## 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.

**A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion**

*by*Hiroyuki Watanabe

**Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information**

*by*Hautsch, Nikolaus & Voigt, Stefan

**Forecasting US inflation using Markov dimension switching**

*by*Prüser, Jan

**The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR**

*by*Prüser, Jan & Schlösser, Alexander

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

*by*Simionescu, Mihaela

**Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve**

*by*Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil

**Threshold cointegration and adaptive shrinkage**

*by*Florian Huber & Thomas Zörner

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

*by*Michael Curran & Adnan Velic

**Model Averaging OLS and 2SLS: An Application of the WALS Procedure**

*by*Judith Anne Clarke

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

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

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

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

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

*by*Rachida Ouysse

**International inflation spillovers - the role of different shocks**

*by*Gregor Bäurle & Matthias Gubler & Diego R. Känzig

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

*by*Mihaela Simionescu

**Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data**

*by*Sarah Brown & Pulak Ghosh & Bhuvanesh Pareek & Karl Taylor

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

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

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

**In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory**

*by*Jiang, Liang & Wang, Xiaohu & Yu, Jun

**A Specification Test based on the MCMC Output**

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

**Deviance Information Criterion for Bayesian Model Selection: Justification and Variation**

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

**Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty**

*by*Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar

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

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

**Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M & Yang, Qiao

**Model Averaging and its Use in Economics**

*by*Steel, Mark F. J.

**Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation**

*by*William, Barnett & Hu, Jingxian

**Weather Shocks, Climate Change and Business Cycles**

*by*Gallic, Ewen & Vermandel, Gauthier

**Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions**

*by*Kocięcki, Andrzej

**The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models**

*by*Li, Zhuo & Panza, Laura & Song, Yong

**A Theory of Dichotomous Valuation with Applications to Variable Selection**

*by*Hu, Xingwei

**Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia**

*by*Dahem, Ahlem & Skander, Slim & Fatma, Siala Guermazi

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

*by*Maheu, John M & Song, Yong

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

*by*Skintzi, Vasiliki

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

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

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

*by*Murasawa, Yasutomo

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

*by*Jangho Yang

**Scalable Price Targeting**

*by*Jean-Pierre Dubé & Sanjog Misra

**Contagion During the Initial Banking Panic of the Great Depression**

*by*Erik Heitfield & Gary Richardson & Shirley Wang

**Tempered Particle Filtering**

*by*Edward Herbst & Frank Schorfheide

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

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

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

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

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

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

**Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction**

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

**Empirical Methods for the Law**

*by*Christoph Engel

**Bayesian Assessment of Lorenz and Stochastic Dominance**

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

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

*by*Francesca DI IORIO & Maria Letizia GIORGETTI

**The dynamics of microcredit borrowings in Cambodia**

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

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

*by*Mihnea Constantinescu & Anh Dinh Minh Nguyen

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

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

**Complementarity between Merit Goods and Private Consumption: Evidence from estimated DSGE model for Japan**

*by*Go Kotera & Saisuke Sakai

**Identification of SVAR Models by Combining Sign Restrictions With External Instruments**

*by*Robin Braun & Ralf Brüggemann

**Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses**

*by*Igari Ryosuke & Takahiro Hoshino

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

*by*Ryosuke Igari & Takahiro Hoshino

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

*by*Takahiro Hoshino & Ryosuke Igari

**Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation**

*by*William Barnett & Jingxian Hu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**A Multinomial Probit Model with Latent Factors: Identification and Interpretation without a Measurement System**

*by*Piatek, Rémi & Gensowski, Miriam

**Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data**

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

**A Primer on Bayesian Distributional Regression**

*by*Thomas Kneib & Nikolaus Umlauf

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

*by*Lanot, Gauthier & Vesterberg, Mattias

**Do urban parks really benefit homeowners economically? Evidence from a spatial hedonic study of the Cincinnati park system**

*by*vom Hofe, Rainer & Mihaescu, Oana & Boorn, Mary Lynne

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

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

**Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data**

*by*Doh, Taeyoung

**Monetary Policy and Macroeconomic Stability Revisited**

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

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

*by*Musa Orak

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

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

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

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

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

*by*Richter, Alexander & Throckmorton, Nathaniel

**Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism**

*by*Martinez-Garcia, Enrique

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

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

**A Bayesian Approach to Backtest Overfitting**

*by*Jiri Witzany

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

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

**Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility**

*by*Elmar Mertens & James M. Nason

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

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

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

*by*Joshua C C Chan & Angelia L Grant

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

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

**System Priors for Econometric Time Series**

*by*Michal Andrle & Miroslav Plasil

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

*by*Sapci, Ayse & Miles, Bradley

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

*by*Liu, Chunping & Ou, Zhirong

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

*by*Chandan Singha

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

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

**A time varying parameter structural model of the UK economy**

*by*Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew

**The transmission of monetary policy shocks**

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

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

*by*Melolinna, Marko

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

*by*Lambertini Luisa & Nuguer Victoria & Uysal Pinar

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

*by*Eleonora Patacchini & Edoardo Rainone

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

*by*Francesco Furlanetto & Ørjan Robstad

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

*by*Iván Kataryniuk & Jaime Martínez-Martín

**Measuring the Stance of Monetary Policy in a Time-Varying**

*by*Fernando J. Pérez Forero

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

*by*Edwin Fourrier-Nicolai & Michel Lubrano

**Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation**

*by*Qazi Haque

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

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

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

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

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

*by*Harald Hruschka

**Bayesian learning with multiple priors and nonvanishing ambiguity**

*by*Alexander Zimper & Wei Ma

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

*by*Harald Hruschka

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

*by*Sara Amoroso

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

*by*Márcio Poletti Laurini

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

*by*Donald J. Lacombe & Miguel Flores

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

*by*Шевелев А. А.

**New Bayesian Lasso in Tobit Quantile Regression**

*by*Fadel Hamid Hadi ALHUSSEINI

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

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

**Investigating Dynamic Effects of Structural Shocks in Global Oil Market on Iran’s Public and Private Sector Expenditure: Structural Dynamic Model Approach**

*by*Memarzadeh, Abbas & Khiabani , Nasser

**Determinants of high-tech export in developing countries based on Bayesian model averaging**

*by*Mohsen Mehrara & Samaneh Seijani & Abbas Rezazadeh Karsalari

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

*by*Kamil Makieła

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

*by*Łukasz Lenart

**Investing in Disappearing Anomalies**

*by*Christopher S. Jones & Lukasz Pomorski

**Signalling Effects of Monetary Policy**

*by*Leonardo Melosi

**Mutual Funds Dynamics and Economic Predictors**

*by*Gianni Amisano & Roberto Savona

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

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

**Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach**

*by*Guohua Feng & Bin Peng & Xiaohui Zhang

**A spatial error model with continuous random effects and an application to growth convergence**

*by*Márcio Poletti Laurini

**Social Ties and the Demand for Financial Services**

*by*Eleonora Patacchini & Edoardo Rainone

**Predicting stock returns in the presence of uncertain structural changes and sample noise**

*by*Daniel Mantilla-García & Vijay Vaidyanathan

**Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles**

*by*Aykut Ekinci & Halil İbrahim Erdal

**Empirical Analysis of Growth Slowdown in Asean**

*by*Tan Khee Giap & Luu Nguyen Trieu Duong & Lian Xiao

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

*by*Kefei You

**Measuring flows of international migration**

*by*James Raymer

**Empirical Analysis Of Real Credit Risk Data**

*by*Giuseppe Di Biase

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

*by*Piotr Dybka & Michal Rubaszek

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kumar & Anoop Chaturvedi & Umme Afifa

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

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

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

*by*Mezghani, Imed & Ben Haddad, Hedi

**Clustered housing cycles**

*by*Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

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

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

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

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

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

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

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

*by*Watson, Philip & Deller, Steven

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

*by*Netšunajev, Aleksei & Glass, Katharina

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

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

**Skill and luck in private equity performance**

*by*Korteweg, Arthur & Sorensen, Morten

**Equity index variance: Evidence from flexible parametric jump–diffusion models**

*by*Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J.

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

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

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

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

**Equity premium estimates from economic fundamentals under structural breaks**

*by*Smith, Simon C.

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

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

**Bayesian calibration and number of jump components in electricity spot price models**

*by*Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan

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

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

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

*by*Nonejad, Nima

**Financial intermediaries’ instability and euro area macroeconomic dynamics**

*by*Lhuissier, Stéphane

**A Bayesian analysis of binary misclassification**

*by*Bollinger, Christopher R. & van Hasselt, Martijn

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

*by*Dimitrakopoulos, Stefanos

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

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

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

*by*Herzberg, Frederik

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

*by*Dimitrakopoulos, Stefanos

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

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

**Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence**

*by*Hur, Joonyoung & Lee, Kang Koo

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

*by*Nonejad, Nima

**The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model**

*by*Bhatt, Vipul & Kishor, N Kundan & Ma, Jun

**Great recession, slow recovery and muted fiscal policies in the US**

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

**Bayesian estimation of agent-based models**

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

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

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

**On the choice of monetary policy rules for China: A Bayesian DSGE approach**

*by*Li, Bing & Liu, Qing

**FISCO: modelo fiscal para Colombia**

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

**Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro**

*by*Željka Asanović

**La dynamique de la dette et du déficit publics en périodes de récession et d’expansion**

*by*Yannis Maël Largent

**VEC-MSF models in Bayesian analysis of short- and long-run relationships**

*by*Pajor Anna & Wróblewska Justyna

**Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?**

*by*Ekşi Ozan & Taş Bedri Kamil Onur & Orman Cüneyt

**FISCO: modelo fiscal para Colombia**

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

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

*by*Dash, Sidhartha & Mestchian, Peyman

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

*by*O. Malakhovskaya.

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

*by*Barron, Kai

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

*by*Dany, Geraldine

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

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

**Restrictions Search for Panel VARs**

*by*Schnücker, Annika

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

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

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

*by*Kaeding, Matthias

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

*by*Hanck, Christoph & Prüser, Jan

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

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

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

*by*Wolters, Maik H.

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

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

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

*by*Pelster, Matthias & Vilsmeier, Johannes

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

*by*Abbate, Angela & Marcellino, Massimiliano

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

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

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

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

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

*by*Florian Huber & Gregor Kastner & Martin Feldkircher

**Adaptive shrinkage in Bayesian vector autoregressive models**

*by*Florian Huber & Martin Feldkircher

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

*by*Monica Billio & Roberto Casarin & Luca Rossini

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

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

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

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

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

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

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

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

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

*by*George Elias

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

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

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

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

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

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

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

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

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

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

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

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

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

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

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

*by*Gregor Bäurle & Rolf Scheufele

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

*by*Anna Kormilitsina & Sarah Zubairy

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

*by*Anna Kormilitsina

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

*by*Jiang Liang & Wang Xiaohu & Jun Yu

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

*by*Michal Jakubczyk

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

*by*Pawe? Baranowski & Zbigniew Kuchta

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

*by*Ntokozo Patrick Nzimande & Harold Ngalawa

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

*by*Emmanuel Owusu-Sekyere

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

*by*Yuan Liao & Anna Simoni

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

*by*Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

**Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Timeâ€“varying Parameter VAR**

*by*Michael Ellington & Chris Florackis & Costas Milas

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

*by*Pérez Forero, Fernando

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

*by*Pérez Forero, Fernando & Serván, Sergio

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

*by*Mirela Sorina Miescu

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

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

**VAR Models with Non-Gaussian Shocks**

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

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

*by*Sergei Shibaev

**Postulating the theory of experience and chance as a theory of co~events (co~beings)**

*by*Vorobyev, Oleg Yu.

**Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach**

*by*Makieła, Kamil & Marzec, Jerzy & Pisulewski, Andrzej

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

*by*Byrne, Joseph & Fu, Rong

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

*by*Oepping, Hardy

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

*by*Oepping, Hardy

**短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究**

*by*Cai, Yifei

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

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

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

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

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

*by*Njindan Iyke, Bernard

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

*by*Makieła, Kamil

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

*by*Raputsoane, Leroi

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

*by*Gabriel Rodriguez & Willy Alanya

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

*by*Dennis Wesselbaum & Marc-Andre Luik

**Learning, Confidence, and Business Cycles**

*by*Cosmin L. Ilut & Hikaru Saijo

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

*by*Francis DiTraglia & Camilo García-Jimeno

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

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

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

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

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

*by*Drew D. Creal & Jing Cynthia Wu

**Solution and Estimation Methods for DSGE Models**

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

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

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

**Bayesian Rank Selection in Multivariate Regression**

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

**A Frequency Approach to Bayesian Asymptotics**

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

**Asymptotic Properties of Approximate Bayesian Computation**

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

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

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

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

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

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

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

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

*by*William Gatt

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

*by*Tomasz Wozniak

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

*by*Massimo FLORIO & Aleksandra PARTEKA & Emanuela SIRTORI

**Entry and Patenting in the Pharmaceutical Industry**

*by*Maria Letizia GIORGETTI & Maria Luisa MANCUSI

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

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

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

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

**Uncovering the determinants of corruption**

*by*Michael Jetter & Christopher F. Parmeter

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

*by*Svatopluk Kapounek

**Bayesian Spatial Bivariate Panel Probit Estimation**

*by*Badi Baltagi & Peter Egger & Michaela Kesina

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

*by*Rilind Kabashi & Katerina Suleva

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

*by*Rolando Gonzales & Joel Mendizabal & Patricia Aranda

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

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

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

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

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

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

**Can Public Spending Boost Private Consumption?**

*by*Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni

**Labor Market Frictions and Monetary Policy Design**

*by*Anna Almosova &

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

*by*Aleksei Netsunajev & Katharina Glass & &

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

*by*Raoufina, Karine

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

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

**Bayesian Compressed Vector Autoregressions**

*by*Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

**Time-varying parameter estimation in macroeconometrics**

*by*Guido Travaglini

**Recession forecasting using Bayesian classification**

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

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Signaling Effects of Monetary Policy**

*by*Melosi, Leonardo

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

*by*Daniel O. Beltran & David Draper

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

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

*by*Minchul Shin & Molin Zhong

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

*by*Richter, Alexander & Throckmorton, Nathaniel

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

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

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

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

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

*by*Meyer, Brent & Zaman, Saeed

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

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

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

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

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

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

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

*by*Andrew G. Chapple

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

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

*by*Dmitry Kulikov & Aleksei NetÅ¡unajev

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

*by*Clément Bonnet

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

*by*Blaise Gnimassoun & Joseph Keneck Massil

**Restrictions Search for Panel VARs**

*by*Annika Schnücker

**Assessing Identifying Restrictions in SVAR Models**

*by*Michele Piffer

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

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

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

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

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

*by*DESCHAMPS, Philippe J.

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

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

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

*by*Jan Babecky & Michal Franta & Jakub Rysanek

**Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations**

*by*Michal Franta

**Forecasting Financial Returns with a Structural Macroeconomic Model**

*by*Eric Jondeau & Michael Rockinger

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

**The Ifo DSGE Model for the German Economy**

*by*Nikolay Hristov

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Alternatives to large VAR, VARMA and multivariate stochastic volatility models**

*by*Mike G. Tsionas

**Alternative Bayesian compression in Vector Autoregressions and related models**

*by*Mike G. Tsionas

**The Aino 2.0 model**

*by*Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio

**Interpreting the latent dynamic factors by threshold FAVAR model**

*by*Hacioglu, Sinem & Tuzcuoglu, Kerem

**Output gaps, inflation and financial cycles in the United Kingdom**

*by*Melolinna, Marko & Tóth, Máté

**Words are the new numbers: A newsy coincident index of business cycles**

*by*Leif Anders Thorsrud

**Nowcasting using news topics. Big Data versus big bank**

*by*Leif Anders Thorsrud

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

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

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

*by*Francesco Furlanetto & Ørjan Robstad

**Oil and macroeconomic (in)stability**

*by*Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih

**Joint prediction bands for macroeconomic risk management**

*by*Farooq Akram & Andrew Binning & Junior Maih

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

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

**Forecasting inflation in post-oil boom years: A case for non-linear models?**

*by*Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

**Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation**

*by*Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**Fragility of asymptotic agreement under Bayesian learning**

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

**The Beveridge–Nelson decomposition of mixed-frequency series**

*by*Yasutomo Murasawa

**Heterogeneity in spatial growth clusters**

*by*Philipp Piribauer

**This paper examines the effect of message characteristics on donation behavior using an economic**

*by*Moon Young Kang & Byungho Park & Sanghak Lee & Jaehwan Kim & Greg Allenby

**Systemic Risk Impact on Economic Growth - The Case of the CEE Countries**

*by*Matei KUBINSCHI & Dinu BARNEA

**The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy**

*by*Corina SAMAN

**Determinants of CO2 Emissions in Developing Countries using Bayesian Econometric Approach**

*by*Tamizi , Alireza

**BVAR mapping**

*by*Demeshev, Boris & Malakhovskaya, Oxana

**Bank lending channel in Russia: A TVP-FAVAR approach**

*by*Borzykh, Olga

**Joint distribution of stock indices: Methodological aspects of construction and selection of copula models**

*by*Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

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

*by*Stefan Avdjiev

**Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification**

*by*Jacek Osiewalski & Krzysztof Osiewalski

**A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision**

*by*Jakub Boratyński

**Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model**

*by*Renata Wróbel-Rotter

**The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach**

*by*Roman Huptas

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

*by*Jan Čapek

**Joint use of attribute importance rankings and non-attendance data in choice experiments**

*by*Ali Chalak & Mohamad Abiad & Kelvin Balcombe

**Modeling the evolution of monetary policy rules in CESEE**

*by*Martin Feldkircher & Florian Huber & Isabella Moder

**Consistent Bayesians Are No More Accurate Than Non-Bayesians: Economists Surveyed About PSA**

*by*Berg, Nathan & Biele, Guido & Gigerenzer, Gerd

**Real Effective Exchange Rates Comovements and the South African Currency**

*by*Leroi RAPUTSOANE

**A robust resolution of Newcomb’s paradox**

*by*Thomas A. Weber

**POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland**

*by*Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka

**Credit Risk Scoring with Bayesian Network Models**

*by*Chee Kian Leong

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Abhishek Gupta

**Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions**

*by*Rilind Kabashi & Katerina Suleva

**An Empirical Analysis Of Monetary Policy Reaction Function: Evidence From Nigeria**

*by*Ikechukwu Kelikume & Faith A. Alabi & Roseline Chizoba Ike-Anikwe

**Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods**

*by*Milan Ficura & Jiri Witzany

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

*by*Andrew G. Chapple

**DSGE Models for Policy Analysis**

*by*Thomas Persson

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

*by*Kataria, Mitesh

**Modeling individual travel behaviors based on intra-household interactions**

*by*Kim, Changjoo & Parent, Olivier

**On the correlation between commodity and equity returns: Implications for portfolio allocation**

*by*Lombardi, Marco J. & Ravazzolo, Francesco

**Roll strategy efficiency in commodity futures markets**

*by*Taylor, Nick

**Government spending multipliers and the zero lower bound**

*by*Ji, Yangyang & Xiao, Wei

**Assessing labor market frictions in a small open economy**

*by*Sheen, Jeffrey & Wang, Ben Zhe

**Globalization and monetary policy comovement: International evidence**

*by*Chatterjee, Arpita

**Can credit spreads help predict a yield curve?**

*by*Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

**State-dependent exchange rate pass-through behavior**

*by*Donayre, Luiggi & Panovska, Irina

**A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan**

*by*Iiboshi, Hirokuni

**Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs**

*by*Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania

**Diamonds vs. precious metals: What shines brightest in your investment portfolio?**

*by*Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

**Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach**

*by*Naser, Hanan

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

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

**Determinants of investment under incentive regulation: The case of the Norwegian electricity distribution networks**

*by*Poudineh, Rahmatallah & Jamasb, Tooraj

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

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

**A time varying DSGE model with financial frictions**

*by*Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina

**An infinite hidden Markov model for short-term interest rates**

*by*Maheu, John M. & Yang, Qiao

**Mobility of knowledge and local innovation activity**

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

**Model uncertainty and the effect of shall-issue right-to-carry laws on crime**

*by*Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.

