Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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

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

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This topic is covered by the following reading lists:

1. SOEP based publications

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Most recent items first, undated at the end.

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

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

2015 Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation
by Dąbrowski, Marek A. & Wróblewska, Justyna

2015 A New Class of Bivariate Threshold Cointegration Models
by Biqing Cai & Jiti Gao & Dag Tj�stheim

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

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

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

2015 Firm turnover and inflation dynamics
by Lenno Uusküla

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

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

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

2015 The impact of social workers on infant mortality in inter-war Tokyo: Bayesian dynamic panel quantile regression with endogenous variables
by Kota Ogasawara & Genya Kobayashi

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

2014 About the posterior distribution in hidden Markov models with unknown number of states
by Rousseau, Judith & Gassiat, Elisabeth

2014 Relevant statistics for Bayesian model choice
by Rousseau, Judith & Robert, Christian P. & Pillai, Natesh S. & Marin, Jean-Michel

2014 Empirical Bayes methods in classical and Bayesian inference
by Scricciolo, Catia & Rousseau, Judith & Rizzelli, Stefano & Petrone, Sonia

2014 Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions
by Hussein, Tareq & Rousseau, Judith & Alston, Clair & Mengersen, Kerrie & Wraith, Darren

2014 Bayes and empirical Bayes : Do they merge?
by Scricciolo, Catia & Rousseau, Judith & Petrone, Sonia

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

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

2014 Fiscal rules and unemployment
by Gehrke, Britta

2014 Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
by Warne, Anders & Coenen, Günter & Christoffel, Kai

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

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

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

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

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

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

2014 Embedding Liquidity Information in Estimating Potential Output
by Stefano Scalone

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

2014 A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities
by Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes
by Gregor Bäurle & Daniel Kaufmann

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Bayesian default probability models
by Petra Andrlíková

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

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

2014 Estimating US fiscal and monetary interactions in a time varying VAR
by Eddie Gerba & Klemens Hauzenberger

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

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

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

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

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

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

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

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

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

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

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

2014 On diversity under a Bayesian nonparametric dependent model
by Rousseau, Judith & Mengersen, Kerrie & Arbel, Julyan

2014 On consistency issues in Bayesian nonparametric testing - a review
by Rousseau, Judith

2014 On Convergence Rates of Empirical Bayes Procedures
by Scricciolo, Catia & Rousseau, Judith & Rivoirard, Vincent & Donnet, Sophie

2014 Jeffreys Priors for Mixture Models
by Robert, Christian P. & Grazian, Clara

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

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

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

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

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

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

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

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

2014 Aggregating infinitely many probability measures
by Frederik Herzberg

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

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

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

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

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

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

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

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

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

2014 Noncausal Bayesian Vector Autoregression
by Markku Lanne & Jani Luoto

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

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

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

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

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

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

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

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

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

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

2014 The application of data envelopment analysis method in managing companies' credit risk
by Anna Ferus

2014 Choosing the More Likely Hypothesis
by Startz, Richard

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Bayesian exploratory factor analysis
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2014 Time-varying sparsity in dynamic regression models
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2014 Bayesian endogeneity bias modeling
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2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
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2014 Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach
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2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
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2014 Learning and time-varying macroeconomic volatility
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2014 Structural evolution of the postwar U.S. economy
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2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
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2014 Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica
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2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
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2014 Recovery and Reduction of Non-Performing Loans – Podgorica Approach
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2013 Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model
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2013 De Facto Currency Baskets of China and East Asian Economies: The Rising Weights
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2013 Regularizing Priors for Linear Inverse Problems
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2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
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2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
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2013 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
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2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
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2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
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2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
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2013 Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
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2013 Recentered importance sampling with applications to Bayesian model validation
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2013 Sequential Monte Carlo on large binary sampling spaces
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2013 An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
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2013 Estimation of covariance matrices based on hierarchical inverse-Wishart priors
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2013 Bayesian Optimal Adaptive Estimation Using a Sieve Prior
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2013 Discussion
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2013 The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy by Sharon Bertsch McGrayne
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2013 Rejoinder: The Anti-Bayesian Moment and Its Passing
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2013 Computational aspects of Bayesian spectral density estimation
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2013 Revisiting the link between growth and federalism: A Bayesian model averaging approach
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2013 Melting down: Systemic financial instability and the macroeconomy
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2013 Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle
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2013 Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models
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2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
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2013 Atypical behavior of credit: Evidence from a monetary VAR
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2013 Black swans, dragon kings, and Bayesian risk management
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2013 Bayesian estimation of a DSGE model with asset prices
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2013 Model uncertainty in matrix exponential spatial growth regression models
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2013 Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size
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2013 A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe
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2013 Is Decoupling in action?
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2013 Personal Indebtedness, Community Characteristics And Theft Crime
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2013 Adaptive Sticky Generalized Metropolis
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2013 Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
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2013 Bayesian Markov Switching Stochastic Correlation Models
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2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
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2013 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
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2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
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2013 It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
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2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
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2013 Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
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2013 Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
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2013 Inferring Hawks and Doves from Voting Records
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2013 Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records
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2013 Price and wage inflation inertia under time-dependent adjustments
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2013 Role of Investment Shocks in Explaining Business Cycles in Turkey
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2013 Structural Evolution of the Postwar U.S. Economy
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2013 Structural Evolution of the Postwar U.S. Economy
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2013 Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
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2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
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2013 Personal indebtedness, community characteristics and theft crimes
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2013 A new index of financial conditions
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2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
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2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
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2013 Important Channels of Transmission Monetary Policy Shock in South Africa
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2013 Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi
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2013 Comparison of Parametric and Semi-Parametric Binary Response Models
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2013 Object-oriented bayesian networks for complex quality management problems
by Flaminia Musella & Paola Vicard

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

2013 Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes
by Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou

2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
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2013 The role of investment-specific technology shocks in driving international business cycles: a bayesian approach
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2013 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
by Marto, Ricardo

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

2013 Psychology in econometric models: conceptual and methodological foundations
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2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
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2013 Model uncertainty and expected return proxies
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2013 The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives
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2013 Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
by Kim, Chang-Jin & Kim, Jaeho

2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
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2013 Vector Autoregression with Mixed Frequency Data
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2013 Labour Market Dynamics in Australia
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2013 Bayesian Approach and Identification
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2013 A New Index of Financial Conditions
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2013 On the pricing and hedging of options for highly volatile periods
by El-Khatib, Youssef & Hatemi-J, Abdulnasser

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

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

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

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

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

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

2013 Signaling Effects of Monetary Policy
by Leonardo Melosi

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

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

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

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

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

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

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

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

2013 The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging
by Mariusz Próchniak & Bartosz Witkowski

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

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

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

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

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

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

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

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

2013 Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 L’(absence d’) impact de l’impact : pourquoi les évaluations d’impact conduisent rarement à une prise de décision politique fondée sur les faits
by Jean-Louis ARCAND

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

2013 "Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing
by Korkmaz, E. & Kuik, R. & Fok, D.

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

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

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

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

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

2013 A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
by Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin

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

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

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

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

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

2013 Error and Inference: an outsider stand on a frequentist philosophy
by Robert, Christian P.

2013 A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models
by Donnet, Sophie & Samson, Adeline

2013 "Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference
by Robert, Christian P. & Gelman, Andrew

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

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

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

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

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

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

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

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

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

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

2013 What We Know About Monetary Policy Transmission in the Czech Republic: Collection of Empirical Results
by Oxana Babecka Kucharcukova & Michal Franta & Dana Hajkova & Petr Kral & Ivana Kubicova & Anca Podpiera & Branislav Saxa

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 DSGE Models and the Lucas critique
by Samuel Hurtado

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

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

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

2013 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
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2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
by Nima Nonejad

2013 Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008
by Nima Nonejad

2013 A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
by Nima Nonejad

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

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

2013 Probability and Statistical Theory for Applied Researchers
by T W Epps

2013 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek

2013 Driving Forces of the Swiss Output Gap
by Stefan Leist

2013 New Keynesian Phillips Curve for Romania
by Saman, Corina & Pauna, Bianca

2013 Modelo de Proyección Trimestral del BCRP: Actualización y novedades
by Winkelried, Diego

2013 Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach
by Fousseini Traoré

2013 A Note on Lenk’s Correction of the Harmonic Mean Estimator
by Anna Pajor & Jacek Osiewalski

2013 A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
by Krzysztof Osiewalski & Jacek Osiewalski

2013 Estimating Correlated Jumps and Stochastic Volatilities
by Jiří Witzany

2013 Elasticidades de demanda por electricidad e impactos macroecon_omicos del precio de la energía eléctrica en Colombia || Elasticity of Electricity Demand and Macroeconomics Impacts of Electricity Price in Colombia
by Espinosa Acuña, Óscar A. & Vaca González, Paola A. & Avila Forero, Raúl A.

2013 The Measurement And Evaluation Of The Internal Communication Process In Project Management
by Pop Alexandra Mihaela & Dumitrascu Danut & &

2013 Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland
by Boriss Siliverstovs

2013 The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources
by Galina ULIAN & Iulia CAPRIAN

2013 What inflation developments reveal about the Phillips curve: implications for monetary policy
by A. Stevens

2013 Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano
by Martínez Sánchez José Francisco & Venegas Martínez

2013 Financial Development And Economic Growth: A New Investigation
by HUIRAN PAN & CHUN WANG

2013 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati

2013 ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
by Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov

2013 Riesgo operacional en la banca trasnacional: un enfoque bayesiano
by José Francisco Martínez-Sánchez & Francisco Venegas-Martínez

2013 International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model
by Wong, Chin-Yoong & Eng, Yoke-Kee

2013 Determinants of motor vehicle crash fatalities using Bayesian model selection methods
by Blattenberger, Gail & Fowles, Richard & Loeb, Peter D.

2013 Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
by Han, Xiaoyi & Lee, Lung-fei

2013 Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio

2013 Bayesian forecasting of federal funds target rate decisions
by van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick

2013 Regional capital mobility in China: Economic reform with limited financial integration
by Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M.

2013 Money growth and inflation: A regime switching approach
by Amisano, Gianni & Fagan, Gabriel

2013 The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana
by Ampaabeng, Samuel K. & Tan, Chih Ming

2013 A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
by Asako, Kazumi & Liu, Zhentao

2013 Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
by Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai

2013 Turkish bank efficiency: Bayesian estimation with undesirable outputs
by George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G.

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

2013 Optimal choice of a reserve price under uncertainty
by Kim, Dong-Hyuk

2013 Meta-analysis of consumer's willingness-to-pay premiums for certified wood products
by Cai, Zhen & Aguilar, Francisco X.

2013 Deconstructing the Rosenfeld curve: Making sense of California's low electricity intensity
by Sudarshan, Anant

2013 Spatiotemporal analysis of ethanol market penetration
by Du, Xiaodong & Carriquiry, Miguel A.

2013 Modeling the relationship between European carbon permits and certified emission reductions
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2013 Uncertainty about welfare effects of consumption fluctuations
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2013 Time-varying combinations of predictive densities using nonlinear filtering
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

2013 Large time-varying parameter VARs
by Koop, Gary & Korobilis, Dimitris

2013 Moving average stochastic volatility models with application to inflation forecast
by Chan, Joshua C.C.

2013 Methods for computing marginal data densities from the Gibbs output
by Fuentes-Albero, Cristina & Melosi, Leonardo

2013 News impact curve for stochastic volatility models
by Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki

2013 A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis
by Boysen-Hogrefe, Jens

2013 Bayesian inference in regression with Pearson disturbances
by Tsionas, Efthymios G.

2013 Bayesian forecasting with highly correlated predictors
by Korobilis, Dimitris

2013 Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada
by Kempa, Bernd & Riedel, Jana

2013 Testing volatility persistence on Markov switching stochastic volatility models
by Pan, Qi & Li, Yong

2013 Forecasting volatility in the Chinese stock market under model uncertainty
by Li, Yong & Huang, Wei-Ping & Zhang, Jie

2013 Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions
by Eriṣ, Mehmet N. & Ulaṣan, Bülent

2013 A DSGE-VAR model for forecasting key South African macroeconomic variables
by Gupta, Rangan & Steinbach, Rudi

2013 Comparing monetary policy rules in CEE economies: A Bayesian approach
by Caraiani, Petre

2013 Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
by Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled

2013 Liquidity management of foreign exchange reserves in continuous time
by Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong

2013 Time stability of the beta convergence among EU countries: Bayesian model averaging perspective
by Próchniak, Mariusz & Witkowski, Bartosz

2013 Gauging the effects of fiscal stimulus packages in the euro area
by Coenen, Günter & Straub, Roland & Trabandt, Mathias

2013 Fiscal news and macroeconomic volatility
by Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes

2013 Measuring and predicting heterogeneous recessions
by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

2013 Changing impact of fiscal policy on selected ASEAN countries
by Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

2013 Monetary Policy Transmission Mechanism In Emerging Countries
by Andreea ROŞOIU & Iulia ROŞOIU

2013 Modelling structural-change-related shifts in labour input in the agent-based sector model SWISSland
by Ali Ferjani & Albert Zimmermann

2012 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

2012 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz

2012 Posterior concentration rates for infinite dimensional exponential families
by Rivoirard, Vincent & Rousseau, Judith

2012 Approximate Bayesian Computational methods
by Marin, Jean-Michel & Pudlo, Pierre & Robert, Christian P. & Ryder, Robin

2012 Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
by Celeux, Gilles & El Anbari, Mohammed & Marin, Jean-Michel & Robert, Christian P.

2012 Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
by Rousseau, Judith & Chopin, Nicolas & Liseo, Brunero

2012 Bayesian computation for statistical models with intractable normalizing constants
by Atchade, Yves & Lartillot, Nicolas & Robert, Christian P.

2012 The competition effect in business cycles
by Lewis, Vivien & Stevens, Arnoud

2012 Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging
by Antonakakis, Nikolaos & Tondl, Gabriele

2012 The directional identification problem in Bayesian factor analysis: An ex-post approach
by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

2012 Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
by Kaufmann, Sylvia & Schumacher, Christian

2012 The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods
by Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

2012 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

2012 After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?
by Catherine Prettner & Klaus Prettner

2012 Combining predictive densities using Bayesian filtering with applications to US economic data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Bayesian Graphical Models for Structural Vector Autoregressive Processes
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

2012 Efficient Gibbs Sampling for Markov Switching GARCH Models
by Monica Billio & Roberto Casarin & Anthony Osuntuyi

2012 Central Bank Reserves and the Yield Curve at the ZLB
by Mirkov, Nikola & Sutter, Barbara

2012 International Financial Transmission of the US Monetary Policy: An Empirical Assessment
by Mirkov, Nikola

2012 Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
by Fabio Canova & Fernando J. Pérez Forero

2012 Back to the future: economic rationality and maximum entropy prediction
by Sylvain Barde

2012 Long swings in Japan’s current account and in the yen
by Müller-Plantenberg, Nikolas

2012 The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire
by Jidoud, Ahmat

2012 Bayesian semiparametric multivariate GARCH modeling
by Mark J Jensen & John M Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J Jensen & John M Maheu

2012 A New Structural Break Model with Application to Canadian Inflation Forecasting
by John M Maheu & Yong Song

2012 Concept-Based Bayesian Model Averaging and Growth Empirics
by Magnus, J.R. & Wang, W.

2012 The Determinants of VAT Introduction : A Spatial Duration Analysis
by Cizek, P. & Lei, J. & Ligthart, J.E.

2012 Imperfect Information, Optimal Monetary Policy and Informational Consistency
by Paul Levine & Joseph Pearlman & Bo Yang

2012 Personal Indebtedness, Spatial Effects and Crime
by Stuart McIntyre & Donald Lacombe

2012 A New Model of Trend Inflation
by Joshua Chan & Gary Koop & Simon Potter

2012 A Bayesian Spatial Individual Effects Probit Model of the 2010 U.K. General Election
by Christa Jensen & Donald Lacombe & Stuart McIntyre

2012 Robust Deviance Information Criterion for Latent Variable Models
by Yong Li & Tao Zeng & Jun Yu

2012 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
by Ye Chen & Jun Yu

2012 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
by Andras Fulop & Junye Li & Jun Yu

2012 Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
by Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown

2012 Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model
by Li Su & Sarah Brown & Pulak Ghosh & Karl Taylor

2012 Financial frictions and the role of investment specific technology shocks in the business cycle
by Gunes Kamber & Christie Smith & Christoph Thoenissen

2012 Bayesian Model Averaging, Learning and Model Selection
by George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams

2012 Object-oriented bayesian networks for modelling the respondent measurement error
by Daniela Marella & Paola Vicard

2012 Prince-setting, monetary policy and the contractionary effects of productivity improvements
by Francesco Giuli & Massimiliano Tancioni

2012 Object-Oriented Bayesian Networks for a Decision Support System
by Julia Mortera & Paola Vicard & Cecilia Vergari

2012 Bayesian Forecasting with Highly Correlated Predictors
by Dimitris Korobilis

2012 The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana
by Samuel K. Ampaabeng & Chih Ming Tang

2012 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2012 Bayesian Semiparametric Multivariate GARCH Modeling
by Mark J. Jensen & John M. Maheu

2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
by Martin Burda & John M. Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J. Jensen & John M. Maheu

2012 Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
by Yong Song

2012 Identifying Speculative Bubbles with an Infinite Hidden Markov Model
by Shu-Ping Shi & Yong Song

2012 Large Time-Varying Parameter VARs
by Gary Koop & Dimitris Korobilis

2012 Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models
by Ormeño, Arturo

2012 Estimating Information Rigidity using Firms’ Survey Data
by Carrera, César

2012 Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi
by Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt

2012 On the epidemic of financial crises
by Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

2012 The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil
by Ferreira Lima, Luis Cristovao

2012 Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
by Matkovskyy, Roman

2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
by Zhang, Zhichao & Chau, Frankie & Xie, Li

2012 Semi-parametric Bayesian Partially Identified Models based on Support Function
by Liao, Yuan & Simoni, Anna

2012 Orbital Priors for Time-Series Models
by Kociecki, Andrzej

2012 A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
by Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

2012 The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
by Matkovskyy, Roman

2012 A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market
by Sugawara, Shinya

2012 Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market
by Zhou, Yiyi

2012 Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach
by Huang, Y-F.

