoregressive roots
    by Caterina Conigliani & F. Spezzaferri

  • 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
    by Hugo Kruiniger

  • 2002 On the Estimation of Panel Regression Models with Fixed Effects
    by Hugo Kruiniger

  • 2002 Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
    by Brian Hanlon & Catherine Forbes

  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
    by Roland G. Shami & Catherine S. Forbes

  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 Understanding fundamentalist belief through Bayesian updating
    by Srijit Mishra

  • 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
    by Kunst, Robert M.

  • 2002 Testing for Stationarity in a Cointegrated System
    by Kunst, Robert M.

  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune

  • 2002 Functional approximations to posterior densities: a neural network approach to efficient sampling
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
    by Eraker, Bjorn

  • 2002 From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms
    by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo

  • 2002 Optimal Supervisory Policies and Depositor-Preferences Laws
    by Pagès, H. & Santos, J.

  • 2002 Asset Allocation in Transition Economies
    by Jondeau, E. & Rockinger, M.

  • 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
    by Dan S. Rickman

  • 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
    by Sylvia Kaufmann

  • 2002 Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach
    by Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber

  • 2002 No-Respuesta De Items En Estudios De Mercado
    by PABLO MARSHALL

  • 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

  • 2002 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.

  • 2001 Bayesian Cointegration Analysis
    by Sugita, K.

  • 2001 Econometric analysis of the sequential probit model with an application to innovation surveys
    by Patrick Waelbroeck

  • 2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
    by Katsuhiro Sugita

  • 2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
    by V. Brian Viard, Nicholas Polson, Anne Gron

  • 2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Charles J. Romeo

  • 2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
    by Rodney W Strachan

  • 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
    by Poirier, D.J. & Tobias, J.L.

  • 2001 Across-Regime Covariance Restrictions in Treatment Response Models
    by Poirier, D.J. & Tobias, L.

  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.

  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.

  • 2001 Causation, Prediction, and Search, 2nd Edition
    by Peter Spirtes & Clark Glymour & Richard Scheines

  • 2001 Testing for convergence clubs in income per-capita : a predictive density approach
    by Canova, Fabio

  • 2001 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?
    by Shyam NMI Sunder & Karim Jamal

  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Statistical Inference as a Bargaining Game
    by Eduardo Ley

  • 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
    by Joel Huber & Kenneth Train

  • 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
    by Richard Kleijn & Herman K. van Dijk

  • 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
    by John Landon-Lane

  • 2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
    by Jay Shanken & Ane Tamayo

  • 2001 Bayesian Inference for Hospital Quality in a Selection Model
    by John Geweke & Gautam Gowrisankaran & Robert J. Town

  • 2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.

  • 2001 Averaging Income Distributions
    by Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.

  • 2001 Sample Size Requirements for Estimation in SUR Models
    by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas

  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas

  • 2001 LP Tests for MV Efficiency
    by Post, G.T.

  • 2001 Portfolio allocation in transition economies
    by ROCKINGER, Michael & JONDEAU, Eric

  • 2001 Dynamic mean-variance analysis
    by HENROTTE, Philippe

  • 2001 Smooth Transition Garch Models : a Baysian Perspective
    by Michel LUBRANO

  • 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    by Canova, Fabio & Ciccarelli, Matteo

  • 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
    by Darsinos, T. & Satchell, S.E.

  • 2001 Implementation Theory
    by Eric Maskin & Tomas Sjostrom

  • 2001 Fijación de primas de seguros bajo técnicas de robustez bayesiana
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.

  • 2001 Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.

  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez

  • 2000 Bayesian Target Zones
    by Catherine S. Forbes & Paul Kofman

  • 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
    by Chakravarty, Sugato & Li, Kai

  • 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Romeo, C.J.

  • 2000 Bayesian Variants of Some Classical Semiparametric Regression Techniques
    by Koop, G. & Poirier, D.

  • 2000 Bayesian Option Pricing using Asymmetric Garch Models
    by Bauwens, L. & Lubrano, M.

  • 2000 MCMC in econometrics
    by Dani Gamermam

  • 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    by David E. A. Giles

  • 2000 Double Checking for Two Error Types
    by Raats, V.M. & Moors, J.J.A.