**Unveiling covariate inclusion structures in economic growth regressions using latent class analysis**

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

**The impact of financial regulation on current account balances**

*by*Moral-Benito, Enrique & Roehn, Oliver

**Model uncertainty in Panel Vector Autoregressive models**

*by*Koop, Gary & Korobilis, Dimitris

**Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates**

*by*Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

**A MIDAS approach to modeling first and second moment dynamics**

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

**Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave**

*by*Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia

**S-values: Conventional context-minimal measures of the sturdiness of regression coefficients**

*by*Leamer, Edward E.

**Large Bayesian VARMAs**

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

**Structural analysis with Multivariate Autoregressive Index models**

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

**Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem**

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

**Some models for stochastic frontiers with endogeneity**

*by*Griffiths, William E. & Hajargasht, Gholamreza

**The good, the bad and the technology: Endogeneity in environmental production models**

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

**Directional distance functions: Optimal endogenous directions**

*by*Atkinson, Scott E. & Tsionas, Mike G.

**Methods for measuring expectations and uncertainty in Markov-switching models**

*by*Bianchi, Francesco

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Is Rotemberg pricing justified by macro data?**

*by*Richter, Alexander W. & Throckmorton, Nathaniel A.

**An auxiliary particle filter for nonlinear dynamic equilibrium models**

*by*Yang, Yuan & Wang, Lu

**Significance test in nonstationary multinomial logit model**

*by*Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

**On international uncertainty links: BART-based empirical evidence for Canada**

*by*Gupta, Rangan & Pierdzioch, Christian & Risse, Marian

**Interpreting heterogeneous coefficient spatial autoregressive panel models**

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

**Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model**

*by*Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos

**Forecasting structural change and fat-tailed events in Australian macroeconomic variables**

*by*Cross, Jamie & Poon, Aubrey

**Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation**

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

**Durable consumption and asset returns: Cointegration analysis**

*by*Chen, Guojin & Hong, Zhiwu & Ren, Yu

**Does trust contribute to stock market development?**

*by*Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas

**The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy**

*by*Rychalovska, Yuliya

**An analysis on operational risk in international banking: A Bayesian approach (2007–2011)**

*by*Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

**A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia**

*by*Karen Poghosyan

**Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)**

*by*Petra Čekmeová

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen Mark J.

**Estimando fricciones nominales y reales para Bolivia**

*by*Martín Vallejos

**GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts**

*by*Srini Vasan & Adelamar Alcantara

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

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

**On International Uncertainty Links: BART-Based Empirical Evidence for Canada**

*by*Rangan Gupta & Christian Pierdzioch & Marian Risse

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

*by*Rangan Gupta

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

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

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

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

*by*Scheufele, Rolf & Bäurle, Gregor

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

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

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

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

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

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

*by*Diana Zigraiova & Tomas Havranek

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

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

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

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

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

**Bayesian and frequentist nonlinear inequality tests**

*by*David M. Kaplan & Longhao Zhuo

**Bayesian and frequentist inequality tests**

*by*David M. Kaplan & Longhao Zhuo

**An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model**

*by*Miguel Carriquiry

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

*by*Blaise Gnimassoun & Joseph Keneck

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

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

**Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa**

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

**Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse**

*by*Hollibaugh, Gary E. & Klingler, Jonathan & Ramey, Adam

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

*by*Sarmiento Paipilla, N.M. & Galán, Jorge E.

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

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

**Hawks and Doves at the FOMC**

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

**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**

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

**Smoking Initiation: Peers and Personality**

*by*Chih-Sheng Hsieh & Hans van Kippersluis

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

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

**Has the Forecasting Performance of the Federal Reserve’s Greenbooks Changed over Time?**

*by*Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Impacto regional da política monetária no Brasil: uma abordagem Bayesiana**

*by*Fábio Martins Serrano & Márcio Issao Nakane

**Consistent Variance of the Laplace Type Estimators: Application to DSGE Models**

*by*Anna Kormilitsina & Denis Nekipelov

**Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound**

*by*Valerio Scalone

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

*by*Alexander Zimper and Wei Ma

**Trade Integration And Trade Agreements:Resolving The Endogeneity Problem Through A Qualitative Var**

*by*Samuel Standaert & Glenn Rayp

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

*by*Samantha Leorato & Maura Mezzetti

**Unprecedented Changes in the Terms of Trade**

*by*Mariano Kulish & Daniel Rees

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

*by*Daniel Rees & Penelope Smith & Jamie Hall

**A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**A Time Varying DSGE Model with Financial Frictions**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Large Vector Autoregressions with Asymmetric Priors**

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

**Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach**

*by*Zeyyad Mandalinci

**Global Economic Divergence and Portfolio Capital Flows to Emerging Markets**

*by*Zeyyad Mandalinci & Haroon Mumtaz

**Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models**

*by*Zeyyad Mandalinci

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

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

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

*by*Alexander Zimper & Wei Ma

**Improving Markov switching models using realized variance**

*by*Liu, Jia & Maheu, John M

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

*by*Baranowski, Paweł & Kuchta, Zbigniew

**Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa**

*by*Njindan Iyke, Bernard

**Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA**

*by*Njindan Iyke, Bernard

**Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach**

*by*Troug, Haytem Ahmed & Murray, Matt

**Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain**

*by*Giovanis, Eleftherios

**Nowcasting in Real Time Using Popularity Priors**

*by*Monokroussos, George

**Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market**

*by*Kim, Jaeho

**Short term Bayesian inflation forecasting for Tunisia**

*by*Dahem, Ahlem

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

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

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

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

*by*Naser, Hanan & Alaali, Fatema

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

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

**Quantile forecasts of inflation under model uncertainty**

*by*Korobilis, Dimitris

**Prior selection for panel vector autoregressions**

*by*Korobilis, Dimitris

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

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

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

*by*Fornaro, Paolo

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

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

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

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

**Partisan Conflict and Private Investment**

*by*Marina Azzimonti

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Testing for a Structural Break in Dynamic Panel Data Models with Common Factors**

*by*Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

**On Consistency of Approximate Bayesian Computation**

*by*David T. Frazier & Gael M. Martin & Christian P. Robert

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

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

**Confidence Biases and Learning among Intuitive Bayesians**

*by*Louis Lévy-Garboua & Muniza Askari & Marco Gazel

**Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity**

*by*Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz

**Granger-causal analysis of GARCH models: a Bayesian approach**

*by*Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

**Welfare Consequences of Information Aggregation and Optimal Market Size**

*by*William E. Griffiths & Gholamreza Hajargasht

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

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

*by*Arnaud Dufays

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

*by*Arnaud Dufays

**A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions**

*by*Jacco Thijssen & Daniele Bergantini

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

*by*Jordan Roulleau-Pasdeloup & Anastasia Zhutova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

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

*by*Sandra Stankiewicz

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

*by*Tanaka, Kiyoyasu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Variable selection in the analysis of energy consumption-growth nexus**

*by*Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez

**Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services**

*by*Luca Mulazzani & Rosa Manrique & Giulio Malorgio

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

**GMM Estimation of Affine Term Structure Models**

*by*Hlouskova, Jaroslava & Sögner, Leopold

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

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

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

*by*Morita, Hiroshi

**Forecasting Russian Macroeconomic Indicators with BVAR**

*by*Boris B. Demeshev & Oxana A. Malakhovskaya

**Estimation of DSGE models: Maximum Likelihood vs. Bayesian methods**

*by*Mickelsson, Glenn

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

*by*Quiroz, Matias

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

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

**Speeding Up Mcmc By Efficient Data Subsampling**

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

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

*by*Karlsson, Sune & Temesgen, Asrat

**Industry based equity premium forecasts**

*by*Nuno Silva

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

*by*António A. F. Santos

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

*by*António Alberto Santos

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

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

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

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

**Prior selection for panel vector autoregressions**

*by*Dimitris Korobilis.

**Quantile forecasts of inflation under model uncertainty**

*by*Dimitris Korobilis.

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

*by*Gerti Shijaku

**Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation**

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

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

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

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

*by*Bognanni, Mark & Herbst, Edward

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

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

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

*by*Martinez-Garcia, Enrique

**Clustered Housing Cycles**

*by*Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita

**A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations**

*by*Chan, Joshua C C & Clark, Todd E. & Koop, Gary

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

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

**Identifying and evaluating sample selection bias in consumer payment surveys**

*by*Hitczenko, Marcin

**Fitting a distribution to survey data for the half-life of deviations from PPP**

*by*Fisher, Mark

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen, Mark J.

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

*by*Simona Malovana

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

*by*Tomas Havranek & Diana Zigraiova

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

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

**Stochastic levels and duration dependence in US unemployment**

*by*de Bruijn, L.P. & Franses, Ph.H.B.F.

**Specification tests for time-varying parameter models with stochastic volatility**

*by*Joshua C.C. Chan

**Large Bayesian VARs: A flexible Kronecker error covariance structure**

*by*Joshua C.C. Chan

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

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

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

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

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

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

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

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

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

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

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

*by*Joshua C.C. Chan

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

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno UuskÃ¼la

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

*by*Blaise Gnimassoun

**Decision making in times of uncertainty: An info-gap perspective**

*by*Yakov Ben-Haim & Maria Demertzis

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

*by*Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

**Gaussian processes and Bayesian moment estimation**

*by*Jean-Pierre Florens & Anna Simoni

**Gaussian processes and Bayesian moment estimation**

*by*Jean-Pierre Florens & Anna Simoni

**Solution and Estimation Methods for DSGE Models**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

**Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures**

*by*Bluwstein, Kristina & Canova, Fabio

**Structural Analysis with Multivariate Autoregressive Index Models**

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

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

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

**Hawks and Doves at the FOMC**

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

**An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models**

*by*Yang, Yuan & Wang, Lu

**Sparse Change-Point Time Series Models**

*by*Dufays, A. & Rombouts, V.

**Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors**

*by*Deschamps, P.

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

*by*Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

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

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

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

*by*Miguel Sarmiento & Jorge E. Galán

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

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

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

*by*Michal Franta

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

*by*Tomas Havranek & Diana Zigraiova

**Confidence Biases and Learning among Intuitive Bayesians**

*by*Louis Levy-Garboua & Muniza Askari & Marco Gazel

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

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

**The Regime-switching volatility of Euro Area Business Cycles**

*by*Stéphane Lhuissier

**Stochastic Claims Reserving Manual: Advances in Dynamic Modeling**

*by*Mario V. Wuthrich & Michael Merz

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

*by*Tim Oliver Berg

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

*by*Kajal Lahiri & Liu Yang

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

*by*Thilo Klein

**Roll Strategy Efficiency in Commodity Futures Markets**

*by*Nick Taylor

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

*by*Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

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

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

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

*by*You, Kefei

**Long-run priors for term structure models**

*by*Meldrum, Andrew & Roberts-Sklar, Matt

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

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

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

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

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

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

**Foreign shocks**

*by*Drago Bergholt

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

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

**Labor Supply Factors and Economic Fluctuations**

*by*Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

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

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

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

*by*Miguel Sarmiento & Jorge E. Galán

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

*by*Pawel Baranowski & Zbigniew Kuchta

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

*by*Marcin Blazejowski & Jacek Kwiatkowski

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

*by*Markku Lanne & Jani Luoto

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

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

**Text mining for central banks**

*by*David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey

**Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum**

*by*Bendel, Daniel

**Inflation Dynamics And The Impact On Growth In Post-December Romania**

*by*TOMESCU-DUMITRESCU, Cornelia & HOLT, Alina Georgiana

**L'Agriculture, Facteur De Vulnérabilité Des Petites Économies Insulaires ?**

*by*Valérie ANGEON & Samuel BATES

**Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)**

*by*Miros³aw Szreder

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

*by*Valeriu Nalban

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

*by*Oana Simona HUDEA

**Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability**

*by*Slutskin, Lev

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

*by*Te Lai

**The Determinants of Mergers & Acquisitions in a Resource-Based Industry: What Role for Environmental Sustainability?**

*by*Roberto Leon-Gonzales & Lise Tole

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

*by*Ribeiro, Joao

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

*by*Aleksandra Bezborodova & Yuri Mihalenok

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

*by*Karen Poghosyan

**A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models**

*by*Łukasz Kwiatkowski

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

*by*Justyna Wróblewska

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

*by*Shalva Mkhatrishvili & Zviad Zedginidze

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

*by*Jiří Hasman & Josef Novotný

**Una nota sobre un procedimiento bayesiano para meta-análisis con datos binarios con alta presencia de ceros || A note on a Bayesian procedure for meta-analysis of rare data**

*by*Negrín, Miguel A. & Martel, María & Vázquez-Polo, Francisco J.

**Bidder Behavior in a Common Value Simultaneous Ascending Auction**

*by*Griffin, Robert & Anderson, Christopher

**Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan**

*by*Ishihara, Tsunehiro & Watanabe, Toshiaki

**Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225**

*by*Ishihara, Tsunehiro

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

*by*Nuno Silva

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

*by*Valeriu Nalban

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

*by*Jan Klacso

**Sectoral labor market effects of fiscal spending**

*by*Wesselbaum, Dennis

**Subjective health expectations**

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

**Euro area, oil and global shocks: An empirical model-based analysis**

*by*Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M.

**Endogeneity and panel data in growth regressions: A Bayesian model averaging approach**

*by*León-González, Roberto & Montolio, Daniel

**Estimating DSGE models across time and frequency**

*by*Caraiani, Petre

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

*by*Morita, Hiroshi

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

*by*Huang, Yu-Fan

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

*by*Bijsterbosch, Martin & Falagiarda, Matteo

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

*by*Gnimassoun, Blaise

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

*by*Lo, Ming Chien & Morley, James

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

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

**Costs of capital and public issuance choice**

*by*Lamoureux, Christopher G. & Nejadmalayeri, Ali

**A random walk stochastic volatility model for income inequality**

*by*Nishino, Haruhisa & Kakamu, Kazuhiko

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

*by*Wan, Cheng & Bertschi, Ljudmila

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

*by*Di, Junpeng & Zhu, Pingfang

**Fama–MacBeth two-pass regressions: Improving risk premia estimates**

*by*Bai, Jushan & Zhou, Guofu

**Forecasting the price of gold using dynamic model averaging**

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

**Variable selection in the analysis of energy consumption–growth nexus**

*by*Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier

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

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

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

*by*Kang, Kyu Ho

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

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

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

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

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

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

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

*by*Lewis, Vivien & Stevens, Arnoud

**Macroeconomic shocks and fluctuations in African economies**

*by*Rasaki, Mutiu Gbade & Malikane, Christopher

**Adaptive estimation of the threshold point in threshold regression**

*by*Yu, Ping

**A Bayesian chi-squared test for hypothesis testing**

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

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

*by*Kaufmann, Sylvia

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

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

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

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

**Estimating dynamic equilibrium models with stochastic volatility**

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

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

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

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

*by*Nonejad, Nima

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

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

**CES technology and business cycle fluctuations**

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

**Unfolded GARCH models**

*by*Liu, Xiaochun & Luger, Richard

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

*by*Lhuissier, Stéphane & Zabelina, Margarita

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

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

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

*by*Daniel Barráez Guzmán & Mariela Perdomo León

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

*by*Rolando Gonzales Martínez

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

*by*Oscar Andrés Espinosa & Paola Andrea Vaca

**Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

**Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

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

*by*Rolando Gonzales Martínez

**A Bayesian Approach Proposal For Inventory Cost And Demand Forecasting**

*by*Sinan Apak

**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

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

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

**Fiscal rules and unemployment**

*by*Gehrke, Britta

**Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem**

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

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

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

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

*by*Prettner, Catherine & Prettner, Klaus

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

*by*Sacht, Stephen

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

*by*Daniele Bregantini

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

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

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

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

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

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

*by*Roberto Casarin

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

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

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

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

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

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

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

*by*Buncic, Daniel & Moretto, Carlo

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

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

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

**Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

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

*by*K.Vela Velupillai

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

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

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

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

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

*by*István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

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

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

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

*by*Bulent Ulasan

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

*by*Yuelin Liu

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

*by*Yuelin Liu

**CES Technology and Business Cycle Fluctuations**

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

**Large Bayesian VARMAs**

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

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gregor Bäurle & Daniel Kaufmann

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

*by*Konrad Adler & Christian Grisse

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

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

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

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

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

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

*by*Valeriu Nalban

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

*by*Rahul Mukherjee

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

*by*Elton Beqiraj & Massimiliano Tancioni

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

*by*Elton Beqiraj & Massimiliano Tancioni

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

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

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

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma**

*by*Huseynov, Salman & Ahmadov, Vugar

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

*by*Piribauer, Philipp & Fischer, Manfred M.

**Modèle d’alerte des crises bancaires basé sur une approche bayésienne**

*by*Zaghdoudi, Taha

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

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

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

*by*Mukhoti, Sujay

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

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

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

**Club classification of US divorce rates**

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

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Model Uncertainty in Panel Vector Autoregressive Models**

*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 & Gonzalo Morales

**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

**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

**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

**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

**Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study**

*by*Xianhua Dai & Wolfgang Karl HÃ¤rdle & Keming Yu &

**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

**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

**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

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

*by*Schorfheide, Frank & Wolpin, Kenneth I.