2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
by Lanne, Markku & Luoto, Jani

2012 Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
by Tsionas, Mike

2012 Transmission of fiscal policy shocks into Romania's economy
by Serbanoiu, Georgian Valentin

2012 Marginal Likelihood Estimation with the Cross-Entropy Method
by Chan, Joshua & Eisenstat, Eric

2012 A hidden Markov model for the detection of pure and mixed strategy play in games
by Shachat, Jason & Swarthout, J. Todd & Wei, Lijia

2012 Skew mixture models for loss distributions: a Bayesian approach
by Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

2012 A new model of trend inflation
by Chan, Joshua & Koop, Gary & Potter, Simon

2012 Real-time forecasting in a data-rich environment
by LIEBERMANN, JOELLE

2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
by Chan, Joshua & Strachan, Rodney

2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
by Karapanagiotidis, Paul

2012 Large time-varying parameter VARs
by Koop, Gary & Korobilis, Dimitris

2012 Identification and estimation of dynamic factor models
by Bai, Jushan & Wang, Peng

2012 Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
by Sinha, Pankaj & Jayaraman, Prabha

2012 A new structural break model with application to Canadian inflation forecasting
by Maheu, John & Song, Yong

2012 Identifying speculative bubbles with an in finite hidden Markov model
by Song, Yong & Shi, Shuping

2012 Constrained Discretion and Central Bank Transparency
by Francesco Bianchi & Leonardo Melosi

2012 Constrained Discretion and Central Bank Transparency
by Francesco Bianchi & Leonardo Melosi

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
by Neil Shephard & Arnaud Doucet

2012 Current Account Benchmarks for Turkey
by Oliver Röhn

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
by Arnaud Doucet & Neil Shephard

2012 A Multi-Method, Spatial Approach for Explaining the Appearance and Passage of Open Space Referenda
by Martin D. Heintzelman & Patrick J. Walsh & Dustin J. Grzeskowiak

2012 Prior Selection for Vector Autoregressions
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri

2012 Estimating Second Order Probability Beliefs from Subjective Survival Data
by Péter Hudomiet & Robert J. Willis

2012 Estimating Loan-to-Value and Foreclosure Behavior
by Arthur Korteweg & Morten Sorensen

2012 Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods
by Mariusz Próchniak & Bartosz Witkowski

2012 On the empirical importance of periodicity in the volatility of financial time series
by Blazej Mazur & Mateusz Pipien

2012 Do those who stay work less? On the impact of emigration on the measured TFP in Poland
by Katarzyna Budnik

2012 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
by Punnoose Jacob & Gert Peersman

2012 Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach
by Rong Zhang & Brett A. Inder & Xibin Zhang

2012 Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
by Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

2012 Energy and Capital in a New-Keynesian Framework
by Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham

2012 Is there a carry trade channel of monetary policy in emerging countries?
by Kornél Kisgergely

2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak

2012 Comparing Hybrid DSGE Models
by Alessia Paccagnini

2012 Herding in a Laboratory Asset Market with a Rich Action Set
by Lora R. Todorova & Bodo Vogt

2012 Measuring and Predicting Heterogeneous Recessions
by Cem Cakmakli & Richard Paap & Dick van Dijk

2012 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

2012 How Should Peer-Review Panels Behave?
by Sgroi, Daniel & Oswald, Andrew J.

2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
by Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
by Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

2012 Contest Functions: Theoretical Foundations and Issues in Estimation
by Hao Jia & Stergios Skaperdas & Samarth Vaidya

2012 Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks
by Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde

2012 Bayesian Semiparametric Regression
by Pelenis, Justinas

2012 Marketing Response Models for Shrinking Beer Sales in Germany
by Polasek, Wolfgang

2012 To Redistribute or Not: A Politician's Dilemma
by Fabiana Machado

2012 Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA
by Márcio Laurini & Márcio Alves Diniz

2012 Dynamic Functional Data Analysis with Nonparametric State Space Models
by Márcio Laurini

2012 Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible
by Augusta Abrahamse & Carla Quiroga Ledezma & Mathew Johnson & Ruth Scipione

2012 Baysian seasonal analysis with robust priors
by Rolando Gonzales Martinez

2012 Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
by Andras Fulop & Junye Li & Jun Yu

2012 Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity
by Hiroaki Chigira & Tsunemasa Shiba

2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
by Jouchi Nakajima & Toshiaki Watanabe

2012 The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility
by Scott Davis

2012 Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
by Ka-Fai Li & Cho-Hoi Hui & Tsz-Kin Chung

2012 Forecasting with Bayesian Vector Autoregressions
by Karlsson, Sune

2012 Conditional posteriors for the reduced rank regression model
by Karlsson, Sune

2012 The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk
by Feldkircher, Martin

2012 De facto currency baskets of China and East Asian economies: The rising weights
by Fang, Ying & Huang, Shicheng & Niu, Linlin

2012 Bayesian forecasting with highly correlated predictors
by Dimitris Korobilis

2012 Large time-varying parameter VARs
by Gary Koop & Dimitris Korobilis

2012 Time-varying Betas of the Banking Sector
by Tomáš Adam & Sona Benecká & Ivo Jánský

2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak

2012 Granger-causal analysis of VARMA-GARCH models
by Tomasz Wozniak

2012 Common Drifting Volatility in Large Bayesian VARs
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
by Matthieu Droumaguet & Tomasz Wozniak

2012 Financial frictions and the role of investment specific technology shocks in the business cycle
by Gunes Kamber & Christie Smith & Christoph Thoenissen

2012 Marginal Likelihood Estimation with the Cross-Entropy Method
by Joshua C C Chan & Eric Eisenstat

2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk

2012 Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?
by Olfa Kaabia & Ilyes Abid & Khaled Guesmi

2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
by Olfa Kaabia & Ilyes Abid

2012 Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models
by Peter Haan & Daniel Kemptner & Arne Uhlendorff

2012 The Empirical Implications of the Interest-Rate Lower Bound
by Gust, Christopher & López-Salido, J David & Smith, Matthew E

2012 Estimating Dynamic Equilibrium Models with Stochastic Volatility
by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

2012 What's News in Business Cycles
by Schmitt-Grohé, Stephanie & Uribe, Martín

2012 Can Rare Events Explain the Equity Premium Puzzle?
by Ghosh, Anisha & Julliard, Christian

2012 Common Drifting Volatility in Large Bayesian VARs
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2012 Prior Selection for Vector Autoregressions
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

2012 Financial Frictions, Financial Shocks, and Aggregate Volatility
by Fuentes-Albero, Cristina

2012 Infinite-state Markov-switching for dynamic volatility and correlation models
by DUFAYS, Arnaud

2012 Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
by Luis Fernando Melo & Rubén Albeiro Loaiza Maya

2012 Assessing the Impact of Fiscal Measures on the Czech Economy
by Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta

2012 Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
by Jaromir Baxa & Miroslav Plasil & Borek Vasicek

2012 Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery
by Sybille Lehwald

2012 Real-time forecasting in a data-rich environment
by Liebermann, Joelle

2012 Assessing the economy-wide effects of quantitative easing
by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos

2012 The impact of QE on the UK economy – some supportive monetarist arithmetic
by Bridges, Jonathan & Thomas, Ryland

2012 Oil price density forecasts: Exploring the linkages with stock markets
by Francesco Ravazzolo & Marco J. Lombardi

2012 Oil price density forecasts: exploring the linkages with stock markets
by Marco J. Lombardi & Francesco Ravazzolo

2012 The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
by Todd E. Clark & Francesco Ravazzolo

2012 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Monetary Transmission Mechanism and Time Variation in the Euro Area
by Kemal Bagzibagli

2012 Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs
by Fabio Canova & Fernando J. P�rez Forero

2012 Euro area and global oil shocks: an empirical model-based analysis
by Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani

2012 Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity
by Enrique Moral-Benito

2012 Heterogeneity and cross-country spillovers in macroeconomic-financial linkages
by Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama

2012 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati

2012 How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR
by SENBETA, Sisay Regassa

2012 Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination
by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

2012 Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009
by Michel Lubrano & Abdoul Aziz Junior Ndoye

2012 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
by Joshua C C Chan

2012 Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
by Joshua C.C. Chan & Justin L. Tobias

2012 A Point Decision For Partially Identified Auction Models
by Gaurab Aryal & Dong-Hyuk Kim

2012 Contributions computationnelles à la statistique Bayésienne
by Jacob, Pierre E.

2012 The Propagation of Regional Recessions
by James D. Hamilton & Michael T. Owyang

2012 Determinants of Economic Growth: A Bayesian Panel Data Approach
by Enrique Moral-Benito

2012 Volatility, Information And Stock Market Crashes
by Nikolaos Antonakakis & Johann Scharler

2012 Wykorzystanie uśrednionych modeli bayesowskich do badania czynników wpływających na poziom nierówności dochodowych w wybranej grupie krajów
by Kamila Sławińska & Bartosz Witkowski

2012 Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data
by Mariusz Próchniak & Bartosz Witkowski

2012 Dekompozycja strukturalna wzrostu gospodarczego z wykorzystaniem bayesowskich modeli granicznych na przykładzie krajów UE15
by Kamil Makieła

2012 A new approach to construction of objective priors: Hellinger information
by Shemyakin, Arkady

2012 Volatility estimation based on extremes of the bridge (in Russian)
by Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
by Justyna Wróblewska

2012 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
by Krzysztof Osiewalski & Jacek Osiewalski

2012 Using VARs and TVP-VARs with Many Macroeconomic Variables
by Gary Koop

2012 On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
by Błażej Mazur & Mateusz Pipień

2012 Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe
by Jesús Crespo Cuaresma & Martin Feldkircher

2012 Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East
by Olivier Parent & Abdallah Zouache

2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

2012 The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis
by HYUN KOOK SHIN & BYOUNG HARK YOO

2012 Un Gran VAR Bayesiano para la Economia Chilena
by Wildo González

2012 Time-Varying Betas of Banking Sectors
by Tomas Adam & Sona Benecka & Ivo Jansky

2012 Entry and submarket concentration: empirical evidence from the pharmaceutical industry
by Maria Letizia Giorgetti

2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
by Karen Poghosyan & Jan R. Magnus

2012 Ajuste del ingreso en México con un enfoque bayesiano
by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

2012 Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model
by Jie Lu & Angang Hu & Yilong Yan

2012 Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
by Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

2012 Does the Canadian economy suffer from Dutch disease?
by Beine, Michel & Bos, Charles S. & Coulombe, Serge

2012 Spatial dynamic panel data models with random effects
by Parent, Olivier & LeSage, James P.

2012 Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
by Liu, Chun & Maheu, John M.

2012 Thousands of models, one story: Current account imbalances in the global economy
by Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair

2012 Taylor rules and the Canadian–US equilibrium exchange rate
by Berger, Tino & Kempa, Bernd

2012 Predictive regressions with time-varying coefficients
by Dangl, Thomas & Halling, Michael

2012 Payout yield, risk, and mispricing: A Bayesian analysis
by Shanken, Jay & Tamayo, Ane

2012 State uncertainty in stock markets: How big is the impact on the cost of equity?
by Han, Yufeng

2012 Forecasting government bond yields with large Bayesian vector autoregressions
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2012 Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis
by Feng, Guohua & Zhang, Xiaohui

2012 Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz

2012 A maximum-entropy approach to the linear credibility formula
by Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam

2012 ClubMed? Cyclical fluctuations in the Mediterranean basin
by Canova, Fabio & Ciccarelli, Matteo

2012 Jump spillovers in energy futures markets: Implications for diversification benefits
by Liu, Qingfu & Tu, Anthony H.

2012 Variable selection and functional form uncertainty in cross-country growth regressions
by Salimans, Tim

2012 Mixtures of g-priors for Bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F.J.

2012 Bayesian model averaging in the instrumental variable regression model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney

2012 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
by Geweke, John

2012 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank

2012 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.

2012 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
by Florens, Jean-Pierre & Simoni, Anna

2012 Bayesian estimation approaches to first-price auctions
by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

2012 A semiparametric stochastic volatility model
by Yu, Jun

2012 Likelihood estimation and inference in threshold regression
by Yu, Ping

2012 Bayesian hypothesis testing in latent variable models
by Li, Yong & Yu, Jun

2012 A Poisson mixture model of discrete choice
by Burda, Martin & Harding, Matthew & Hausman, Jerry

2012 Bayesian estimation of exchange rate regime choice with spatial effect
by Zhang, Guoxiong

2012 Personal indebtedness, spatial effects and crime
by McIntyre, Stuart G. & Lacombe, Donald J.

2012 A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
by Lin, Eric S. & Chou, Ta-Sheng

2012 Perfect classifiers in partial observability bivariate probit
by Poirier, Dale J.

2012 Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
by Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

2012 Marginal likelihood calculation for the Gelfand–Dey and Chib methods
by Liu, Chun & Liu, Qing

2012 Family background variables as instruments for education in income regressions: A Bayesian analysis
by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

2012 Financial market frictions in a model of the Euro area
by Lombardo, Giovanni & McAdam, Peter

2012 Testing for a unit root in the presence of stochastic volatility and leverage effect
by Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

2012 The changing role of house price dynamics over the business cycle
by Dufrénot, Gilles & Malik, Sheheryar

2012 A Bayesian method of combining judgmental and model-based density forecasts
by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

2012 Investment-specific shocks and real business cycles in emerging economies: Evidence from Brazil
by Araújo, Eurilton

2012 The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel
by Argov, Eyal

2012 Bayesian prior elicitation in DSGE models: Macro- vs micropriors
by Lombardi, Marco J. & Nicoletti, Giulio

2012 Learning in an estimated medium-scale DSGE model
by Slobodyan, Sergey & Wouters, Raf

2012 Real rigidities, productivity improvements and investment dynamics
by Giuli, Francesco & Tancioni, Massimiliano

2012 How should firms selectively hedge? Resolving the selective hedging puzzle
by Wojakowski, Rafał M.

2012 Multivariate model-based gap measures and a new Phillips curve for China
by Zhang, Chengsi & Murasawa, Yasutomo

2012 Tests of Mean-Variance Spanning
by Raymond Kan & Guofu Zhou

2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

2012 Credit rating models: merging quantitative variables and qualitative information
by Paola Cerchiello & Paolo Giudici & Enzo Rocca

2012,3rd quarter update Sims, Christopher Albert (born 1942)
by Marcel Boumans

2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

2011 A Comparison of the Bayesian and frequentist approaches to estimation by Francisco J. Samaniego: A review
by Robert, Christian P.

2011 Bayesian Model Selection and Statistical Modeling by Tomohiro Ando: A review
by Robert, Christian P.

2011 Bayesian Decision Analysis: Principles and Practice by Jim Q. Smith: A review
by Robert, Christian P.

2011 Simulation in Statistics
by Robert, Christian P.

2011 Lack of confidence in approximate Bayesian computation model choice
by Robert, Christian P. & Cornuet, Jean-Marie & Marin, Jean-Michel & Pillai, Natesh S.