  • 2000 Fractional bayes factors for the analysis of autoregressive models with possible unit roots
    by Maria Maddalena Barbieri & Caterina Conigliani

  • 2000 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
    by Hugo Kruiniger

  • 2000 GMM Estimation of Dynamic Panel Data Models with Persistent Data
    by Hugo Kruiniger

  • 2000 Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy
    by Aoki, Takaaki

  • 2000 Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs
    by Rajeev Dehejia

  • 2000 Estimation Risk, Market Efficiency, and the Predictability of Returns
    by Jonathan Lewellen & Jay Shanken

  • 2000 Bayesian Exponential Smoothing
    by Forbes, C.S. & Snyder, R.D. & Shami, R.S.

  • 2000 Bayesian Soft Target Zones
    by Forbes, C.S. & Kofman, P.

  • 2000 A structural Time Series Model with Markov Switching
    by Shami, R.G. & Forbes, C.S.

  • 2000 Bayesian Estimation of Atkinson Inequality Measures
    by Chotikapanich, D. & Creedy, J.

  • 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures
    by Chotikapanich, D. & Creedy, J.

  • 2000 Australian Economic Growth: Non-Linearities and Internaitonal Influences
    by Henry, O.T. & Summers, P.M.

  • 2000 Prediction Inference for Time Series
    by de Luna, Xavier

  • 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
    by Graflund, Andreas

  • 2000 Panel Regression with Unobserved Classes
    by Salabasis, Mickael & Villani, Mattias

  • 2000 Bayesian learning in mis-specified models
    by Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries

  • 2000 Forecasting New Zealand's Real GDP
    by Aaron F. Schiff & Peter C.B. Phillips

  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel

  • 1999 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.

  • 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach
    by Teruo Nakatsuma

  • 1999 Bayesian Performance Evaluation
    by Baks, K. & Metrick, A. & Wachter, J.

  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.

  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.

  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 1999 A Time Series Model of Multiple Structural changes in Level, Trend and Variance
    by Jiahui Wang & Eric Zivot

  • 1999 On Measuring the Welfare Cost of Business Cycles
    by Chris Otrok

  • 1999 Forecasting and turning point predictions in a Bayesian panel VAR model
    by Fabio Canova & Matteo Ciccarelli

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk

  • 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 1999 Simulation Based Inference for Dynamic Multinomial Choice Models
    by Geweke, John & Houser, Dan & Keane, Michael

  • 1999 Program Evaluation as a Decision Problem
    by Rajeev Dehejia

  • 1999 Predictive Regressions
    by Robert F. Stambaugh

  • 1999 Bayesian Trace Statistics for the Reduced Rank Regression Model
    by Strachan, R.W. & Inder, B.

  • 1999 A Preference Regime Model of Bull and Bear Markets
    by Gordon, Stephen & St-Amour, Pascal

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K.

  • 1999 We have just averaged over two trillion cross-country growth regressions
    by Eduardo Ley & Mark F J Steel

  • 1999 A Bayesian analysis of multiple-output production frontier
    by Carmen Fernandez & Gary Koop & Mark F J Steel

  • 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
    by Kilian, Lutz & Zha, Tao

  • 1999 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach
    by Canova, Fabio

  • 1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
    by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

  • 1999 Testing for negativity in a demand system: A Bayesian approach
    by Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

  • 1999 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.

  • 1999 A Dynamic Economy with Costly Price Adjustments
    by Leif Danziger

  • 1998 Halandósági táblák becslése bayesi módszerekkel
    by Péter Gál

  • 1998 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
    by Strachan, R.W.

  • 1998 A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks
    by M.W. Luke Chan & Dean C. Mountain & Dading Li

  • 1998 The Equity Premium and Structural Breaks
    by Pastor, L. & Stambaugh, R.F.

  • 1998 Costs of Equity Capital and Model Mispricing
    by Pastor, L. & Stambaugh, R.F.

  • 1998 Games with Incomplete Information
    by Nomia, O.

  • 1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
    by Mouchart, M. & Scheihing, E.

  • 1998 Bayesian Evaluation of a Semi-Parametric Binary Response Model
    by Scheihing, E. & Mouchart, M.

  • 1998 Multiple Hypotheses Testing with Partial Prior Information
    by Zhang, J.

  • 1998 Bayesian Inference for the Mover-Stayer Model of Continuous Time
    by Fougere, D. & Kamionka, T.