**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

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

*by*Galán, Jorge E. & Sarmiento, Miguel

**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 RÃ¶hn

**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

**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

**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

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

*by*Marek Jarocinski & 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

**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

**Software For Bayesian Spatial Model Comparison**

*by*James P. LESAGE

**A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy**

*by*Hüseyin Taştan & Bekir Aşık

**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

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

*by*Ricardo Marto

**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

**Detecting Early Warnings for Hedge Fund Contagion**

*by*Roberto Savona

**Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina**

*by*Castillo, Paul & Rojas, Youel

**Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market**

*by*Roman Huptas

**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

**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

**Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution**

*by*Watanabe, Toshiaki

**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.

**Differences in subprime loan pricing across races and neighborhoods**

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

**Does faith move stock markets? Evidence from Saudi Arabia**

*by*Canepa, Alessandra & Ibnrubbian, Abdullah

**Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy**

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

**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

**An estimated search and matching model of the Japanese labor market**

*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

**Forecasting stock returns under economic constraints**

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

**Disagreement and asset prices**

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

**Free to choose: Promoting conservation by relaxing outdoor watering restrictions**

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

**Returns to scale at large banks in the US: A random coefficient stochastic frontier approach**

*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

**Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation**

*by*Edyta Laszkiewicz

**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

**The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking**

*by*Jean-Louis Arcand

**The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth**

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Ignacio Lozano & Alexander Guarin

**An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina**

*by*Daniel Aromí & Marcos Dal Bianco

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

*by*Eibich, Peter & Ziebarth, Nicolas

**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

**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

**基于贝叶斯模型平均 (Bma) 方法的中国通货膨胀的建模及预测**

*by*CHEN Wei & NIU Linlin

**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

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

*by*Manfred M. Fischer & Philipp Piribauer

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

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

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

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

**Is Decoupling in action?**

*by*Antonio Pesce

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

*by*Stuart McIntyre

**Adaptive Sticky Generalized Metropolis**

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

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

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

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

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

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

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

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

*by*Garland Durham & John Geweke

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

*by*Trojan, Sebastian

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

*by*Stefano Grassi & Paolo Santucci de Magistris

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

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

*by*Martin Burda & Artem Prokhorov

**Inferring Hawks and Doves from Voting Records**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Di Bartolomeo Giovanni & Di Pietro Marco

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

*by*Canan Yuksel

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

*by*Yuelin Liu & James Morley

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

*by*Ming Chien Lo & James Morley

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

*by*Paul Levine & Peter McAdam & Peter Welz

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

*by*McIntyre Stuart G

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gary Koop

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

*by*Miguel Belmonte & Gary Koop

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

*by*Fabrice Murtin & Federica Marzo

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

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

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

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

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

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

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

*by*Flaminia Musella & Paola Vicard

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

*by*Stelios D. Bekiros & Alessia Paccagnini

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

*by*Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou

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

*by*Tim Robinson

**Azərbaycan Mərkəzi Bankının inflyasiya hədəfi: Baza yoxsa manşet inflyasiya?**

*by*Rahmanov, Ramiz & Adigozalov, Shaig & Huseynov, Salman

**Periodic autoregressive stochastic volatility**

*by*Aknouche, Abdelhakim

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

*by*Dey, Jaya

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

*by*Marto, Ricardo

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

*by*Dimitris, Korobilis

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

*by*Thum, Anna-Elisabeth

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

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

**Model uncertainty and expected return proxies**

*by*Jäckel, Christoph

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

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

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

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

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

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

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

*by*Gonzalez-Astudillo, Manuel

**Vector Autoregression with Mixed Frequency Data**

*by*Qian, Hang

**Labour Market Dynamics in Australia**

*by*Wesselbaum, Dennis

**Bayesian Approach and Identification**

*by*Kociecki, Andrzej

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

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

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

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

*by*Soundararajan, Pushparaj

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

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

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

*by*Davide fiaschi & Angela Parenti

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

*by*Frank Schorfheide & Kenneth I. Wolpin

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

*by*Andriy Norets & Xun Tang

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

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

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

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

*by*Punnoose Jacob & Gert Peersman

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

*by*Frank Schorfheide & Dongho Song

**Assessing DSGE Model Nonlinearities**

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

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

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

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

*by*Frank Schorfheide & Kenneth I. Wolpin

**Solving and Estimating Indeterminate DSGE Models**

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

**Modeling Area-Level Health Rankings**

*by*Charles Courtemanche & Samir Soneji & Rusty Tchernis

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

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

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Mateusz Pipień

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

*by*Rossana Merola

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

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

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

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

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

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

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

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

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

*by*Stelios Bekiros & Alessia Paccagnini

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

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

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

**Regionalization vs. Globalization**

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

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

*by*Mitesh Kataria

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

*by*Mitesh Kataria

**Modeling Area-Level Health Rankings**

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

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

*by*Ching-Yang Lin & Hiroaki Miyamoto

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

*by*Rossana Merola

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

*by*Wolfgang Polasek

**Regularizing Priors for Linear Inverse Problems**

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

**State Price Densities implied from weather derivatives**

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

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

*by*Matthew J. Baker

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

*by*Jun-Hyung Ko & Hiroshi Morita

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

*by*Quiroz, Matias & Villani, Mattias

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Gianni Amisano & Roberta Colavecchio

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

*by*Michele Bernini & Sarah Guillou & Flora Bellone

**How Optimal is US Monetary Policy?**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

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

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

**Time-varying structural vector autoregressions and monetary policy: a corrigendum**

*by*Del Negro, Marco & Primiceri, Giorgio E.

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

*by*Beauchemin, Kenneth

**Clustered housing cycles**

*by*Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita

**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

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

*by*Wiper, Michael Peter & Lopes Moreira Da Veiga, María Helena & Galán Camacho, Jorge Eduardo

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

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

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

*by*Bianchi, Francesco

**Solving and Estimating Indeterminate DSGE Models**

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

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

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

**Inferring hawks and doves from voting records**

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

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

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

**Forecasting Stock Returns under Economic Constraints**

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

**The roots of export diversification**

*by*Michael Jetter & Andrés Ramírez Hassan

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

*by*Michal Franta

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

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

**Modeling Hyperinflation Phenomenon: A Bayesian Approach**

*by*Rolando Gonzales Martínez

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

*by*Cristina Mitaritonna & Zhanar Akhmetova

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

*by*Tim Oliver Berg & Steffen Henzel

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

*by*Zareh Asatryan & Lars P. Feld

**Policy Risk and the Business Cycle**

*by*Benjamin Born & Johannes Pfeifer

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

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

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

*by*Davide Pettenuzzo

**Forecasting Stock Returns under Economic Constraints**

*by*Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov

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

*by*Toyoichiro Shirota

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

*by*Barnett, Alina & Thomas, Ryland

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

*by*Leif Anders Thorsrud

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

*by*Leif Anders Thorsrud

**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

**A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method**

*by*Asger Lunde & Anne Floor Brix & Wei Wei

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

*by*Nima Nonejad

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

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

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

*by*Stefano Grassi & Paolo Santucci de Magistris

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

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

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

**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

**New Keynesian Phillips Curve for Romania**

*by*Saman, Corina & Pauna, Bianca

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

*by*Winkelried, Diego

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

*by*Fousseini Traoré

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

*by*Anna Pajor & Jacek Osiewalski

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

*by*Krzysztof Osiewalski & Jacek Osiewalski

**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

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

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

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

*by*Pop Alexandra Mihaela & Dumitrascu Danut & &

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

*by*Boriss Siliverstovs

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

*by*Galina ULIAN & Iulia CAPRIAN

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

*by*A. Stevens

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

*by*Martínez Sánchez José Francisco & Venegas Martínez

**Bayesian estimation of a simultaneous probit model using error augmentation: An application to multi-buying and churning behavior**

*by*Subramanian Balachander & Bikram Ghosh

**A robust approach to measure latent, time-varying equity in hierarchical branding structures**

*by*Sudhir Voleti & Pulak Ghosh

**Markov chain Monte Carlo for incomplete information discrete games**

*by*Sanjog Misra

**Bayesian estimation of discrete games of complete information**

*by*Sridhar Narayanan

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

*by*HUIRAN PAN & CHUN WANG

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

*by*Christiane Baumeister & Luca Benati

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

*by*Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Amisano, Gianni & Fagan, Gabriel

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

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

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

*by*Asako, Kazumi & Liu, Zhentao

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

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

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

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

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

*by*Jacob, Punnoose & Peersman, Gert

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

*by*Kim, Dong-Hyuk

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

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

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

*by*Sudarshan, Anant

**Spatiotemporal analysis of ethanol market penetration**

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

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

*by*Koop, Gary & Tole, Lise

**Uncertainty about welfare effects of consumption fluctuations**

*by*Houssa, Romain

**Time-varying combinations of predictive densities using nonlinear filtering**

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

**Large time-varying parameter VARs**

*by*Koop, Gary & Korobilis, Dimitris

**Moving average stochastic volatility models with application to inflation forecast**

*by*Chan, Joshua C.C.

**Methods for computing marginal data densities from the Gibbs output**

*by*Fuentes-Albero, Cristina & Melosi, Leonardo

**News impact curve for stochastic volatility models**

*by*Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki

**A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis**

*by*Boysen-Hogrefe, Jens

**Bayesian inference in regression with Pearson disturbances**

*by*Tsionas, Efthymios G.

**Bayesian forecasting with highly correlated predictors**

*by*Korobilis, Dimitris

**Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada**

*by*Kempa, Bernd & Riedel, Jana

**Testing volatility persistence on Markov switching stochastic volatility models**

*by*Pan, Qi & Li, Yong

**Forecasting volatility in the Chinese stock market under model uncertainty**

*by*Li, Yong & Huang, Wei-Ping & Zhang, Jie

**Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions**

*by*Eriṣ, Mehmet N. & Ulaṣan, Bülent

**A DSGE-VAR model for forecasting key South African macroeconomic variables**

*by*Gupta, Rangan & Steinbach, Rudi

**Comparing monetary policy rules in CEE economies: A Bayesian approach**

*by*Caraiani, Petre

**Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?**

*by*Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled

**Liquidity management of foreign exchange reserves in continuous time**

*by*Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong

**Time stability of the beta convergence among EU countries: Bayesian model averaging perspective**

*by*Próchniak, Mariusz & Witkowski, Bartosz

**Gauging the effects of fiscal stimulus packages in the euro area**

*by*Coenen, Günter & Straub, Roland & Trabandt, Mathias

**Fiscal news and macroeconomic volatility**

*by*Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes

**Measuring and predicting heterogeneous recessions**

*by*Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

**Changing impact of fiscal policy on selected ASEAN countries**

*by*Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

**Monetary Policy Transmission Mechanism In Emerging Countries**

*by*Andreea ROŞOIU & Iulia ROŞOIU

**Modelling structural-change-related shifts in labour input in the agent-based sector model SWISSland**

*by*Ali Ferjani & Albert Zimmermann

**Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model**

*by*Goodness C. Aye & Rangan Gupta & Mampho P. Modise

**Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model**

*by*Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz

**Network formation with local complements and global substitutes: the case of R&D networks**

*by*Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu

**The competition effect in business cycles**

*by*Lewis, Vivien & Stevens, Arnoud

**The directional identification problem in Bayesian factor analysis: An ex-post approach**

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

**Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging**

*by*Antonakakis, Nikolaos & Tondl, Gabriele

**The directional identification problem in Bayesian factor analysis: An ex-post approach**

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

**Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results**

*by*Kaufmann, Sylvia & Schumacher, Christian

**The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods**

*by*Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

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

*by*Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

**After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?**

*by*Catherine Prettner & Klaus Prettner

**Combining predictive densities using Bayesian filtering with applications to US economic data**

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

**Combination schemes for turning point predictions**

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

**Bayesian Graphical Models for Structural Vector Autoregressive Processes**

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

**Efficient Gibbs Sampling for Markov Switching GARCH Models**

*by*Monica Billio & Roberto Casarin & Anthony Osuntuyi

**Central Bank Reserves and the Yield Curve at the ZLB**

*by*Mirkov, Nikola & Sutter, Barbara

**International Financial Transmission of the US Monetary Policy: An Empirical Assessment**

*by*Mirkov, Nikola

**Estimating overidentified, nonrecursive, time-varying coefficients structural VARs**

*by*Fabio Canova & Fernando J. Pérez Forero

**Back to the future: economic rationality and maximum entropy prediction**

*by*Sylvain Barde

**Long swings in Japan’s current account and in the yen**

*by*Müller-Plantenberg, Nikolas

**The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire**

*by*Jidoud, Ahmat

**Bayesian semiparametric multivariate GARCH modeling**

*by*Mark J Jensen & John M Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

*by*Mark J Jensen & John M Maheu

**A New Structural Break Model with Application to Canadian Inflation Forecasting**

*by*John M Maheu & Yong Song

**Concept-Based Bayesian Model Averaging and Growth Empirics**

*by*Magnus, J.R. & Wang, W.

**The Determinants of VAT Introduction : A Spatial Duration Analysis**

*by*Cizek, P. & Lei, J. & Ligthart, J.E.

**Stock Market Asymmetries: A Copula Diffusion**

*by*Denitsa Stefanova

**Time-varying Combinations of Predictive Densities using Nonlinear Filtering**

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

**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**

*by*Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation**

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

**Screening for Collusion: A Spatial Statistics Approach**

*by*Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent

**A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation**

*by*Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

**Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging**

*by*Rodney Strachan & Herman K. van Dijk

**Imperfect Information, Optimal Monetary Policy and Informational Consistency**

*by*Paul Levine & Joseph Pearlman & Bo Yang

**Personal Indebtedness, Spatial Effects and Crime**

*by*Stuart McIntyre & Donald Lacombe

**A New Model of Trend Inflation**

*by*Joshua Chan & Gary Koop & Simon Potter

**A Bayesian Spatial Individual Effects Probit Model of the 2010 U.K. General Election**

*by*Christa Jensen & Donald Lacombe & Stuart McIntyre

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

*by*Yong Li & Tao Zeng & Jun Yu

**Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models**

*by*Ye Chen & Jun Yu

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

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

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

*by*Andras Fulop & Junye Li & Jun Yu

**Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model**

*by*Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown

**Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model**

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

**Financial frictions and the role of investment specific technology shocks in the business cycle**

*by*Gunes Kamber & Christie Smith & Christoph Thoenissen

**Bayesian Model Averaging, Learning and Model Selection**

*by*George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams

**Object-oriented bayesian networks for modelling the respondent measurement error**

*by*Daniela Marella & Paola Vicard

**Prince-setting, monetary policy and the contractionary effects of productivity improvements**

*by*Francesco Giuli & Massimiliano Tancioni

**Object-Oriented Bayesian Networks for a Decision Support System**

*by*Julia Mortera & Paola Vicard & Cecilia Vergari

**Bayesian Forecasting with Highly Correlated Predictors**

*by*Dimitris Korobilis

**The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana**

*by*Samuel K. Ampaabeng & Chih Ming Tang

**Modelling Realized Covariances and Returns**

*by*Xin Jin & John M. Maheu

**Bayesian Semiparametric Multivariate GARCH Modeling**

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

**Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John M. Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

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

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

*by*Yong Song

**Identifying Speculative Bubbles with an Infinite Hidden Markov Model**

*by*Shu-Ping Shi & Yong Song

**Large Time-Varying Parameter VARs**

*by*Gary Koop & Dimitris Korobilis

**Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models**

*by*Ormeño, Arturo

**Estimating Information Rigidity using Firms’ Survey Data**

*by*Carrera, César

**Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi**

*by*Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt

**On the epidemic of financial crises**

*by*Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

**The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil**

*by*Ferreira Lima, Luis Cristovao

**Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors**

*by*Matkovskyy, Roman

**Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach**

*by*Zhang, Zhichao & Chau, Frankie & Xie, Li

**Semi-parametric Bayesian Partially Identified Models based on Support Function**

*by*Liao, Yuan & Simoni, Anna

**Orbital Priors for Time-Series Models**

*by*Kociecki, Andrzej

**A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises**

*by*Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

**The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model**

*by*Matkovskyy, Roman

**A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market**

*by*Sugawara, Shinya

**Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market**

*by*Zhou, Yiyi

**Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach**

*by*Huang, Y-F.

**Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?**

*by*Lanne, Markku & Luoto, Jani

**Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models**

*by*Tsionas, Mike

**Transmission of fiscal policy shocks into Romania's economy**

*by*Serbanoiu, Georgian Valentin

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Chan, Joshua & Eisenstat, Eric

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Shachat, Jason & Swarthout, J. Todd & Wei, Lijia

**Skew mixture models for loss distributions: a Bayesian approach**

*by*Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

**A new model of trend inflation**

*by*Chan, Joshua & Koop, Gary & Potter, Simon

**Real-time forecasting in a data-rich environment**

*by*LIEBERMANN, JOELLE

**Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods**

*by*Chan, Joshua & Strachan, Rodney

**Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility**

*by*Karapanagiotidis, Paul

**Large time-varying parameter VARs**

*by*Koop, Gary & Korobilis, Dimitris

**Identification and estimation of dynamic factor models**

*by*Bai, Jushan & Wang, Peng

**Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques**

*by*Sinha, Pankaj & Jayaraman, Prabha

**A new structural break model with application to Canadian inflation forecasting**

*by*Maheu, John & Song, Yong

**Identifying speculative bubbles with an in finite hidden Markov model**

*by*Song, Yong & Shi, Shuping

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

**Robust inference on parameters via particle filters and sandwich covariance matrices**

*by*Neil Shephard & Arnaud Doucet

**Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models**

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

**Current Account Benchmarks for Turkey**

*by*Oliver Röhn

**Robust inference on parameters via particle filters and sandwich covariance matrices**

*by*Arnaud Doucet & Neil Shephard

**A Multi-Method, Spatial Approach for Explaining the Appearance and Passage of Open Space Referenda**

*by*Martin D. Heintzelman & Patrick J. Walsh & Dustin J. Grzeskowiak

**Prior Selection for Vector Autoregressions**

*by*Domenico Giannone & Michele Lenza & Giorgio E. Primiceri

**Estimating Second Order Probability Beliefs from Subjective Survival Data**

*by*Péter Hudomiet & Robert J. Willis

**Estimating Loan-to-Value and Foreclosure Behavior**

*by*Arthur Korteweg & Morten Sorensen

**Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods**

*by*Mariusz Próchniak & Bartosz Witkowski

**On the empirical importance of periodicity in the volatility of financial time series**

*by*Blazej Mazur & Mateusz Pipien

**Do those who stay work less? On the impact of emigration on the measured TFP in Poland**

*by*Katarzyna Budnik

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

*by*Punnoose Jacob & Gert Peersman

**Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach**

*by*Rong Zhang & Brett A. Inder & Xibin Zhang

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Energy and Capital in a New-Keynesian Framework**

*by*Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham

**Is there a carry trade channel of monetary policy in emerging countries?**

*by*Kornél Kisgergely

**Testing Causality Between Two Vectors in Multivariate GARCH Models**

*by*Tomasz Wozniak

**Comparing Hybrid DSGE Models**

*by*Alessia Paccagnini

**Herding in a Laboratory Asset Market with a Rich Action Set**

*by*Lora R. Todorova & Bodo Vogt

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**How Should Peer-Review Panels Behave?**

*by*Sgroi, Daniel & Oswald, Andrew J.

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

**Contest Functions: Theoretical Foundations and Issues in Estimation**

*by*Hao Jia & Stergios Skaperdas & Samarth Vaidya

**Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks**

*by*Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde

**Bayesian Semiparametric Regression**

*by*Pelenis, Justinas

**Marketing Response Models for Shrinking Beer Sales in Germany**

*by*Polasek, Wolfgang

**To Redistribute or Not: A Politician's Dilemma**

*by*Fabiana Machado

**To Redistribute or Not: A Politician`s Dilemma**

*by*Fabiana Velasques de Paula Machado

**Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA**

*by*Márcio Laurini & Márcio Alves Diniz

**Dynamic Functional Data Analysis with Nonparametric State Space Models**

*by*Márcio Laurini

**Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible**

*by*Augusta Abrahamse & Carla Quiroga Ledezma & Mathew Johnson & Ruth Scipione

**Baysian seasonal analysis with robust priors**

*by*Rolando Gonzales Martinez

**Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach**

*by*Andras Fulop & Junye Li & Jun Yu

**Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity**

*by*Hiroaki Chigira & Tsunemasa Shiba

**Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -**

*by*Jouchi Nakajima & Toshiaki Watanabe

**The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility**

*by*Scott Davis

**Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets**

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

**Forecasting with Bayesian Vector Autoregressions**

*by*Karlsson, Sune

**Conditional posteriors for the reduced rank regression model**

*by*Karlsson, Sune

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**Large time-varying parameter VARs**

*by*Gary Koop & Dimitris Korobilis

**The Empirical Implications of the Interest-Rate Lower Bound**

*by*Gust, Christopher J. & Lopez-Salido, J. David & Smith, Matthew E. & Herbst, Edward

**Bayesian estimation of NOEM models: identification and inference in small samples**

*by*Martínez-García, Enrique & Vilán, Diego & Wynne, Mark A.