2011 Exact Bayesian Analysis of Mixtures
by Mengersen, Kerrie & Robert, Christian P.

2011 Bayesian Inference and Computation
by Rousseau, Judith & Marin, Jean-Michel & Robert, Christian P.

2011 Reading Keynes' Treatise on Probability
by Robert, Christian P.

2011 Accounting for Idiosyncratic Wage Risk Over the Business Cycle
by Alisdair McKay & Tamas Papp

2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by GUPTA, RANGAN & KABUNDI, ALAIN

2011 Overvalued: Swedish monetary policy in the 1930s
by Alexander Rathke & Tobias Straumann & Ulrich Woitek

2011 Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector
by Philippe K. Widmer

2011 Accounting for heterogeneity in the measurement of hospital performance
by Philippe K. Widmer & Peter Zweifel & Mehdi Farsi

2011 Confidence in prior knowledge: Calibration and impact on portfolio performance
by Wickern, Tobias

2011 Asset pricing under rational learning about rare disasters
by Koulovatianos, Christos & Wieland, Volker

2011 Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging
by Nikolaos Antonakakis & Gabriele Tondl

2011 Entry Costs & Increasing Trade
by William F. Lincoln & Andrew H. McCallum

2011 ClubMed? Cyclical fluctuations in the Mediterranean basin
by Fabio Canova & Matteo Ciccarelli

2011 On The Cyclicality of Real Wages and Wage Di¤erentials
by Christopher Otrok & Panayiotis M. Pourpourides

2011 Back to the Future: A Simple Solution to Schelling Segregation
by Sylvain Barde

2011 Driving Forces of the Swiss Output Gap
by Stefan Leist

2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
by Martin Burda & John Maheu

2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
by Yong Song

2011 Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
by Van Tongeren, J.W. & Magnus, J.R.

2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
by Poghosyan, K. & Magnus, J.R.

2011 On the Choice of Prior in Bayesian Model Averaging
by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

2011 Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues
by De Luca, G. & Magnus, J.R.

2011 The Role of Monetary Policy in Turkey during the Global Financial Crisis (Kuresel Kriz Doneminde Turkiye'de Para Politikasinin Rolu)
by Harun Alp & Selim Elekdag

2011 Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models
by Rachida Ouysse

2011 Hierarchical Shrinkage in Time-Varying Parameter Models
by Miguel Belmonte & Gary Koop & Dimitris Korobilis

2011 Regime-Switching Cointegration
by Markus Jochmann & Gary Koop

2011 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2011 The Dynamics of UK and US Inflation Expectations
by Deborah Gefang & Gary Koop & Simon Potter

2011 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korobilis

2011 Forecasting with Medium and Large Bayesian VARs
by Gary Koop

2011 Time Varying Dimension Models
by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2011 Understanding Liquidity and Credit Risks in the Financial Crisis
by Deborah Gefang & Gary Koop & Simon Potter

2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
by Gary Koop & Joshua Chan

2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
by Gary Koop & Luca Onorante

2011 On Identification of Bayesian DSGE Models
by Gary Koop & M. Hashem Pesaran & Ron Smith

2011 Back to the future: a simple solution to schelling segregation
by Sylvain Barde

2011 Application-Based Quality Assessment of Internet Access Service
by Daeho Lee & Jungwoo Shin & Junseok Hwang

2011 K-state switching models with endogenous transition distributions
by Sylvia Kaufmann

2011 Is there any evidence of a Greenspan put?
by Pamela Hall

2011 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
by Andras Fulop & Junye Li & Jun Yu

2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

2011 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
by Ye Chen & Jun Yu

2011 Bayesian Hypothesis Testing in Latent Variable Models
by Yong Li & Jun Yu

2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
by Tore Selland Kleppe & Jun Yu & Hans J. skaug

2011 Do Bayesians learn their way out of ambiguity?
by Alexander Zimper

2011 Methods for Computing Marginal Data Densities from the Gibbs Output
by Cristina Fuentes-Albero & Leonardo Melosi

2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
by Wolfgang Polasek

2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
by Wolfgang Polasek

2011 Regime-Switching Cointegration
by Markus Jochmann & Gary Koop

2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Hierarchical Shrinkage in Time-Varying Parameter Models
by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
by Wolfgang Polasek

2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
by Wolfgang Polasek & Richard Sellner

2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
by Dimitris Korobilis

2011 The Dynamic Effects of U.S. Monetary Policy on State Unemployment
by Dimitris Korobilis & Michelle Gilmartin

2011 Bayesian Model Averaging in the Instrumental Variable Regression Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2011 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2011 Does Uncertainty Affect Investment Expenditure? A Comment
by Cantillo, Andres

2011 Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia
by Timerga, Genanew & Gotu, Butte & Alem, Yegnanew

2011 Posterior consistency of nonparametric conditional moment restricted models
by Liao, Yuan & Jiang, Wenxin

2011 Mixtures of g-priors for Bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F. J.

2011 Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
by Qian, Hang

2011 Estimation of a system of national accounts: implementation with mathematica
by Temel, Tugrul

2011 Technology news and the U.S. economy: Time variation and structural changes
by Berg, Tim Oliver

2011 Bayesian estimation of small-scale DSGE model of the Ukrainian economy
by Semko, Roman

2011 Multi-variate quickest detection of significant change process
by Szajowski, Krzysztof

2011 Default probability estimation in small samples - with an application to sovereign bonds
by Orth, Walter

2011 Bayesian inference with monotone instrumental variables
by Qian, Hang

2011 The formation of offer prices in farmland markets: A hedonic price approach
by Temel, Tugrul

2011 Hierarchical shrinkage in time-varying parameter models
by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

2011 Estimates of the long-run growth rate of Singapore with a CES production function
by Rao, B. Bhaskara & Shankar, Sriram

2011 Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
by Mike, Tsionas & Subal, Kumbhakar

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by Korobilis, Dimitris

2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
by Gonzalez-Astudillo, Manuel

2011 Why inferential statistics are inappropriate for development studies and how the same data can be better used
by Ballinger, Clint

2011 Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity
by Salois, Matthew & Balcombe, Kelvin

2011 Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference
by Kociecki, Andrzej

2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
by Ardia, David & Lennart, Hoogerheide & Nienke, Corré

2011 Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach
by Nguefack-Tsague, Georges & Zucchini, Walter

2011 Fiscal Volatility Shocks and Economic Activity
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez

2011 Sticking with What (Barely) Worked
by Lars Lefgren & Brennan Platt & Joseph Price

2011 Clearing Up the Fiscal Multiplier Morass
by Eric M. Leeper & Nora Traum & Todd B. Walker

2011 What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
by Jessica A. Wachter & Missaka Warusawitharana

2011 Fiscal Volatility Shocks and Economic Activity
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez

2011 Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care
by Anirban Basu

2011 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

2011 Forecasts in a Slightly Misspecified Finite Order VAR
by Ulrich K. Müller & James H. Stock

2011 Predictivistic Bayesian Forecasting System
by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek

2011 An Estimatable DCDP Model of Search and Matching in Real Estate Markets
by Stuart J. Fowler & Jennifer J. Wilgus

2011 Bayesian semiparametric GARCH models
by Xibin Zhang & Maxwell L. King

2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
by Xibin Zhang & Maxwell L. King & Han Lin Shang

2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
by Bálint Tamási & Balázs Világi

2011 The Sequencing Problem in Sequential Investigation Processes
by Jürgen-Peter Kretschmer

2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts

2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Housing and Banking in a Small Open Economy DSGE Model
by Viktors Ajevskis & Kristine Vitola

2011 Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling
by Viktors Ajevskis & Kristine Vitola

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults
by Maksym Obrizan

2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
by Fernández-Kranz, Daniel & Paul, Marie & Rodríguez-Planas, Núria

2011 Part-Time Work, Fixed-Term Contracts, and the Returns to Experience
by Fernández-Kranz, Daniel & Paul, Marie & Rodriguez-Planas, Nuria

2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
by Dube, Arindrajit & Lester, T. William & Reich, Michael

2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
by Dube, Arindrajit & Lester, T. William & Reich, Michael

2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
by Troske, Kenneth & Voicu, Alexandru

2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
by Troske, Kenneth & Voicu, Alexandru

2011 On Identification of Bayesian DSGE Models
by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.

2011 On Identification of Bayesian DSGE Models
by Koop, Gary & Pesaran, Hashem & Smith, Ron P.

2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
by Chib, Siddhartha & Jacobi, Liana

2011 Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis
by Chib, Siddhartha & Jacobi, Liana

2011 Income missing values imputation: EVS 1999 and 2008
by SARRACINO Francesco

2011 Multivariate Stochastic Volatility via Wishart Processes - A Continuation
by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde

2011 Conflict resolution through mutuality: Lessons from Bayesian updating
by Srijit Mishra

2011 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
by Michal Franta

2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
by Jouchi Nakajima

2011 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
by Jouchi Nakajima

2011 Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
by Norets, Andriy & Pelenis, Justinas

2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
by Polasek, Wolfgang

2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
by Polasek, Wolfgang

2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
by Polasek, Wolfgang & Sellner, Richard

2011 Sensitivity Analysis of SAR Estimators
by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

2011 Bayesian Factor Selection in Dynamic Term Structure Models
by Márcio Laurini

2011 Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
by Márcio Laurini & Luiz Koodi Hotta

2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

2011 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
by Jouchi Nakajima & Toshiaki Watanabe

2011 Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares
by Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui

2011 Robust Growth Determinants
by Doppelhofer, Gernot & Weeks, Melvyn

2011 Identifying structural shocks behind loan supply fluctuations in Russia
by Deryugina, Elena B. & Ponomarenko, Alexey A.

2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
by Jim Malley & Ulrich Woitek

2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
by Xiaoshan Chen & Ronald MacDonald

2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
by Deschamps, Philippe J.

2011 Estimating Correlated Jumps and Stochastic Volatilities
by Jiří Witzany

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Casarin, R. & Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.

2011 Forecasting growth in eastern Europe and central Asia
by Franziska Ohnsorge & Yevgeniya

2011 On the welfare costs of misspecified monetary policy objectives
by Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume

2011 On the Cyclicality of Real Wages and Wage Differentials
by Christopher Otrok & Panayiotis M. Pourpourides

2011 Mixtures of g-priors for bayesian model averaging with economic applications
by Eduardo Ley & Mark F.J. Steel

2011 Fiscal Volatility Shocks and Economic Activity
by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Kuester, Keith & Rubio-Ramírez, Juan Francisco

2011 Asset Pricing under Rational Learning about Rare Disasters
by Koulovatianos, Christos & Wieland, Volker

2011 Bayesian VARs: Specification Choices and Forecast Accuracy
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2011 Bayesian methods
by BAUWENS, Luc & KOROBILIS, Dimitris

2011 Estimating and forecasting structural breaks in financial time series
by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

2011 Hierarchical shrinkage in time-varying parameter models
by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

2011 VAR forecasting using Bayesian variable selection
by KOROBILIS, Dimitris

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by KOROBILIS, Dimitris

2011 Marginal likelihood for Markov-switching and change-point GARCH models
by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

2011 An Introductory Review of a Structural VAR-X Estimation and Applications
by Sergio Ocampo & Norberto Rodríguez

2011 Foreign reserves´ strategic asset allocation
by Carlos León & Daniel vela

2011 Forecasting With Many Predictors. An Empirical Comparison
by Eliana González

2011 "Tropical" Real Business Cycles? A Bayesian Exploration
by Andrés Fernández

2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Overvalued: Swedish Monetary Policy in the 1930s
by Alexander Rathke & Tobias Straumann & Ulrich Woitek

2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
by Jim Malley & Ulrich Woitek

2011 Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models
by Arturo Ormeño

2011 On Identification of Bayesian DSGE Models
by Gary Koop & M. Hashem Pesaran & Ron P. Smith

2011 Robust Growth Determinants
by Gernot Doppelhofer & Melvyn Weeks

2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
by Marek Jarocinski & Albert Marcet

2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
by Pami Dua & Rajiv Ranjan

2011 A Bayesian copula model for stochastic claims reserving
by Luca Regis

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 On Identification of Bayesian DSGE Models
by Koop, G. & Pesaran, M.H. & Smith, R.

2011 Robust Growth Determinants
by Doppelhofer, G. & Weeks, M.

2011 Fiscal News and Macroeconomic Volatility
by Benjamin Born & Alexandra Peter & Johannes Pfeifer

2011 Policy Risk and the Business Cycle
by Benjamin Born & Johannes Pfeifer

2011 Financial intermediaries in an estimated DSGE model for the United Kingdom
by Villa, Stefania & Yang, Jing

2011 Are EME indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz

2011 A Medium-Scale New Keynesian Open Economy Model of Australia
by Jarkko P. Jääskelä & Kristoffer Nimark

2011 ClubMed Cyclical Fluctuations in the Mediterranean Basin
by Fabio Canova & Matteo Ciccarelli

2011 Interpreting the Hours-Technology time-varying relationship
by Cantore, C. & Ferroni, F. & León-Ledesma, M A.

2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
by Avouyi-Dovi, S. & Sahuc, J-G.

2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
by Malik, S. & Pitt, M. K.

2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
by Juan Carlos Martínez-Ovando & Stephen G. Walker

2011 Bayesian analysis of coefficient instability in dynamic regressions
by Emanuela Ciapanna & Marco Taboga

2011 Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth
by Enrique Moral-Benito

2011 TFP growth and its determinants: nonparametrics and model averaging
by Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara

2011 Modeling Mortality with a Bayesian Vector Autoregression
by Carolyn Njenga & Michael Sherris

2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

2011 Bayesian stochastic model specification search for seasonal and calendar effects
by Stefano Grassi & Tommaso Proietti

2011 Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi
by Fethi Ogunc & Cagri Sarikaya

2011 Decomposing Income Differentials Between Roma And Non-Roma In South East Europe
by Susanne Milcher

2011 Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach
by Caraiani, Petre

2011 Investment Shocks and the Relative Price of Investment
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti

2011 Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial
by Salas, Jorge

2011 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
by Łukasz Kwiatkowski

2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
by Justyna Wróblewska

2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
by Anna Pajor

2011 Bayesian Variations on the Frisch and Waugh Theme
by Jacek Osiewalski

2011 A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
by HERNÁNDEZ-BASTIDA, AGUSTIN & FERNÁNDEZ-SÁNCHEZ, Mª PILAR & GÓMEZ-DÉNIZ, EMILIO

2011 Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions
by Radhey S. Singh & Lichun Wang

2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
by Jouchi Nakajima

2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
by Chiara Scotti

2011 Parameter Drifting in a DSGE Model Estimated on Czech Data
by Jaromir Tonner & Jiri Polansky & Osvald Vašíèek

2011 A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models
by Martin Fukaè & Vladimír Havlena

2011 Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz
by Nuri YAVAN

2011 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
by Mehmet Caner

2011 Measuring inequality of subjective well-being: A Bayesian approach
by Hasegawa, Hikaru & Ueda, Kazuhiro

2011 Accounting for regime and parameter uncertainty in regime-switching models
by Hartman, Brian M. & Heaton, Matthew J.

2011 Bayesian inference in a sample selection model
by van Hasselt, Martijn

2011 Bayesian inference in a time varying cointegration model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.

2011 Output gap measurement and the New Keynesian Phillips curve for China
by Zhang, Chengsi & Murasawa, Yasutomo

2011 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
by Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony

2011 Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models
by Angang Hu & Jie Lu & Zhengyan Xiao

2011 CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
by Jesús Yoel Crespo

2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
by Hedibert F. Lopes & Justin L. Tobias

2011 Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania
by Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)

2011 Alternative bvar models for forecasting inflation
by H. Heidari

2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
by Rangan Gupta & Rudi Steinbach

2010 Reliable Methods of Judgement Aggregation
by Hartmann, Stephan & Pigozzi, Gabriella & Sprenger, Jan

2010 In defence of model-based inference in phylogeography
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2010 Asymptotic Behaviour of the Posterior Distribution in Mixture Models with too many Components
by Rousseau, Judith & Mengersen, Kerrie

2010 How Should We Combine Expert Opinions: On Elicitation, Encoding, Priors or Posteriors?
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2010 On Resolving the Savage-Dickey Paradox
by Robert, Christian P. & Marin, Jean-Michel

2010 On resolving the Savage–Dickey paradox
by Marin, Jean-Michel & Robert, Christian P.

2010 On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series
by Kruijer, Willem & Rousseau, Judith

2010 Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations
by Donnet, Sophie & Foulley, Jean-Louis & Samson, Adeline

2010 Bayesian Estimation of a Covariance Matrix: Application for Asset and Liabiliy Management
by Marin, Jean-Michel & Féron, Olivier & Bouriga, Mathilde & Robert, Christian P.