  • 1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis
    by Florens, J.-P. & Rolin, J.-M.

  • 1998 Unemployment Dynamics Across OECD Countries
    by Balakrishnan, R. & Michelacci, C.

  • 1998 Bayesian Analysis of Nonlinear Time Series Models with a Threshold
    by Lubrano, M.

  • 1998 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach
    by Harris, R.

  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer

  • 1998 Benchmark Priors for Bayesian Model Averaging
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models
    by Siddhartha Chib & Edward Greenberg & Yuxin Chen

  • 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
    by Bolduc, Denis & Bonin, Sylvie

  • 1998 Benchmark priors for Bayesian model averaging
    by Carmen Fernandez & Eduardo Ley & Mark F J Steel

  • 1998 Benchmark priors for Bayesian model averaging
    by Carmen Fernandez & Eduardo Ley & Mark F J Steel

  • 1998 Dynamic asymmetries in US unemployment
    by Gary Koop & Simon M. Potter

  • 1998 The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach
    by Gary Koop & Kai Li

  • 1998 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
    by John C. Chao & Peter C.B. Phillips

  • 1998 Wald Revisited: The Optimal Level of Experimentation
    by Giuseppe Moscarini & Lones Smith

  • 1998 Smooth transition GARCH models: a Bayesian perspective
    by LUBRANO, Michel

  • 1998 A Bayesian approach to the econometrics of first-price auctions
    by ALBANO, Gian Luigi & JOUNEAU, Fréféric

  • 1998 Statistics as a tool for the development of speech recognition automatic systems
    by José Luciano Maldonado

  • 1998 Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales
    by Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.

  • 1998 Crecimiento regional en Colombia: ¿Persiste la desigualdad?
    by Ricardo Rocha & Alejandro Vivas

  • 1997 Prediction Intervals for Arima Models
    by Snyder, R.D. & Ord, J.K. & Koehler, A.B.

  • 1997 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
    by Martin, G.M.

  • 1997 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
    by Martin, G.M. & Martin, V.L.

  • 1997 Bayesian Arbitrage Threshold Analysis
    by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.

  • 1997 Bayesian Approaches to Segmenting A Simple Time Series
    by Oliver, J.J. & Forbes, C.S.

  • 1997 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    by Smith, M. & Mathur, S.K. & Kohn, R.

  • 1997 Costs of Equity from Factor-Based Models
    by Pastor, L. & Stambaugh, R.F.

  • 1997 Nonparametric Bayesian Survival Analysis
    by Rolin, J-M

  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.

  • 1997 Bayesian Option Pricing Using Asymmetric GARCH
    by Bauwens, L. & Lubrano, M.

  • 1997 Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning
    by Bulkley, George & Harris, Richard & Weller, Paul

  • 1997 Patterns, Types, and Bayesian Learning
    by Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky

  • 1997 Statistical Modeling of Fishing Activities in the North Atlantic
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1997 Testing for convergence clubs in income per-capita: A predictive density approach
    by Fabio Canova

  • 1997 A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    by Osiewalski, J. & Koop, G. & Steel, M.F.J.

  • 1997 Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
    by Gary Koop & Herman K. van Dijk & Henk Hoek

  • 1997 Asset Prices with Contingent Preferences
    by Gordon, Stephen & St-Amour, Pascal

  • 1997 Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
    by Gordon, Stephen & St-Amour, Pascal

  • 1997 Bayesian option pricing using asymmetric GARCH
    by BAUWENS, LUC & LUBRANO, Michel

  • 1997 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

  • 1996 Power of tests in Binary Response Models
    by Savin, N.E. & Wurtz, A.

  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by Savin, N.E. & Wurtz, A.

  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Horowitz, J.L.

  • 1996 Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?
    by Schweder, T. & Hjort, N.L.

  • 1996 Analyzing Investments Whose Histories Differ in Length
    by Stambaugh, R-F

  • 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    by Florens, J-P & Richard, J-F & Rolin, J-M

  • 1996 Classical and Bayesian Inference Robustness in Multivariate Regression models
    by Fernandez, C & Osiewalski, J & Steel, M-F-J

  • 1996 Hierarchical Bayes Models with Many Instrumental Variables
    by Chamberlain, G & Imbens, G-W

  • 1996 Nonparametric Applications of Bayesian Inference
    by Chamberlain, G & Imbens, G-W

  • 1996 Interacive Implementation
    by Baliga, S. & Sjostrom, T.