**Time-varying Betas of the Banking Sector**

*by*Tomáš Adam & Sona Benecká & Ivo Jánský

**Testing Causality Between Two Vectors in Multivariate GARCH Models**

*by*Tomasz Wozniak

**Granger-causal analysis of VARMA-GARCH models**

*by*Tomasz Wozniak

**Common Drifting Volatility in Large Bayesian VARs**

*by*Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

**Bayesian Testing of Granger Causality in Markov-Switching VARs**

*by*Matthieu Droumaguet & Tomasz Wozniak

**Financial frictions and the role of investment specific technology shocks in the business cycle**

*by*Gunes Kamber & Christie Smith & Christoph Thoenissen

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Joshua C C Chan & Eric Eisenstat

**Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

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

**Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?**

*by*Olfa Kaabia & Ilyes Abid & Khaled Guesmi

**Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework**

*by*Olfa Kaabia & Ilyes Abid

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Peter Haan & Daniel Kemptner & Arne Uhlendorff

**Bayesian estimation of inefficiency heterogeneity in stochastic frontier models**

*by*Wiper, Michael Peter & Lopes Moreira Da Veiga, María Helena & Galán Camacho, Jorge Eduardo

**The Empirical Implications of the Interest-Rate Lower Bound**

*by*Gust, Christopher & López-Salido, J David & Smith, Matthew E

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

**What's News in Business Cycles**

*by*Schmitt-Grohé, Stephanie & Uribe, Martín

**Can Rare Events Explain the Equity Premium Puzzle?**

*by*Ghosh, Anisha & Julliard, Christian

**Common Drifting Volatility in Large Bayesian VARs**

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

**Prior Selection for Vector Autoregressions**

*by*Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

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

*by*Fuentes-Albero, Cristina

**Infinite-state Markov-switching for dynamic volatility and correlation models**

*by*DUFAYS, Arnaud

**Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case**

*by*Luis Fernando Melo & Rubén Albeiro Loaiza Maya

**Assessing the Impact of Fiscal Measures on the Czech Economy**

*by*Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta

**Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries**

*by*Jaromir Baxa & Miroslav Plasil & Borek Vasicek

**Has the Euro Changed Business Cycle Synchronization? Evidence from the Core and the Periphery**

*by*Sybille Lehwald

**Real-time forecasting in a data-rich environment**

*by*Liebermann, Joelle

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

*by*Feldkircher, Martin

**De facto currency baskets of China and East Asian economies : The rising weights**

*by*Fang, Ying & Huang, Shicheng & Niu, Linlin

**Assessing the economy-wide effects of quantitative easing**

*by*Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos

**The impact of QE on the UK economy – some supportive monetarist arithmetic**

*by*Bridges, Jonathan & Thomas, Ryland

**Oil price density forecasts: Exploring the linkages with stock markets**

*by*Francesco Ravazzolo & Marco J. Lombardi

**Oil price density forecasts: exploring the linkages with stock markets**

*by*Marco J. Lombardi & Francesco Ravazzolo

**The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility**

*by*Todd E. Clark & Francesco Ravazzolo

**Combination schemes for turning point predictions**

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

**Monetary Transmission Mechanism and Time Variation in the Euro Area**

*by*Kemal Bagzibagli

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

*by*Fabio Canova & Fernando J. Pérez Forero

**Euro area and global oil shocks: an empirical model-based analysis**

*by*Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani

**Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity**

*by*Enrique Moral-Benito

**Heterogeneity and cross-country spillovers in macroeconomic-financial linkages**

*by*Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama

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

*by*Christiane Baumeister & Luca Benati

**How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR**

*by*SENBETA, Sisay Regassa

**Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination**

*by*Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

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

*by*Joshua C C Chan

**Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments**

*by*Joshua C.C. Chan & Justin L. Tobias

**A Point Decision For Partially Identified Auction Models**

*by*Gaurab Aryal & Dong-Hyuk Kim

**Contributions computationnelles à la statistique Bayésienne**

*by*Jacob, Pierre E.

**The Propagation of Regional Recessions**

*by*James D. Hamilton & Michael T. Owyang

**Determinants of Economic Growth: A Bayesian Panel Data Approach**

*by*Enrique Moral-Benito

**Volatility, Information And Stock Market Crashes**

*by*Nikolaos Antonakakis & Johann Scharler

**Wykorzystanie uśrednionych modeli bayesowskich do badania czynników wpływających na poziom nierówności dochodowych w wybranej grupie krajów**

*by*Kamila Sławińska & Bartosz Witkowski

**Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data**

*by*Mariusz Próchniak & Bartosz Witkowski

**Dekompozycja strukturalna wzrostu gospodarczego z wykorzystaniem bayesowskich modeli granicznych na przykładzie krajów UE15**

*by*Kamil Makieła

**A new approach to construction of objective priors: Hellinger information**

*by*Shemyakin, Arkady

**Volatility estimation based on extremes of the bridge (in Russian)**

*by*Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

**Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models**

*by*Justyna Wróblewska

**Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model**

*by*Krzysztof Osiewalski & Jacek Osiewalski

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

*by*Gary Koop

**On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process**

*by*Błażej Mazur & Mateusz Pipień

**Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe**

*by*Jesús Crespo Cuaresma & Martin Feldkircher

**Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East**

*by*Olivier Parent & Abdallah Zouache

**Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model**

*by*Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

**The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis**

*by*HYUN KOOK SHIN & BYOUNG HARK YOO

**Una propuesta para medir dinámica y coherentemente el riesgo operacional**

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

**Un Gran VAR Bayesiano para la Economia Chilena**

*by*Wildo González

**Time-Varying Betas of Banking Sectors**

*by*Tomas Adam & Sona Benecka & Ivo Jansky

**Entry and submarket concentration: empirical evidence from the pharmaceutical industry**

*by*Maria Letizia Giorgetti

**WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia**

*by*Karen Poghosyan & Jan R. Magnus

**Ajuste del ingreso en México con un enfoque bayesiano**

*by*Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

**Bayesian Unit Root Test for Time Series Models with Structural Break in Variance**

*by*Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

**Does the Canadian economy suffer from Dutch disease?**

*by*Beine, Michel & Bos, Charles S. & Coulombe, Serge

**Spatial dynamic panel data models with random effects**

*by*Parent, Olivier & LeSage, James P.

**Combination schemes for turning point predictions**

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

**Intraday dynamics of volatility and duration: Evidence from Chinese stocks**

*by*Liu, Chun & Maheu, John M.

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

*by*Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair

**Taylor rules and the Canadian–US equilibrium exchange rate**

*by*Berger, Tino & Kempa, Bernd

**Predictive regressions with time-varying coefficients**

*by*Dangl, Thomas & Halling, Michael

**Payout yield, risk, and mispricing: A Bayesian analysis**

*by*Shanken, Jay & Tamayo, Ane

**State uncertainty in stock markets: How big is the impact on the cost of equity?**

*by*Han, Yufeng

**Forecasting government bond yields with large Bayesian vector autoregressions**

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

**Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis**

*by*Feng, Guohua & Zhang, Xiaohui

**Are emerging market indicators of vulnerability to financial crises decoupling from global factors?**

*by*Felices, Guillermo & Wieladek, Tomasz

**A maximum-entropy approach to the linear credibility formula**

*by*Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam

**ClubMed? Cyclical fluctuations in the Mediterranean basin**

*by*Canova, Fabio & Ciccarelli, Matteo

**Jump spillovers in energy futures markets: Implications for diversification benefits**

*by*Liu, Qingfu & Tu, Anthony H.

**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**Mixtures of g-priors for Bayesian model averaging with economic applications**

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

**Bayesian model averaging in the instrumental variable regression model**

*by*Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney

**Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments**

*by*Geweke, John

**Evaluating DSGE model forecasts of comovements**

*by*Herbst, Edward & Schorfheide, Frank

**A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation**

*by*Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.

**Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior**

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

**Bayesian estimation approaches to first-price auctions**

*by*Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

**A semiparametric stochastic volatility model**

*by*Yu, Jun

**Likelihood estimation and inference in threshold regression**

*by*Yu, Ping

**Bayesian hypothesis testing in latent variable models**

*by*Li, Yong & Yu, Jun

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**Bayesian estimation of exchange rate regime choice with spatial effect**

*by*Zhang, Guoxiong

**Personal indebtedness, spatial effects and crime**

*by*McIntyre, Stuart G. & Lacombe, Donald J.

**A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models**

*by*Lin, Eric S. & Chou, Ta-Sheng

**Perfect classifiers in partial observability bivariate probit**

*by*Poirier, Dale J.

**Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?**

*by*Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

**Marginal likelihood calculation for the Gelfand–Dey and Chib methods**

*by*Liu, Chun & Liu, Qing

**Family background variables as instruments for education in income regressions: A Bayesian analysis**

*by*Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

**Financial market frictions in a model of the Euro area**

*by*Lombardo, Giovanni & McAdam, Peter

**Testing for a unit root in the presence of stochastic volatility and leverage effect**

*by*Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

**The changing role of house price dynamics over the business cycle**

*by*Dufrénot, Gilles & Malik, Sheheryar

**A Bayesian method of combining judgmental and model-based density forecasts**

*by*Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

**Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil**

*by*Araújo, Eurilton

**The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel**

*by*Argov, Eyal

**Bayesian prior elicitation in DSGE models: Macro- vs micropriors**

*by*Lombardi, Marco J. & Nicoletti, Giulio

**Learning in an estimated medium-scale DSGE model**

*by*Slobodyan, Sergey & Wouters, Raf

**Real rigidities, productivity improvements and investment dynamics**

*by*Giuli, Francesco & Tancioni, Massimiliano

**How should firms selectively hedge? Resolving the selective hedging puzzle**

*by*Wojakowski, Rafał M.

**Multivariate model-based gap measures and a new Phillips curve for China**

*by*Zhang, Chengsi & Murasawa, Yasutomo

**Tests of Mean-Variance Spanning**

*by*Raymond Kan & Guofu Zhou

**Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial**

*by*Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

**Credit rating models: merging quantitative variables and qualitative information**

*by*Paola Cerchiello & Paolo Giudici & Enzo Rocca

**Sims, Christopher Albert (born 1942)**

*by*Marcel Boumans

**Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection**

*by*Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

**Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors**

*by*Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

**Accounting for Idiosyncratic Wage Risk Over the Business Cycle**

*by*Alisdair McKay & Tamas Papp

**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

*by*GUPTA, RANGAN & KABUNDI, ALAIN

**Overvalued: Swedish monetary policy in the 1930s**

*by*Alexander Rathke & Tobias Straumann & Ulrich Woitek

**Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector**

*by*Philippe K. Widmer

**Accounting for heterogeneity in the measurement of hospital performance**

*by*Philippe K. Widmer & Peter Zweifel & Mehdi Farsi

**Confidence in prior knowledge: Calibration and impact on portfolio performance**

*by*Wickern, Tobias

**Asset pricing under rational learning about rare disasters**

*by*Koulovatianos, Christos & Wieland, Volker

**Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging**

*by*Nikolaos Antonakakis & Gabriele Tondl

**Entry Costs & Increasing Trade**

*by*William F. Lincoln & Andrew H. McCallum

**ClubMed? Cyclical fluctuations in the Mediterranean basin**

*by*Fabio Canova & Matteo Ciccarelli

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

*by*Christopher Otrok & Panayiotis M. Pourpourides

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

*by*Sylvain Barde

**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

**Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John Maheu

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

*by*Yong Song

**Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala**

*by*Van Tongeren, J.W. & Magnus, J.R.

**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

*by*Poghosyan, K. & Magnus, J.R.

**On the Choice of Prior in Bayesian Model Averaging**

*by*Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

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

*by*De Luca, G. & Magnus, J.R.

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

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

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**Do Experts incorporate Statistical Model Forecasts and should they?**

*by*Rianne Legerstee & Philip Hans Franses & Richard Paap

**Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo**

*by*Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**Combination Schemes for Turning Point Predictions**

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

**Bayesian Forecasting of Federal Funds Target Rate Decisions**

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

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

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

**An Alternative Bayesian Approach to Structural Breaks in Time Series Models**

*by*Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

**Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?**

*by*Lennart F. Hoogerheide & David Ardia & Nienke Corre

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

*by*Tim Salimans

**Divergent Priors and well Behaved Bayes Factors**

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

**A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation**

*by*Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

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

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

**Modeling and Estimation of Synchronization in Multistate Markov-Switching Models**

*by*Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

**The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)**

*by*Harun Alp & Selim Elekdag

**Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models**

*by*Rachida Ouysse

**Hierarchical Shrinkage in Time-Varying Parameter Models**

*by*Miguel Belmonte & Gary Koop & Dimitris Korobilis

**Regime-Switching Cointegration**

*by*Markus Jochmann & Gary Koop

**Bayesian Inference in the Time Varying Cointegration Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**The Dynamics of UK and US Inflation Expectations**

*by*Deborah Gefang & Gary Koop & Simon Potter

**Forecasting Inflation Using Dynamic Model Averaging**

*by*Gary Koop & Dimitris Korobilis

**UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?**

*by*Gary Koop & Dimitris Korobilis

**Forecasting with Medium and Large Bayesian VARs**

*by*Gary Koop

**Time Varying Dimension Models**

*by*Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Understanding Liquidity and Credit Risks in the Financial Crisis**

*by*Deborah Gefang & Gary Koop & Simon Potter

**A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models**

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

**Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables**

*by*Gary Koop & Joshua Chan

**Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters**

*by*Gary Koop & Luca Onorante

**On Identification of Bayesian DSGE Models**

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

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

*by*Sylvain Barde

**Application-Based Quality Assessment of Internet Access Service**

*by*Daeho Lee & Jungwoo Shin & Junseok Hwang

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

*by*Sylvia Kaufmann

**Is there any evidence of a Greenspan put?**

*by*Pamela Hall

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

*by*Andras Fulop & Junye Li & Jun Yu

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

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

**Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models**

*by*Ye Chen & Jun Yu

**Bayesian Hypothesis Testing in Latent Variable Models**

*by*Yong Li & Jun Yu

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

*by*Tore Selland Kleppe & Jun Yu & Hans J. skaug

**Do Bayesians learn their way out of ambiguity?**

*by*Alexander Zimper

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

*by*Cristina Fuentes-Albero & Leonardo Melosi

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

*by*Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Wolfgang Polasek

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

*by*Wolfgang Polasek

**Regime-Switching Cointegration**

*by*Markus Jochmann & Gary Koop

**The Contribution of Structural Break Models to Forecasting Macroeconomic Series**

*by*Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

**Hierarchical Shrinkage in Time-Varying Parameter Models**

*by*Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

**MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models**

*by*Wolfgang Polasek

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

*by*Wolfgang Polasek & Richard Sellner

**Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors**

*by*Dimitris Korobilis

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

*by*Dimitris Korobilis & Michelle Gilmartin

**Bayesian Model Averaging in the Instrumental Variable Regression Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Modelling Realized Covariances and Returns**

*by*Xin Jin & John M. Maheu

**Fiscal policy and the Great Recession in the euro area**

*by*Coenen, Gunter & Straub, Roland & Trabandt, Mathias

**Does Uncertainty Affect Investment Expenditure? A Comment**

*by*Cantillo, Andres

**Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia**

*by*Timerga, Genanew & Gotu, Butte & Alem, Yegnanew

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

*by*Liao, Yuan & Jiang, Wenxin

**Mixtures of g-priors for Bayesian model averaging with economic applications**

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

**Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model**

*by*Qian, Hang

**Estimation of a system of national accounts: implementation with mathematica**

*by*Temel, Tugrul

**Technology news and the U.S. economy: Time variation and structural changes**

*by*Berg, Tim Oliver

**Bayesian estimation of small-scale DSGE model of the Ukrainian economy**

*by*Semko, Roman

**Multi-variate quickest detection of significant change process**

*by*Szajowski, Krzysztof

**Default probability estimation in small samples - with an application to sovereign bonds**

*by*Orth, Walter

**Bayesian inference with monotone instrumental variables**

*by*Qian, Hang

**The formation of offer prices in farmland markets: A hedonic price approach**

*by*Temel, Tugrul

**Hierarchical shrinkage in time-varying parameter models**

*by*Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

**Estimates of the long-run growth rate of Singapore with a CES production function**

*by*Rao, B. Bhaskara & Shankar, Sriram

**Firm-Heterogeneity, Persistent and Transient Technical Inefficiency**

*by*Mike, Tsionas & Subal, Kumbhakar

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*Korobilis, Dimitris

**Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy**

*by*Gonzalez-Astudillo, Manuel

**Why inferential statistics are inappropriate for development studies and how the same data can be better used**

*by*Ballinger, Clint

**Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity**

*by*Salois, Matthew & Balcombe, Kelvin

**Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference**

*by*Kociecki, Andrzej

**Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?**

*by*Ardia, David & Lennart, Hoogerheide & Nienke, Corré

**Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach**

*by*Nguefack-Tsague, Georges & Zucchini, Walter

**Fiscal Volatility Shocks and Economic Activity**

*by*Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez

**Sticking with What (Barely) Worked**

*by*Lars Lefgren & Brennan Platt & Joseph Price

**Clearing Up the Fiscal Multiplier Morass**

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

**What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio**

*by*Jessica A. Wachter & Missaka Warusawitharana

**Fiscal Volatility Shocks and Economic Activity**

*by*Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez

**Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care**

*by*Anirban Basu

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

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

**Forecasts in a Slightly Misspecified Finite Order VAR**

*by*Ulrich K. Müller & James H. Stock

**Predictivistic Bayesian Forecasting System**

*by*Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek

**An Estimatable DCDP Model of Search and Matching in Real Estate Markets**

*by*Stuart J. Fowler & Jennifer J. Wilgus

**Bayesian semiparametric GARCH models**

*by*Xibin Zhang & Maxwell L. King

**Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy**

*by*Bálint Tamási & Balázs Világi

**The Sequencing Problem in Sequential Investigation Processes**

*by*Jürgen-Peter Kretschmer

**Marginal Likelihood for Markov-Switching and Change-Point GARCH Models**

*by*Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts

**A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models**

*by*Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

**Housing and Banking in a Small Open Economy DSGE Model**

*by*Viktors Ajevskis & Kristine Vitola

**Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling**

*by*Viktors Ajevskis & Kristine Vitola

**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

*by*Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

**A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults**

*by*Maksym Obrizan

**Part-Time Work, Fixed-Term Contracts, and the Returns to Experience**

*by*Fernández-Kranz, Daniel & Paul, Marie & Rodríguez-Planas, Núria

**Part-Time Work, Fixed-Term Contracts, and the Returns to Experience**

*by*Fernández-Kranz, Daniel & Paul, Marie & Rodriguez-Planas, Nuria

**Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects**

*by*Dube, Arindrajit & Lester, T. William & Reich, Michael

**Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects**

*by*Dube, Arindrajit & Lester, T. William & Reich, Michael

**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

*by*Troske, Kenneth & Voicu, Alexandru

**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

*by*Troske, Kenneth & Voicu, Alexandru

**On Identification of Bayesian DSGE Models**

*by*Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.

**On Identification of Bayesian DSGE Models**

*by*Koop, Gary & Pesaran, Hashem & Smith, Ron P.

**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

*by*Chib, Siddhartha & Jacobi, Liana

**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

*by*Chib, Siddhartha & Jacobi, Liana

**Income missing values imputation: EVS 1999 and 2008**

*by*SARRACINO Francesco

**Multivariate Stochastic Volatility via Wishart Processes - A Continuation**

*by*Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde

**Conflict resolution through mutuality: Lessons from Bayesian updating**

*by*Srijit Mishra

**Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework**

*by*Michal Franta

**Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications**

*by*Jouchi Nakajima

**Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach**

*by*Jouchi Nakajima

**Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures**

*by*Norets, Andriy & Pelenis, Justinas

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Polasek, Wolfgang

**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

*by*Polasek, Wolfgang

**Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

*by*Polasek, Wolfgang & Sellner, Richard

**Sensitivity Analysis of SAR Estimators**

*by*Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

**Bayesian Factor Selection in Dynamic Term Structure Models**

*by*Márcio Laurini

**Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations**

*by*Márcio Laurini & Luiz Koodi Hotta

**Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?**

*by*Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

**Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy**

*by*Jouchi Nakajima & Toshiaki Watanabe

**Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares**

*by*Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui

**Robust Growth Determinants**

*by*Doppelhofer, Gernot & Weeks, Melvyn

**Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital**

*by*Jim Malley & Ulrich Woitek

**Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom**

*by*Xiaoshan Chen & Ronald MacDonald

**Formula for Manufacturing Profit increase based on Thermodynamic Model**

*by*Michael Louis George

**Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models**

*by*Deschamps, Philippe J.