2010 Bayesian Adaptive Estimation Using a Sieve Prior
by Arbel, Julyan

2010 Détection de sélection darwinienne sur un gène par une approche sans vraisemblance
by Rodolphe, François & Robert, Christian P. & Grelaud, Aude

2010 Bayesian Nonparametric Inference of Decreasing Densities
by Khazaei, Soleiman & Rousseau, Judith

2010 On computational tools for Bayesian data analysis
by Robert, Christian P. & Marin, Jean-Michel

2010 Bayesian computational methods (2e ed.)
by Robert, Christian P.

2010 The Search for Certainty: a critical assessment
by Robert, Christian P.

2010 On Bayesian Data Analysis
by Rousseau, Judith & Robert, Christian P.

2010 Model choice versus model criticism
by Chen, Carla & Mengersen, Kerrie & Robert, Christian P.

2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
by Tai-kuang Ho & Kuo-chun Yeh

2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
by Arto Luoma & Jani Luoto

2010 The heterogeneous effects of training incidence and duration on labor market transitions
by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

2010 Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration
by Schindler, Felix & Voronkova, Svitlana

2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
by Klarl, Torben

2010 Loan supply in Germany during the financial crisis
by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan

2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
by David E. Giles

2010 Experiencing simulated outcomes
by Robin Hogarth & Emre Soyer

2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

2010 Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen: A Bayesian Approach
by Shawn Ni & Jie Chen

2010 Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population
by Carly Cheevers & Orla Doyle & Kelly McNamara

2010 Decomposing Gender Differences in College Student Earnings Expectations
by Liam Delaney & Colm Harmon & Cathy Remond

2010 Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry
by Franco Mariuzzo & Xiaoheng Zhang

2010 Vulnerability to Poverty: A Microeconometric Approach and Application to the Republic of Haiti
by Evans Jadotte

2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
by Florens, Jean-Pierre & Simoni, Anna

2010 Subjective Health Expectations
by Kim P. Huynh & Juergen Jung

2010 Modelling Realized Covariances and Returns
by Xin Jin & John M Maheu

2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
by Chun Liu & John M Maheu

2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
by Necati Tekatli

2010 MUSE: Monetary Union and Slovak Economy model
by Matus Senaj & Milan Vyskrabka & Juraj Zeman

2010 What Determined Conservative Success in the 2010 U.K. General Election? A Bayesian Spatial Econometric Analysis
by Christa Jensen & Donald Lacombe & Stuart Mcintyre

2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
by Markus Jochmann

2010 Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time
by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

2010 Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation
by Francesco Giuli & Massimiliano Tancioni

2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

2010 Tail Return Analysis of Bear Stearns Credit Default Swaps
by Liuling Li & Bruce Mizrach

2010 Disaggregating Real Exchange Rate Dynamics: A Structural Approach
by P. JACOB

2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
by Pavelescu, Florin Marius

2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
by Feldkircher, Martin

2010 The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
by Feldkircher, Martin & Zeugner, Stefan

2010 Changing Impact of Fiscal Policy on Selected ASEAN Countries
by Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

2010 VAR Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis

2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
by Francisco J. Ruge-Murcia

2010 Chow-Lin Methods in Spatial Mixed Models
by Wolfgang Polasek & Richard Sellner & Carlos Llano

2010 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
by Takashi Oga & Wolfgang Polasek

2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
by Markus Jochmann

2010 Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy
by Salas, Jorge

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2010 Time-varying fiscal policy in the U.S
by Manuel Coutinho Pereira & Artur Silva Lopes

2010 Marginal likelihood calculation for gelfand-dey and Chib Method
by Liu, Chun

2010 Vector autoregression with varied frequency data
by Qian, Hang

2010 Monetary policy and sunspot fluctuation in the U.S. and the Euro area
by Hirose, Yasuo

2010 Linear regression using both temporally aggregated and temporally disaggregated data: Revisited
by Qian, Hang

2010 The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
by Moussa, Zakaria

2010 A Bayesian Model of Sample Selection with a Discrete Outcome Variable
by Maksym, Obrizan

2010 An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework
by Kobayashi, Yohei & Fujikawa, Takemi

2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
by Zhu, Junjun & Xie, Shiyu

2010 The dynamic effects of U.S. monetary policy on state unemployment
by Korobilis, Dimitris & Gilmartin, Michelle

2010 Bayesian stochastic model specification search for seasonal and calendar effects
by Tommaso, Proietti & Stefano, Grassi

2010 Mixtures of g-priors for Bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F. J.

2010 Farm Income, Population, and Farmland Prices: A Relative Information Approach
by Salois, Matthew & Moss, Charles & Erickson, Kenneth

2010 The determinants of macroeconomic volatility: A Bayesian model averaging approach
by Spiliopoulos, Leonidas

2010 Posterior Predictive Analysis for Evaluating DSGE Models
by Faust, Jon & Gupta, Abhishek

2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
by Gupta, Abhishek

2010 Firm leverage, household leverage and the business cycle
by Solomon, Bernard Daniel

2010 A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach
by Zenetti, German

2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
by Morone, Marco & Cornaglia, Anna

2010 The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage
by Balcombe, Kelvin & Tiffin, R

2010 Provision of an environmental output within a multi-output distance function approach
by Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin

2010 Integrating spatial dependence into stochastic frontier analysis
by Areal, Francisco J & Balcombe, Kelvin & Tiffin, R

2010 Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis
by Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

2010 DSGE Model Validation in a Bayesian Framework: an Assessment
by Paccagnini, Alessia

2010 Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions
by Teng, Jimmy

2010 Efficient Bayesian estimation and combination of GARCH-type models
by Ardia, David & Hoogerheide, Lennart F.

2010 Measuring the dependence structure between yield and weather variables
by Bokusheva, Raushan

2010 Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
by Sinha, Pankaj & Jayaraman, Prabha

2010 A new approach to the credibility formula
by Payandeh Najafabadi, Amir T.

2010 Eco-label Adoption in an Interdependent World
by Monteiro, Jose-Antonio

2010 Reading the Recent Monetary History of the U.S., 1959-2007
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

2010 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
by Jesús Crespo Cuaresma & Martin Feldkircher

2010 The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery
by Łukasz Rawdanowicz

2010 Can Emerging Asset Price Bubbles be Detected?
by Jesús Crespo Crespo Cuaresma

2010 What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices
by Michael Kirker

2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
by Andrew Coleman & Özer Karagedikli

2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

2010 Asset Allocation
by Jessica Wachter

2010 An Empirical Model for Strategic Network Formation
by Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman

2010 Reading the Recent Monetary History of the U.S., 1959-2007
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez

2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
by RUGE-MURCIA, Francisco J.

2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
by RUGE-MURCIA, Francisco J.

2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
by William Griffiths & Xiaohui Zhang & Xueyan Zhao

2010 Probabilistic Forecasts of Volatility and its Risk Premia
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

2010 Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
by Shuowen Hu & D.S. Poskitt & Xibin Zhang

2010 A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market
by Zoltán M. Jakab & Éva Kaponya

2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
by William Griffiths & Xiaohui Zhang & Xueyan Zhao

2010 Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis
by Magdalena Petrovska & Gani Ramadani

2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
by Jeroen V.K. Rombouts & Lars Stentoft

2010 Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being
by Yélé Maweki Batana & Jean-Yves Duclos

2010 Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia
by Kristine Vitola & Ludmila Fadejeva

2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
by Massimiliano Caporin & Michael McAleer

2010 Options on Multiple Assets in a Mean-Reverting Model
by Masahiko Egami & Tadao Oryu

2010 What drives Endogenous Growth in the United States?
by Dennis Wesselbaum

2010 Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
by Ruipeng Liu & Thomas Lux

2010 Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations
by Sebastian Sienknecht

2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

2010 Eco-label Adoption in an Interdependent World
by José-Antonio Monteiro

2010 Modeling House Prices using Multilevel Structured Additive Regression
by Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

2010 Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models
by Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

2010 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi

2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
by Polasek, Wolfgang & Sellner, Richard

2010 The Asia Financial Crises and Exchange Rates
by Oga, Takashi & Polasek, Wolfgang

2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
by Florens, Jean-Pierre & Simoni, Anna

2010 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
by Roberto Leon-Gonzalez & Fuyu Yang

2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
by Nikolaus Hautsch & Fuyu Yang

2010 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki

2010 Modeling Conditional Densities Using Finite Smooth Mixtures
by Li, Feng & Villani, Mattias & Kohn, Robert

2010 Bayesian Inference in Structural Second-Price common Value Auctions
by Wegmann , Bertil & Villani, Mattias

2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE models
by Strid, Ingvar & Giordani, Paolo & Kohn, Robert

2010 Risk-based classification of financial instruments in the Finnish statutory pension scheme TyEL
by Tanskanen , Antti J & Niininen , Petri & Vatanen, Kari

2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by A. Carriero & G. Kapetanios & M. Marcellino

2010 Does capacity utilisation help estimating the TFP cycle?
by Christophe Planas & Werner Roeger & Alessandro Rossi

2010 Inference for stochastic volatility models using time change transformations
by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
by Francesco Ravazzolo & Shaun P. Vahey

2010 Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

2010 Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis
by Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik

2010 A joint detection-estimation framework for analysing within-subject fMRI data
by Vincent, Thomas & Risser, Laurent & Ciuciu, Pierre & Donnet, Sophie

2010 Communication in Bayesian games: Overview of work on implementing mediators in game theory
by Forges, Françoise

2010 Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
by Rousseau, Judith

2010 Bayesian analysis of growth curves using mixed models defined by stochastic differential equations
by Foulley, Jean-Louis & Samson, Adeline & Donnet, Sophie

2010 Non-linear models of disability and age applied to census data
by Irene Albarrán & Pablo J. Alonso & Juan Miguel Marín

2010 Macroeconomics and Volatility: Data, Models, and Estimation
by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
by Chang, Yongsung & Schorfheide, Frank

2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

2010 Reading the Recent Monetary History of the U.S., 1959-2007
by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

2010 Option pricing with asymmetric heteroskedastic normal mixture models
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

2010 Multivariate option pricing with time varying volatility and correlations
by ROMBOUTS, Jeroen J. K & STENTOFT, Lars

2010 Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE
by Luis Alejandro Lee P & Angélica María Quiroga E.

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Panel Growth Regressions With General Predetermined Variables: Likelihood-Based Estimation And Bayesian Averaging
by Enrique Moral-Benito

2010 Time varying fiscal policy in the U.S
by Manuel Coutinho Pereira & Artur Silva Lopes

2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
by Jeroen Rombouts & Lars Peter Stentoft

2010 Multivariate Option Pricing With Time Varying Volatility and Correlations
by Jeroen Rombouts & Lars Peter Stentoft

2010 An Extended Macro-Finance Model with Financial Factors
by Hans Dewachter & Leonardo Iania

2010 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
by Massimiliano Caporin & Michael McAleer

2010 Combining predictive densities using Bayesian filtering with applications to US economics data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2010 Why do people give less weight to advice the further it is from their initial opinion?
by Francesco Ravazzolo & Øistein Røisland

2010 Forecast densities for economic aggregates from disaggregate ensembles
by Francesco Ravazzolo & Shaun P. Vahey

2010 Term structure forecasting using macro factors and forecast combination
by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

2010 Experiencing Simulated Outcomes
by Robin Hogarth & Emre Soyer

2010 The changing role of house price dynamics over the business cycle
by Dufrénot, G. & Malik, S.

2010 Did Tax Policies mitigate US Business Cycles?
by Jimborean, R. & Ferroni, F.

2010 Determinants of economic growth: A Bayesian panel data approach
by Enrique Moral-Benito

2010 On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model
by Sarah Zubairy

2010 Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
by James Chapman & Yinan Zhang

2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk

2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
by Jeroen V.K. Rombouts & Lars Stentoft

2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
by Jeroen V.K. Rombouts & Lars Stentoft

2010 DEPENDENCE MODELING:Vine Copula Handbook
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2010 A New Core Inflation Indicator for Turkey
by Necati Tekatli

2010 Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
by Yvan Lengwiler & Jean-Marc Natal

2010 Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
by Stefan Leist & Klaus Neusser

2010 Forecasting Romanian GDP Using a BVAR Model
by Caraiani, Petre

2010 A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
by Eisenstat, Eric

2010 Bayesian Analysis Of Cartel Stability And Regime Switching
by EISENSTAT, Eric

2010 Bayesian analysis in the case of an estimated parameter following a stochastic process
by Slutskin, Lev

2010 Bayesian Methods for Completing Data in Spatial Models
by Wolfang Polasek & Carlos Llano & Richard Sellner

2010 An Agnostic Look at Bayesian Statistics and Econometrics
by Russell Davidson

2010 On the Relevance of the Bayesian Approach to Statistics
by Christian P. Robert

2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
by Jacek Osiewalski & Anna Pajor

2010 Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework
by Łukasz Kwiatkowski

2010 Combining VAR Forecast Densities Using Fast Fourier Transform
by Jakub Ryšánek

2010 Bayesian Approach Of Decision Problems
by Dragoş Stuparu & Tomiţă Vasile & Cora-Ionela Dăniasă

2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
by Jesús Crespo Cuaresma & Tomáš Slacík

2010 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Koop, Gary & Korobilis, Dimitris

2010 Tudományos fokozattal rendelkező fiatal biológusok munkahelyi orientációja
by Mosoniné Fried, Judit & Pálinkó, Éva & Soós, Sándor

2010 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
by Michal Franta & Branislav Saxa & Kateøina Šmídková

2010 Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
by Carlo Migliardo

2010 Tropical" Real Business Cycles? A Bayesian Exploration"
by ANDRÉS FERNÁNDEZ

2010 Bankarization and Determinants of Availability of Banking Services in Argentina
by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
by Rangan Gupta & Alain Kabundi

2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparamatric estimation of the density
by Rousseau, Judith

2009 Bayesian Goodness-of-Fit Testing with Mixtures of Triangular Distributions
by Mengersen, Kerrie & Rousseau, Judith & Mcvinish, Ross

2009 Harold Jeffreys' Theory of Probability revisited
by Chopin, Nicolas & Robert, Christian P. & Rousseau, Judith

2009 Trends and Cycles of Tech-Pole Housing Prices
by Wensheng Kang

2009 A Structured Covariance Probit Demand Model
by Michael Cohen

2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
by Jim Malley & Ulrich Woitek

2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
by Jim Malley & Ulrich Woitek

2009 A bayesian approach to model-based clustering for panel probit models
by Aßmann, Christian & Boysen-Hogrefe, Jens

2009 The Determinants of Economic Growth in European Regions
by Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

2009 The Determinants of Regional Economic Growth by Quantile
by Jesus Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer

2009 A survey of sequential Monte Carlo methods for economics and finance
by Creal, D.

2009 Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada
by Allison Davis & Klaus Moeltner

2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
by Shawn Ni & Antonello Loddo & Dongchu Sun

2009 Modelling Realized Covariances
by Xin Jin & John M Maheu

2009 Extracting bull and bear markets from stock returns
by John M Maheu & Thomas H McCurdy & Yong Song

2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
by Markus Jochmann

2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korompilis

2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
by Dimitris Korompilis

2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
by Yuri Park & Hyunnam Kim & Jongsu Lee

2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
by Jungwoo Shin & Chang Seob Kimi & Jongsu Lee

2009 A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data
by Jongsu Lee & Jae Young Choi & Youngsang Cho

2009 Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
by Tore Selland Kleppe & Hans J. Skaug & Jun Yu

2009 Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
by Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

2009 The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area
by Carlo Altavilla & Matteo Ciccarelli

2009 Firm-Specific Capital, Productivity Shocks and Investment Dynamics
by Francesco Giuli & Massimiliano Tancioni

2009 Could we have predicted the recent downturn in the South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2009 Bayesian Approach To Risk Assessment In Knowledge Based Authentication
by Dragos PALAGHITA & Bogdan ZURBAGIU

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Gary Koop & Dimitris Korobilis

2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
by Markus Jochmann

2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
by Dimitris Korobilis

2009 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2009 Learning under Fear of Floating
by Bigio, Saki

2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy
by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

2009 A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models
by Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain

2009 Bayesian estimation of a DSGE model for the Portuguese economy
by Vanda Almeida

2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
by Qian, Hang

2009 Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data
by Qian, Hang

2009 Forecasting output growth by the yield curve: the role of structural breaks
by He, Zhongfang

2009 Assessing the transmission of monetary policy using dynamic factor models
by Korobilis, Dimitris

2009 The Nature and Determinants of Volatility in Agricultural Prices
by Balcombe, Kelvin

2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
by Lanne, Markku & Luoma, Arto & Luoto, Jani

2009 Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
by Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J.

