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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C11: Bayesian Analysis: General**

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

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

Most recent items first, undated at the end.

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

*by*Diana Zigraiova & Tomas Havranek

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

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

*by*Biqing Cai & Jiti Gao & Dag Tj�stheim

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

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

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

**Firm turnover and inflation dynamics**

*by*Lenno Uusküla

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

*by*Kajal Lahiri & Liu Yang

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

*by*Jan Klacso

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

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

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

*by*Kota Ogasawara & Genya Kobayashi

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

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

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

*by*Rousseau, Judith & Gassiat, Elisabeth

**Relevant statistics for Bayesian model choice**

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

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

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

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

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

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

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

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

*by*Ricardo Marto

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

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

**Fiscal rules and unemployment**

*by*Gehrke, Britta

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

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

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

*by*Prettner, Catherine & Prettner, Klaus

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

*by*Sacht, Stephen

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

*by*Daniele Bregantini

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

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

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

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

*by*Roberto Casarin

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

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

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

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

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

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

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

*by*Buncic, Daniel & Moretto, Carlo

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

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

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

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

*by*K.Vela Velupillai

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

*by*Bulent Ulasan

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

*by*Yuelin Liu

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

*by*Yuelin Liu

**CES Technology and Business Cycle Fluctuations**

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

**Large Bayesian VARMAs**

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

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gregor Bäurle & Daniel Kaufmann

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

*by*Konrad Adler & Christian Grisse

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

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

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

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

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

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

*by*Elton Beqiraj & Massimiliano Tancioni

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

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

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

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

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

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

**Club classification of US divorce rates**

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

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Model Uncertainty in Panel Vector Autoregressive Models**

*by*Koop, Gary & Korobilis, Dimitris

**Estimation of the Basic New Keynesian Model for the Economy of Romania**

*by*Ifrim, Adrian

**Mobility of Knowledge and Local Innovation Activity**

*by*Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris & Tsionas, Efthymios G.

**Time Varying Fiscal Multipliers in Germany**

*by*Berg, Tim Oliver

**Bayesian Survival Modelling of University Outcomes**

*by*Vallejos, Catalina & Steel, Mark F. J.

**Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations**

*by*Rubio, Francisco Javier & Steel, Mark F. J.

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks**

*by*Nonejad, Nima

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

*by*Nonejad, Nima

**Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'**

*by*Fantazzini, Dean

**Probabilistic Opinion Pooling**

*by*Dietrich, Franz & List, Christian

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Korobilis, Dimitris

**Productive Capabilities: An Empirical Investigation of their Determinants**

*by*Christian Daude & Arne Nagengast & José Ramón Perea

**Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information**

*by*Christiane Baumeister & James D. Hamilton

**Growth, Slowdowns, and Recoveries**

*by*Francesco Bianchi & Howard Kung

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

**Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions**

*by*Anita Castledine & Klaus Moeltner & Michael Price & Shawn Stoddard

**Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach**

*by*Frank Schorfheide & Dongho Song & Amir Yaron

**Monetary/Fiscal Policy Mix and Agents' Beliefs**

*by*Francesco Bianchi & Cosmin Ilut

**Pricing sovereign credit risk of an emerging market**

*by*Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa

**Market perception of sovereign credit risk in the euro area during the financial crisis**

*by*Gonzalo Camba-Méndez & Dobromił Serwa

**On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers**

*by*Arnaud Dufays

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

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

**Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption**

*by*Haotian Chen & Xibin Zhang

**Approximate Bayesian Computation in State Space Models**

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

**The Network Origins of Economic Growth**

*by*Dürnecker, Georg & Meyer, Moritz & Vega-Redondo, Fernando

**Estimating a DSGE model with Limited Asset Market Participation for the Euro Area**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Welfare Reform and Children's Health**

*by*Badi H. Baltagi & Yin-Fang Yen

**An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes**

*by*Matthias Held & Marcel Omachel

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas

**Asymmetric volatility spillovers between UK regional worker flows and vacancies**

*by*Deborah Gefang & Geraint Johnes

**Identification of Financial Factors in Economic Fluctuations**

*by*Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto

**Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem**

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

**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

**Bayesian Exploratory Factor Analysis**

*by*Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek

**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

**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

**Robust Linear Static Panel Data Models Using ε-Contamination**

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

**Bayesian Exploratory Factor Analysis**

*by*Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

**Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data**

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

**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

**An Estimated Search and Matching Model of the Japanese Labor Market**

*by*Ching-Yang Lin & Hiroaki Miyamoto

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

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

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

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

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

*by*Stelios D. Bekiros & Alessia Paccagnini

**Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios Bekiros & Alessia Paccagnini

**A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank**

*by*Chew Lian Chua & Sarantis Tsiaplias

**Bayesian Exploratory Factor Analysis**

*by*Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek

**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

**A simple wavelet-based test for serial correlation in panel data models**

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

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

*by*Kataria, Mitesh

**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

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

*by*Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

**Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison**

*by*António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Dimitris Korobilis

**Business Cycles in Oil Exporting Countries: A Declining Role for Oil?**

*by*Salman Huseynov & Vugar Ahmadov

**Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation**

*by*Lubik, Thomas A. & Matthes, Christian

**Analyzing data revisions with a dynamic stochastic general equilibrium model**

*by*Croushore, Dean & Sill, Keith

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

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

*by*Fuentes-Albero, Cristina

**Has U.S. monetary policy tracked the efficient interest rate?**

*by*Curdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea

**Technical note on "assessing Bayesian model comparison in small samples"**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

**Assessing Bayesian model comparison in small samples**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

**International capital flows and the boom-bust cycle in Spain**

*by*in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach**

*by*Bognanni, Mark & Herbst, Edward

**Have Standard VARs Remained Stable since the Crisis?**

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

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

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

**Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications**

*by*Arias, Jonas E. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F.