**Thousands of models, one story: current account imbalances in the global economy**

*by*Zorzi, Michele Ca' & Chudik, Alexander & Dieppe, Alistair

**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

*by*Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

**On the Cyclicality of Real Wages and Wage Differentials**

*by*Christopher Otrok & Panayiotis M. Pourpourides

**Mixtures of g-priors for bayesian model averaging with economic applications**

*by*Steel, Mark F.J. & Ley, Eduardo

**Fiscal Volatility Shocks and Economic Activity**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Kuester, Keith & Rubio-Ramírez, Juan Francisco

**Asset Pricing under Rational Learning about Rare Disasters**

*by*Koulovatianos, Christos & Wieland, Volker

**Bayesian VARs: Specification Choices and Forecast Accuracy**

*by*Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

**Bayesian methods**

*by*BAUWENS, Luc & KOROBILIS, Dimitris

**Estimating and forecasting structural breaks in financial time series**

*by*BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

**Hierarchical shrinkage in time-varying parameter models**

*by*BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

**VAR forecasting using Bayesian variable selection**

*by*KOROBILIS, Dimitris

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*KOROBILIS, Dimitris

**Marginal likelihood for Markov-switching and change-point GARCH models**

*by*BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

**A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models**

*by*BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

**An Introductory Review of a Structural VAR-X Estimation and Applications**

*by*Sergio Ocampo & Norberto Rodríguez

**Foreign reserves´ strategic asset allocation**

*by*Carlos León & Daniel vela

**Forecasting With Many Predictors. An Empirical Comparison**

*by*Eliana González

**"Tropical" Real Business Cycles? A Bayesian Exploration**

*by*Andrés Fernández

**Marginal Likelihood for Markov-Switching and Change-Point Garch Models**

*by*Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

**A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models**

*by*Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

**Overvalued: Swedish Monetary Policy in the 1930s**

*by*Alexander Rathke & Tobias Straumann & Ulrich Woitek

**Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital**

*by*Jim Malley & Ulrich Woitek

**Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models**

*by*Arturo OrmeÃ±o

**On Identification of Bayesian DSGE Models**

*by*Gary Koop & M. Hashem Pesaran & Ron P. Smith

**Robust Growth Determinants**

*by*Gernot Doppelhofer & Melvyn Weeks

**Autoregressions in Small Samples, Priors about Observables and Initial Conditions**

*by*Marek Jarocinski & Albert Marcet

**Modelling and Forecasting the Indian Re/US Dollar Exchange Rate**

*by*Pami Dua & Rajiv Ranjan

**A Bayesian copula model for stochastic claims reserving**

*by*Luca Regis

**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

*by*Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

**On Identification of Bayesian DSGE Models**

*by*Koop, G. & Pesaran, M.H. & Smith, R.

**Robust Growth Determinants**

*by*Doppelhofer, G. & Weeks, M.

**Fiscal News and Macroeconomic Volatility**

*by*Benjamin Born & Alexandra Peter & Johannes Pfeifer

**Policy Risk and the Business Cycle**

*by*Benjamin Born & Johannes Pfeifer

**Financial intermediaries in an estimated DSGE model for the United Kingdom**

*by*Villa, Stefania & Yang, Jing

**Are EME indicators of vulnerability to financial crises decoupling from global factors?**

*by*Felices, Guillermo & Wieladek, Tomasz

**A Medium-Scale New Keynesian Open Economy Model of Australia**

*by*Jarkko P. Jääskelä & Kristoffer P. Nimark

**ClubMed? Cyclical Fluctuations in the Mediterranean Basin**

*by*Fabio Canova & Matteo Ciccarelli

**Interpreting the Hours-Technology time-varying relationship**

*by*Cantore, C. & Ferroni, F. & León-Ledesma, M A.

**On the Welfare Costs of Misspecified Monetary Policy Objectives**

*by*Avouyi-Dovi, S. & Sahuc, J-G.

**Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering**

*by*Malik, S. & Pitt, M. K.

**Time-series Modelling, Stationarity and Bayesian Nonparametric Methods**

*by*Juan Carlos Martínez-Ovando & Stephen G. Walker

**Bayesian analysis of coefficient instability in dynamic regressions**

*by*Emanuela Ciapanna & Marco Taboga

**Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth**

*by*Enrique Moral-Benito

**TFP growth and its determinants: nonparametrics and model averaging**

*by*Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara

**Modeling Mortality with a Bayesian Vector Autoregression**

*by*Carolyn Njenga & Michael Sherris

**Marginal Likelihood for Markov-switching and Change-point Garch Models**

*by*Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

**Bayesian stochastic model specification search for seasonal and calendar effects**

*by*Stefano Grassi & Tommaso Proietti

**Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi**

*by*Fethi Ogunc & Cagri Sarikaya

**Decomposing Income Differentials Between Roma And Non-Roma In South East Europe**

*by*Susanne Milcher

**Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach**

*by*Caraiani, Petre

**Investment Shocks and the Relative Price of Investment**

*by*Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti

**Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial**

*by*Salas, Jorge

**Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market**

*by*Łukasz Kwiatkowski

**Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models**

*by*Justyna Wróblewska

**A Bayesian Analysis of Exogeneity in Models with Latent Variables**

*by*Anna Pajor

**Bayesian Variations on the Frisch and Waugh Theme**

*by*Jacek Osiewalski

**A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo**

*by*HERNÁNDEZ-BASTIDA, AGUSTIN & FERNÁNDEZ-SÁNCHEZ, Mª PILAR & GÓMEZ-DÉNIZ, EMILIO

**Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions**

*by*Radhey S. Singh & Lichun Wang

**Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications**

*by*Jouchi Nakajima

**A Bivariate Model of Federal Reserve and ECB Main Policy Rates**

*by*Chiara Scotti

**Parameter Drifting in a DSGE Model Estimated on Czech Data**

*by*Jaromir Tonner & Jiri Polansky & Osvald Vašíèek

**A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models**

*by*Martin Fukaè & Vladimír Havlena

**Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz**

*by*Nuri YAVAN

**A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics**

*by*Mehmet Caner

**Measuring inequality of subjective well-being: A Bayesian approach**

*by*Hasegawa, Hikaru & Ueda, Kazuhiro

**Accounting for regime and parameter uncertainty in regime-switching models**

*by*Hartman, Brian M. & Heaton, Matthew J.

**Bayesian inference in a sample selection model**

*by*van Hasselt, Martijn

**Bayesian inference in a time varying cointegration model**

*by*Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.

**Output gap measurement and the New Keynesian Phillips curve for China**

*by*Zhang, Chengsi & Murasawa, Yasutomo

**A Bayesian approach to optimal monetary policy with parameter and model uncertainty**

*by*Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony

**Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models**

*by*Angang Hu & Jie Lu & Zhengyan Xiao

**CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano**

*by*Jesús Yoel Crespo

**Expectations, Inter-Sectorial Relationships and the Business Cycle**

*by*Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

**Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis**

*by*Hedibert F. Lopes & Justin L. Tobias

**Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania**

*by*Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)

**Alternative bvar models for forecasting inflation**

*by*H. Heidari

**Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model**

*by*Rangan Gupta & Rudi Steinbach

**The heterogeneous effects of training incidence and duration on labor market transitions**

*by*Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

**Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration**

*by*Schindler, Felix & Voronkova, Svitlana

**Spatial model selection and spatial knowledge spillovers: a regional view of Germany**

*by*Klarl, Torben

**What drives endogenous growth in the United States?**

*by*Wesselbaum, Dennis

**Flexible and robust modelling of volatility comovements: a comparison of two multifractal models**

*by*Liu, Ruipeng & Lux, Thomas

**Loan supply in Germany during the financial crisis**

*by*Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan

**Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model**

*by*David E. Giles

**Experiencing simulated outcomes**

*by*Robin Hogarth & Emre Soyer

**Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options**

*by*Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

**Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen: A Bayesian Approach**

*by*Shawn Ni & Jie Chen

**Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population**

*by*Carly Cheevers & Orla Doyle & Kelly McNamara

**Decomposing Gender Differences in College Student Earnings Expectations**

*by*Liam Delaney & Colm Harmon & Cathy Remond

**Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry**

*by*Franco Mariuzzo & Xiaoheng Zhang

**Vulnerability to Poverty: A Microeconometric Approach and Application to the Republic of Haiti**

*by*Evans Jadotte

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**Subjective Health Expectations**

*by*Kim P. Huynh & Juergen Jung

**Modelling Realized Covariances and Returns**

*by*Xin Jin & John M Maheu

**Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market**

*by*Chun Liu & John M Maheu

**Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis**

*by*Lennart Hoogerheide & Joern H. Block & Roy Thurik

**A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood**

*by*David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

*by*Rodney W. Strachan & Herman K. van Dijk

**Efficient Bayesian Estimation and Combination of GARCH-Type Models**

*by*David Ardia & Lennart F. Hoogerheide

**Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations**

*by*David Ardia & Lennart F. Hoogerheide

**Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis**

*by*Joern H. Block & Lennart Hoogerheide & Roy Thurik

**A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)**

*by*Necati Tekatli

**MUSE: Monetary Union and Slovak Economy model**

*by*Matus Senaj & Milan Vyskrabka & Juraj Zeman

**What Determined Conservative Success in the 2010 U.K. General Election? A Bayesian Spatial Econometric Analysis**

*by*Christa Jensen & Donald Lacombe & Stuart Mcintyre

**Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach**

*by*Markus Jochmann

**Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time**

*by*Tore Selland Kleppe & Jun Yu & Hans J. Skaug

**Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation**

*by*Francesco Giuli & Massimiliano Tancioni

**Endogenous Persistence in an Estimated DSGE Model under Imperfect Information**

*by*Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

**Tail Return Analysis of Bear Stearns Credit Default Swaps**

*by*Liuling Li & Bruce Mizrach

**Disaggregating Real Exchange Rate Dynamics: A Structural Approach**

*by*P. JACOB

**Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara**

*by*Pavelescu, Florin Marius

**Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis**

*by*Feldkircher, Martin

**The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'**

*by*Feldkircher, Martin & Zeugner, Stefan

**Changing Impact of Fiscal Policy on Selected ASEAN Countries**

*by*Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

**VAR Forecasting Using Bayesian Variable Selection**

*by*Dimitris Korobilis

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*Francisco J. Ruge-Murcia

**Chow-Lin Methods in Spatial Mixed Models**

*by*Wolfgang Polasek & Richard Sellner & Carlos Llano

**The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?**

*by*Takashi Oga & Wolfgang Polasek

**Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach**

*by*Markus Jochmann

**Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy**

*by*Salas, Jorge

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Time-varying fiscal policy in the U.S**

*by*Manuel Coutinho Pereira & Artur Silva Lopes

**Performance of Bayesian Latent Factor Models in Measuring Pricing Errors**

*by*Chadwick, Meltem

**An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries**

*by*Chadwick, Meltem

**Proliferation of preferential trade agreements: an empirical analysis**

*by*Koumtingué, Nelnan

**Marginal likelihood calculation for gelfand-dey and Chib Method**

*by*Liu, Chun

**Vector autoregression with varied frequency data**

*by*Qian, Hang

**Monetary policy and sunspot fluctuation in the U.S. and the Euro area**

*by*Hirose, Yasuo

**Linear regression using both temporally aggregated and temporally disaggregated data: Revisited**

*by*Qian, Hang

**The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model**

*by*Moussa, Zakaria

**A Bayesian Model of Sample Selection with a Discrete Outcome Variable**

*by*Maksym, Obrizan

**An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework**

*by*Kobayashi, Yohei & Fujikawa, Takemi

**Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market**

*by*Zhu, Junjun & Xie, Shiyu

**The dynamic effects of U.S. monetary policy on state unemployment**

*by*Korobilis, Dimitris & Gilmartin, Michelle

**Bayesian stochastic model specification search for seasonal and calendar effects**

*by*Tommaso, Proietti & Stefano, Grassi

**Mixtures of g-priors for Bayesian model averaging with economic applications**

*by*Ley, Eduardo & Steel, Mark F. J.

**Farm Income, Population, and Farmland Prices: A Relative Information Approach**

*by*Salois, Matthew & Moss, Charles & Erickson, Kenneth

**The determinants of macroeconomic volatility: A Bayesian model averaging approach**

*by*Spiliopoulos, Leonidas

**Posterior Predictive Analysis for Evaluating DSGE Models**

*by*Faust, Jon & Gupta, Abhishek

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Gupta, Abhishek

**Firm leverage, household leverage and the business cycle**

*by*Solomon, Bernard Daniel

**A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach**

*by*Zenetti, German

**An econometric model to quantify benchmark downturn LGD on residential mortgages**

*by*Morone, Marco & Cornaglia, Anna

**The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage**

*by*Balcombe, Kelvin & Tiffin, R

**Provision of an environmental output within a multi-output distance function approach**

*by*Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin

**Integrating spatial dependence into stochastic frontier analysis**

*by*Areal, Francisco J & Balcombe, Kelvin & Tiffin, R

**Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis**

*by*Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

**DSGE Model Validation in a Bayesian Framework: an Assessment**

*by*Paccagnini, Alessia

**Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions**

*by*Teng, Jimmy

**Efficient Bayesian estimation and combination of GARCH-type models**

*by*Ardia, David & Hoogerheide, Lennart F.

**Measuring the dependence structure between yield and weather variables**

*by*Bokusheva, Raushan

**Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors**

*by*Sinha, Pankaj & Jayaraman, Prabha

**A new approach to the credibility formula**

*by*Payandeh Najafabadi, Amir T.

**Eco-label Adoption in an Interdependent World**

*by*Monteiro, Jose-Antonio

**Reading the Recent Monetary History of the U.S., 1959-2007**

*by*Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

**Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data**

*by*Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

**Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe**

*by*Jesús Crespo Cuaresma & Martin Feldkircher

**The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery**

*by*Łukasz Rawdanowicz

**Can Emerging Asset Price Bubbles be Detected?**

*by*Jesús Crespo Crespo Cuaresma

**What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices**

*by*Michael Kirker

**Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar**

*by*Andrew Coleman & Özer Karagedikli

**Labor-Market Heterogeneity, Aggregation, and the Lucas Critique**

*by*Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

**Asset Allocation**

*by*Jessica Wachter

**An Empirical Model for Strategic Network Formation**

*by*Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman

**Reading the Recent Monetary History of the U.S., 1959-2007**

*by*Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez

**Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data**

*by*Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*RUGE-MURCIA, Francisco J.

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*RUGE-MURCIA, Francisco J.

**A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function**

*by*William Griffiths & Xiaohui Zhang & Xueyan Zhao

**Probabilistic Forecasts of Volatility and its Risk Premia**

*by*Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

**Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions**

*by*Shuowen Hu & D.S. Poskitt & Xibin Zhang

**A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market**

*by*Zoltán M. Jakab & Éva Kaponya

**A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function**

*by*William Griffiths & Xiaohui Zhang & Xueyan Zhao

**Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis**

*by*Magdalena Petrovska & Gani Ramadani

**Multivariate Option Pricing with Time Varying Volatility and Correlations**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia**

*by*Kristine Vitola & Ludmila Fadejeva

**Model Selection and Testing of Conditional and Stochastic Volatility Models**

*by*Massimiliano Caporin & Michael McAleer

**Options on Multiple Assets in a Mean-Reverting Model**

*by*Masahiko Egami & Tadao Oryu

**Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations**

*by*Sebastian Sienknecht

**The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions**

*by*Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

**The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions**

*by*Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

**Eco-label Adoption in an Interdependent World**

*by*José-Antonio Monteiro

**Modeling House Prices using Multilevel Structured Additive Regression**

*by*Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

**Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models**

*by*Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

**The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis**

*by*Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi

**Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models**

*by*Polasek, Wolfgang & Sellner, Richard

**The Asia Financial Crises and Exchange Rates**

*by*Oga, Takashi & Polasek, Wolfgang

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model**

*by*Roberto Leon-Gonzalez & Fuyu Yang

**Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model**

*by*Nikolaus Hautsch & Fuyu Yang

**Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach**

*by*Koji Miyawaki & Yasuhiro Omori & Akira Hibiki

**Modeling Conditional Densities Using Finite Smooth Mixtures**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Bayesian Inference in Structural Second-Price common Value Auctions**

*by*Wegmann , Bertil & Villani, Mattias

**Adaptive hybrid Metropolis-Hastings samplers for DSGE models**

*by*Strid, Ingvar & Giordani, Paolo & Kohn, Robert

**Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries**

*by*Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

**Does capacity utilisation help estimating the TFP cycle?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Inference for stochastic volatility models using time change transformations**

*by*Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

**Forecast Densities for Economic Aggregates from Disaggregate Ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis**

*by*Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

**Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis**

*by*Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik

**Non-linear models of disability and age applied to census data**

*by*Marín, J. Miguel & Alonso, Pablo J. & Albarrán, Irene

**Macroeconomics and Volatility: Data, Models, and Estimation**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

**Labor-Market Heterogeneity, Aggregation, and the Lucas Critique**

*by*Chang, Yongsung & Schorfheide, Frank

**Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

**Reading the Recent Monetary History of the U.S., 1959-2007**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach**

*by*Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

**Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns**

*by*Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

**Option pricing with asymmetric heteroskedastic normal mixture models**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

**Multivariate option pricing with time varying volatility and correlations**

*by*ROMBOUTS, Jeroen J. K & STENTOFT, Lars

**Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE**

*by*Luis Alejandro Lee P & Angélica María Quiroga E.

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Time varying fiscal policy in the U.S**

*by*Manuel Coutinho Pereira & Artur Silva Lopes

**Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models**

*by*Jeroen Rombouts & Lars Peter Stentoft

**Multivariate Option Pricing With Time Varying Volatility and Correlations**

*by*Jeroen Rombouts & Lars Peter Stentoft

**An Extended Macro-Finance Model with Financial Factors**

*by*Hans Dewachter & Leonardo Iania

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Model Selection and Testing of Conditional and Stochastic Volatility Models**

*by*Massimiliano Caporin & Michael McAleer

**Combining predictive densities using Bayesian filtering with applications to US economics data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Why do people give less weight to advice the further it is from their initial opinion?**

*by*Francesco Ravazzolo & Øistein Røisland

**Forecast densities for economic aggregates from disaggregate ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Term structure forecasting using macro factors and forecast combination**

*by*Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

**Experiencing Simulated Outcomes**

*by*Robin Hogarth & Emre Soyer

**The changing role of house price dynamics over the business cycle**

*by*Dufrénot, G. & Malik, S.

**Did Tax Policies mitigate US Business Cycles?**

*by*Jimborean, R. & Ferroni, F.