2009 Learning and heterogeneity in GDP and inflation forecasts
by Lahiri, Kajal & Sheng, Xuguang

2009 VAR forecasting using Bayesian variable selection
by Korobilis, Dimitris

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Koop, Gary & Korobilis, Dimitris

2009 Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora
by Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

2009 An Extended Macro-Finance Model with Financial Factors
by Dewachter, Hans & Iania, Leonardo

2009 Input and Output Inventories in the UK
by Tsoukalas, John

2009 The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence
by Alper, Emre & Hatipoglu, Ozan

2009 Properties of distributions with increasing failure rate
by Brusset, Xavier

2009 A Bayesian analysis of government expenditure in Nigeria
by Olayeni, Olaolu Richard

2009 Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan
by Hashiguchi, Yoshihiro

2009 An Extended Macro-Finance Model with Financial Factors
by Dewachter, Hans & Iania, Leonardo

2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
by Ardia, David

2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
by Bušs, Ginters

2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
by Sinha, Pankaj & Jayaraman, Prabha

2009 A small open economy model for Nigeria: a BVAR-DSGE approach
by Olayeni, Olaolu Richard

2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
by Sinha, Pankaj & Jayaraman, Prabha

2009 Trend agnostic one step estimation of DSGE models
by Ferroni, Filippo

2009 Eventology versus contemporary theories of uncertainty
by Vorobyev, Oleg

2009 MEDEA: A DSGE Model for the Spanish Economy
by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

2009 The Econometrics of DSGE Models
by Jesús Fernández-Villaverde

2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
by Chris Bloor & Troy Matheson

2009 Manipulation Robustness of Collaborative Filtering Systems
by Benjamin Van Roy & Xiang Yan

2009 Investment Shocks and Business Cycles
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti

2009 Dynamics of Fiscal Financing in the United States
by Eric M. Leeper & Michael Plante & Nora Traum

2009 Bayesian and Frequentist Inference in Partially Identified Models
by Hyungsik Roger Moon & Frank Schorfheide

2009 DSGE Model-Based Forecasting of Non-modelled Variables
by Frank Schorfheide & Keith Sill & Maxym Kryshko

2009 The Econometrics of DSGE Models
by Jesús Fernández-Villaverde

2009 Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
by Guohua Feng & Apostolos Serletis

2009 The German elections in the 1870s: why Germany turned from liberalism to protectionism
by Sibylle Lehmann

2009 Perceiving the Value of Business Planning
by Anne Chwolka & Matthias Raith

2009 On Marginal Likelihood Computation in Change-point Models
by Luc Bauwens & Jeroen V.K. Rombouts

2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen V.K. Rombouts & Lars Stentoft

2009 Does the Canadian economy suffer from Dutch Disease?
by Michel Beine & Charles Bos & Serge Coulombe

2009 Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective
by Viktors Ajevskis & Kristine Vitola

2009 Estimation of the Euro Area Output Gap Using the NAWM
by Günter Coenen & Frank Smets & Igor Vetlov

2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
by Boriss Siliverstovs

2009 The Role of Labor Markets for Euro Area Monetary Policy
by Kai Christoffel & Keith Kuester & Tobias Linzert

2009 Volatility, Information and Stock Market Crashes
by Nikolaos Antonakakis & Johann Scharler

2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
by Troske, Kenneth & Voicu, Alexandru

2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
by Troske, Kenneth & Voicu, Alexandru

2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
by Troske, Kenneth & Voicu, Alexandru

2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
by Troske, Kenneth & Voicu, Alexandru

2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
by Jesus Crespo Cuaresma & Martin Feldkircher

2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter

2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

2009 The Evolution of Loan Rate Stickiness Across the Euro Area
by Jouchi Nakajima & Yuki Teranishi

2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu

2009 Bayesian Methods for Completing Data in Space-time Panel Models
by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

2009 Testing for a Constant Mean Function using Functional Regression
by Jin Seo Cho & Meng Huang & Halbert White

2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach
by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity
by Hiroaki Chigira & Tsunemasa Shiba

2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
by Giordani, Paolo & Villani, Mattias

2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
by Li, Feng & Villani, Mattias & Kohn, Robert

2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
by de Luna, Xavier & Lundin, Mathias

2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J

2009 Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states
by Mehrotra, Aaron & Slacik, Tomas

2009 Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators
by Boris Branisa & Adriana Cardozo

2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
by Jim Malley & Ulrich Woitek

2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
by Jim Malley & Ulrich Woitek

2009 Bayesian estimation of an extended local scale stochastic volatility model
by Deschamps, Philippe J.

2009 Which Factors Capitalize into House Prices? A Bayesian Averaging Approach
by David Stadelmann

2009 Investment Shocks and the Relative Price of Investment
by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

2009 Do expectations matter? The Great Moderation revisited
by Canova, Fabio & Gambetti, Luca

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Ahmadi, Pooyan Amir & Ritschl, Albrecht

2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2009 Sectoral Price Data and Models of Price Setting
by Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko

2009 MEDEA: A DSGE Model for the Spanish Economy
by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

2009 What’s News in Business Cycles
by Schmitt-Grohé, Stephanie & Uribe, Martín

2009 On the Statistical Identification of DSGE Models
by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

2009 The Econometrics of DSGE Models
by Fernández-Villaverde, Jesús

2009 On marginal likelihood computation in change-point models
by BAUWENS, Luc & ROMBOUTS, Jeroen

2009 Bayesian option pricing using mixed normal heteroskedasticity models
by ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

2009 Analisis de regresion
by Ignacio Velez-Pareja

2009 Conceptos basicos de probabilidad
by Ignacio Velez-Pareja

2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen Rombouts & Lars Peter Stentoft

2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
by Li LIN & Ruo En REN & Didier SORNETTE

2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
by Jim Malley & Ulrich Woitek

2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
by Jim Malley & Ulrich Woitek

2009 The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area
by Carlo Altavilla & Matteo Ciccarelli

2009 Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach
by Ali Bayar & Bram Smeets

2009 The Determinants of Economic Growth in European Regions
by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

2009 Learning in an Estimated Medium-Scale DSGE Model
by Sergey Slobodyan & Raf Wouters

2009 A Correction Function Approach to Solve the Incidental Parameter Problem
by Li, GuangJie & Leon-Gonzalez, Roberto

2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
by Li, GuangJie

2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence
by Li, GuangJie

2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR
by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley

2009 Extreme Value GARCH modelling with Bayesian Inference
by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao

2009 Acquisition, Involvency and Managers in UK Small Companies
by Natalia Isachenkova & Melvyn Weeks

2009 Real-Time Inflation Forecasting in a Changing World
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

2009 Macro modelling with many models
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

2009 The effects of fiscal expansions: an international comparison
by Evi Pappa

2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

2009 Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
by Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

2009 Spain in the euro: a general equilibrium analysis
by Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas

2009 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M. Maheu

2009 Statistical prediction of the outcome of a noncooperative game
by James W. Bono & David H. Wolpert

2009 A Bayesian Analysis of Total Factor Productivity Persistence
by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty

2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
by Jeroen V.K. Rombouts & Lars Stentoft

2009 Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy
by Raja Chakir

2009 Multicollinearity In Applied Economics Research And The Bayesian Linear Regression
by Eisenstat, Eric

2009 Honorary Lecture on S. James Press and Bayesian Analysis
by Arnold Zellner

2009 Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères
by Gilles Allaire & Eric Cahuzac & Michel Simioni

2009 Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach
by Kamil Makieła

2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
by Jacek Osiewalski & Anna Pajor

2009 Impact of Complementarity and Heterogeneity on Health Related Utility of Life
by Michał Jakubczyk

2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
by Anna Pajor

2009 Bayesian Model Selection in the Analysis of Cointegration
by Justyna Wróblewska

2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

2009 Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?
by Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

2009 Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

2009 Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States
by Aaron Mehrotra & Tomáš Slacík

2009 Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models
by ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS

2009 Imputación Múltiple en Encuestas Microeconómicas
by Rodrigo Alfaro & Marcelo Fuenzalida

2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones
by Begoña Font Belaire

2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire
by AKA, Bédia F.

2009 A Baseline Model for Monetary Policy Analysis
by Jaromír Tonner & Jiří Polanský & Osvald Vašíček

2009 Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
by Adam Remo & Osvald Vašíček

2009 An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
by Karel Musil

2009 Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy
by Martha López & Juan David Prada & Norberto Rodríguez

2009 Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR
by Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía

2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
by Rangan Gupta & Alain Kabundi

2008 Testing for PPP Using SADC Real Exchange Rates
by Thabo Mokoena & Rangan Gupta & Renee van Eyden

2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by Rangan Gupta & Alain Kabundi

2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Approximating the marginal likelihood in mixture models
by Robert, Christian P. & Marin, Jean-Michel

2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
by Zhongjun Qu & Pierre Perron

2008 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
by Neil, Martin & Fenton, Norman

2008 Analyzing the Swiss Business Cycle
by Alexander Perruchoud

2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
by Hufnagel, Rainer

2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
by Mercereau, Benoît & Miniane, Jacques Alain

2008 The information content of money in forecasting Euro area inflation
by Berger, Helge & Stavrev, Emil

2008 The ECB's monetary analysis revisited
by Berger, Helge & Harjes, Thomas & Stavrev, Emil

2008 Global business cycles: convergence or decoupling?
by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.

2008 Bayesian analysis of growth using stochastic frontier model
by Arkadiusz Wisniowski

2008 A medium-scale open economy model of Australia
by Kristoffer Nimark & Jarkko Jääskelä

2008 Priors from DSGE Models for Dynamic Factor Analysis
by Gregor Bäurle

2008 The Role of Sectoral Shifts in the Great Moderation
by Daniel Burren

2008 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M Maheu

2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
by Martin Burda & Roman Liesenfeld & Jean-Francois Richard

2008 Bayesian semiparametric stochastic volatility modeling
by Mark J Jensen & John M Maheu

2008 Forecasting Realized Volatility: A Bayesian Model Averaging Approach
by Chun Liu & John M Maheu

2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
by Magnus, J.R. & Powell, O.R. & Prüfer, P.

2008 On the (ir)relevance of direct supply-side effects of monetary policy
by Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang

2008 A Semiparametric Stochastic Volatility Model
by Jun Yu

2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Thomas Flury & Neil Shephard

2008 Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs
by Marianna Riggi & Massimiliano Tancioni

2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model
by P. JACOB & G. PEERSMAN

2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
by Caterina Conigliani

2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

2008 On the Evolution of Monetary Policy
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

2008 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

2008 A Medium-scale Open Economy Model of Australia
by Jarkko Jääskelä & Kristoffer Nimark

2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
by Andrew Hodge & Tim Robinson & Robyn Stuart

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
by Kolasa, Marcin

2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
by Lanne, Markku & Luoma, Arto & Luoto, Jani

2008 Consumer preferences and demand systems
by Barnett, William A. & Serletis, Apostolos

2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
by Ley, Eduardo & Steel, Mark F.J.

2008 Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
by Bianchi, Francesco

2008 Forecasting in vector autoregressions with many predictors
by Korobilis, Dimitris

2008 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
by Bianchi, Francesco

2008 On a random number of disorders
by Szajowski, Krzysztof

2008 On the J-test for nonnested hypotheses and Bayesian extension
by Rao, Surekha & Ghali, Moheb & Krieg, John

2008 Bayesian Analysis of DSGE Models with Regime Switching
by Eo, Yunjong

2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
by Griffin, Jim & Steel, Mark F.J.

2008 Rational macroeconomic learning in linear expectational models
by Holden, Tom

2008 Hierarchical Bayes prediction for the 2008 US Presidential election
by Sinha, Pankaj & Bansal, Ashok

2008 Falsifiability
by Alvaro Sandroni & Wojciech Olszewski

2008 Strategic Manipulation of Empirical Tests
by Alvaro Sandroni & Wojciech Olszewski

2008 Manipulability of Future-Independent Tests
by Alvaro Sandroni & Wojciech Olszewski

2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Neil Shephard & Thomas Flury

2008 Mr. Wicksell and the global economy: What drives real interest rates?
by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
by Chris Bloor & Troy Matheson

2008 The Macroeconomic Effects of Fiscal Policy
by Ricardo M. Sousa & António Afonso

2008 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan

2008 A Dynamic Model of Sponsored Search Advertising
by Song Yao & Carl F. Mela

2008 Global Business Cycles: Convergence or Decoupling?
by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad

2008 What's News in Business Cycles
by Stephanie Schmitt-Grohe & Martin Uribe

2008 Inflation-Gap Persistence in the U.S
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
by Marco Del Negro & Frank Schorfheide

2008 Search Equilibrium with Migration: the Case of Poland
by Katarzyna Budnik

2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
by Yélé Maweki Batana & Jean-Yves Duclos

2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
by Deborah Gefang & Rodney Strachan

2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
by Bretteville-Jensen, Anne Line & Jacobi, Liana

2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
by Bretteville-Jensen, Anne Line & Jacobi, Liana

2008 Global Business Cycles: Convergence or Decoupling?
by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

2008 Global Business Cycles: Convergence or Decoupling?
by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

2008 Un análisis bayesiano de la variación temporal del escenario de compra de los hogares
by Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero

2008 Are There Waves in Merger Activity After All?
by Dennis L. Gärtner & Daniel Halbheer

2008 The Macroeconomic Effects of Fiscal Policy
by António Afonso & Ricardo M. Sousa

2008 Subjective Health Expectations
by Juergen Jung

2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

2008 Search Costs and Medicare Plan Choice
by Ian McCarthy & Rusty Tchernis

2008 The Determinants of Economic Growth in European Regions
by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
by Jouchi Nakajima

2008 Inflation Targeting and Monetary Policy Activism
by Toshitaka Sekine & Yuki Teranishi

2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
by Chew Lian Chua & Sarantis Tsiaplias

2008 The Influence of the Business Cycle on Mortality
by Wolfgang H. Reichmuth & Samad Sarferaz

2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
by Wolfgang Reichmuth & Samad Sarferaz

2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
by Wolfgang Reichmuth & Samad Sarferaz

2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
by Viktor Winschel & Markus Krätzig

2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
by Viktor Winschel & Markus Krätzig

2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
by Junni L. Zhang & Wolfgang Härdle

2008 Comparing Forecast Performance of Exchange Rate Models
by Lillie Lam & Laurence Fung & Ip-wing Yu

2008 How Important are Financial Frictions in the U.S. and the Euro Area?
by Queijo von Heideken, Virginia

2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
by Queijo von Heideken, Virginia

2008 Metropolis-Hastings prefetching algorithms
by Strid, Ingvar

2008 Little’s Law and Business Entropy
by Michael Louis George

2008 What is Business Entropy
by Michael Louis George

2008 AdMit: Adaptive Mixtures of Student-t Distributions
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
by Michal Franta & Branislav Saxa & Katerina Smidkova

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino

2008 QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy
by Marco Ratto & Werner Roeger & Jan in 't Veld

2008 Bayesian near-boundary analysis in basic macroeconomic time series models
by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.

2008 Can rare events explain the equity premium puzzle?
by Christian Julliard & Anisha Ghosh

2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
by Richard Dennis

2008 Large Bayesian VARs
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin

2008 Climate Change and Modelling of Extreme Temperatures in Switzerland
by Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers

2008 Entropy Bounds on Bayesian Learning
by Gossner, Olivier & Tomala, Tristan

2008 Studentization and deriving accurate p-values
by Rousseau, Judith & Fraser, Donald

2008 Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach
by Robert, Christian P. & Napp, Clotilde & Marin, Jean-Michel & Jouini, Elyès & Ben Mansour, Selima

2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale
by Anne CORCOS & François PANNEQUIN

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2008 Investment Shocks and Business Cycles
by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

2008 Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables
by Juan Ricardo Perilla Jiménez

2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
by Andrés Salamanca & Viviana Monroy

2008 Financial Accelerator Mechanism in a Small Open Economy
by Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

2008 Financial Accelerator Mechanism: Evidence for Colombia
by Martha R. López & Norberto Rodríguez N.

2008 Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions
by Steven C. Bourassa & Eva Cantoni & Martin Hoesli

2008 On The Cyclicality of Real Wages and Wage Differentials
by Otrok, Christopher & Pourpourides, Panayiotis M.

2008 Acquisition, Insolvency and Managers in UK Small Companies
by Isachenkova, N. & Weeks, M.

2008 Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area
by Yasuo Hirose

2008 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey

2008 Real exchange rate volatility and disconnect: an empirical investigation
by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani

2008 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
by Morten Bech & James T. E. Chapman & Rod Garratt

2008 Combining Canadian Interest-Rate Forecasts
by David Jamieson Bolder & Yuliya Romanyuk

2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
by Mercereau, Benoît & Miniane, Jacques Alain

2008 Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models
by Nicola TORELLI & Matilde TREVISANI

2008 Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View
by Andrea Brasili & Loredana Federico

2008 An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model
by Caraiani, Petre

2008 Bayesian Methods in Econometrics
by Aivazian, Sergei

2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis
by Linnea Polgreen & Pedro Silos

2008 Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia
by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub

2008 Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region
by Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei

2008 Proximité technologique, infrastructures de communication et activités innovantes en Europe
by Olivier Parent

2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006
by Anne Corcos & François Pannequin

2008 Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
by Ardia, David

2007 The Bayesian Choice: From Decision Theoretic Foundations to Computational Implementation
by Robert, Christian P.

2007 Bayesian Core: A practical approach to computational Bayesian statistics
by Marin, Jean-Michel & Robert, Christian P.