**Bayesian default probability models**

*by*Petra Andrlíková

**Monetary policy effects on bank risk taking**

*by*Abbate, Angela & Thaler, Dominik

**International Capital Flows and the Boom-Bust Cycle in Spain**

*by*Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

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

*by*Eddie Gerba & Klemens Hauzenberger

**Modelling Inflation Volatility**

*by*Eric Eisenstat & Rodney W. Strachan

**Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion**

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

**International Capital Flows and the Boom-Bust Cycle in Spain**

*by*Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

**Stochastic Model Specification Search for Time-Varying Parameter VARs**

*by*Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

**Modelling Inflation Volatility**

*by*Eric Eisenstat & Rodney W. Strachan

**Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation**

*by*Thomas A. Lubik & Christian Matthes

**Fast Computation of the Deviance Information Criterion for Latent Variable Models**

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

**International Capital Flows and the Boom-Bust Cycle in Spain**

*by*Jan in'tVeld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

**Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections**

*by*Martha Banbura & Domenico Giannone & Michèle Lenza

**A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area**

*by*Tovonony Razafindrabe

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

*by*Blaise Gnimassoun

**On diversity under a Bayesian nonparametric dependent model**

*by*Rousseau, Judith & Mengersen, Kerrie & Arbel, Julyan

**On consistency issues in Bayesian nonparametric testing - a review**

*by*Rousseau, Judith

**On Convergence Rates of Empirical Bayes Procedures**

*by*Scricciolo, Catia & Rousseau, Judith & Rivoirard, Vincent & Donnet, Sophie

**Jeffreys Priors for Mixture Models**

*by*Robert, Christian P. & Grazian, Clara

**Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients**

*by*Miguel Sarmiento & Jorge E. Galán

**Time-varying equilibrium rates in small open economies: Evidence for Canada**

*by*Tino Berger & Bernd Kempa

**Forecasting Equity Premia using Bayesian Dynamic Model Averaging**

*by*Joscha Beckmann & Rainer Schüssler

**International Capital Flows and the Boom-Bust Cycle in Spain**

*by*In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections**

*by*Banbura, Marta & Giannone, Domenico & Lenza, Michele

**Inference about Non-Identified SVARs**

*by*Giacomini, Raffaella & Kitagawa, Toru

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics**

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

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**Estimating overidentified, non-recursive, time varying coefficients structural VARs**

*by*Canova, Fabio & Pérez Forero, Fernando J.

**Forecasting with DSGE models with financial frictions**

*by*Kolasa, Marcin & Rubaszek, Michał

**An Estimated Small Open Economy Model with Labour Market Frictions**

*by*Sheen, Jeffrey & Wang, Ben Z.

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

*by*Merola, Rossana

**Specific Markov-switching behaviour for ARMA parameters**

*by*CARPANTIER, Jean-François & DUFAYS, Arnaud

**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

**Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies**

*by*Andrés Ramírez Hassan & Johnatan Cardona Jiménez

**FISCO: Modelo Fiscal para Colombia**

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

**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

**Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets**

*by*Ignacio Lozano & Alexander Guarín

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

*by*Matthew J. Baker

**The Impact of Financial (De-)Regulation on Current Account Balances**

*by*Enrique Moral-Benito & Oliver Röhn

**Point and Density Forecasts for the Euro Area Using Bayesian VARs**

*by*Tim Oliver Berg & Steffen Henzel

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities**

*by*Jorge E. Galán & Michael G. Pollitt

**Optimal Portfolio Choice under Decision-Based Model Combinations**

*by*Davide Pettenuzzo & Francesco Ravazzolo

**A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics**

*by*Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

**Higher order beliefs and the dynamics of exchange rates**

*by*F. Pancotto & G. Pignataro & D. Raggi

**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

**Foreign shocks in an estimated multi-sector model**

*by*Drago Bergholt

**Combined Density Nowcasting in an uncertain economic environment**

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

**Optimal portfolio choice under decision-based model combinations**

*by*Davide Pettenuzzo & Francesco Ravazzolo

**Have standard VARs remained stable since the crisis?**

*by*Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Density forecasts with MIDAS models**

*by*Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

**Identification of financial factors in economic fluctuations**

*by*Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz

**Respect for experts or respect for unanimity? The liberal paradox in probabilistic opinion pooling**

*by*Frederik Herzberg

**Aggregating infinitely many probability measures**

*by*Frederik Herzberg

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

*by*Marek Jarociński & Albert Marcet

**Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains**

*by*Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez

**The impact of financial (de)regulation on current account balances**

*by*Enrique Moral-Benito & Oliver Roehn

**Monetary Policy Transmission during Financial Crises: An Empirical Analysis**

*by*Tatjana Dahlhaus

**Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen**

*by*Daniel Aromi & Marcos Dal Bianco

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez

**Financial frictions in the Euro Area and the United States: a Bayesian assessment**

*by*Stefania Villa

**Linking Multi-Category Purchases to Latent Activities of Shoppers: Analysing Market Baskets by Topic Models**

*by*Hruschka, Harald

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

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

**Noncausal Bayesian Vector Autoregression**

*by*Markku Lanne & Jani Luoto

**Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques**

*by*Salomond, Jean-Bernard

**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

**The Bayesian Modelling Of Inflation Rate In Romania**

*by*Mihaela Simionescu (Bratu)

**What Regional Scientists Need to Know about Spatial Econometrics**

*by*James P. LeSage

**The Impact of Monetaru Policy on the Romanian Economy**

*by*Dedu, Vasile & Stoica, Tiberiu

**Econometric estimation of a structural macroeconomic model for the Russian economy**

*by*Polbin, Andrey

**Size, Trend, and Policy Implications of the Underground Economy**

*by*Renzo Orsi & Davide Raggi & Francesco Turino

**Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland**

*by*Kamil Makieła

**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

**Divergent Priors and Well Behaved Bayes Factors**

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

**The application of data envelopment analysis method in managing companies' credit risk**

*by*Anna Ferus

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

**Profile of earners and remittances in Mexico: a relative deprivation approach**

*by*Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis

**Convergence and Long-Run Uncertainty**

*by*Pablo M. Pincheira

**Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?**

*by*Jan Capek

**Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach**

*by*Márcio Poletti Laurini & Armênio Westin Neto

**A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring**

*by*Mojtaba Ganjali & T. Baghfalaki & D. Berridge

**One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List**

*by*Mitesh Kataria

**Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models**

*by*Eibich, Peter & Ziebarth, Nicolas R.

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*by*Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T.

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*by*Canepa, Alessandra & Ibnrubbian, Abdullah

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*by*Palma, Andreza Aparecida & Portugal, Marcelo Savino

**Bubbles over the U.S. business cycle: A macroeconometric approach**

*by*Luik, Marc-André & Wesselbaum, Dennis

**Time-varying equilibrium rates in small open economies: Evidence for Canada**

*by*Berger, Tino & Kempa, Bernd

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*by*Lin, Ching-Yang & Miyamoto, Hiroaki

**International capital flows and the boom-bust cycle in Spain**

*by*in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**International (spillovers in) macrofinancial linkages and the decoupling phenomenon**

*by*Pesce, Antonio

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

*by*Feldkircher, Martin

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

**Disagreement and asset prices**

*by*Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle

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*by*Castledine, A. & Moeltner, K. & Price, M.K. & Stoddard, S.

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*by*Feng, Guohua & Zhang, Xiaohui

**The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals**

*by*Lin, L. & Ren, R.E. & Sornette, D.

**Inefficiency persistence and heterogeneity in Colombian electricity utilities**

*by*Galán, Jorge E. & Pollitt, Michael G.

**An empirical Bayesian approach to stein-optimal covariance matrix estimation**

*by*Gillen, Benjamin J.

**A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models**

*by*Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

**A new index of financial conditions**

*by*Koop, Gary & Korobilis, Dimitris

**Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis**

*by*Crespo Cuaresma, Jesús & Fidrmuc, Jarko & Hake, Mariya

**Bayesian exploratory factor analysis**

*by*Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

**Maximum likelihood estimation of partially observed diffusion models**

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

**Beta-product dependent Pitman–Yor processes for Bayesian inference**

*by*Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

**Bayesian regression with heteroscedastic error density and parametric mean function**

*by*Pelenis, Justinas

**A new approach to Bayesian hypothesis testing**

*by*Li, Yong & Zeng, Tao & Yu, Jun

**Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture**

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

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

*by*Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**Bayesian inference does not lead you astray…on average**

*by*Francetich, Alejandro & Kreps, David

**Bayesian endogeneity bias modeling**

*by*Montes-Rojas, Gabriel & Galvao, Antonio F.

**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.

**Multilateral adjustment, regime switching and real exchange rate dynamics**

*by*Bailliu, Jeannine & Dib, Ali & Kano, Takashi & Schembri, Lawrence

**Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area**

*by*Bekiros, Stelios

**Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach**

*by*Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi

**Portfolio management with robustness in both prediction and decision: A mixture model based learning approach**

*by*Zhu, Shushang & Fan, Minjie & Li, Duan

**Learning and time-varying macroeconomic volatility**

*by*Milani, Fabio

**Structural evolution of the postwar U.S. economy**

*by*Liu, Yuelin & Morley, James

**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

**Recovering default risk from CDS spreads with a nonlinear filter**

*by*Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

**Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic**

*by*Josef Stráský & Jaromír Baxa

**Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica**

*by*Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos

**Banking fragility in Colombia: An empirical analysis based on balance sheets**

*by*Ignacio Lozano & Alexander Guarín

**Recovery and Reduction of Non-Performing Loans – Podgorica Approach**

*by*Ristan Stijepović

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

*by*Eibich, Peter & Ziebarth, Nicolas

**Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model**

*by*Ming Lin & Changjiang Liu & Linlin Niu

**De Facto Currency Baskets of China and East Asian Economies: The Rising Weights**

*by*Ying Fang & Shicheng Huang & Linlin Niu

**Regularizing Priors for Linear Inverse Problems**

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

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

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

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

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

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

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

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

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

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

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

*by*Rousseau, Judith & Kruijer, Willem

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

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

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

*by*Schäfer, Christian & Chopin, Nicolas

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

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

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

*by*Bouriga, Mathilde & Féron, Olivier

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

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

**Discussion**

*by*Robert, Christian P.

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

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

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

**Computational aspects of Bayesian spectral density estimation**

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

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

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

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

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

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

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

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

*by*Offick, Sven & Winkler, Roland

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Berg, Tim Oliver & Henzel, Steffen

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

*by*Afanasyeva, Elena

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

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

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

*by*Kliem, Martin & Uhlig, Harald

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

*by*Manfred M. Fischer & Philipp Piribauer

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

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

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

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

**Is Decoupling in action?**

*by*Antonio Pesce

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

*by*Stuart McIntyre

**Adaptive Sticky Generalized Metropolis**

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

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

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

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

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

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

*by*Garland Durham & John Geweke

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

*by*Trojan, Sebastian

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

*by*Stefano Grassi & Paolo Santucci de Magistris

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

*by*Martin Burda & Artem Prokhorov

**Inferring Hawks and Doves from Voting Records**

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

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

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

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

*by*Di Bartolomeo Giovanni & Di Pietro Marco

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

*by*Canan Yuksel

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

*by*Yuelin Liu & James Morley

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

*by*Yuelin Liu & James Morley

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

*by*Ming Chien Lo & James Morley

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

*by*Paul Levine & Peter McAdam & Peter Welz

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

*by*McIntyre Stuart G

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gary Koop

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

*by*Miguel Belmonte & Gary Koop

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

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

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

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

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

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

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

*by*Flaminia Musella & Paola Vicard

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

*by*Stelios D. Bekiros & Alessia Paccagnini

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

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

*by*Tim Robinson

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

*by*Dey, Jaya

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

*by*Marto, Ricardo

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

*by*Dimitris, Korobilis

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

*by*Thum, Anna-Elisabeth

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

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

**Model uncertainty and expected return proxies**

*by*Jäckel, Christoph

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

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

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

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

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

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

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

*by*Gonzalez-Astudillo, Manuel

**Vector Autoregression with Mixed Frequency Data**

*by*Qian, Hang

**Labour Market Dynamics in Australia**

*by*Wesselbaum, Dennis

**Bayesian Approach and Identification**

*by*Kociecki, Andrzej

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

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

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

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

*by*Soundararajan, Pushparaj

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

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

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

*by*Davide fiaschi & Angela Parenti

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

*by*Frank Schorfheide & Kenneth I. Wolpin

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

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**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

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

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

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

*by*Punnoose Jacob & Gert Peersman

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

*by*Frank Schorfheide & Dongho Song

**Assessing DSGE Model Nonlinearities**

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

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

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

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

*by*Frank Schorfheide & Kenneth I. Wolpin

**Solving and Estimating Indeterminate DSGE Models**

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

**Modeling Area-Level Health Rankings**

*by*Charles Courtemanche & Samir Soneji & Rusty Tchernis

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

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

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Mateusz Pipień

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

*by*Rossana Merola

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

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

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

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

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

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

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

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

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

*by*Stelios Bekiros & Alessia Paccagnini

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

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

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

**Regionalization vs. Globalization**

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

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

*by*Mitesh Kataria

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

*by*Mitesh Kataria

**Modeling Area-Level Health Rankings**

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

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

*by*Ching-Yang Lin & Hiroaki Miyamoto

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

*by*Rossana Merola

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

*by*Wolfgang Polasek

**Regularizing Priors for Linear Inverse Problems**

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

**State Price Densities implied from weather derivatives**

*by*Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng &

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

*by*Matthew J. Baker

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

*by*Jun-Hyung Ko & Hiroshi Morita

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

*by*Quiroz, Matias & Villani, Mattias

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Gianni Amisano & Roberta Colavecchio

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

*by*Michele Bernini & Sarah Guillou & Flora Bellone

**How Optimal is US Monetary Policy?**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

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

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

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

*by*Beauchemin, Kenneth

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

*by*Bianchi, Francesco & Melosi, Leonardo

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

*by*Jean-Louis ARCAND

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

*by*Jean-Louis ARCAND

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

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

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

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

**Regularizing Priors for Linear Inverse Problems**

*by*Anna Simoni & Jean-Pierre Florens

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

*by*Benjamin Wong

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

*by*Joshua C.C. Chan

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

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

**Regionalization vs. Globalization**

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

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

*by*Dmitry Kulikov & Aleksei Netšunajev

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

*by*Dmitry Kulikov & Aleksei Netšunajev

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

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

*by*Peter Eibich & Nicolas R. Ziebarth

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

*by*Robert, Christian P.

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

*by*Donnet, Sophie & Samson, Adeline

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

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

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

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

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

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

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

*by*Bianchi, Francesco

**Solving and Estimating Indeterminate DSGE Models**

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

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

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

**Inferring hawks and doves from voting records**

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

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

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

**Forecasting Stock Returns under Economic Constraints**

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

**The roots of export diversification**

*by*Michael Jetter & Andrés Ramírez Hassan

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

*by*Michal Franta

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

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

**Modeling Hyperinflation Phenomenon: A Bayesian Approach**

*by*Rolando Gonzales Martínez

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

*by*Cristina Mitaritonna & Zhanar Akhmetova

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

*by*Tim Oliver Berg & Steffen Henzel

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

*by*Zareh Asatryan & Lars P. Feld

**Policy Risk and the Business Cycle**

*by*Benjamin Born & Johannes Pfeifer

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

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

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*by*Davide Pettenuzzo

**Forecasting Stock Returns under Economic Constraints**

*by*Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

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

*by*Toyoichiro Shirota

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

*by*Barnett, Alina & Thomas, Ryland

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

*by*Leif Anders Thorsrud

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

*by*Leif Anders Thorsrud

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

*by*Marek Jarocinski & Albert Marcet

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

**DSGE Models and the Lucas critique**

*by*Samuel Hurtado

**Priors about Observables in Vector Autoregressions**

*by*Marek Jarocinski & Albert Marcet

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

*by*Gaurab Aryal & Dong-Hyuk Kim

**Gibbs Samplers for VARMA and Its Extensions**

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

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

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**Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**How Important are Financial Frictions in the U.S. and Euro Area?**

*by*Queijo, Virginia

**Weakly informative priors and well behaved Bayes factors**

*by*Strachan, R.W. & van Dijk, H.K.

**Trends and cycles in economic time series: A Bayesian approach**

*by*Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

**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.

**A unified approach to nonlinearity, structural change and outliers**

*by*Giordani, P. & Kohn, R. & van Dijk, D.J.C.

**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

**Estimation bayésienne approximative par échantillonnage préférentiel**

*by*Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

**Bayesian Modelling and Inference on Mixtures of Distributions**

*by*Marin, Jean-Michel & Mengersen, Kerrie & Robert, Christian P.

**Intra-industry trade and economic distance : causality tests using panel data**

*by*Venet, Baptiste & Peltrault, Frédéric

**Bayesian inference for the mixed conditional heteroskedasticity model**

*by*Luc, Bauwens & J.V.K., ROMBOUTS

**New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets**

*by*Pappa, Evi

**Forecast Combination and Model Averaging Using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Bayesian Analysis of DSGE Models**

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**Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey**

*by*Canova, Fabio & Favero, Carlo A.

**On the Fit and Forecasting Performance of New Keynesian Models**

*by*Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

**Bayesian inference for the mixed conditional heteroskedasticity model**

*by*BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

**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.

**What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?**

*by*Bernard Dumas & Alexander Kurshev & Raman Uppal

**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

**Persistence in inequalities across the Spanish regions**

*by*Jesús Rodríguez & Diego Romero de Ávila & Diego Martínez-López

**Jointness of Growth Determinants**

*by*Doppelhofer, G. & Weeks, M.

**Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area**

*by*Sylvia Kaufmann & Peter Kugler

**Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?**

*by*Andrea Nobili

**Diversification And Focus: A Bayesian Application Of The Resource-Based View**

*by*Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci

**Modelo de manadas y aprendizaje social**

*by*Juan Pablo Herrera & Francisco Lozano Gerena

**Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters**

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**Learning and Monetary Policy Shifts**

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**Corporate Tax Reforms and Financial Choices: An Empirical Analysis**

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**Empirical Calibration of Simulation Models**

*by*Thomas Brenner & Claudia Werker

**Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling**

*by*Michiel D. de Pooter & Rengert Segers

**A Bayesian algorithm for a Markov Switching GARCH model**

*by*Dhiman Das

**Fitting and comparing stochastic volatility models through Monte Carlo simulations**

*by*Silvano Bordignon & Davide Raggi

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

*by*Francisco J. Ruge-Murcia

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Dynamic asymmetries in US unemployment**

*by*Gary Koop & Simon M. Potter

**Higher order approximations of IV statistics that indicate their properties under weak or many instruments**

*by*Frank Kleibergen

**A Bayesian MCMC Algorithm for Markov Switching GARCH models**

*by*Dhiman Das & B.Hark Yoo

**Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations**

*by*Fabio Milani

**Bayesian Reduced Rank Regression in SEMs with Weak Identification**

*by*Kajal Lahiri & Jabonn Kim

**On Leverage in a Stochastic Volatility Model**

*by*Jun Yu

**On leverage in a stochastic volatility model**

*by*Jun Yu

**Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia**

*by*Denzil Fiebig & Michael Smith & Remy Cottet

**Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data**

*by*Gael Martin & Chris Strickland & Catherine Forbes

**Opinion Pooling under Asymmetric Information**

*by*Franz Dietrich

**Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach**

*by*Fabio Milani

**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

**Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots**

*by*Ricardo Gonçalves Silva

**The Power of the "Objective" Bayesian Unit-Root Test**

*by*Francis W. Ahking

**Are There Waves in Merger Activity After All?**

*by*Dennis Gaertner & Daniel Halbheer

**Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility**

*by*Jun Yu

**Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison**

*by*Jun Yu & Renate Meyer

**On Leverage in a Stochastic Volatility Model**

*by*Jun Yu

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling**

*by*Lennart F. Hoogerheide & Johan F. Kaashoek

**A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models**

*by*John Landon-Lane & Filippo Occhino

**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

**Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**A Revealed Preference Ranking of U.S. Colleges and Universities**

*by*Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick

**The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior**

*by*ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

**The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior**

*by*ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

**Time Reversibility of Stationary Regular Finite State Markov Chains**

*by*McCAUSLAND, William

**Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods**

*by*McCAUSLAND, William

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Xibin Zhang & Maxwell L. King & Rob J. Hyndman

**Bayesian Analysis of Continuous Time Models of the Australian Short Rate**

*by*Andrew D. Sanford & Gael Martin

**Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points**

*by*Gary M. Koop & Simon M. Potter

**On Priors on Cointegrating Spaces**

*by*Rodney W. Strachan

**Exceptions to Bartlett’s Paradox**

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

**The Value of Structural Information in the VAR Model**

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

**Bayesian Model Selection with an Uninformative Prior**

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

**Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation**

*by*Paserman, M. Daniele

**Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation**

*by*Paserman, M. Daniele

**Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application**

*by*Paserman, M. Daniele

**Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application**

*by*Paserman, M. Daniele

**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

*by*Troske, Kenneth R. & Voicu, Alexandru

**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

*by*Troske, Kenneth & Voicu, Alexandru

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

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

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

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis**

*by*Villani, Mattias & Larsson, Rolf

**A Bayesian Approach to Modelling Graphical Vector Autoregressions**

*by*Corander, Jukka & Villani, Mattias

**Parametric covariance matrix modeling in Bayesian panel regression**

*by*Salabasis, Mickael

**A flexible prior distribution for Markov switching autoregressions with Student-t errors**

*by*Deschamps, Philippe J.

**Bayes estimates of the cyclical component in twentieth centruy US gross domestic product**

*by*Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

**Valuing structure, model uncertainty and model averaging in vector autoregressive processes**

*by*Strachan, R.W. & van Dijk, H.K.

**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.

**Improper priors with well defined Bayes Factors**

*by*Strachan, R.W. & van Dijk, H.K.

**Benchmark priors for Bayesian models averaging**

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

**The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach**

*by*Gary Koop & Kai Li

**A Nonlinear Model of the Business Cycle**

*by*Simon M. Potter & Edward E. Leamer

**Bayesian Clustering Of Similar Multivariate Garch Models**

*by*Luc Bauwens & Jeroen Rombouts

**Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity**

*by*Jorge E. Arana & Carmelo J. Leon

**How Large Are Returns to Scale in the U.S.? A View Across the Boundary**

*by*Thomas A. Lubik

**Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach**

*by*Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer

**The Value of Structural Information in the VAR Model**

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

**Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap**

*by*Frank Kleibergen

**Messy Data Modelling in Health Care Contingent Valuation Studies**

*by*Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan

**Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments**

*by*Mehmet Caner

**Structural Error Correction Model: A Bayesian Perspective**

*by*Chew Lian Chua & Peter Summers

**Seasonality, Cycles and Unit Roots**

*by*Mickael Salabasis & Sune Karlsson

**Analysis of the predictive ability of information accumulated over nights, weekends and holidays**

*by*Ilias Tsiakas

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

**Cyclical components in economic time series: A Bayesian approach**

*by*Herman K. van Dijk & Andrew Harvey & Thomas Trimbur

**Mixture models, latent variables and partitioned importance sampling**

*by*Casella, George & Robert, Christian P. & Wells, Martin T.

**Population Monte Carlo**

*by*Cappé, Olivier & Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

**Model-based Clustering of Multiple Time Series**

*by*Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia

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

*by*Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

**Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?**

*by*Ciccarelli, Matteo & Rebucci, Alessandro

**Similarities and Convergence in G7 Cycles**

*by*Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

**Discrete Choice Models in Preference Space and Willingness-to Pay Space**

*by*Train, K. & Weeks, M.

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

*by*Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

**The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee**

*by*Marco Moscadelli

**Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma**

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

**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.

**Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area**

*by*Aka, B.F.

**Estimating nonlinear dynamic economies: A likelihood approach**

*by*Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

**Agriculture: transition buffer or black hole? A three-state model of employment dynamics**

*by*Alexandru Voicu

**Is Inflation Persistence Intrinsic in Industrial Economies?**

*by*Andrew Levin & Jeremy Piger

**Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment**

*by*Fabio Milani

**Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999**

*by*Catherine Baumont & Cem Ertur & Julie Le Gallo

**Testing and Estimating Persistence in Canadian Unemployment**

*by*Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

**On Priors for Impulse Responses in Bayesian Structural VAR Models**

*by*Andrzej Kociêcki

**A Method for Assigning Letter Grades: Multi-Curve Grading**

*by*Alex Strashny

**Output specific efficiencies: The case of UK private secondary schools**

*by*Dieter Gstach & Andrew Somers & Susanne Warning

**A Statistical Framework for Estimating Output-Specific Efficiencies**

*by*Dieter Gstach

**MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model**

*by*Nunzio Cappuccio & Diego Lubian & Davide Raggi

**Similarities and convergence in G-7 cycles**

*by*Fabio Canova & Matteo Ciccarelli & Eva Ortega

**Semi-parametric modelling for costs of helt care technologies**

*by*Caterina Conigliani & Andrea Tancredi

**The Present, Future and Imperfect of Financial Risk Management**

*by*Carol Alexandra

**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

**Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data**

*by*Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

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

*by*RUGE-MURCIA, Francisco J.

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

*by*RUGE-MURCIA, Francisco J.

**Coherent Predictions of Low Count Time Series**

*by*B.P.M. McCabe & G.M. Martin

**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

**Implicit Bayesian Inference Using Option Prices**

*by*Gael M. Martin & Catherine S. Forbes & Vance L. Martin

**Averaging Lorenz Curves**

*by*Duangkamon Chotikapanich & William E. Griffiths

**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

**Simulation-Based Bayesian Estimation of Affine Term Structure Models**

*by*Andrew D. Sanford & Gael M. Martin

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

*by*Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

**Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary**

*by*Viktor Várpalotai

**Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application**

*by*Matteo Pelagatti

**Asset Returns and State-Dependent Risk Preferences**

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

**Children and Women's Participation Dynamics: Transitory and Long-Term Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

**Children and Women's Participation Dynamics: Direct and Indirect Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

**Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach**

*by*Polasek, Wolfgang

**Risk Aversion and Herd Behavior in Financial Markets**

*by*Décamps, Jean-Paul & Lovo, Stefano

**Bayesian Evidence on the Structure of Unemployment**

*by*Peter M. Summers

**Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs**

*by*Villani, Mattias & Warne, Anders

**Bayes Estimators of the Cointegration Space**

*by*Villani, Mattias

**A Finer Point in Forensic Identification**

*by*Mehlum, Halvor

**Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach**

*by*Ericsson, Johan & Karlsson, Sune

**Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach**

*by*Erkki Siivonen & Arto Luoma & Jani Luoto

**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.

**The value of structural information in the VAR model**

*by*Strachan, R.W. & van Dijk, H.K.

**Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model**

*by*Strachan, Rodney & Brett Inder

**Understanding Fundamentalist Belief Through Bayesian Updating**

*by*Srijit Mishra

**Bayesian Inference for Mixtures of Stable Distributions**

*by*Casarin, Roberto

**Bayesian clustering of many GARCH models**

*by*BAUWENS, Luc & ROMBOUTS, Jeroen

**The determinants of consumer confidence: the case of United States and Belgium**

*by*BELTRAN, Helena & DURRE, Alain

**Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models**

*by*Anirvan Banerji & Pami Dua & Stephen M. Miller

**Bayesian Estimation of Risk-Premia in an APT Context**

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

**Cyclical Components in Economic Time Series: a Bayesian Approach**

*by*Harvey, A. & TTrimbur, T. & van Dijk, H.

**Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach**

*by*Roberto Leon Gonzalez & Daniel Montolio Estivill

**BVARs: A Survey of the Recent Literature with an Application to the European Monetary System**

*by*Matteo Ciccarelli & Alessandro Rebucci

**L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques**

*by*Pierre-Charles Pradier

**Is Inflation Persistence Inherent in Industrial Economies?**

*by*Andrew T. Levin & Jeremy M. Piger

**Adaptive Polar Sampling**

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

**Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations**

*by*Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

**On Equilibria when Agents Have Multiple Priors**

*by*Dana, Rose-Anne

**A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach**

*by*Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira

**The Term Spread International Evidence of Non-Linear Adjustment**

*by*Alfred A. Haug & Pierre L. Siklos

**Testing For Cointegration Rank Using Bayes Factors**

*by*Sugita, Katsuhiro

**Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo**

*by*Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski

**Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm**

*by*Daniel Houser & Michael Keane & Kevin McCabe

**Semiparametric Bayesian Inference for Stochastic Frontier Models**

*by*Jim E. Griffin & Mark F.J. Steel

**Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility**

*by*James E. Griffin & Mark F.J. Steel

**Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture**

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

**Informational matching**

*by*Silvio Rendón

**Fixed and random effects in Classical and Bayesian regression**

*by*Silvio Rendón

**Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc**

*by*Stella M. Salvatierra

**Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models**

*by*Anirvan Banerji & Pami Dua & Stephen M. Miller

**A General Model for Repeated Audit Controls Using Monotone Subsampling**

*by*Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

**Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known**

*by*Danilov, D.L. & Magnus, J.R.

**International Real Business Cycles: A comparison of competing models using likelihood techniques**

*by*Joann Bangs & John Landon-Lane

**International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods**

*by*John Landon-Lane & Joann Bangs

**Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood**

*by*John Landon-Lane

**An alternative bayes factor for testing for unit autoregressive roots**

*by*Caterina Conigliani & F. Spezzaferri

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

*by*Hugo Kruiniger

**On the Estimation of Panel Regression Models with Fixed Effects**

*by*Hugo Kruiniger

**Asymmetries in Bank Lending Behaviour. - Austria During the 1990s**

*by*Sylvia Kaufmann

**Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression**

*by*Brian Hanlon & Catherine Forbes

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

*by*Roland G. Shami & Catherine S. Forbes

**Estimation of Hyperbolic Diffusion Using MCMC Method**

*by*Y.K. Tse & Xibin Zhang & Jun Yu

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

*by*Voicu, Alexandru

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

*by*Voicu, Alexandru

**Understanding fundamentalist belief through Bayesian updating**

*by*Srijit Mishra

**Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration**

*by*Kunst, Robert M.

**Testing for Stationarity in a Cointegrated System**

*by*Kunst, Robert M.

**Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach**

*by*Jacobson, Tor & Karlsson, Sune

**Functional approximations to posterior densities: a neural network approach to efficient sampling**

*by*Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

**Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices**

*by*Eraker, Bjorn

**From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms**

*by*Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo

**Optimal Supervisory Policies and Depositor-Preferences Laws**

*by*Pagès, H. & Santos, J.

**Asset Allocation in Transition Economies**

*by*Jondeau, E. & Rockinger, M.

**A Bayesian forecasting approach to constructing regional input-output based employment multipliers**

*by*Dan S. Rickman

**Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data**

*by*Sylvia Kaufmann

**Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach**

*by*Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber

**No-Respuesta De Items En Estudios De Mercado**

*by*PABLO MARSHALL

**Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo**

*by*EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

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

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

**Bayesian Cointegration Analysis**

*by*Sugita, K.

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

*by*Patrick Waelbroeck

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

*by*Katsuhiro Sugita

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

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

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

*by*Charles J. Romeo

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

*by*Rodney W Strachan

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

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

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

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

**Stochastic Frontier Models with Random Coefficients**

*by*Tsionas, E.G.

**Stochastic Frontier Models with Random Coefficients**

*by*Tsionas, E.G.

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

*by*Peter Spirtes & Clark Glymour & Richard Scheines

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

*by*Canova, Fabio

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

*by*Shyam NMI Sunder & Karim Jamal

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

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

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

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Statistical Inference as a Bargaining Game**

*by*Eduardo Ley

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

*by*Joel Huber & Kenneth Train

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

*by*John Landon-Lane

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

*by*Jay Shanken & Ane Tamayo

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

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

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

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

**Averaging Income Distributions**

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

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

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

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

*by*Graflund, Andreas

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

*by*Graflund, Andreas

**LP Tests for MV Efficiency**

*by*Post, G.T.

**Portfolio allocation in transition economies**

*by*ROCKINGER, Michael & JONDEAU, Eric

**Dynamic mean-variance analysis**

*by*HENROTTE, Philippe

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

*by*Michel LUBRANO

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

*by*Canova, Fabio & Ciccarelli, Matteo

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

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

**Implementation Theory**

*by*Eric Maskin & Tomas Sjostrom

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

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

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

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

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

*by*Norberto Rodríguez

**Bayesian Target Zones**

*by*Catherine S. Forbes & Paul Kofman

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

*by*Chakravarty, Sugato & Li, Kai

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

*by*Romeo, C.J.

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

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

**Bayesian Option Pricing using Asymmetric Garch Models**

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

**MCMC in econometrics**

*by*Dani Gamermam

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

*by*David E. A. Giles

**Double Checking for Two Error Types**

*by*Raats, V.M. & Moors, J.J.A.

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

*by*Maria Maddalena Barbieri & Caterina Conigliani

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

*by*Hugo Kruiniger

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

*by*Hugo Kruiniger

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

*by*Aoki, Takaaki

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

*by*Rajeev Dehejia

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

*by*Jonathan Lewellen & Jay Shanken

**Bayesian Exponential Smoothing**

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

**Bayesian Soft Target Zones**

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

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

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

**Bayesian Estimation of Atkinson Inequality Measures**

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

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

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

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

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

**Prediction Inference for Time Series**

*by*de Luna, Xavier

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

*by*Graflund, Andreas

**Panel Regression with Unobserved Classes**

*by*Salabasis, Mickael & Villani, Mattias

**Bayesian learning in mis-specified models**

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

**Forecasting New Zealand's Real GDP**

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

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

*by*LUBRANO, Michel

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

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

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

*by*Teruo Nakatsuma

**Bayesian Performance Evaluation**

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

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

*by*Lubrano, M.

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

*by*Lubrano, M.

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

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

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

*by*Jiahui Wang & Eric Zivot

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

*by*Chris Otrok

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

*by*Fabio Canova & Matteo Ciccarelli

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

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

**Program Evaluation as a Decision Problem**

*by*Rajeev Dehejia

**Predictive Regressions**

*by*Robert F. Stambaugh

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

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

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

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

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

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

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

*by*Kilian, Lutz & Zha, Tao

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

*by*Canova, Fabio

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

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

**Stochastic Volatility: Univariate and Multivariate Extensions**

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

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

*by*Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

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

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

**A Dynamic Economy with Costly Price Adjustments**

*by*Leif Danziger

**Halandósági táblák becslése bayesi módszerekkel**

*by*Péter Gál

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

*by*Strachan, R.W.

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

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

**The Equity Premium and Structural Breaks**

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

**Costs of Equity Capital and Model Mispricing**

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

**Games with Incomplete Information**

*by*Nomia, O.

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

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

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

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

**Multiple Hypotheses Testing with Partial Prior Information**

*by*Zhang, J.

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

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

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

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

**Unemployment Dynamics Across OECD Countries**

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

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

*by*Lubrano, M.

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

*by*Harris, R.

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

*by*Mark Dwyer

**Benchmark Priors for Bayesian Model Averaging**

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

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

*by*Siddhartha Chib & Edward Greenberg & Yuxin Chen

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

*by*Bolduc, Denis & Bonin, Sylvie

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

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

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

*by*Giuseppe Moscarini & Lones Smith

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

*by*LUBRANO, Michel

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

*by*ALBANO, Gian Luigi & JOUNEAU, Fréféric

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

*by*José Luciano Maldonado

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

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

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

*by*Ricardo Rocha & Alejandro Vivas

**Prediction Intervals for Arima Models**

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

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

*by*Martin, G.M.

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

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

**Bayesian Arbitrage Threshold Analysis**

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

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

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

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

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

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

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

**Nonparametric Bayesian Survival Analysis**

*by*Rolin, J-M

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

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

**Bayesian Option Pricing Using Asymmetric GARCH**

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

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

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

**Patterns, Types, and Bayesian Learning**

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

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

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

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

*by*Fabio Canova

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

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

**Asset Prices with Contingent Preferences**

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

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

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

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

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

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

**Power of tests in Binary Response Models**

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

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

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

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

*by*Horowitz, J.L.

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

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

**Analyzing Investments Whose Histories Differ in Length**

*by*Stambaugh, R-F

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

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

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

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

**Hierarchical Bayes Models with Many Instrumental Variables**

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

**Nonparametric Applications of Bayesian Inference**

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

**Interacive Implementation**

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

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

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

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

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

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

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

*by*Lubrano, M.

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

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

**Divisible Conspicuous Good**

*by*Bosi, S.

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

*by*Gilli, M.

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

*by*Xiaoqiang, W.

**The Diffusion of New Crop Varieties**

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

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

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

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

*by*Albert, Max

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

*by*Francisco F. R. Ramos

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

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

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

*by*Teruo Nakatsuma & Hiroki Tsurumi

**Research and Productivity**

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

**Stepping Stone Mobility**

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

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

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

**Classroom Games: Understanding Bayes' Rule**

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

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

*by*St-Amour, P.

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

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

**Stochastic Volatility**

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

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

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

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

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

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

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

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

*by*Dale J. Poirier

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

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

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

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

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

*by*Steel, M.F.J.

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

*by*Bouoiyour, Jamal & Rey, Serge

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

*by*Michel LUBRANO

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

*by*Canova, Fabio & Marcet, Albert

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

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

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

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

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

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

**Advances in Random Utility Models**

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

**Numerical Aspects of Bayesian VAR-modeling**

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

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

*by*Leamer, Edward & Taylor, Mark P

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

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

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

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

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

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

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

*by*Peter C.B. Phillips

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

*by*Christopher A. Sims

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

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

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

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

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

*by*Peter C.B. Phillips

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

*by*Mark Gersovitz & James G. MacKinnon

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

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

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

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

**Book reviews**

*by*Robert, Christian P.

**Fragility of asymptotic agreement under Bayesian learning**

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

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

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

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

*by*Mark D. Ecker & Victor De Oliveira

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

*by*Xiaobin Yang & Keying Ye & Yanping Wang

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

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

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

*by*Yong Li & Zeng Tao & Jun Yu

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

*by*Elton Beqiraj & Massimiliano Tancioni

**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

**Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters**

*by*Michael Louis George

**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