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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C11: Bayesian Analysis: General**

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

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

Most recent items first, undated at the end.

**Oil Price Shocks and Economic Growth: The Volatility Link**

*by*Maheu, John M & Yang, Qiao & Song, Yong

**Use and interpretation of spatial autoregressive probit models**

*by*Donald J. Lacombe & James P. LeSage

**Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment**

*by*Alban Moura

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

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

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

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

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

*by*Hiroyuki Watanabe

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

*by*Hautsch, Nikolaus & Voigt, Stefan

**Forecasting US inflation using Markov dimension switching**

*by*Prüser, Jan

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

*by*Prüser, Jan & Schlösser, Alexander

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

*by*Simionescu, Mihaela

**Large-scale portfolio allocation under transaction costs and model uncertainty**

*by*Hautsch, Nikolaus & Voigt, Stefan

**A stress test framework for the German residential mortgage market: Methodology and application**

*by*Siemsen, Thomas & Vilsmeier, Johannes

**A severity function approach to scenario selection**

*by*Mokinski, Frieder

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

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

**Threshold cointegration and adaptive shrinkage**

*by*Florian Huber & Thomas Zörner

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

*by*Michael Curran & Adnan Velic

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

*by*Judith Anne Clarke

**Measuring the Strength of the Theories of Government Size**

*by*Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou

**Mostly Harmless? A Subnational Analysis of the Aid-Conflict Nexus**

*by*Stijn van Weezel

**Measuring Directional Mobility: The Bartholomew and Prais-Bibby Indices Reconsidered**

*by*Satya R. Chakravarty & Nachiketa Chattopadhyay & Nora Lustig & Rodrigo Aranda Balcazar

**Dynamic Interbank Network Analysis Using Latent Space Models**

*by*Fernando Linardi & Cees (C.G.H.) Diks & Marco (M.J.) van der Leij & Iuri Lazier

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

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

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

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

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

*by*Rachida Ouysse

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

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

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

*by*Mihaela Simionescu

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

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

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

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

**Big Science, Learning And Innovation: Evidence From Cern Procurement**

*by*Anna Giunta & Massimo Florio & Francesco Giffoni & Emanuela Sirtori

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

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

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

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

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

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

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

**A flexible approach to age dependence in organizational mortality. Comparing the life duration for cooperative and non-cooperative enterprises using a Bayesian Generalized Additive Discrete Time Survival Model**

*by*Damien Rousselière

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

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

**Dealing with Misspecification in DSGE Models: A Survey**

*by*Paccagnini, Alessia

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

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

**Model Averaging and its Use in Economics**

*by*Steel, Mark F. J.

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

*by*William, Barnett & Hu, Jingxian

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

*by*Gallic, Ewen & Vermandel, Gauthier

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

*by*Kocięcki, Andrzej

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

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

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

*by*Hu, Xingwei

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

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

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

*by*Maheu, John M & Song, Yong

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

*by*Skintzi, Vasiliki

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

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

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

*by*Murasawa, Yasutomo

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

*by*Jangho Yang

**Scalable Price Targeting**

*by*Jean-Pierre Dubé & Sanjog Misra

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

*by*Erik Heitfield & Gary Richardson & Shirley Wang

**Tempered Particle Filtering**

*by*Edward Herbst & Frank Schorfheide

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

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

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

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

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

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

**Bayesian assessment of Lorenz and stochastic dominance**

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

**Empirical Methods for the Law**

*by*Christoph Engel

**Bayesian Assessment of Lorenz and Stochastic Dominance**

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

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

*by*Francesca DI IORIO & Maria Letizia GIORGETTI

**Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMUâ€™s Big Four**

*by*Alice, Albonico & Roberta, Cardani & Patrizio, Tirelli

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

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

**The dynamics of microcredit borrowings in Cambodia**

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

**The Estimation of Network Formation Games with Positive Spillovers**

*by*Vincent Boucher

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

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

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

*by*Mihnea Constantinescu & Anh Dinh Minh Nguyen

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

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

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

*by*Go Kotera & Saisuke Sakai

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

*by*Robin Braun & Ralf Brüggemann

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

*by*Igari Ryosuke & Takahiro Hoshino

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

*by*Ryosuke Igari & Takahiro Hoshino

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

*by*Takahiro Hoshino & Ryosuke Igari

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

*by*William Barnett & Jingxian Hu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

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

*by*Piatek, Rémi & Gensowski, Miriam

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

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

**Probabilistic Forecasting of Thunderstorms in the Eastern Alps**

*by*Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis

**A Primer on Bayesian Distributional Regression**

*by*Thomas Kneib & Nikolaus Umlauf

**Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve**

*by*Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani

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

*by*Lanot, Gauthier & Vesterberg, Mattias

**Creaming - and the depletion of resources: A Bayesian data analysis**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

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

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

**PIIGS in the Euro area: An empirical DSGE model**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Priors for the long run**

*by*Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E.