2007 Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models
by Sylvie Tchumtchoua & Dipak K. Dey

2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
by Scharnagl, Michael & Schumacher, Christian

2007 Bayesian Inference on Dynamic Models with Latent Factors
by Monica Billio & Roberto Casarin & Domenico Sartore

2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
by Roberto Casarin & Domenico Sartore

2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
by Silvestro Di Sanzo

2007 Bayesian Methods in Nonlinear Time Series
by Korenok Oleg

2007 Do expectations matter? The Great Moderation revisited
by Fabio Canova & Luca Gambetti

2007 Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators
by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples
by Klaus Moeltner & Richard T. Woodward

2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’
by Klaus Moeltner & Randall S. Rosenberger

2007 Re-reading Jevons's Principles of Science - Induction Redux
by K. Vela Velupillai

2007 Are there Structural Breaks in Realized Volatility?
by Chun Liu & John M Maheu

2007 How useful are historical data for forecasting the long-run equity return distribution?
by John M Maheu & Thomas H McCurdy

2007 Learning, Forecasting and Structural Breaks
by John M Maheu & Stephen Gordon

2007 Modeling foreign exchange rates with jumps
by John M Maheu & Thomas H McCurdy

2007 Estimating DSGE Models under Partial Information
by Paul Levine & Joseph Pearlman & George Perendia

2007 Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
by Dennis Gaertner

2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
by Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

2007 Estimating DSGE Models under Partial Information
by Paul Levine & Joseph Pearlman & George Perendia

2007 What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
by Gary Koop & Lise Tole

2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
by Gianni Amisano & Oreste Tristani

2007 Bayesian Inference in a Cointegrating Panel Data Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2007 Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data
by Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson

2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero

2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
by Andrea Carriero

2007 Total Factor Productivity Growth in the G7 Countries: Different or Alike?
by João Amador & Carlos Coimbra

2007 Characteristics of the Portuguese Economic Growth: What has been Missing?
by João Amador & Carlos Coimbra

2007 Bayesian Model Averaging and Identification of Structural Breaks in Time Series
by Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit

2007 Inference for stochastic volatility model using time change transformations
by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

2007 Likelihood-based inference for correlated diffusions
by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
by Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market
by Lanne, Markku & Luoto, Jani

2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
by Vitek, Francis

2007 Robustness Procedures in Economic Growth Regression Models
by Mapa, Dennis S. & Briones, Kristine Joy S.

2007 Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems
by Ciuiu, Daniel

2007 Monetary policy in Europe vs the US: what explains the difference?
by Uhlig, Harald

2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
by K. K., Suresh & K., Pradeepa Veerakumari

2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
by Attiya Y. Javid

2007 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey

2007 Re-reading Jevons's Principles of Science-Induction Redux
by K. Vela Velupillai

2007 A New Approach to Drawing States in State Space Models
by William J. McCausland & Shirley Miller & Denis Pelletier

2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
by Bernard Dumas & Alexander Kurshev & Raman Uppal

2007 How Structural Are Structural Parameters?
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
by Jessica A. Wachter & Missaka Warusawitharana

2007 Beliefs, Doubts and Learning: Valuing Economic Risk
by Lars Peter Hansen

2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small

2007 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
by Xibin Zhang & Robert D. Brooks & Maxwell L. King

2007 Bayesian networks of customer satisfaction survey data
by Silvia SALINI & Ron S. KENETT

2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
by Mohammed Bouaddi & Jeroen V.K. Rombouts

2007 Theory and Inference for a Markov-Switching GARCH Model
by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

2007 Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
by Roberto Leon-Gonzalez & Riccardo Scarpa

2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
by Poggi, Ambra & Ramos, Xavi

2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
by Ambra Poggi & Xavier Ramos

2007 Political Business Cycles in the New Keynesian Model
by Fabio Milani

2007 Learning and Time-Varying Macroeconomic Volatility
by Fabio Milani

2007 Bayesian Likelihoods for Moment Condition Models
by Giuseppe Ragusa

2007 Mr. Wicksell and the global economy: What drives real interest rates?
by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
by Kakamu, Kazuhiko & Polasek, Wolfgang

2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
by Mohammed Bouaddi & Jeroen V.K. Rombouts

2007 Theory and inference for a Markov switching Garch model
by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

2007 Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany
by Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja

2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

2007 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis
by Jörn Hendrich Block & Andreas Thams

2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
by Samad Sarferaz & Martin Uebele

2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
by Laurence Fung & Ip-wing Yu

2007 Nested Designs with AR Errors via MCMC
by Alkhamisi, Mahdi

2007 Bayesian forecast combination for VAR models
by Andersson, Michael K & Karlsson, Sune

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 Bayesian Forecast Combination for VAR Models
by Andersson, Michael K & Karlsson, Sune

2007 Computational Efficiency in Bayesian Model and Variable Selection
by Eklund, Jana & Karlsson, Sune

2007 An Embarrassment of Riches: Forecasting Using Large Panels
by Eklund, Jana & Karlsson, Sune

2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
by Lillestøl, Jostein

2007 And the Oscar goes to ..... Peeeeedrooooo!
by Henry Aray & Betty Agnani

2007 Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions
by A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz

2007 Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions
by A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz

2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
by Deschamps, Philippe J.

2007 The money demand function for the Euro area: one step beyond
by Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc

2007 Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
by Strachan, R.W. & van Dijk, H.K.

2007 Do leading indicators lead peaks more than troughs?
by Paap, R. & Segers, R. & van Dijk, D.J.C.

2007 Evaluating real-time forecasts in real-time
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

2007 Predictive gains from forecast combinations using time-varying model weights
by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
by Konstantinos Kalogeropoulos

2007 Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms
by Attiya Y. Javid

2007 Heterogeneite non observee dans les modeles de duree
by Guillaume, HORNY

2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
by Andrea, SILVESTRINI

2007 Theory and inference for a Markov switching GARCH model
by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

2007 A Component GARCH Model with Time Varying Weights
by Luc, BAUWENS & G., STORTI

2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman

2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
by Amisano, Giovanni & Tristani, Oreste

2007 Bayesian VARs with Large Panels
by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

2007 Robust Portfolio Optimisation with Multiple Experts
by Lutgens, Frank & Schotman, Peter C

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 Mixed exponential power asymmetric conditional heteroskedasticity
by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
by SILVESTRINI, Andrea

2007 Theory and inference for a Markov switching GARCH model
by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

2007 A component GARCH model with time varying weights
by BAUWENS, Luc & STORTI, Giuseppe

2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
by Michal Franta & Branislav Saxa & Katerina Smidkova

2007 Determinants Of Economic Growth: A Bayesian Panel Data Approach
by Enrique Moral-Benito

2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe

2007 Jointness of Growth Determinants
by Gernot Doppelhofer & Melvyn Weeks

2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
by Theodoridis, Konstantinos

2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
by Ambra Poggi & Xavier Ramos

2007 Learning and Disagreement in an Uncertain World
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

2007 Universality of Bayesian Predictions
by Sancetta, A.

2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
by Doppelhofer, G. & Cuaresma, J.C.

2007 Which Democracies Pay Higher Wages?
by James C. Rockey

2007 Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
by Yasuo Hirose & Saori Naganuma

2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri

2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

2007 Rational Beliefs and Bayesian Learning: A Note
by Carsten Krabbe NIELSEN

2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
by Horace W. Brock

2007 An Estimated New Keynesian Model for Romania
by Caraiani, Petre

2007 Some equivalences in linear estimation (in Russian)
by Dmitry Danilov & Jan R. Magnus

2007 Thinking about instrumental variables (in Russian)
by Christopher A. Sims

2007 Robustness procedures in economic growth regression models
by Dennis S. Mapa & Kristine Joy S. Briones

2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation
by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER

2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys
by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS

2007 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin

2007 Un test de validité de la Value at Risk
by Christophe Hurlin & Sessi Tokpavi

2006 Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel

2006 Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models
by Jean-Francois Piferini

2006 (Un)naturally low?
by Silvia Sgherri & Marco J. Lombardi

2006 Multivariate Generalizations of the Markov-Switching Model
by Mohamad Khaled

2006 Analysis of Regime Switching Behaviour of Indian Stock Markets
by Arnab Kumar Laha

2006 Re-examining the Structural and the Persistence Approach
by Tino Berger & Gerdie Everaert

2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
by Jessica A. Wachter & Missaka Warusawitharana

2006 Sélection bayésienne de variables en régression linéaire
by Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.

2006 Le Choix Bayésien : principes et pratique
by Robert, Christian P.

2006 Correlated equilibrium in games with incomplete information revisited
by Forges, Françoise

2006 Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion
by Jouini, Elyès & Ben Mansour, Selima & Napp, Clotilde

2006 Are risk averse agents more optimistic ?
by Ben Mansour, Selima & Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde & Robert, Christian P.

2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
by Nasip BOLATOĞLU

2006 Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture
by Dominic Rohner & Anna Winestein & Bruno S. Frey

2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
by Christoffel, Kai & Kuester, Keith & Linzert, Tobias

2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

2006 Learning, structural instability and present value calculations
by Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan

2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
by Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias

2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
by Daniel Friesner & Ron Mittelhammer & Robert Rosenmane

2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
by Daniel Friesner & Ron Mittelhammer & Robert Rosenman

2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
by Jesus Crespo Cuaresma & Gernot Doppelhofer

2006 The structural dynamics of output growth and inflation: some international evidence
by Fabio Canova & Luca Gambetti & Evi Pappa

2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

2006 Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam
by Klump, R. & Prüfer, P.

2006 The miracle of the Septuagint and the promise of data mining in economics
by Stan du Plessis

2006 Examining the Robustness of Competing Explanations of Slow Growth in African Countries
by Stan du Plessis & Ronelle Burger

2006 Learning, Structural Instability and Present Value Calculations
by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model
by Pau Rabanal

2006 Learning, structural instability and present value calculations
by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

2006 Impact of oil prices in an estimated EU12 open economy model
by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

2006 Euro area inflation persistence in an estimated nonlinear
by Gianni Amisano & Oreste Tristani

2006 Learning Parameters in Non Linear Ecological Models
by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

2006 Monetary Policy under Balance Sheet Uncertainty
by Saki Bigio & Marco Vega

2006 Re-examining the Structural and the Persistence Approach to Unemployment
by T. BERGER & G. EVERAERT

2006 Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics
by Caterina Conigliani & Andrea Tancredi

2006 El costo del crédito en el Perú, revisión de la evolución reciente
by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal

2006 Forecasting Using Predictive Likelihood Model Averaging
by George Kapetanios & Vincent Labhard & Simon Price

2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
by George Kapetanios & Vincent Labhard & Simon Price

2006 Model-based Clustering of non-Gaussian Panel Data
by Juarez, Miguel A. & Steel, Mark F. J.

2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis

2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis

2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis

2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis

2006 Non-Gaussian dynamic Bayesian modelling for panel data
by Juarez, Miguel A. & Steel, Mark F. J.

2006 Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors
by Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip

2006 Stochastic simulation of a DSGE model for Brazil
by Sin, Hui Lok & Gaglianone, Wagner Piazza

2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
by Ghent, Andra

2006 Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US
by Balcombe, Kelvin & Bailey, Alastair

2006 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
by David, Ardia

2006 Persistence in inequalities across the Spanish regions
by Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos

2006 Credit shocks and cycles: a Bayesian calibration approach
by Roland Meeks

2006 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
by Sylvia Kaufmann & Peter Kugler

2006 Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison
by Marek Jarocinski

2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey

2006 Credit Shocks and Cycles: a Bayesian Calibration Approach
by Roland Meeks

2006 Learning and Disagreement in an Uncertain World
by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

2006 Estimating Macroeconomic Models: A Likelihood Approach
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

2006 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models
by Chris M Strickland & Gael Martin & Catherine S Forbes

2006 Social Choice, Optimal Inference and Figure Skating
by Stephen Gordon & Michel Truchon

2006 Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
by Georges Dionne & Claude Fluet & Denise Desjardins

2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
by Rodney W. Strachan & Herman K. van Dijk

2006 Bayesian Inference in a Cointegrating Panel Data Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

2006 Willingness to Pay for Service Attributes in the Japanese Digital Content Market
by Donghun Kim & Philip Sugai

2006 Two-Sided Matching and Spread Determinants in the Loan Market
by Jiawei Chen

2006 Nonparametric Density Estimation for Positive Time Series
by Taoufik Bouezmarni & Jeroen V.K. Rombouts

2006 Regime switching GARCH models
by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

2006 Bayesian inference for the mixed conditional heteroskedasticity model
by Luc Bauwens & Jeroen V.K. Rombouts

2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
by Rässler, Susanne

2006 How valid can data fusion be?
by Kiesl, Hans & Rässler, Susanne

2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
by Sugita, Katsuhiro

2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
by Sugita, Katsuhiro

2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
by Giordani, Paolo & Kohn, Robert

2006 Bayesian simultaneous determination of structural breaks and lag lengths
by Hultblad, Brigitta & Karlsson, Sune

2006 Automated Teller Machine network market structure and cash usage
by Snellman, Heli

2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality
by Petr Kadeřábek

2006 Bayesian Model Averaging in the Presence of Structural Breaks
by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.

2006 Gibbs sampling in econometric practice
by de Pooter, M.D. & Segers, R. & van Dijk, H.K.

2006 Explaining individual response using aggregated data
by Paap, R. & van Dijk, A.

2006 Model uncertainty and Bayesian model averaging in vector autoregressive processes
by Strachan, R.W. & van Dijk, H.K.

2006 Regionality revisited: an examination of the direction of spread of currency crises
by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

2006 Default Estimation for Low-Default Portfolios
by Kiefer, Nicholas M.

2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets
by Carsten Kuchler & Martin Spieß

2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
by Casarin, Roberto & Trecroci, Carmine

2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market
by Luc, BAUWENS & Michel, LUBRANO

2006 Multivariate mixed normal conditional heteroskedasticity
by Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

2006 Regime switching GARCH models
by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

2006 Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture
by Dominic Rohner & Anna Winestein & Bruno S. Frey

2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not
by Rabanal, Pau & Tuesta Reátegui, Vicente

2006 The Structural Dynamics of US Output and Inflation: What Explains the Changes?
by Canova, Fabio & Gambetti, Luca & Pappa, Evi

2006 The Structural Dynamics of Output Growth and Inflation: Some International Evidence
by Canova, Fabio & Gambetti, Luca & Pappa, Evi

2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

2006 Estimating Macroeconomic Models: A Likelihood Approach
by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

2006 Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
by BAUWENS, Luc & LUBRANO, Michel

2006 Multivariate mixed normal conditional heteroskedasticity
by BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

2006 Regime switching GARCH models
by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

2006 Issues in Adopting DSGE Models for Use in the Policy Process
by Martin Fukac & Adrian Pagan

2006 Measures of Potential Output from an Estimated DSGE Model of the United States
by Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton

2006 Model Combination and Stock Return Predictability
by Matthias Hagmann & Joachim Loebb

2006 Learning, Structural Instability and Present Value Calculations
by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

2006 Explaining policy volatility in developing countries
by Vatcharin Sirimaneetham

2006 Time-varying exchange rate pass-through: experiences of some industrial countries
by Toshitaka Sekine

2006 Regime Switching Garch Models
by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

2006 Bancarization and Determinants of Availability of Banking Services in Argentina
by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

2006 A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM
by Pedro Elosegui & Francisco Lepone & George McCandless

2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey

2006 An Estimated Small Open Economy Model of the Financial Accelerator
by Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov

2006 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
by Fabio Milani

2006 A Bayesian Model Averaging Approach to Enhance Value Investment
by Ron Bird & Richard Gerlach

2006 A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA
by Pedro Elosegui & Francisco Lepone & George McCandless

2005 The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
by Viktor Winschel

2005 Stochastic Volatility in DSGE models
by Giorgio Primiceri & Alejandro Justiniano

2005 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
by M. Gilli & I. Roko

2005 Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
by Thomas A. Lubik

2005 Computing optimal policy functions in a timeless perspective: An application
by Florian Pelgrin & Michel Juillard

2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
by Filippo Ochinno & John Landon-Lane

2005 Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries
by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam
by Klump, Rainer & Prüfer, Patricia

2005 The Decline in German Output Volatility: A Bayesian Analysis
by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

2005 An Estimated, New Keynesian Policy Model for Australia
by Martin Melecky & Daniel Buncic

2005 Expectations, Learning and Macroeconomic Persistence
by Fabio Milani

2005 What Happens After A Technology Shock? A Bayesian Perspective
by Ossama Mikhail

2005 Learning, Monetary Policy Rules, and Macroeconomic Stability
by Fabio Milani

2005 An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area
by Ratto M. & Roeger W. & in’t Veld J. & Girardi R.

2005 The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis
by Manuela Goretti

2005 The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
by Martin Melecky

2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
by Viktor Winschel

2005 Bayesian Methods for Improving Credit Scoring Models
by Posch Peter N. & Loeffler Gunter & Schoene Christiane

2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
by Andrew Healy

2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
by Pierangelo De Pace

2005 Bayesian Stochastic Frontier Analysis Using WinBUGS
by Jim Griffin & Mark Steel

2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
by Matthias Kredler

2005 Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey
by Fabio Canova & Carlo Favero

2005 The structural dynamics of US output and inflation: What explains the changes?
by Luca Gambetti & Evi Pappa & Fabio Canova

2005 Estimating Single Factor Jump Diffusion Interest Rate Models
by Ghulam Sorwar

2005 Measuring Inflation Persistence: A Structural Time Series Approach
by Maarten Dossche & Gerdie Everaert

2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
by Martijn van Hasselt

2005 Estimation and Evaluation of a Segmented Markets Monetary Model
by John Landon-Lane & Filippo Occhino

2005 Measuring inflation persistence: a structural time series approach
by M. DOSSCHE & G. EVERAERT

2005 A bayesian semi-parametric approach for cost-effectiveness analysis in health economics
by Caterina Conigliani & Andrea Tancredi

2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey
by Kevin X.D. Huang & Zheng Liu

2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
by Filippo Occhino & John Landon-Lane

2005 Variable Selection using Non-Standard Optimisation of Information Criteria
by George Kapetanios

2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
by Geweke, John & Keane, Michael

2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996
by Geweke, John & Keane, Michael

2005 A, B, C’s (And D’s) For Understanding VARS
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent

2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
by Thomas A Lubik

2005 Mind your Ps and Qs! Improving ARMA forecasts with RBC priors
by Kirdan Lees & Troy Matheson

2005 Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice
by Jørn Rattsø & Jon Hernes Fiva

2005 Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams

2005 Convergence Properties of the Likelihood of Computed Dynamic Models
by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

2005 A, B, C's (and D)'s for Understanding VARs
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent

2005 Measuring inflation persistence: a structural time series approach
by Maarten Dossche & Gerdie Everaert

2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
by Balázs Vonnák

2005 Is There an Optimum Level of Financial Activity?
by Michael Graff

2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

2005 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
by Fabio Milani

2005 Expectations, Learning and Macroeconomic Persistence
by Fabio Milani

2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation
by Kunst, Robert M.

2005 Forecast Combination and Model Averaging using Predictive Measures
by Eklund, Jana & Karlsson, Sune

2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Adolfson, Malin & Lindé, Jesper & Villani, Mattias

2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space
by Villani, Mattias

2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias

2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2005 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2005 How Important are Financial Frictions in the U.S. and Euro Area?
by Queijo, Virginia

2005 Weakly informative priors and well behaved Bayes factors
by Strachan, R.W. & van Dijk, H.K.

2005 Trends and cycles in economic time series: A Bayesian approach
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

2005 A unified approach to nonlinearity, structural change and outliers
by Giordani, P. & Kohn, R. & van Dijk, D.J.C.

2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning
by John Hobcraft & Wendy Sigle-Rushton

2005 Estimation bayésienne approximative par échantillonnage préférentiel
by Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

2005 Bayesian Modelling and Inference on Mixtures of Distributions
by Marin, Jean-Michel & Mengersen, Kerrie & Robert, Christian P.

2005 Intra-industry trade and economic distance : causality tests using panel data
by Venet, Baptiste & Peltrault, Frédéric

2005 Bayesian inference for the mixed conditional heteroskedasticity model
by Luc, Bauwens & J.V.K., ROMBOUTS

2005 New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets
by Pappa, Evi

2005 Forecast Combination and Model Averaging Using Predictive Measures
by Eklund, Jana & Karlsson, Sune

2005 Bayesian Analysis of DSGE Models
by An, Sungbae & Schorfheide, Frank

2005 Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey
by Canova, Fabio & Favero, Carlo A.

2005 On the Fit and Forecasting Performance of New Keynesian Models
by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

2005 Bayesian inference for the mixed conditional heteroskedasticity model
by BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K.

2005 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
by Bernard Dumas & Alexander Kurshev & Raman Uppal

2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning
by John Hobcraft & Wendy Sigle-Rushton

2005 Persistence in inequalities across the Spanish regions
by Jesús Rodríguez & Diego Romero de Ávila & Diego Martínez-López

2005 Jointness of Growth Determinants
by Doppelhofer, G. & Weeks, M.

2005 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
by Sylvia Kaufmann & Peter Kugler

2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
by Andrea Nobili

2005 Diversification And Focus: A Bayesian Application Of The Resource-Based View
by Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci

2005 Modelo de manadas y aprendizaje social
by Juan Pablo Herrera & Francisco Lozano Gerena

2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters
by Timothy Cogley

2005 Learning and Monetary Policy Shifts
by Frank Schorfheide

2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

2005 Corporate Tax Reforms and Financial Choices: An Empirical Analysis
by Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli

2004 Empirical Calibration of Simulation Models
by Thomas Brenner & Claudia Werker

2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
by Michiel D. de Pooter & Rengert Segers

2004 A Bayesian algorithm for a Markov Switching GARCH model
by Dhiman Das

2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations
by Silvano Bordignon & Davide Raggi

2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by Francisco J. Ruge-Murcia

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Dynamic asymmetries in US unemployment
by Gary Koop & Simon M. Potter

2004 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
by Frank Kleibergen

2004 A Bayesian MCMC Algorithm for Markov Switching GARCH models
by Dhiman Das & B.Hark Yoo

2004 Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations
by Fabio Milani

2004 Bayesian Reduced Rank Regression in SEMs with Weak Identification
by Kajal Lahiri & Jabonn Kim

2004 On Leverage in a Stochastic Volatility Model
by Jun Yu

2004 On leverage in a stochastic volatility model
by Jun Yu

2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia
by Denzil Fiebig & Michael Smith & Remy Cottet

2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
by Gael Martin & Chris Strickland & Catherine Forbes

2004 Opinion Pooling under Asymmetric Information
by Franz Dietrich

2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
by Fabio Milani

2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
by Stanislav Radchenko

2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots
by Ricardo Gonçalves Silva

2004 The Power of the "Objective" Bayesian Unit-Root Test
by Francis W. Ahking

2004 Are There Waves in Merger Activity After All?
by Dennis Gaertner & Daniel Halbheer

2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
by Jun Yu

2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
by Jun Yu & Renate Meyer

2004 On Leverage in a Stochastic Volatility Model
by Jun Yu

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
by Lennart F. Hoogerheide & Johan F. Kaashoek

2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
by John Landon-Lane & Filippo Occhino

2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos

2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

2004 A Revealed Preference Ranking of U.S. Colleges and Universities
by Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick

2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

2004 Time Reversibility of Stationary Regular Finite State Markov Chains
by McCAUSLAND, William

2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
by McCAUSLAND, William

2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
by Xibin Zhang & Maxwell L. King & Rob J. Hyndman

2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
by Andrew D. Sanford & Gael Martin

2004 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
by Gary M. Koop & Simon M. Potter

2004 On Priors on Cointegrating Spaces
by Rodney W. Strachan

2004 Exceptions to Bartlett’s Paradox
by Rodney W. Strachan & Herman K. van Dijk

2004 The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk

2004 Bayesian Model Selection with an Uninformative Prior
by Rodney W. Strachan & Herman K. van Dijk

2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
by Paserman, M. Daniele

2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
by Paserman, M. Daniele

2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
by Paserman, M. Daniele

2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
by Paserman, M. Daniele

2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
by Troske, Kenneth R. & Voicu, Alexandru

2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
by Troske, Kenneth & Voicu, Alexandru

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
by Villani, Mattias & Larsson, Rolf

2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions
by Corander, Jukka & Villani, Mattias

2004 Parametric covariance matrix modeling in Bayesian panel regression
by Salabasis, Mickael

2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
by Deschamps, Philippe J.

2004 Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
by Strachan, R.W. & van Dijk, H.K.

2004 Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

2004 Improper priors with well defined Bayes Factors
by Strachan, R.W. & van Dijk, H.K.

2004 Benchmark priors for Bayesian models averaging
by Carmen Fernandez & E Ley & Mark F J Steel

2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach
by Gary Koop & Kai Li

2004 A Nonlinear Model of the Business Cycle
by Simon M. Potter & Edward E. Leamer

2004 Bayesian Clustering Of Similar Multivariate Garch Models
by Luc Bauwens & Jeroen Rombouts

2004 Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity
by Jorge E. Arana & Carmelo J. Leon

2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary
by Thomas A. Lubik

2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer

2004 The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk

2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap
by Frank Kleibergen

2004 Messy Data Modelling in Health Care Contingent Valuation Studies
by Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan

2004 Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments
by Mehmet Caner

2004 Structural Error Correction Model: A Bayesian Perspective
by Chew Lian Chua & Peter Summers

2004 Seasonality, Cycles and Unit Roots
by Mickael Salabasis & Sune Karlsson

2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
by Ilias Tsiakas

2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
by Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

2004 Cyclical components in economic time series: A Bayesian approach
by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur

2004 Mixture models, latent variables and partitioned importance sampling
by Casella, George & Robert, Christian P. & Wells, Martin T.

2004 Population Monte Carlo
by Cappé, Olivier & Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

2004 Model-based Clustering of Multiple Time Series
by Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

2004 Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
by Ciccarelli, Matteo & Rebucci, Alessandro

2004 Similarities and Convergence in G7 Cycles
by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

2004 Discrete Choice Models in Preference Space and Willingness-to Pay Space
by Train, K. & Weeks, M.

2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
by Marco Moscadelli

2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma
by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

2004 A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial
by GÓMEZ-DÉNIZ, E.

2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area
by Aka, B.F.

2003 Estimating nonlinear dynamic economies: A likelihood approach
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

2003 Agriculture: transition buffer or black hole? A three-state model of employment dynamics
by Alexandru Voicu

2003 Is Inflation Persistence Intrinsic in Industrial Economies?
by Andrew Levin & Jeremy Piger

2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
by Fabio Milani

2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
by Catherine Baumont & Cem Ertur & Julie Le Gallo

2003 Testing and Estimating Persistence in Canadian Unemployment
by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

2003 On Priors for Impulse Responses in Bayesian Structural VAR Models
by Andrzej Kociêcki

2003 A Method for Assigning Letter Grades: Multi-Curve Grading
by Alex Strashny

2003 Output specific efficiencies: The case of UK private secondary schools
by Dieter Gstach & Andrew Somers & Susanne Warning

2003 A Statistical Framework for Estimating Output-Specific Efficiencies
by Dieter Gstach

2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
by Nunzio Cappuccio & Diego Lubian & Davide Raggi

2003 Similarities and convergence in G-7 cycles
by Fabio Canova & Matteo Ciccarelli & Eva Ortega

2003 Semi-parametric modelling for costs of helt care technologies
by Caterina Conigliani & Andrea Tancredi

2003 The Present, Future and Imperfect of Financial Risk Management
by Carol Alexandra

2003 Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
by Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet

2003 Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
by Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by RUGE-MURCIA, Francisco J.

2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by RUGE-MURCIA, Francisco J.

2003 Coherent Predictions of Low Count Time Series
by B.P.M. McCabe & G.M. Martin

2003 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin

2003 Implicit Bayesian Inference Using Option Prices
by Gael M. Martin & Catherine S. Forbes & Vance L. Martin

2003 Averaging Lorenz Curves
by Duangkamon Chotikapanich & William E. Griffiths

2003 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter
by Catherine S. Forbes & Gael M. Martin & Jill Wright

2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
by Andrew D. Sanford & Gael M. Martin

2003 Bayesian Analysis of the Stochastic Conditional Duration Model
by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
by Viktor Várpalotai

2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
by Matteo Pelagatti

2003 Asset Returns and State-Dependent Risk Preferences
by Gordon, Stephen & St-Amour, Pascal

2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
by Voicu, Alexandru & Buddelmeyer, Hielke

2003 Children and Women's Participation Dynamics: Direct and Indirect Effects
by Voicu, Alexandru & Buddelmeyer, Hielke

2003 Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
by Polasek, Wolfgang

2003 Risk Aversion and Herd Behavior in Financial Markets
by Décamps, Jean-Paul & Lovo, Stefano

2003 Bayesian Evidence on the Structure of Unemployment
by Peter M. Summers

2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
by Villani, Mattias & Warne, Anders

2003 Bayes Estimators of the Cointegration Space
by Villani, Mattias

2003 A Finer Point in Forensic Identification
by Mehlum, Halvor

2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
by Ericsson, Johan & Karlsson, Sune

2003 Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
by Erkki Siivonen & Arto Luoma & Jani Luoto

2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

2003 The value of structural information in the VAR model
by Strachan, R.W. & van Dijk, H.K.

2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
by Strachan, Rodney & Brett Inder

2003 Understanding Fundamentalist Belief Through Bayesian Updating
by Srijit Mishra

2003 Bayesian Inference for Mixtures of Stable Distributions
by Casarin, Roberto

2003 Bayesian clustering of many GARCH models
by BAUWENS, Luc & ROMBOUTS, Jeroen

2003 The determinants of consumer confidence: the case of United States and Belgium
by BELTRAN, Helena & DURRE, Alain

2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
by Anirvan Banerji & Pami Dua & Stephen M. Miller

2003 Bayesian Estimation of Risk-Premia in an APT Context
by Darsinos, T. & Satchell, S.E.

2003 Cyclical Components in Economic Time Series: a Bayesian Approach
by Harvey, A. & TTrimbur, T. & van Dijk, H.

2003 Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
by Roberto Leon Gonzalez & Daniel Montolio Estivill

2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
by Matteo Ciccarelli & Alessandro Rebucci

2003 L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques
by Pierre-Charles Pradier

2002 Is Inflation Persistence Inherent in Industrial Economies?
by Andrew T. Levin & Jeremy M. Piger

2002 Adaptive Polar Sampling
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest

2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

2002 On Equilibria when Agents Have Multiple Priors
by Dana, Rose-Anne

2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira

2002 The Term Spread International Evidence of Non-Linear Adjustment
by Alfred A. Haug & Pierre L. Siklos

2002 Testing For Cointegration Rank Using Bayes Factors
by Sugita, Katsuhiro

2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski

2002 Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm
by Daniel Houser & Michael Keane & Kevin McCabe

2002 Semiparametric Bayesian Inference for Stochastic Frontier Models
by Jim E. Griffin & Mark F.J. Steel

2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
by James E. Griffin & Mark F.J. Steel

2002 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
by Carmen Fernandez & Gary Koop & Mark F.J. Steel

2002 Informational matching
by Silvio Rendón

2002 Fixed and random effects in Classical and Bayesian regression
by Silvio Rendón

2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
by Stella M. Salvatierra

2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
by Anirvan Banerji & Pami Dua & Stephen M. Miller

2002 A General Model for Repeated Audit Controls Using Monotone Subsampling
by Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

2002 Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
by Danilov, D.L. & Magnus, J.R.

2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
by Joann Bangs & John Landon-Lane

2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
by John Landon-Lane & Joann Bangs

2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
by John Landon-Lane

2002 An alternative bayes factor for testing for unit autoregressive roots
by Caterina Conigliani & F. Spezzaferri

2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
by Hugo Kruiniger

2002 On the Estimation of Panel Regression Models with Fixed Effects
by Hugo Kruiniger

2002 Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
by Sylvia Kaufmann

2002 Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
by Brian Hanlon & Catherine Forbes

2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
by Roland G. Shami & Catherine S. Forbes

2002 Estimation of Hyperbolic Diffusion Using MCMC Method
by Y.K. Tse & Xibin Zhang & Jun Yu

2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
by Voicu, Alexandru

2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
by Voicu, Alexandru

2002 Understanding fundamentalist belief through Bayesian updating
by Srijit Mishra

2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
by Kunst, Robert M.