  • 1996 Econometric Models of Option Pricing Errors
    by Renault, E.

  • 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
    by Bauwens, L. & Lubrano, M.

  • 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
    by Barthelemy, F. & Lubrano, M.

  • 1996 Bayesian Analysis of Nonlinear Time Series Models with Threshold
    by Lubrano, M.

  • 1996 Properties of Unit Root Tests for Models with Trend and Cycles
    by Barthelemy, F. & Lubrano, M.

  • 1996 Divisible Conspicuous Good
    by Bosi, S.

  • 1996 Learning Standards of Social Behaviour in a Stationary Society
    by Gilli, M.

  • 1996 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
    by Xiaoqiang, W.

  • 1996 The Diffusion of New Crop Varieties
    by Fischer, Alistair J. & Anne J. Arnold

  • 1996 Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization
    by Chatterji, S. & Chattopadhyay, S.

  • 1996 Bayesian learning and expectations formation: Anything goes
    by Albert, Max

  • 1996 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance
    by Francisco F. R. Ramos

  • 1996 On the Use of Panel Data in Bayesian Stochastic Frontier Models
    by Fernández, C. & Osiewalski, J. & Steel, M.F.J.

  • 1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test
    by Teruo Nakatsuma & Hiroki Tsurumi

  • 1996 Research and Productivity
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Stepping Stone Mobility
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Learning by Doing and the Choice of Technology
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Classroom Games: Understanding Bayes' Rule
    by Charles A. Holt & Lisa R. Anderson

  • 1995 Canadian Excess Returns and State-Dependent Risk Aversion
    by St-Amour, P.

  • 1995 Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity
    by Bolduc, D. & Bonin, S.

  • 1995 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.

  • 1995 Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    by Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

  • 1995 Acceptable Likelihood and Bayesian Inference with Retrospection
    by Faynzilberg, P.S.

  • 1995 Un modelo macroeconométrico trimestral para la economía española
    by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

  • 1995 Perfect Baysian Implementation in Economic Environments
    by Brusco, S.

  • 1995 Intermediate Statistics and Econometrics: A Comparative Approach
    by Dale J. Poirier

  • 1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

  • 1995 On the Estimation of Demand Systems Through Consumption Efficiency
    by Eduardo Ley & Mark F.J. Steel

  • 1995 Posterior analysis of stochastic volatility models with flexible tails
    by Steel, M.F.J.

  • 1995 Chocs externes et ajustements des taux de change réels européens
    by Bouoiyour, Jamal & Rey, Serge

  • 1995 Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France
    by Michel LUBRANO

  • 1995 The Poor Stay Poor: Non-Convergence Across Countries and Regions
    by Canova, Fabio & Marcet, Albert

  • 1994 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

  • 1994 BVAR models in the context of cointegration: A Monte Carlo experiment
    by Luis J. Álvarez & Fernando C. Ballabriga

  • 1994 Hospital efficiency analysis through individual effects : A Bayesian approach
    by Koop, G. & Osiewalski, J. & Steel, M.F.J.

  • 1994 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

  • 1994 Numerical Aspects of Bayesian VAR-modeling
    by Kadiyala, K. Rao & Karlsson, Sune

  • 1994 The Empirics of Economic Growth in Previously Centrally Planned Economies
    by Leamer, Edward & Taylor, Mark P

  • 1994 Bayesian Inference for Periodic Regime-Switching Models
    by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

  • 1993 Sticking It Out: Entrepreneurial Survival and Liquidity Constraints
    by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger

  • 1991 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
    by Peter C.B. Phillips

  • 1991 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
    by Christopher A. Sims

  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger

  • 1991 A Bayesian Analysis of Trend Determination in Economic Time Series
    by Eric Zivot & Peter C.B. Phillips

  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips

  • 1977 Seasonality in Regression: An Application of Smoothness Priors
    by Mark Gersovitz & James G. MacKinnon

  • 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

  • Forecasting Financial Returns with a Structural Macroeconomic Model
    by Eric Jondeau & Michael Rockinger

  • Stochastic Claims Reserving Manual: Advances in Dynamic Modeling
    by Mario V. Wuthrich & Michael Merz

  • A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
    by Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU

  • 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

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.