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

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

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

*by*Doh, Taeyoung

**Monetary Policy and Macroeconomic Stability Revisited**

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

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

*by*Musa Orak

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

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

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

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

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

*by*Richter, Alexander & Throckmorton, Nathaniel

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

*by*Martinez-Garcia, Enrique

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

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

**The transmission of monetary policy shocks**

*by*Silvia Miranda-Agrippino & Giovanni Ricco

**A Bayesian Approach to Backtest Overfitting**

*by*Jiri Witzany

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

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

**Oil and macroeconomic (in)stability**

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

**Forecasting the real price of oil under alternative specifications of constant and time-varying volatility**

*by*Beili Zhu

**Measuring inflation expectations uncertainty using high-frequency data**

*by*Joshua C C Chan & Yong Song

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

*by*Elmar Mertens & James M. Nason

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

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

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

*by*Joshua C C Chan & Angelia L Grant

**Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries**

*by*Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma

**Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity**

*by*Helmut Lütkepohl & Tomasz Woźniak

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

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

**System Priors for Econometric Time Series**

*by*Michal Andrle & Miroslav Plasil

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

*by*Sapci, Ayse & Miles, Bradley

**Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors**

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

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

*by*Liu, Chunping & Ou, Zhirong

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

*by*Chandan Singha

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

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

**Forecasting Stock Returns: A Predictor-Constrained Approach**

*by*Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang

**Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions**

*by*Dimitris Korobilis & Davide Pettenuzzo

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

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

**The transmission of monetary policy shocks**

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

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

*by*Melolinna, Marko

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

*by*Lambertini Luisa & Nuguer Victoria & Uysal Pinar

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

*by*Eleonora Patacchini & Edoardo Rainone

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

*by*Francesco Furlanetto & Ørjan Robstad

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

*by*Iván Kataryniuk & Jaime Martínez-Martín

**Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors**

*by*M Hashem Pesaran & Ron P Smith

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

*by*Fernando J. Pérez Forero

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

*by*Edwin Fourrier-Nicolai & Michel Lubrano

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

*by*Qazi Haque

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

*by*Qazi Haque

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

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

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

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

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

*by*Harald Hruschka

**A theory of risk disclosure**

*by*Mirko S. Heinle & Kevin C. Smith

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

*by*Alexander Zimper & Wei Ma

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

*by*Harald Hruschka

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

*by*Sara Amoroso

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

*by*Márcio Poletti Laurini

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

*by*Donald J. Lacombe & Miguel Flores

**Байесовский подход к оценке воздействия внешних шоков на макроэкономические показатели России. Bayesian approach to evaluate the impact of external shocks on russian macroeconomics indicators**

*by*Шевелев А. А.

**New Bayesian Lasso in Tobit Quantile Regression**

*by*Fadel Hamid Hadi ALHUSSEINI

**Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R**

*by*Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje

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

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

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

*by*Memarzadeh, Abbas & Khiabani , Nasser

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

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

**The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms**

*by*Jerzy Marzec & Andrzej Pisulewski

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

*by*Kamil Makieła

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

*by*Łukasz Lenart

**Hedge Fund Replication: A Model Combination Approach**

*by*Michael S. O’Doherty & N. E. Savin & Ashish Tiwari

**Investing in Disappearing Anomalies**

*by*Christopher S. Jones & Lukasz Pomorski

**Signalling Effects of Monetary Policy**

*by*Leonardo Melosi

**Mutual Funds Dynamics and Economic Predictors**

*by*Gianni Amisano & Roberto Savona

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

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

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

*by*Guohua Feng & Bin Peng & Xiaohui Zhang

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

*by*Márcio Poletti Laurini

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

*by*Eleonora Patacchini & Edoardo Rainone

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

*by*Daniel Mantilla-García & Vijay Vaidyanathan

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

*by*Aykut Ekinci & Halil İbrahim Erdal

**Empirical Analysis of Growth Slowdown in Asean**

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

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

*by*Kefei You

**Measuring flows of international migration**

*by*James Raymer

**Empirical Analysis Of Real Credit Risk Data**

*by*Giuseppe Di Biase

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

*by*Svatopluk Kapounek

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

*by*Piotr Dybka & Michal Rubaszek

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kumar & Anoop Chaturvedi & Umme Afifa