**Determinants of economic growth: A Bayesian panel data approach**

*by*Enrique Moral-Benito

**On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model**

*by*Sarah Zubairy

**Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data**

*by*James Chapman & Yinan Zhang

**Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

*by*Rodney W. Strachan & Herman K. van Dijk

**Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Multivariate Option Pricing with Time Varying Volatility and Correlations**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**DEPENDENCE MODELING:Vine Copula Handbook**

*by*

**Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes**

*by*Oksana Snytuk & Lesia Berezhna

**A New Core Inflation Indicator for Turkey**

*by*Necati Tekatli

**Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland**

*by*Yvan Lengwiler & Jean-Marc Natal

**Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland**

*by*Stefan Leist & Klaus Neusser

**Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan**

*by*Tai-kuang Ho & Kuo-chun Yeh

**The Aggregate Production Function of the Finnish Economy in the Twentieth Century**

*by*Arto Luoma & Jani Luoto

**Forecasting Romanian GDP Using a BVAR Model**

*by*Caraiani, Petre

**A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”**

*by*Eisenstat, Eric

**Bayesian Analysis Of Cartel Stability And Regime Switching**

*by*EISENSTAT, Eric

**Bayesian analysis in the case of an estimated parameter following a stochastic process**

*by*Slutskin, Lev

**Bayesian Methods for Completing Data in Spatial Models**

*by*Wolfang Polasek & Carlos Llano & Richard Sellner

**An Agnostic Look at Bayesian Statistics and Econometrics**

*by*Russell Davidson

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models**

*by*Jacek Osiewalski & Anna Pajor

**Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework**

*by*Łukasz Kwiatkowski

**Combining VAR Forecast Densities Using Fast Fourier Transform**

*by*Jakub Ryšánek

**Bayesian Approach Of Decision Problems**

*by*Dragoş Stuparu & Tomiţă Vasile & Cora-Ionela Dăniasă

**Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?**

*by*Jesús Crespo Cuaresma & Tomáš Slacík

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Tudományos fokozattal rendelkező fiatal biológusok munkahelyi orientációja**

*by*Mosoniné Fried, Judit & Pálinkó, Éva & Soós, Sándor

**The Role of Inflation Persistence in the Inflation Process in the New EU Member States**

*by*Michal Franta & Branislav Saxa & Kateøina Šmídková

**Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction**

*by*Carlo Migliardo

**“Tropical” Real Business Cycles? A Bayesian Exploration**

*by*ANDRÉS FERNÁNDEZ

**“Tropical” Real Business Cycles? A Bayesian Exploration**

*by*Andrés Fernandez

**Bankarization and Determinants of Availability of Banking Services in Argentina**

*by*Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

**Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions**

*by*Rangan Gupta & Alain Kabundi

**The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Trends and Cycles of Tech-Pole Housing Prices**

*by*Wensheng Kang

**A Structured Covariance Probit Demand Model**

*by*Michael Cohen

**Productivity shocks and aggregate cycles in an estimated endogenous growth model**

*by*Jim Malley & Ulrich Woitek

**Technology shocks and aggregate fluctuations in an estimated hybrid RBC model**

*by*Jim Malley & Ulrich Woitek

**The role of labor markets for euro area monetary policy**

*by*Christoffel, Kai & Kuester, Keith & Linzert, Tobias

**Comparing monetary policy rules in a small open economy framework: An empirical analysis using Bayesian techniques**

*by*Eschenhof, Sabine

**A bayesian approach to model-based clustering for panel probit models**

*by*Aßmann, Christian & Boysen-Hogrefe, Jens

**The Determinants of Economic Growth in European Regions**

*by*Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**The Determinants of Regional Economic Growth by Quantile**

*by*Jesus Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer

**A survey of sequential Monte Carlo methods for economics and finance**

*by*Creal, D.

**Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada**

*by*Allison Davis & Klaus Moeltner

**Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search**

*by*Shawn Ni & Antonello Loddo & Dongchu Sun

**Modelling Realized Covariances**

*by*Xin Jin & John M Maheu

**Extracting bull and bear markets from stock returns**

*by*John M Maheu & Thomas H McCurdy & Yong Song

**Does the Canadian Economy suffer from Dutch Disease?**

*by*Michel Beine & Charles S. Bos & Serge Coulombe

**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**

*by*Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

**Forecasting Aggregate Productivity using Information from Firm-Level Data**

*by*Eric J. Bartelsman & Zoltan Wolf

**To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods**

*by*David Ardia & Lennart Hoogerheide & Herman K. van Dijk

**What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care**

*by*Markus Jochmann

**Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy**

*by*Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?**

*by*Gary Koop & Dimitris Korompilis

**Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models**

*by*Dimitris Korompilis

**Model for Studying Commodity Bundling with a Focus on Consumer Preference**

*by*Yuri Park & Hyunnam Kim & Jongsu Lee

**Model for Studying Commodity Bundling with a Focus on Consumer Preference**

*by*Jungwoo Shin & Chang Seob Kimi & Jongsu Lee

**A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data**

*by*Jongsu Lee & Jae Young Choi & Youngsang Cho

**Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models**

*by*Tore Selland Kleppe & Hans J. Skaug & Jun Yu

**Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models**

*by*Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

**The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area**

*by*Carlo Altavilla & Matteo Ciccarelli

**Firm-Specific Capital, Productivity Shocks and Investment Dynamics**

*by*Francesco Giuli & Massimiliano Tancioni

**Could we have predicted the recent downturn in the South African Housing Market?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**A Large Factor Model for Forecasting Macroeconomic Variables in South Africa**

*by*Rangan Gupta & Alain Kabundi

**Bayesian Approach To Risk Assessment In Knowledge Based Authentication**

*by*Dragos PALAGHITA & Bogdan ZURBAGIU

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care**

*by*Markus Jochmann

**Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy**

*by*Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

**Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models**

*by*Dimitris Korobilis

**Forecasting Inflation Using Dynamic Model Averaging**

*by*Gary Koop & Dimitris Korobilis

**Learning under Fear of Floating**

*by*Bigio, Saki

**A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy**

*by*Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

**A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models**

*by*Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain

**Bayesian estimation of a DSGE model for the Portuguese economy**

*by*Vanda Almeida

**Bayesian Portfolio Selection with Gaussian Mixture Returns**

*by*Qian, Hang

**Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data**

*by*Qian, Hang

**Forecasting output growth by the yield curve: the role of structural breaks**

*by*He, Zhongfang

**Assessing the transmission of monetary policy using dynamic factor models**

*by*Korobilis, Dimitris

**The Nature and Determinants of Volatility in Agricultural Prices**

*by*Balcombe, Kelvin

**Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice**

*by*Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J.

**Learning and heterogeneity in GDP and inflation forecasts**

*by*Lahiri, Kajal & Sheng, Xuguang

**VAR forecasting using Bayesian variable selection**

*by*Korobilis, Dimitris

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora**

*by*Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

**An Extended Macro-Finance Model with Financial Factors**

*by*Dewachter, Hans & Iania, Leonardo

**Input and Output Inventories in the UK**

*by*Tsoukalas, John

**The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence**

*by*Alper, Emre & Hatipoglu, Ozan

**Properties of distributions with increasing failure rate**

*by*Brusset, Xavier

**A Bayesian analysis of government expenditure in Nigeria**

*by*Olayeni, Olaolu Richard

**Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan**

*by*Hashiguchi, Yoshihiro

**An Extended Macro-Finance Model with Financial Factors**

*by*Dewachter, Hans & Iania, Leonardo

**Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R**

*by*Ardia, David

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions**

*by*Sinha, Pankaj & Jayaraman, Prabha

**A small open economy model for Nigeria: a BVAR-DSGE approach**

*by*Olayeni, Olaolu Richard

**Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions**

*by*Sinha, Pankaj & Jayaraman, Prabha

**Trend agnostic one step estimation of DSGE models**

*by*Ferroni, Filippo

**Eventology versus contemporary theories of uncertainty**

*by*Vorobyev, Oleg

**MEDEA: A DSGE Model for the Spanish Economy**

*by*Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**The Econometrics of DSGE Models**

*by*Jesús Fernández-Villaverde

**Real-time conditional forecasts with Bayesian VARs: An application to New Zealand**

*by*Chris Bloor & Troy Matheson

**Manipulation Robustness of Collaborative Filtering Systems**

*by*Benjamin Van Roy & Xiang Yan

**Investment Shocks and Business Cycles**

*by*Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti

**Dynamics of Fiscal Financing in the United States**

*by*Eric M. Leeper & Michael Plante & Nora Traum

**Bayesian and Frequentist Inference in Partially Identified Models**

*by*Hyungsik Roger Moon & Frank Schorfheide

**DSGE Model-Based Forecasting of Non-modelled Variables**

*by*Frank Schorfheide & Keith Sill & Maxym Kryshko

**The Econometrics of DSGE Models**

*by*Jesús Fernández-Villaverde

**Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity**

*by*Guohua Feng & Apostolos Serletis

**The German elections in the 1870s: why Germany turned from liberalism to protectionism**

*by*Sibylle Lehmann

**Perceiving the Value of Business Planning**

*by*Anne Chwolka & Matthias Raith

**On Marginal Likelihood Computation in Change-point Models**

*by*Luc Bauwens & Jeroen V.K. Rombouts

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Does the Canadian economy suffer from Dutch Disease?**

*by*Michel Beine & Charles Bos & Serge Coulombe

**Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective**

*by*Viktors Ajevskis & Kristine Vitola

**Estimation of the Euro Area Output Gap Using the NAWM**

*by*Günter Coenen & Frank Smets & Igor Vetlov

**Volatility, Information and Stock Market Crashes**

*by*Nikolaos Antonakakis & Johann Scharler

**The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women**

*by*Troske, Kenneth & Voicu, Alexandru

**The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women**

*by*Troske, Kenneth & Voicu, Alexandru

**The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?**

*by*Troske, Kenneth & Voicu, Alexandru

**The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?**

*by*Troske, Kenneth & Voicu, Alexandru

**Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data**

*by*Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

**Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data**

*by*Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

**Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe**

*by*Jesus Crespo Cuaresma & Martin Feldkircher

**Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form**

*by*Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter

**Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy**

*by*Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

**The Evolution of Loan Rate Stickiness Across the Euro Area**

*by*Jouchi Nakajima & Yuki Teranishi

**A New Method for Identifying the Effects of Foreign Exchange Interventions**

*by*Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu

**Bayesian Methods for Completing Data in Space-time Panel Models**

*by*Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

**Testing for a Constant Mean Function using Functional Regression**

*by*Jin Seo Cho & Meng Huang & Halbert White

**Dynamics of Biofuel Stock Prices: A Bayesian Approach**

*by*Xiaodong Du & Dermot J. Hayes & Cindy L. Yu

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Bayesian Estimation of Unknown Regression Error Heteroscedasticity**

*by*Hiroaki Chigira & Tsunemasa Shiba

**Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction**

*by*Giordani, Paolo & Villani, Mattias

**Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Sensitivity analysis of the unconfoundedness assumption in observational studies**

*by*de Luna, Xavier & Lundin, Mathias

**Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data**

*by*Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J

**Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators**

*by*Boris Branisa & Adriana Cardozo

**Productivity shocks and aggregate cycles in an estimated endogenous growth model**

*by*Jim Malley & Ulrich Woitek

**Technology shocks and aggregate fluctuations in an estimated hybrid RBC model**

*by*Jim Malley & Ulrich Woitek

**Bayesian estimation of an extended local scale stochastic volatility model**

*by*Deschamps, Philippe J.

**Which Factors Capitalize into House Prices? A Bayesian Averaging Approach**

*by*David Stadelmann

**Investment Shocks and the Relative Price of Investment**

*by*Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

**Do expectations matter? The Great Moderation revisited**

*by*Canova, Fabio & Gambetti, Luca

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Ahmadi, Pooyan Amir & Ritschl, Albrecht

**Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Sectoral Price Data and Models of Price Setting**

*by*Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko

**MEDEA: A DSGE Model for the Spanish Economy**

*by*Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

**What’s News in Business Cycles**

*by*Schmitt-Grohé, Stephanie & Uribe, Martín

**On the Statistical Identification of DSGE Models**

*by*Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

**The Econometrics of DSGE Models**

*by*Fernández-Villaverde, Jesús

**On marginal likelihood computation in change-point models**

*by*BAUWENS, Luc & ROMBOUTS, Jeroen

**Bayesian option pricing using mixed normal heteroskedasticity models**

*by*ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

**Analisis de regresion**

*by*Ignacio Velez-Pareja

**Conceptos basicos de probabilidad**

*by*Ignacio Velez-Pareja

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen Rombouts & Lars Peter Stentoft

**A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals**

*by*Li LIN & Ruo En REN & Didier SORNETTE

**Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model**

*by*Jim Malley & Ulrich Woitek

**Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model**

*by*Jim Malley & Ulrich Woitek

**The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area**

*by*Carlo Altavilla & Matteo Ciccarelli

**Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach**

*by*Ali Bayar & Bram Smeets

**Learning in an Estimated Medium-Scale DSGE Model**

*by*Sergey Slobodyan & Raf Wouters

**A Correction Function Approach to Solve the Incidental Parameter Problem**

*by*Li, GuangJie & Leon-Gonzalez, Roberto

**Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect**

*by*Li, GuangJie

**The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence**

*by*Li, GuangJie

**Bayesian Extreme Value Mixture Modelling for Estimating VaR**

*by*Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley

**Extreme Value GARCH modelling with Bayesian Inference**

*by*Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao

**Acquisition, Involvency and Managers in UK Small Companies**

*by*Natalia Isachenkova & Melvyn Weeks

**Real-Time Inflation Forecasting in a Changing World**

*by*Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

**Macro modelling with many models**

*by*Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

**The effects of fiscal expansions: an international comparison**

*by*Evi Pappa

**Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

**Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques**

*by*Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

**Spain in the euro: a general equilibrium analysis**

*by*Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas

**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M. Maheu

**Statistical prediction of the outcome of a noncooperative game**

*by*James W. Bono & David H. Wolpert

**A Bayesian Analysis of Total Factor Productivity Persistence**

*by*Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy**

*by*Raja Chakir

**Multicollinearity In Applied Economics Research And The Bayesian Linear Regression**

*by*Eisenstat, Eric

**Honorary Lecture on S. James Press and Bayesian Analysis**

*by*Arnold Zellner

**Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères**

*by*Gilles Allaire & Eric Cahuzac & Michel Simioni

**Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach**

*by*Kamil Makieła

**Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility**

*by*Jacek Osiewalski & Anna Pajor

**Impact of Complementarity and Heterogeneity on Health Related Utility of Life**

*by*Michał Jakubczyk

**A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes**

*by*Anna Pajor

**Bayesian Model Selection in the Analysis of Cointegration**

*by*Justyna Wróblewska

**Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R**

*by*Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

**Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?**

*by*Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

**Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?**

*by*Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States**

*by*Aaron Mehrotra & Tomáš Slacík

**Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models**

*by*ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS

**Imputación Múltiple en Encuestas Microeconómicas**

*by*Rodrigo Alfaro & Marcelo Fuenzalida

**Sectoral price data and models of price setting**

*by*Maćkowiak, Bartosz & Moench, Emanuel & Wiederholt, Mirko

**Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire**

*by*AKA, Bédia F.

**A Baseline Model for Monetary Policy Analysis**

*by*Jaromír Tonner & Jiří Polanský & Osvald Vašíček

**Estimate of the Czech National Bank’s Preferences in NOEM DSGE model**

*by*Adam Remo & Osvald Vašíček

**An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector**

*by*Karel Musil

**Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy**

*by*Martha López & Juan David Prada & Norberto Rodríguez

**Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR**

*by*Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía

**Evidence For A Financial Accelerator In A Small Open Economy, And Implications For Monetary Policy**

*by*MARTHA LÓPEZ & JUAN DAVID PRADA & NORBERTO RODRÍGUEZ

**Could We Have Predicted The Recent Downturn In The South African Housing Market?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models**

*by*Rangan Gupta & Alain Kabundi

**Testing for PPP Using SADC Real Exchange Rates**

*by*Thabo Mokoena & Rangan Gupta & Renee van Eyden

**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

*by*Rangan Gupta & Alain Kabundi

**A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa**

*by*Rangan Gupta & Alain Kabundi

**Is a DFM Well-Suited in Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices**

*by*Zhongjun Qu & Pierre Perron

**Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions**

*by*Neil, Martin & Fenton, Norman

**Analyzing the Swiss Business Cycle**

*by*Alexander Perruchoud

**Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression**

*by*Hufnagel, Rainer

**Should We Trust the Empirical Evidence from Present Value Models of the Current Account?**

*by*Mercereau, Benoît & Miniane, Jacques Alain

**The information content of money in forecasting Euro area inflation**

*by*Berger, Helge & Stavrev, Emil

**The ECB's monetary analysis revisited**

*by*Berger, Helge & Harjes, Thomas & Stavrev, Emil

**Global business cycles: convergence or decoupling?**

*by*Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.

**Bayesian analysis of growth using stochastic frontier model**

*by*Arkadiusz Wisniowski

**A medium-scale open economy model of Australia**

*by*Kristoffer Nimark & Jarkko Jääskelä

**Priors from DSGE Models for Dynamic Factor Analysis**

*by*Gregor Bäurle

**The Role of Sectoral Shifts in the Great Moderation**

*by*Daniel Burren

**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M Maheu

**Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors**

*by*Martin Burda & Roman Liesenfeld & Jean-Francois Richard

**Bayesian semiparametric stochastic volatility modeling**

*by*Mark J Jensen & John M Maheu

**Forecasting Realized Volatility: A Bayesian Model Averaging Approach**

*by*Chun Liu & John M Maheu

**A Comparison of Two Averaging Techniques with an Application to Growth Empirics**

*by*Magnus, J.R. & Powell, O.R. & Prüfer, P.

**Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk**

*by*Rodney W. Strachan & Herman K. van Dijk

**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**

*by*Lennart Hoogerheide & Herman K. van Dijk

**The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model**

*by*Drew Creal & Siem Jan Koopman & Eric Zivot

**Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit**

*by*David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk

**Possibly Ill-behaved Posteriors in Econometric Models**

*by*Lennart Hoogerheide & Herman K. van Dijk

**Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility**

*by*Charles S. Bos

**On the (ir)relevance of direct supply-side effects of monetary policy**

*by*Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang

**A Semiparametric Stochastic Volatility Model**

*by*Jun Yu

**Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models**

*by*Thomas Flury & Neil Shephard

**Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs**

*by*Marianna Riggi & Massimiliano Tancioni

**Is a DFM Well Suited for Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model**

*by*P. JACOB & G. PEERSMAN

**A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics**

*by*Caterina Conigliani

**Dynamic probabilities of restrictions in state space models: An application to the Phillips curve**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

**On the Evolution of Monetary Policy**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

**Bayesian Inference in the Time Varying Cointegration Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

**A Medium-scale Open Economy Model of Australia**

*by*Jarkko Jääskelä & Kristoffer Nimark

**A Small BVAR-DSGE Model for Forecasting the Australian Economy**

*by*Andrew Hodge & Tim Robinson & Robyn Stuart

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Extracting the Cyclical Component in Hours Worked: a Bayesian Approach**

*by*Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

**Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model**

*by*Kolasa, Marcin

**A Naïve Sticky Information Model of Households’ Inflation Expectations**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**Consumer preferences and demand systems**

*by*Barnett, William A. & Serletis, Apostolos

**On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression**

*by*Ley, Eduardo & Steel, Mark F.J.

**Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics**

*by*Bianchi, Francesco

**Forecasting in vector autoregressions with many predictors**

*by*Korobilis, Dimitris

**Rare Events, Financial Crises, and the Cross-Section of Asset Returns**

*by*Bianchi, Francesco

**On a random number of disorders**

*by*Szajowski, Krzysztof

**On the J-test for nonnested hypotheses and Bayesian extension**

*by*Rao, Surekha & Ghali, Moheb & Krieg, John

**Bayesian Analysis of DSGE Models with Regime Switching**

*by*Eo, Yunjong

**Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes**

*by*Griffin, Jim & Steel, Mark F.J.