2002 Testing for Stationarity in a Cointegrated System
by Kunst, Robert M.

2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
by Jacobson, Tor & Karlsson, Sune

2002 Functional approximations to posterior densities: a neural network approach to efficient sampling
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
by Eraker, Bjorn

2002 From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms
by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo

2002 Optimal Supervisory Policies and Depositor-Preferences Laws
by Pagès, H. & Santos, J.

2002 Asset Allocation in Transition Economies
by Jondeau, E. & Rockinger, M.

2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
by Dan S. Rickman

2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
by Sylvia Kaufmann

2002 Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach
by Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber

2002 No-Respuesta De Items En Estudios De Mercado
by PABLO MARSHALL

2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo
by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

2002 Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica
by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

2001 Bayesian Cointegration Analysis
by Sugita, K.

2001 Econometric analysis of the sequential probit model with an application to innovation surveys
by Patrick Waelbroeck

2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
by Katsuhiro Sugita

2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
by V. Brian Viard, Nicholas Polson, Anne Gron

2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
by Charles J. Romeo

2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
by Rodney W Strachan

2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
by Poirier, D.J. & Tobias, J.L.

2001 Across-Regime Covariance Restrictions in Treatment Response Models
by Poirier, D.J. & Tobias, L.

2001 Stochastic Frontier Models with Random Coefficients
by Tsionas, E.G.

2001 Stochastic Frontier Models with Random Coefficients
by Tsionas, E.G.

2001 Causation, Prediction, and Search, 2nd Edition
by Peter Spirtes & Clark Glymour & Richard Scheines

2001 Testing for convergence clubs in income per-capita : a predictive density approach
by Canova, Fabio

2001 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?
by Shyam NMI Sunder & Karim Jamal

2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
by Carmen Fernandez & Eduardo Ley & Mark Steel

2001 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark Steel

2001 Statistical Inference as a Bargaining Game
by Eduardo Ley

2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
by Joel Huber & Kenneth Train

2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
by John Landon-Lane

2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
by Jay Shanken & Ane Tamayo

2001 Bayesian Inference for Hospital Quality in a Selection Model
by John Geweke & Gautam Gowrisankaran & Robert J. Town

2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.

2001 Averaging Income Distributions
by Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.

2001 Sample Size Requirements for Estimation in SUR Models
by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
by Graflund, Andreas

2001 Are the Nordic Stock Markets Mean Reverting?
by Graflund, Andreas

2001 LP Tests for MV Efficiency
by Post, G.T.

2001 Portfolio allocation in transition economies
by ROCKINGER, Michael & JONDEAU, Eric

2001 Dynamic mean-variance analysis
by HENROTTE, Philippe

2001 Smooth Transition Garch Models : a Baysian Perspective
by Michel LUBRANO

2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
by Canova, Fabio & Ciccarelli, Matteo

2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
by Darsinos, T. & Satchell, S.E.

2001 Implementation Theory
by Eric Maskin & Tomas Sjostrom

2001 Fijación de primas de seguros bajo técnicas de robustez bayesiana
by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.

2001 Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales
by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.

2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
by Norberto Rodríguez

2000 Bayesian Target Zones
by Catherine S. Forbes & Paul Kofman

2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
by Chakravarty, Sugato & Li, Kai

2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
by Romeo, C.J.

2000 Bayesian Variants of Some Classical Semiparametric Regression Techniques
by Koop, G. & Poirier, D.

2000 Bayesian Option Pricing using Asymmetric Garch Models
by Bauwens, L. & Lubrano, M.

2000 MCMC in econometrics
by Dani Gamermam

2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
by David E. A. Giles

2000 Double Checking for Two Error Types
by Raats, V.M. & Moors, J.J.A.

2000 Fractional bayes factors for the analysis of autoregressive models with possible unit roots
by Maria Maddalena Barbieri & Caterina Conigliani

2000 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
by Hugo Kruiniger

2000 GMM Estimation of Dynamic Panel Data Models with Persistent Data
by Hugo Kruiniger

2000 Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy
by Aoki, Takaaki

2000 Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs
by Rajeev Dehejia

2000 Estimation Risk, Market Efficiency, and the Predictability of Returns
by Jonathan Lewellen & Jay Shanken

2000 Bayesian Exponential Smoothing
by Forbes, C.S. & Snyder, R.D. & Shami, R.S.

2000 Bayesian Soft Target Zones
by Forbes, C.S. & Kofman, P.

2000 A structural Time Series Model with Markov Switching
by Shami, R.G. & Forbes, C.S.

2000 Bayesian Estimation of Atkinson Inequality Measures
by Chotikapanich, D. & Creedy, J.

2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures
by Chotikapanich, D. & Creedy, J.

2000 Australian Economic Growth: Non-Linearities and Internaitonal Influences
by Henry, O.T. & Summers, P.M.

2000 Prediction Inference for Time Series
by de Luna, Xavier

2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
by Graflund, Andreas

2000 Panel Regression with Unobserved Classes
by Salabasis, Mickael & Villani, Mattias

2000 Bayesian learning in mis-specified models
by Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries

2000 Forecasting New Zealand's Real GDP
by Aaron F. Schiff & Peter C.B. Phillips

2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
by LUBRANO, Michel

1999 A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines
by Hasegawa, H. & Tran Van Hoa & Valenzuela, R.

1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach
by Teruo Nakatsuma

1999 Bayesian Performance Evaluation
by Baks, K. & Metrick, A. & Wachter, J.

1999 Smooth Transition GARCH Models: a Bayesian perspective
by Lubrano, M.

1999 Smooth Transition GARCH Models: a Bayesian perspective
by Lubrano, M.

1999 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark Steel

1999 A Time Series Model of Multiple Structural changes in Level, Trend and Variance
by Jiahui Wang & Eric Zivot

1999 On Measuring the Welfare Cost of Business Cycles
by Chris Otrok

1999 Forecasting and turning point predictions in a Bayesian panel VAR model
by Fabio Canova & Matteo Ciccarelli

1999 Simulation Based Inference for Dynamic Multinomial Choice Models
by Geweke, John & Houser, Dan & Keane, Michael

1999 Program Evaluation as a Decision Problem
by Rajeev Dehejia

1999 Predictive Regressions
by Robert F. Stambaugh

1999 Bayesian Trace Statistics for the Reduced Rank Regression Model
by Strachan, R.W. & Inder, B.

1999 A Preference Regime Model of Bull and Bear Markets
by Gordon, Stephen & St-Amour, Pascal

1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
by Bauwens, L. & Bos, C.S. & van Dijk, H.K.

1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
by Kilian, Lutz & Zha, Tao

1999 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach
by Canova, Fabio

1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

1999 Stochastic Volatility: Univariate and Multivariate Extensions
by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

1999 Testing for negativity in a demand system: A Bayesian approach
by Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

1999 Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1
by MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.

1999 A Dynamic Economy with Costly Price Adjustments
by Leif Danziger

1998 Halandósági táblák becslése bayesi módszerekkel
by Péter Gál

1998 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
by Strachan, R.W.

1998 A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks
by M.W. Luke Chan & Dean C. Mountain & Dading Li

1998 The Equity Premium and Structural Breaks
by Pastor, L. & Stambaugh, R.F.

1998 Costs of Equity Capital and Model Mispricing
by Pastor, L. & Stambaugh, R.F.

1998 Games with Incomplete Information
by Nomia, O.

1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
by Mouchart, M. & Scheihing, E.

1998 Bayesian Evaluation of a Semi-Parametric Binary Response Model
by Scheihing, E. & Mouchart, M.

1998 Multiple Hypotheses Testing with Partial Prior Information
by Zhang, J.

1998 Bayesian Inference for the Mover-Stayer Model of Continuous Time
by Fougere, D. & Kamionka, T.

1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis
by Florens, J.-P. & Rolin, J.-M.

1998 Unemployment Dynamics Across OECD Countries
by Balakrishnan, R. & Michelacci, C.

1998 Bayesian Analysis of Nonlinear Time Series Models with a Threshold
by Lubrano, M.

1998 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach
by Harris, R.

1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
by Mark Dwyer

1998 Benchmark Priors for Bayesian Model Averaging
by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

1998 MCMC Methods for Fitting and Comparing Multinomial Response Models
by Siddhartha Chib & Edward Greenberg & Yuxin Chen

1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
by Bolduc, Denis & Bonin, Sylvie

1998 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
by John C. Chao & Peter C.B. Phillips

1998 Wald Revisited: The Optimal Level of Experimentation
by Giuseppe Moscarini & Lones Smith

1998 Smooth transition GARCH models: a Bayesian perspective
by LUBRANO, Michel

1998 A Bayesian approach to the econometrics of first-price auctions
by ALBANO, Gian Luigi & JOUNEAU, Fréféric

1998 Statistics as a tool for the development of speech recognition automatic systems
by José Luciano Maldonado

1998 Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales
by Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.

1998 Crecimiento regional en Colombia: ¿Persiste la desigualdad?
by Ricardo Rocha & Alejandro Vivas

1997 Prediction Intervals for Arima Models
by Snyder, R.D. & Ord, J.K. & Koehler, A.B.

1997 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
by Martin, G.M.

1997 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
by Martin, G.M. & Martin, V.L.

1997 Bayesian Arbitrage Threshold Analysis
by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.

1997 Bayesian Approaches to Segmenting A Simple Time Series
by Oliver, J.J. & Forbes, C.S.

1997 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, M. & Mathur, S.K. & Kohn, R.

1997 Costs of Equity from Factor-Based Models
by Pastor, L. & Stambaugh, R.F.

1997 Nonparametric Bayesian Survival Analysis
by Rolin, J-M

1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
by Flam, S.D. & Evstigneev, I.V.

1997 Bayesian Option Pricing Using Asymmetric GARCH
by Bauwens, L. & Lubrano, M.

1997 Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning
by Bulkley, George & Harris, Richard & Weller, Paul

1997 Patterns, Types, and Bayesian Learning
by Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky

1997 Statistical Modeling of Fishing Activities in the North Atlantic
by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

1997 Testing for convergence clubs in income per-capita: A predictive density approach
by Fabio Canova

1997 A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
by Osiewalski, J. & Koop, G. & Steel, M.F.J.

1997 Asset Prices with Contingent Preferences
by Gordon, Stephen & St-Amour, Pascal

1997 Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
by Gordon, Stephen & St-Amour, Pascal

1997 Bayesian option pricing using asymmetric GARCH
by BAUWENS, LUC & LUBRANO, Michel

1997 Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial
by Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José

1996 Power of tests in Binary Response Models
by Savin, N.E. & Wurtz, A.

1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
by Savin, N.E. & Wurtz, A.

1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
by Horowitz, J.L.

1996 Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?
by Schweder, T. & Hjort, N.L.

1996 Analyzing Investments Whose Histories Differ in Length
by Stambaugh, R-F

1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
by Florens, J-P & Richard, J-F & Rolin, J-M

1996 Classical and Bayesian Inference Robustness in Multivariate Regression models
by Fernandez, C & Osiewalski, J & Steel, M-F-J

1996 Hierarchical Bayes Models with Many Instrumental Variables
by Chamberlain, G & Imbens, G-W

1996 Nonparametric Applications of Bayesian Inference
by Chamberlain, G & Imbens, G-W

1996 Interacive Implementation
by Baliga, S. & Sjostrom, T.

1996 Econometric Models of Option Pricing Errors
by Renault, E.

1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
by Bauwens, L. & Lubrano, M.

1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
by Barthelemy, F. & Lubrano, M.

1996 Bayesian Analysis of Nonlinear Time Series Models with Threshold
by Lubrano, M.

1996 Properties of Unit Root Tests for Models with Trend and Cycles
by Barthelemy, F. & Lubrano, M.

1996 Divisible Conspicuous Good
by Bosi, S.

1996 Learning Standards of Social Behaviour in a Stationary Society
by Gilli, M.

1996 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
by Xiaoqiang, W.

1996 The Diffusion of New Crop Varieties
by Fischer, Alistair J. & Anne J. Arnold

1996 Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization
by Chatterji, S. & Chattopadhyay, S.

1996 Bayesian learning and expectations formation: Anything goes
by Albert, Max

1996 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance
by Francisco F. R. Ramos

1996 On the Use of Panel Data in Bayesian Stochastic Frontier Models
by Fernández, C. & Osiewalski, J. & Steel, M.F.J.

1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test
by Teruo Nakatsuma & Hiroki Tsurumi

1996 Research and Productivity
by Jovanovic, B. & Nyarko, Y.

1996 Stepping Stone Mobility
by Jovanovic, B. & Nyarko, Y.

1996 Learning by Doing and the Choice of Technology
by Jovanovic, B. & Nyarko, Y.

1996 Classroom Games: Understanding Bayes' Rule
by Charles A. Holt & Lisa R. Anderson

1995 Canadian Excess Returns and State-Dependent Risk Aversion
by St-Amour, P.

1995 Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity
by Bolduc, D. & Bonin, S.

1995 Stochastic Volatility
by Ghysels, E. & Harvey, A. & Renault, E.

1995 Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
by Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

1995 Acceptable Likelihood and Bayesian Inference with Retrospection
by Faynzilberg, P.S.

1995 Un modelo macroeconométrico trimestral para la economía española
by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

1995 Perfect Baysian Implementation in Economic Environments
by Brusco, S.

1995 Intermediate Statistics and Econometrics: A Comparative Approach
by Dale J. Poirier

1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

1995 On the Estimation of Demand Systems Through Consumption Efficiency
by Eduardo Ley & Mark F.J. Steel

1995 Posterior analysis of stochastic volatility models with flexible tails
by Steel, M.F.J.

1995 Chocs externes et ajustements des taux de change réels européens
by Bouoiyour, Jamal & Rey, Serge

1995 Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France
by Michel LUBRANO

1995 The Poor Stay Poor: Non-Convergence Across Countries and Regions
by Canova, Fabio & Marcet, Albert

1994 Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift
by de la Croix, David & Lubrano, Michel

1994 BVAR models in the context of cointegration: A Monte Carlo experiment
by Luis J. Álvarez & Fernando C. Ballabriga

1994 Hospital efficiency analysis through individual effects : A Bayesian approach
by Koop, G. & Osiewalski, J. & Steel, M.F.J.

1994 Advances in Random Utility Models
by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

1994 Numerical Aspects of Bayesian VAR-modeling
by Kadiyala, K. Rao & Karlsson, Sune

1994 The Empirics of Economic Growth in Previously Centrally Planned Economies
by Leamer, Edward & Taylor, Mark P

1994 Bayesian Inference for Periodic Regime-Switching Models
by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

1993 Sticking It Out: Entrepreneurial Survival and Liquidity Constraints
by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
by Peter C.B. Phillips & Werner Ploberger

1991 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
by Peter C.B. Phillips

1991 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
by Christopher A. Sims

1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
by Peter C.B. Phillips & Werner Ploberger

1991 A Bayesian Analysis of Trend Determination in Economic Time Series
by Eric Zivot & Peter C.B. Phillips

1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
by Peter C.B. Phillips

1977 Seasonality in Regression: An Application of Smoothness Priors
by Mark Gersovitz & James G. MacKinnon

1902 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
by Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas

Book reviews
by Robert, Christian P.

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

Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields
by Victor De Oliveira

Bayesian Analysis Of Conditional Autoriegressive Models
by Victor De Oliveira

Normalized Power Prior Bayesian Analysis
by Keying Ye & Yuyan Duan

Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
by Mark D. Ecker & Victor De Oliveira

A Study of the Probit Model with Latent Variables in Phase I Clinical Trials
by Xiaobin Yang & Keying Ye & Yanping Wang

Simulation-based Estimation of Contingent Claims Prices
by Peter C.B.Phillips & Jun Yu

Robust Deviance Information Criterion for Latent Variable Models
by Yong Li & Zeng Tao & Jun Yu

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

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

Forecasting euro exchange rates: How much does model averaging help?
by Jesus Crespo Cuaresma

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

Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters
by Michael Louis George

Extreme-quantile tracking for financial time series
by Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
by Eric JONDEAU & Michael ROCKINGER

Frailty Correlated Default
by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA

Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
by Francesco FRANZONI & Tobias ADRIAN

Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
by Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth
by Timothy Cogley