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

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

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

*by*Mezghani, Imed & Ben Haddad, Hedi

**Clustered housing cycles**

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

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

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

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

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

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

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

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

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

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

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

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

*by*Watson, Philip & Deller, Steven

**How optimal is US monetary policy?**

*by*Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell

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

*by*Netšunajev, Aleksei & Glass, Katharina

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

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

**Skill and luck in private equity performance**

*by*Korteweg, Arthur & Sorensen, Morten

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

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

**Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function**

*by*Boratyńska, Agata

**Unprecedented changes in the terms of trade**

*by*Kulish, Mariano & Rees, Daniel M.

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

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

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

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

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

*by*Smith, Simon C.

**A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model**

*by*Chen, Haotian & Smyth, Russell & Zhang, Xibin

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

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

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

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

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

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

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

*by*Nonejad, Nima

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

*by*Sarmiento, Miguel & Galán, Jorge E.

**Credit funding and banking fragility: A forecasting model for emerging economies**

*by*Guarin, Alexander & Lozano, Ignacio

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

*by*Lhuissier, Stéphane

**An empirical assessment of Optimal Monetary Policy in the Euro area**

*by*Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell

**On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks**

*by*Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis

**A Bayesian analysis of binary misclassification**

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

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

*by*Dimitrakopoulos, Stefanos

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

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

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

*by*Herzberg, Frederik

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

*by*Dimitrakopoulos, Stefanos

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

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

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

*by*Hur, Joonyoung & Lee, Kang Koo

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

*by*Nonejad, Nima

**Assessing DSGE model nonlinearities**

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

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

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

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

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

**Bayesian estimation of agent-based models**

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

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

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

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

*by*Li, Bing & Liu, Qing

**Determinants of the Levels of Development Based on the Human Development Index:Bayesian Ordered Probit Model**

*by*Ebru Çaðlayan-Akay & Muhammed H. Van

**The Residential Real Estate Market in China: Assessment and Policy Implications**

*by*Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam

**FISCO: modelo fiscal para Colombia**

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

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

*by*Željka Asanović

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

*by*Yannis Maël Largent

**On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables**

*by*Chen Ray-Bing & Lee Kuo-Jung & Chen Yi-Chi & Chu Chi-Hsiang

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

*by*Pajor Anna & Wróblewska Justyna

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

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**Learning, Monetary Policy Rules, and Macroeconomic Stability**

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**The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia**

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**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

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**Bayesian Stochastic Frontier Analysis Using WinBUGS**

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**The structural dynamics of US output and inflation: What explains the changes?**

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**The Impact of Central Bank FX Interventions on Currency Components**

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**Estimating Single Factor Jump Diffusion Interest Rate Models**

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**Measuring Inflation Persistence: A Structural Time Series Approach**

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**Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models**

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**Estimation and Evaluation of a Segmented Markets Monetary Model**

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**Measuring inflation persistence: a structural time series approach**

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**Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey**

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**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

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**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996**

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**A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism**

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**Mind your Ps and Qs! Improving ARMA forecasts with RBC priors**

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**Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice**

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**A, B, C's (and D)'s for Understanding VARs**

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**Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework**

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**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

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**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

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**A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?**

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**Expectations, Learning and Macroeconomic Persistence**

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**Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation**

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

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**Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model**

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**Bayesian Inference of General Linear Restrictions on the Cointegration Space**

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**Inference in Vector Autoregressive Models with an Informative Prior on the Steady State**

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**Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area**

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

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

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

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

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**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**

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

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

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

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

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**Bayesian Analysis of DSGE Models**

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

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

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**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**

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

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

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

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

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

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**Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models**

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**A Nonlinear Model of the Business Cycle**

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

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

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

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

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**Seasonality, Cycles and Unit Roots**

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

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

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

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

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

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**Similarities and Convergence in G7 Cycles**

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

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

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

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

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

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

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*by*Andrzej Kociêcki

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

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

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

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

*by*Fabio Canova & Matteo Ciccarelli & Eva Ortega

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*by*Caterina Conigliani & Andrea Tancredi

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

*by*Carol Alexandra

**Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange**

*by*Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet

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

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

*by*RUGE-MURCIA, Francisco J.

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**Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms**

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**Implicit Bayesian Inference Using Option Prices**

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

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

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

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