**Rational macroeconomic learning in linear expectational models**

*by*Holden, Tom

**Hierarchical Bayes prediction for the 2008 US Presidential election**

*by*Sinha, Pankaj & Bansal, Ashok

**Falsifiability**

*by*Alvaro Sandroni & Wojciech Olszewski

**Strategic Manipulation of Empirical Tests**

*by*Alvaro Sandroni & Wojciech Olszewski

**Manipulability of Future-Independent Tests**

*by*Alvaro Sandroni & Wojciech Olszewski

**Mr. Wicksell and the global economy: What drives real interest rates?**

*by*Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

**Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand**

*by*Chris Bloor & Troy Matheson

**The Macroeconomic Effects of Fiscal Policy**

*by*Ricardo M. Sousa & António Afonso

**Bayesian Inference in the Time Varying Cointegration Model**

*by*Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan

**A Dynamic Model of Sponsored Search Advertising**

*by*Song Yao & Carl F. Mela

**Global Business Cycles: Convergence or Decoupling?**

*by*M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad

**What's News in Business Cycles**

*by*Stephanie Schmitt-Grohe & Martin Uribe

**Inflation-Gap Persistence in the U.S**

*by*Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

**Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)**

*by*Marco Del Negro & Frank Schorfheide

**Search Equilibrium with Migration: the Case of Poland**

*by*Katarzyna Budnik

**Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR**

*by*Deborah Gefang & Rodney Strachan

**Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia**

*by*Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

**Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use**

*by*Bretteville-Jensen, Anne Line & Jacobi, Liana

**Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use**

*by*Bretteville-Jensen, Anne Line & Jacobi, Liana

**Global Business Cycles: Convergence or Decoupling?**

*by*Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

**Global Business Cycles: Convergence or Decoupling?**

*by*Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

**Un análisis bayesiano de la variación temporal del escenario de compra de los hogares**

*by*Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero

**Are There Waves in Merger Activity After All?**

*by*Dennis L. Gärtner & Daniel Halbheer

**The Macroeconomic Effects of Fiscal Policy**

*by*António Afonso & Ricardo M. Sousa

**Subjective Health Expectations**

*by*Juergen Jung

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

**Search Costs and Medicare Plan Choice**

*by*Ian McCarthy & Rusty Tchernis

**The Determinants of Economic Growth in European Regions**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns**

*by*Jouchi Nakajima

**Inflation Targeting and Monetary Policy Activism**

*by*Toshitaka Sekine & Yuki Teranishi

**Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?**

*by*Chew Lian Chua & Sarantis Tsiaplias

**The Influence of the Business Cycle on Mortality**

*by*Wolfgang H. Reichmuth & Samad Sarferaz

**Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach**

*by*Wolfgang Reichmuth & Samad Sarferaz

**Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality**

*by*Wolfgang Reichmuth & Samad Sarferaz

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

**Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality**

*by*Viktor Winschel & Markus Krätzig

**The Bayesian Additive Classification Tree Applied to Credit Risk Modelling**

*by*Junni L. Zhang & Wolfgang Härdle

**Comparing Forecast Performance of Exchange Rate Models**

*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**How Important are Financial Frictions in the U.S. and the Euro Area?**

*by*Queijo von Heideken, Virginia

**Monetary Policy Regimes and the Volatility of Long-Term Interest Rates**

*by*Queijo von Heideken, Virginia

**Metropolis-Hastings prefetching algorithms**

*by*Strid, Ingvar

**Little’s Law and Business Entropy**

*by*Michael Louis George

**What is Business Entropy**

*by*Michael Louis George

**AdMit: Adaptive Mixtures of Student-t Distributions**

*by*Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

**Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit**

*by*Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

**Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?**

*by*Michal Franta & Branislav Saxa & Katerina Smidkova

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy**

*by*Marco Ratto & Werner Roeger & Jan in 't Veld

**Bayesian near-boundary analysis in basic macroeconomic time series models**

*by*de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.

**Can rare events explain the equity premium puzzle?**

*by*Christian Julliard & Anisha Ghosh

**The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics**

*by*Richard Dennis

**Large Bayesian VARs**

*by*Martha Banbura & Domenico Giannone & Lucrezia Reichlin

**Climate Change and Modelling of Extreme Temperatures in Switzerland**

*by*Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers

**Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale**

*by*Anne CORCOS & François PANNEQUIN

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Investment Shocks and Business Cycles**

*by*Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

**Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables**

*by*Juan Ricardo Perilla Jiménez

**DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR**

*by*Andrés Salamanca & Viviana Monroy

**Financial Accelerator Mechanism in a Small Open Economy**

*by*Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

**Financial Accelerator Mechanism: Evidence for Colombia**

*by*Martha R. López & Norberto Rodríguez N.

**Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions**

*by*Steven C. Bourassa & Eva Cantoni & Martin Hoesli

**On The Cyclicality of Real Wages and Wage Differentials**

*by*Otrok, Christopher & Pourpourides, Panayiotis M.

**Acquisition, Insolvency and Managers in UK Small Companies**

*by*Isachenkova, N. & Weeks, M.

**Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area**

*by*Yasuo Hirose

**RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence**

*by*Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey

**Real exchange rate volatility and disconnect: an empirical investigation**

*by*Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani

**Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System**

*by*Morten Bech & James T. E. Chapman & Rod Garratt

**Combining Canadian Interest-Rate Forecasts**

*by*David Jamieson Bolder & Yuliya Romanyuk

**Should We Trust the Empirical Evidence from Present Value Models of the Current Account?**

*by*Mercereau, Benoît & Miniane, Jacques Alain

**Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models**

*by*Nicola TORELLI & Matilde TREVISANI

**Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View**

*by*Andrea Brasili & Loredana Federico

**An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model**

*by*Caraiani, Petre

**Bayesian Methods in Econometrics**

*by*Aivazian, Sergei

**Capital-Skill Complementarity and Inequality: A Sensitivity Analysis**

*by*Linnea Polgreen & Pedro Silos

**Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia**

*by*Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub

**Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region**

*by*Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei

**Current Account Reversals Triggered by Large Exchange Rate Movements**

*by*Nikolas A. Müller-Plantenberg

**Proximité technologique, infrastructures de communication et activités innovantes en Europe**

*by*Olivier Parent

**Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006**

*by*Anne Corcos & François Pannequin

**Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes**

*by*Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

**Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations**

*by*Ardia, David

**Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models**

*by*Sylvie Tchumtchoua & Dipak K. Dey

**Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities**

*by*Scharnagl, Michael & Schumacher, Christian

**Bayesian Inference on Dynamic Models with Latent Factors**

*by*Monica Billio & Roberto Casarin & Domenico Sartore

**Matrix-State Particle Filter for Wishart Stochastic Volatility Processes**

*by*Roberto Casarin & Domenico Sartore

**Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach**

*by*Silvestro Di Sanzo

**Bayesian Methods in Nonlinear Time Series**

*by*Korenok Oleg

**Do expectations matter? The Great Moderation revisited**

*by*Fabio Canova & Luca Gambetti

**Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators**

*by*Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

**Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples**

*by*Klaus Moeltner & Richard T. Woodward

**Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’**

*by*Klaus Moeltner & Randall S. Rosenberger

**Are there Structural Breaks in Realized Volatility?**

*by*Chun Liu & John M Maheu

**How useful are historical data for forecasting the long-run equity return distribution?**

*by*John M Maheu & Thomas H McCurdy

**Learning, Forecasting and Structural Breaks**

*by*John M Maheu & Stephen Gordon

**Modeling foreign exchange rates with jumps**

*by*John M Maheu & Thomas H McCurdy

**If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctions**

*by*Gerard J. van den Berg & Bas van der Klaauw

**Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information**

*by*Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk

**Estimating DSGE Models under Partial Information**

*by*Paul Levine & Joseph Pearlman & George Perendia

**Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models**

*by*Dennis Gaertner

**Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing**

*by*Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

**Estimating DSGE Models under Partial Information**

*by*Paul Levine & Joseph Pearlman & George Perendia

**What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry**

*by*Gary Koop & Lise Tole

**Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model**

*by*Gianni Amisano & Oreste Tristani

**Bayesian Inference in a Cointegrating Panel Data Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data**

*by*Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson

**Forecasting Large Datasets with Reduced Rank Multivariate Models**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models**

*by*Andrea Carriero

**A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates**

*by*Andrea Carriero

**Total Factor Productivity Growth in the G7 Countries: Different or Alike?**

*by*João Amador & Carlos Coimbra

**Characteristics of the Portuguese Economic Growth: What has been Missing?**

*by*João Amador & Carlos Coimbra

**Bayesian Model Averaging and Identification of Structural Breaks in Time Series**

*by*Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit

**Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area**

*by*Christoffel, Kai & Coenen, Gunter & Warne, Anders

**Inference for stochastic volatility model using time change transformations**

*by*Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

**Likelihood-based inference for correlated diffusions**

*by*Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

**Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing**

*by*Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

**Robustness of the Risk-Return Relationship in the U.S. Stock Market**

*by*Lanne, Markku & Luoto, Jani

**An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model**

*by*Vitek, Francis

**Robustness Procedures in Economic Growth Regression Models**

*by*Mapa, Dennis S. & Briones, Kristine Joy S.

**Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems**

*by*Ciuiu, Daniel

**Monetary policy in Europe vs the US: what explains the difference?**

*by*Uhlig, Harald

**Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)**

*by*K. K., Suresh & K., Pradeepa Veerakumari

**Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms**

*by*Attiya Y. Javid

**RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence**

*by*Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey

**Re-reading Jevons's Principles of Science-Induction Redux**

*by*K. Vela Velupillai

**A New Approach to Drawing States in State Space Models**

*by*William J. McCausland & Shirley Miller & Denis Pelletier

**Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility**

*by*Bernard Dumas & Alexander Kurshev & Raman Uppal

**How Structural Are Structural Parameters?**

*by*Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

**Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?**

*by*Jessica A. Wachter & Missaka Warusawitharana

**Beliefs, Doubts and Learning: Valuing Economic Risk**

*by*Lars Peter Hansen

**Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security**

*by*Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small

**A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation**

*by*Xibin Zhang & Robert D. Brooks & Maxwell L. King

**Bayesian networks of customer satisfaction survey data**

*by*Silvia SALINI & Ron S. KENETT

**Mixed Exponential Power Asymmetric Conditional Heteroskedasticity**

*by*Mohammed Bouaddi & Jeroen V.K. Rombouts

**Theory and Inference for a Markov-Switching GARCH Model**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Robust Benefit Function Transfer: A Bayesian Model Averaging Approach**

*by*Roberto Leon-Gonzalez & Riccardo Scarpa

**Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Poggi, Ambra & Ramos, Xavier

**Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Ambra Poggi & Xavier Ramos

**Political Business Cycles in the New Keynesian Model**

*by*Fabio Milani

**Learning and Time-Varying Macroeconomic Volatility**

*by*Fabio Milani

**Bayesian Likelihoods for Moment Condition Models**

*by*Giuseppe Ragusa

**Mr. Wicksell and the global economy: What drives real interest rates?**

*by*Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

**Cross-sectional Space-time Modeling Using ARNN(p, n) Processes**

*by*Kakamu, Kazuhiko & Polasek, Wolfgang

**Mixed Exponential Power Asymmetric Conditional Heteroskedasticity**

*by*Mohammed Bouaddi & Jeroen V.K. Rombouts

**Theory and inference for a Markov switching Garch model**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups**

*by*Hugo R. Ñopo

**Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany**

*by*Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja

**A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access**

*by*Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

**Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis**

*by*Jörn Hendrich Block & Andreas Thams

**Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913**

*by*Samad Sarferaz & Martin Uebele

**Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar**

*by*Laurence Fung & Ip-wing Yu

**Nested Designs with AR Errors via MCMC**

*by*Alkhamisi, Mahdi

**Bayesian forecast combination for VAR models**

*by*Andersson, Michael K & Karlsson, Sune

**Evaluating An Estimated New Keynesian Small Open Economy Model**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**Bayesian Forecast Combination for VAR Models**

*by*Andersson, Michael K & Karlsson, Sune

**Computational Efficiency in Bayesian Model and Variable Selection**

*by*Eklund, Jana & Karlsson, Sune

**An Embarrassment of Riches: Forecasting Using Large Panels**

*by*Eklund, Jana & Karlsson, Sune

**Some new bivariate IG and NIG-distributions for modelling covariate nancial returns**

*by*Lillestøl, Jostein

**And the Oscar goes to ..... Peeeeedrooooo!**

*by*Henry Aray & Betty Agnani

**Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions**

*by*A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz

**Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions**

*by*A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz

**Comparing smooth transition and Markov switching autoregressive models of US Unemployment**

*by*Deschamps, Philippe J.

**The money demand function for the Euro area: one step beyond**

*by*Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc

**Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan**

*by*Strachan, R.W. & van Dijk, H.K.

**Do leading indicators lead peaks more than troughs?**

*by*Paap, R. & Segers, R. & van Dijk, D.J.C.

**Evaluating real-time forecasts in real-time**

*by*van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

**Predictive gains from forecast combinations using time-varying model weights**

*by*Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

**Likelihood-based inference for a class of multivariate diffusions with unobserved paths**

*by*Konstantinos Kalogeropoulos

**Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms**

*by*Attiya Y. Javid

**Heterogeneite non observee dans les modeles de duree**

*by*Guillaume, HORNY

**Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration**

*by*Andrea, SILVESTRINI

**Theory and inference for a Markov switching GARCH model**

*by*Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

**A Component GARCH Model with Time Varying Weights**

*by*Luc, BAUWENS & G., STORTI

**Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility**

*by*Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman

**Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model**

*by*Amisano, Giovanni & Tristani, Oreste

**Bayesian VARs with Large Panels**

*by*Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

**Robust Portfolio Optimisation with Multiple Experts**

*by*Lutgens, Frank & Schotman, Peter C

**Evaluating An Estimated New Keynesian Small Open Economy Model**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**Mixed exponential power asymmetric conditional heteroskedasticity**

*by*BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

**Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration**

*by*SILVESTRINI, Andrea

**Theory and inference for a Markov switching GARCH model**

*by*BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

**A component GARCH model with time varying weights**

*by*BAUWENS, Luc & STORTI, Giuseppe

**Simulation based Bayesian econometric inference: principles and some recent computational advances**

*by*HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

**Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?**

*by*Michal Franta & Branislav Saxa & Katerina Smidkova

**Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets**

*by*Alena Audzeyeva & Klaus Reiner Schenk-Hoppe

**Jointness of Growth Determinants**

*by*Gernot Doppelhofer & Melvyn Weeks

**Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison**

*by*Theodoridis, Konstantinos

**Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Ambra Poggi & Xavier Ramos

**Learning and Disagreement in an Uncertain World**

*by*Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

**Universality of Bayesian Predictions**

*by*Sancetta, A.

**Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach**

*by*Doppelhofer, G. & Cuaresma, J.C.

**Which Democracies Pay Higher Wages?**

*by*James C. Rockey

**Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy**

*by*Yasuo Hirose & Saori Naganuma

**Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies**

*by*Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri

**Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty**

*by*Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

**Rational Beliefs and Bayesian Learning: A Note**

*by*Carsten Krabbe NIELSEN

**The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs**

*by*Horace W. Brock

**An Estimated New Keynesian Model for Romania**

*by*Caraiani, Petre

**Some equivalences in linear estimation (in Russian)**

*by*Dmitry Danilov & Jan R. Magnus

**Thinking about instrumental variables (in Russian)**

*by*Christopher A. Sims

**Robustness procedures in economic growth regression models**

*by*Dennis S. Mapa & Kristine Joy S. Briones

**Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation**

*by*EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER

**Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys**

*by*MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS

**Portfolio Selection under Parameter Uncertainty using a Predictive Distribution**

*by*Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin

**Un test de validité de la Value at Risk**

*by*Christophe Hurlin & Sessi Tokpavi

**Learning, Structural Instability and Present Value Calculations**

*by*Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

**Evaluating hedge fund managers: A Bayesian investigation of skill and persistence**

*by*Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel

**Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models**

*by*Jean-Francois Piferini

**(Un)naturally low?**

*by*Silvia Sgherri & Marco J. Lombardi

**Multivariate Generalizations of the Markov-Switching Model**

*by*Mohamad Khaled

**Analysis of Regime Switching Behaviour of Indian Stock Markets**

*by*Arnab Kumar Laha

**Re-examining the Structural and the Persistence Approach**

*by*Tino Berger & Gerdie Everaert

**Predictable returns and asset allocation: Should a skeptical investor time the market?**

*by*Jessica A. Wachter & Missaka Warusawitharana

**1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi**

*by*Nasip BOLATOĞLU

**Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture**

*by*Dominic Rohner & Anna Winestein & Bruno S. Frey

**Identifying the role of labor markets for monetary policy in an estimated DSGE model**

*by*Christoffel, Kai & Kuester, Keith & Linzert, Tobias

**Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**Learning, structural instability and present value calculations**

*by*Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Identifying the role of labor markets for monetary policy in an estimated DSGE model**

*by*Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias

**Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors**

*by*Daniel Friesner & Ron Mittelhammer & Robert Rosenmane

**Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors**

*by*Daniel Friesner & Ron Mittelhammer & Robert Rosenman

**Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer

**The structural dynamics of output growth and inflation: some international evidence**

*by*Fabio Canova & Luca Gambetti & Evi Pappa

**Job mobility in Portugal: a Bayesian study with matched worker-firm data**

*by*Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

**Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam**

*by*Klump, R. & Prüfer, P.

**On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling**

*by*Michiel D. de Pooter & René Segers & Herman K. van Dijk

**The miracle of the Septuagint and the promise of data mining in economics**

*by*Stan du Plessis

**Examining the Robustness of Competing Explanations of Slow Growth in African Countries**

*by*Stan du Plessis & Ronelle Burger

**Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model**

*by*Pau Rabanal

**Learning, structural instability and present value calculations**

*by*M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

**Impact of oil prices in an estimated EU12 open economy model**

*by*M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

**Euro area inflation persistence in an estimated nonlinear**

*by*Gianni Amisano & Oreste Tristani

**Learning Parameters in Non Linear Ecological Models**

*by*W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

**Monetary Policy under Balance Sheet Uncertainty**

*by*Saki Bigio & Marco Vega

**Re-examining the Structural and the Persistence Approach to Unemployment**

*by*T. BERGER & G. EVERAERT

**Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics**

*by*Caterina Conigliani & Andrea Tancredi

**El costo del crédito en el Perú, revisión de la evolución reciente**

*by*Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal

**Forecasting Using Predictive Likelihood Model Averaging**

*by*George Kapetanios & Vincent Labhard & Simon Price

**Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation**

*by*George Kapetanios & Vincent Labhard & Simon Price

**Model-based Clustering of non-Gaussian Panel Data**

*by*Juarez, Miguel A. & Steel, Mark F. J.

**Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Non-Gaussian dynamic Bayesian modelling for panel data**

*by*Juarez, Miguel A. & Steel, Mark F. J.

**Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors**

*by*Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip

**Stochastic simulation of a DSGE model for Brazil**

*by*Sin, Hui Lok & Gaglianone, Wagner Piazza

**Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?**

*by*Ghent, Andra

**Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US**

*by*Balcombe, Kelvin & Bailey, Alastair

**Persistence in inequalities across the Spanish regions**

*by*Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos

**Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area**

*by*Sylvia Kaufmann & Peter Kugler

**Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison**

*by*Marek Jarocinski

**Forecasting Substantial Data Revisions in the Presence of Model Uncertainty**

*by*Anthony Garratt & Gary Koop & Shaun P. Vahey

**Credit Shocks and Cycles: a Bayesian Calibration Approach**

*by*Roland Meeks

**Learning and Disagreement in an Uncertain World**

*by*Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

**Estimating Macroeconomic Models: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models**

*by*Chris M Strickland & Gael Martin & Catherine S Forbes

**Social Choice, Optimal Inference and Figure Skating**

*by*Stephen Gordon & Michel Truchon

**Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior**

*by*Georges Dionne & Claude Fluet & Denise Desjardins

**Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes**

*by*Rodney W. Strachan & Herman K. van Dijk

**Bayesian Inference in a Cointegrating Panel Data Model**

*by*Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Willingness to Pay for Service Attributes in the Japanese Digital Content Market**

*by*Donghun Kim & Philip Sugai

**Two-Sided Matching and Spread Determinants in the Loan Market**

*by*Jiawei Chen

**Nonparametric Density Estimation for Positive Time Series**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Regime switching GARCH models**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Bayesian inference for the mixed conditional heteroskedasticity model**

*by*Luc Bauwens & Jeroen V.K. Rombouts

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**How valid can data fusion be?**

*by*Kiesl, Hans & Rässler, Susanne

**Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks**

*by*Sugita, Katsuhiro

**Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks**

*by*Sugita, Katsuhiro

**Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models**

*by*Giordani, Paolo & Kohn, Robert

**Bayesian simultaneous determination of structural breaks and lag lengths**

*by*Hultblad, Brigitta & Karlsson, Sune

**Correcting Predictive ModelCorrecting Models of Chaotic Reality**

*by*Petr Kadeřábek

**Bayesian Model Averaging in the Presence of Structural Breaks**

*by*Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.

**Gibbs sampling in econometric practice**

*by*de Pooter, M.D. & Segers, R. & van Dijk, H.K.

**Explaining individual response using aggregated data**

*by*Paap, R. & van Dijk, A.

**Model uncertainty and Bayesian model averaging in vector autoregressive processes**

*by*Strachan, R.W. & van Dijk, H.K.

**Regionality revisited: an examination of the direction of spread of currency crises**

*by*Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

**Default Estimation for Low-Default Portfolios**

*by*Kiefer, Nicholas M.

**The Data Quality Concept of Accuracy in the Context of Public Use Data Sets**

*by*Carsten Kuchler & Martin Spieß

**Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market**

*by*Luc, BAUWENS & Michel, LUBRANO

**Multivariate mixed normal conditional heteroskedasticity**

*by*Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

**Regime switching GARCH models**

*by*Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

**Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture**

*by*Dominic Rohner & Anna Winestein & Bruno S. Frey

**Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not**

*by*Rabanal, Pau & Tuesta Reátegui, Vicente

**The Structural Dynamics of US Output and Inflation: What Explains the Changes?**

*by*Canova, Fabio & Gambetti, Luca & Pappa, Evi

**The Structural Dynamics of Output Growth and Inflation: Some International Evidence**

*by*Canova, Fabio & Gambetti, Luca & Pappa, Evi

**Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**Estimating Macroeconomic Models: A Likelihood Approach**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

**Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market**

*by*BAUWENS, Luc & LUBRANO, Michel

**Multivariate mixed normal conditional heteroskedasticity**

*by*BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

**Regime switching GARCH models**

*by*BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

**Issues in Adopting DSGE Models for Use in the Policy Process**

*by*Martin Fukac & Adrian Pagan

**Measures of Potential Output from an Estimated DSGE Model of the United States**

*by*Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton

**Model Combination and Stock Return Predictability**

*by*Matthias Hagmann & Joachim Loebb

**Learning, Structural Instability and Present Value Calculations**

*by*M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

**Learning, Structural Instability and Present Value Calculations**

*by*Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

**Explaining policy volatility in developing countries**

*by*Vatcharin Sirimaneetham

**Time-varying exchange rate pass-through: experiences of some industrial countries**

*by*Toshitaka Sekine

**Regime Switching Garch Models**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Bancarization and Determinants of Availability of Banking Services in Argentina**

*by*Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

**A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM**

*by*Pedro Elosegui & Francisco Lepone & George McCandless

**Forecasting Substantial Data Revisions in the Presence of Model Uncertainty**

*by*Anthony Garratt & Gary Koop & Shaun P. Vahey

**Automated teller machine network market structure and cash usage**

*by*Snellman, Heli

**An Estimated Small Open Economy Model of the Financial Accelerator**

*by*Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov

**A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?**

*by*Fabio Milani

**A Bayesian Model Averaging Approach to Enhance Value Investment**

*by*Ron Bird & Richard Gerlach

**A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA**

*by*Pedro Elosegui & Francisco Lepone & George McCandless

**The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models**

*by*Viktor Winschel

**Stochastic Volatility in DSGE models**

*by*Giorgio Primiceri & Alejandro Justiniano

**Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches**

*by*M. Gilli & I. Roko

**Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation**

*by*Thomas A. Lubik

**Computing optimal policy functions in a timeless perspective: An application**

*by*Florian Pelgrin & Michel Juillard

**Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money**

*by*Filippo Ochinno & John Landon-Lane

**Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

**How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam**

*by*Klump, Rainer & Prüfer, Patricia

**The Decline in German Output Volatility: A Bayesian Analysis**

*by*Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

**An Estimated, New Keynesian Policy Model for Australia**

*by*Martin Melecky & Daniel Buncic

**Expectations, Learning and Macroeconomic Persistence**

*by*Fabio Milani

**What Happens After A Technology Shock? A Bayesian Perspective**

*by*Ossama Mikhail

**Learning, Monetary Policy Rules, and Macroeconomic Stability**

*by*Fabio Milani

**An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area**

*by*Ratto M. & Roeger W. & in’t Veld J. & Girardi R.

**The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis**

*by*Manuela Goretti

**The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia**

*by*Martin Melecky

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**Bayesian Methods for Improving Credit Scoring Models**

*by*Posch Peter N. & Loeffler Gunter & Schoene Christiane

**How Do People Learn by Listening to Others? Experimental Evidence from Thailand**

*by*Andrew Healy

**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

*by*Pierangelo De Pace

**Bayesian Stochastic Frontier Analysis Using WinBUGS**

*by*Jim Griffin & Mark Steel

**Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment**

*by*Matthias Kredler

**Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey**

*by*Fabio Canova & Carlo Favero

**The structural dynamics of US output and inflation: What explains the changes?**

*by*Luca Gambetti & Evi Pappa & Fabio Canova

**The Impact of Central Bank FX Interventions on Currency Components**

*by*Michel Beine & Charles S. Bos & Sebastian Laurent

**Estimating Single Factor Jump Diffusion Interest Rate Models**

*by*Ghulam Sorwar

**Measuring Inflation Persistence: A Structural Time Series Approach**

*by*Maarten Dossche & Gerdie Everaert

**Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models**

*by*Martijn van Hasselt

**Estimation and Evaluation of a Segmented Markets Monetary Model**

*by*John Landon-Lane & Filippo Occhino

**Measuring inflation persistence: a structural time series approach**

*by*M. DOSSCHE & G. EVERAERT

**A bayesian semi-parametric approach for cost-effectiveness analysis in health economics**

*by*Caterina Conigliani & Andrea Tancredi

**Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey**

*by*Kevin X.D. Huang & Zheng Liu

**A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models**

*by*Filippo Occhino & John Landon-Lane

**Variable Selection using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

*by*Geweke, John & Keane, Michael

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996**

*by*Geweke, John & Keane, Michael

**A, B, C’s (And D’s) For Understanding VARS**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent

**A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism**

*by*Thomas A Lubik

**Mind your Ps and Qs! Improving ARMA forecasts with RBC priors**

*by*Kirdan Lees & Troy Matheson

**Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice**

*by*Jørn Rattsø & Jon Hernes Fiva

**Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models**

*by*Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams

**Convergence Properties of the Likelihood of Computed Dynamic Models**

*by*Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

**A, B, C's (and D)'s for Understanding VARs**

*by*Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent

**Measuring inflation persistence: a structural time series approach**

*by*Maarten Dossche & Gerdie Everaert

**Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework**

*by*Balázs Vonnák

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

**A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?**

*by*Fabio Milani

**Expectations, Learning and Macroeconomic Persistence**

*by*Fabio Milani

**Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation**

*by*Kunst, Robert M.

**Forecast Combination and Model Averaging using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model**

*by*Adolfson, Malin & Lindé, Jesper & Villani, Mattias

**Bayesian Inference of General Linear Restrictions on the Cointegration Space**

*by*Villani, Mattias

**Inference in Vector Autoregressive Models with an Informative Prior on the Steady State**

*by*Villani, Mattias

**Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**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

**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**

*by*An, Sungbae & Schorfheide, Frank

**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**

*by*Timothy Cogley

**Learning and Monetary Policy Shifts**

*by*Frank Schorfheide

**Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle**

*by*GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

**Corporate Tax Reforms and Financial Choices: An Empirical Analysis**

*by*Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli

**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

**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.

**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

**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

**Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters**

*by*Michael Louis George

**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.

**Alternative efficiency measures for multiple-output production**

*by*Carmen Fernandez & Gary Koop & Mark F J Steel

**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 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

**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.

**A Comparison of Marginal Likelihood Computation Methods**

*by*Charles S. Bos

**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

**A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model**

*by*Richard Kleijn & Herman K. van Dijk

**On the Variation of Hedging Decisions in Daily Currency Risk Management**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression**

*by*John Landon-Lane

**Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield**

*by*Jay Shanken & Ane Tamayo

**Bayesian Inference for Hospital Quality in a Selection Model**

*by*John Geweke & Gautam Gowrisankaran & Robert J. Town

**Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints**

*by*Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.

**Averaging Income Distributions**

*by*Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.

**Sample Size Requirements for Estimation in SUR Models**

*by*Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

**Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios**

*by*Graflund, Andreas

**Are the Nordic Stock Markets Mean Reverting?**

*by*Graflund, Andreas

**LP Tests for MV Efficiency**

*by*Post, G.T.

**Portfolio allocation in transition economies**

*by*ROCKINGER, Michael & JONDEAU, Eric

**Dynamic mean-variance analysis**

*by*HENROTTE, Philippe

**Smooth Transition Garch Models : a Baysian Perspective**

*by*Michel LUBRANO

**Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model**

*by*Canova, Fabio & Ciccarelli, Matteo

**Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information**

*by*Darsinos, T. & Satchell, S.E.

**Implementation Theory**

*by*Eric Maskin & Tomas Sjostrom

**Fijación de primas de seguros bajo técnicas de robustez bayesiana**

*by*GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.

**Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales**

*by*GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.

**Bayesian estimation and model selection for the weekly Colombian exchange rate**

*by*Norberto Rodríguez

**Bayesian Target Zones**

*by*Catherine S. Forbes & Paul Kofman

**An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach**

*by*Chakravarty, Sugato & Li, Kai

**A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data**

*by*Romeo, C.J.

**Bayesian Variants of Some Classical Semiparametric Regression Techniques**

*by*Koop, G. & Poirier, D.

**Bayesian Option Pricing using Asymmetric Garch Models**

*by*Bauwens, L. & Lubrano, M.

**MCMC in econometrics**

*by*Dani Gamermam

**Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss**

*by*David E. A. Giles

**Double Checking for Two Error Types**

*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

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**Simulation Based Inference for Dynamic Multinomial Choice Models**

*by*Geweke, John & Houser, Dan & Keane, Michael

**Program Evaluation as a Decision Problem**

*by*Rajeev Dehejia

**Predictive Regressions**

*by*Robert F. Stambaugh

**Bayesian Trace Statistics for the Reduced Rank Regression Model**

*by*Strachan, R.W. & Inder, B.

**A Preference Regime Model of Bull and Bear Markets**

*by*Gordon, Stephen & St-Amour, Pascal

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K.

**We have just averaged over two trillion cross-country growth regressions**

*by*Eduardo Ley & Mark F J Steel

**A Bayesian analysis of multiple-output production frontier**

*by*Carmen Fernandez & Gary Koop & Mark F J Steel

**Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors**

*by*Kilian, Lutz & Zha, Tao

**Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach**

*by*Canova, Fabio

**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**

*by*BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Testing for negativity in a demand system: A Bayesian approach**

*by*Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

**Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1**

*by*MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.

**A Dynamic Economy with Costly Price Adjustments**

*by*Leif Danziger

**Halandósági táblák becslése bayesi módszerekkel**

*by*Péter Gál

**bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions**

*by*Strachan, R.W.

**A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks**

*by*M.W. Luke Chan & Dean C. Mountain & Dading Li

**The Equity Premium and Structural Breaks**

*by*Pastor, L. & Stambaugh, R.F.

**Costs of Equity Capital and Model Mispricing**

*by*Pastor, L. & Stambaugh, R.F.

**Games with Incomplete Information**

*by*Nomia, O.

**Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test**

*by*Mouchart, M. & Scheihing, E.

**Bayesian Evaluation of a Semi-Parametric Binary Response Model**

*by*Scheihing, E. & Mouchart, M.

**Multiple Hypotheses Testing with Partial Prior Information**

*by*Zhang, J.

**Bayesian Inference for the Mover-Stayer Model of Continuous Time**

*by*Fougere, D. & Kamionka, T.

**Simulation of Posterior Distributions in Nonparametric Censored Analysis**

*by*Florens, J.-P. & Rolin, J.-M.

**Unemployment Dynamics Across OECD Countries**

*by*Balakrishnan, R. & Michelacci, C.

**Bayesian Analysis of Nonlinear Time Series Models with a Threshold**

*by*Lubrano, M.

**The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach**

*by*Harris, R.

**Impulse Response Priors for Discriminating Structural Vector Autoregressions**

*by*Mark Dwyer

**Benchmark Priors for Bayesian Model Averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**MCMC Methods for Fitting and Comparing Multinomial Response Models**

*by*Siddhartha Chib & Edward Greenberg & Yuxin Chen

**Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama**

*by*Bilgili, Faik & Bilgili, Emine

**Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case**

*by*Bolduc, Denis & Bonin, Sylvie

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Dynamic asymmetries in US unemployment**

*by*Gary Koop & Simon M. Potter

**The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach**

*by*Gary Koop & Kai Li

**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**

*by*John C. Chao & Peter C.B. Phillips

**Wald Revisited: The Optimal Level of Experimentation**

*by*Giuseppe Moscarini & Lones Smith

**Smooth transition GARCH models: a Bayesian perspective**

*by*LUBRANO, Michel

**A Bayesian approach to the econometrics of first-price auctions**

*by*ALBANO, Gian Luigi & JOUNEAU, 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.

**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**

*by*Gary Koop & Herman K. van Dijk & Henk Hoek

**Asset Prices with Contingent Preferences**

*by*Gordon, Stephen & St-Amour, Pascal

**Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion**

*by*Gordon, Stephen & St-Amour, Pascal

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

**Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial**

*by*Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José

**Power of tests in Binary Response Models**

*by*Savin, N.E. & Wurtz, A.

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*Savin, N.E. & Wurtz, A.

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Horowitz, J.L.

**Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?**

*by*Schweder, T. & Hjort, N.L.

**Analyzing Investments Whose Histories Differ in Length**

*by*Stambaugh, R-F

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J-P & Richard, J-F & Rolin, J-M

**Classical and Bayesian Inference Robustness in Multivariate Regression models**

*by*Fernandez, C & Osiewalski, J & Steel, M-F-J

**Hierarchical Bayes Models with Many Instrumental Variables**

*by*Chamberlain, G & Imbens, G-W

**Nonparametric Applications of Bayesian Inference**

*by*Chamberlain, G & Imbens, G-W

**Interacive Implementation**

*by*Baliga, S. & Sjostrom, T.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

*by*Bauwens, L. & Lubrano, M.

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Bayesian Analysis of Nonlinear Time Series Models with Threshold**

*by*Lubrano, M.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Divisible Conspicuous Good**

*by*Bosi, S.

**Learning Standards of Social Behaviour in a Stationary Society**

*by*Gilli, M.

**Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation**

*by*Xiaoqiang, W.

**The Diffusion of New Crop Varieties**

*by*Fischer, Alistair J. & Anne J. Arnold

**Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization**

*by*Chatterji, S. & Chattopadhyay, S.

**Bayesian learning and expectations formation: Anything goes**

*by*Albert, Max

**Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance**

*by*Francisco F. R. Ramos

**On the Use of Panel Data in Bayesian Stochastic Frontier Models**

*by*Fernández, C. & Osiewalski, J. & Steel, M.F.J.

**ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test**

*by*Teruo Nakatsuma & Hiroki Tsurumi

**Research and Productivity**

*by*Jovanovic, B. & Nyarko, Y.

**Stepping Stone Mobility**

*by*Jovanovic, B. & Nyarko, Y.

**Learning by Doing and the Choice of Technology**

*by*Jovanovic, B. & Nyarko, Y.

**Classroom Games: Understanding Bayes' Rule**

*by*Charles A. Holt & Lisa R. Anderson

**Canadian Excess Returns and State-Dependent Risk Aversion**

*by*St-Amour, P.

**Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity**

*by*Bolduc, D. & Bonin, S.

**Stochastic Volatility**

*by*Ghysels, E. & Harvey, A. & Renault, E.

**Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts**

*by*Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

**Un modelo macroeconométrico trimestral para la economía española**

*by*Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

**On the Estimation of Demand Systems Through Consumption Efficiency**

*by*Eduardo Ley & Mark F.J. Steel

**Posterior analysis of stochastic volatility models with flexible tails**

*by*Steel, M.F.J.

**Chocs externes et ajustements des taux de change réels européens**

*by*Bouoiyour, Jamal & Rey, Serge

**Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France**

*by*Michel LUBRANO

**The Poor Stay Poor: Non-Convergence Across Countries and Regions**

*by*Canova, Fabio & Marcet, Albert

**Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift**

*by*de la Croix, David & Lubrano, Michel

**BVAR models in the context of cointegration: A Monte Carlo experiment**

*by*Luis J. Álvarez & Fernando C. Ballabriga

**Hospital efficiency analysis through individual effects : A Bayesian approach**

*by*Koop, G. & Osiewalski, J. & Steel, M.F.J.

**Advances in Random Utility Models**

*by*Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

**Numerical Aspects of Bayesian VAR-modeling**

*by*Kadiyala, K. Rao & Karlsson, Sune

**The Empirics of Economic Growth in Previously Centrally Planned Economies**

*by*Leamer, Edward & Taylor, Mark P

**Bayesian Inference for Periodic Regime-Switching Models**

*by*Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

**Sticking It Out: Entrepreneurial Survival and Liquidity Constraints**

*by*Douglas Holtz-Eakin & David Joulfaian & Harvey S. 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

**Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields**

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality**

*by*Mark D. Ecker & Victor De Oliveira

**A Study of the Probit Model with Latent Variables in Phase I Clinical Trials**

*by*Xiaobin Yang & Keying Ye & Yanping Wang

**Simulation-based Estimation of Contingent Claims Prices**

*by*Peter C.B.Phillips & Jun Yu

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Zeng Tao & Jun Yu

**Financial Frictions, Financial Shocks, and Aggregate Volatility**

*by*Cristina Fuentes-Albero

**Forecasting euro exchange rates: How much does model averaging help?**

*by*Jesus Crespo Cuaresma

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

**A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry**

*by*Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU

**Extreme-quantile tracking for financial time series**

*by*Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

**Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty**

*by*Eric JONDEAU & Michael ROCKINGER

**Frailty Correlated Default**

*by*Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA

**Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM**

*by*Francesco FRANZONI & Tobias ADRIAN

**Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration**

*by*Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

**How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth**

*by*Timothy Cogley

**Does the ARFIMA really shift?**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris