## 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.

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Bayesian Inference for Partially Observed Branching Processes**

*by*Rousseau, Judith & Donnet, Sophie

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

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

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

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

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

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

*by*Diana Zigraiova & Tomas Havranek

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

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

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

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

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

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

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

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

*by*Sarmiento, M. & Galán, Jorge E.

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

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

**Hawks and Doves at the FOMC**

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

**Smoking Initiation: Peers and Personality**

*by*Chih-Sheng Hsieh & Hans van Kippersluis

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

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

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

*by*Alexander Zimper and Wei Ma

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

*by*Samantha Leorato & Maura Mezzetti

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

*by*Daniel Rees & Penelope Smith & Jamie Hall

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

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

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

*by*Rangan Gupta & Alessia Paccagnini & Charles Rahal

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

*by*Alexander Zimper & Wei Ma

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

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

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

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

*by*Naser, Hanan & Alaali, Fatema

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

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

**Quantile forecasts of inflation under model uncertainty**

*by*Korobilis, Dimitris

**Prior selection for panel vector autoregressions**

*by*Korobilis, Dimitris

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

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

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

*by*Fornaro, Paolo

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

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

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

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

**Partisan Conflict and Private Investment**

*by*Marina Azzimonti

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

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

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

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

*by*Jordan Roulleau-Pasdeloup & Anastasia Zhutova

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

*by*Sandra Stankiewicz

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

*by*Tanaka, Kiyoyasu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

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

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

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

*by*Morita, Hiroshi

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

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

**Speeding Up Mcmc By Efficient Data Subsampling**

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

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

*by*You , Kefei

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

*by*António Alberto Santos

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

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

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

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

**Prior selection for panel vector autoregressions**

*by*Dimitris Korobilis.

**Quantile forecasts of in‡ation under model uncertainty**

*by*Dimitris Korobilis.

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

*by*Gerti Shijaku

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

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

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

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

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

*by*Martinez-Garcia, Enrique

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

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

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

*by*Simona Malovana

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

*by*Tomáš Havránek & Diana Zigraiova

**Identifying Periods of US Housing Market Explosivity**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Estimating US fiscal and monetary interactions: from Volcker chairmanship to the Great Recession**

*by*Eddie Gerba & Klemens Hauzenberger

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

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

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

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

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

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

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

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

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

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

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

*by*Joshua C.C. Chan

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

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno Uusküla

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

*by*Blaise Gnimassoun

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

*by*Jorge GalÃ¡n & SofÃa B. Ramos & Helena Veiga

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

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

**Hawks and Doves at the FOMC**

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

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

*by*Bauwens, Luc & Carpantier, Jean-FranÃ§ois & Dufays, Arnaud

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

*by*Miguel Sarmiento & Jorge E. Galán

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

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

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

*by*Michal Franta

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

*by*Tomas Havranek & Diana Zigraiova

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

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

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

*by*Kajal Lahiri & Liu Yang

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

*by*Thilo Klein

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

*by*Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

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

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

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

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

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

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

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

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

**Labor Supply Factors and Economic Fluctuations**

*by*Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

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

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

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

*by*Markku Lanne & Jani Luoto

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

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

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

*by*Valeriu Nalban

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

*by*Te Lai

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

*by*Aleksandra Bezborodova & Yuri Mihalenok

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

*by*Karen Poghosyan

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

*by*Justyna Wróblewska

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

*by*Shalva Mkhatrishvili & Zviad Zedginidze

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

*by*Jiří Hasman & Josef Novotný

**Time Varying Fiscal Multipliers in Germany**

*by*Oliver Berg

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

*by*Nuno Silva

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

*by*Jan Klacso

**Subjective health expectations**

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

**Estimating DSGE models across time and frequency**

*by*Caraiani, Petre

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

*by*Morita, Hiroshi

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

*by*Huang, Yu-Fan

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

*by*Bijsterbosch, Martin & Falagiarda, Matteo

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

*by*Gnimassoun, Blaise

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

*by*Lo, Ming Chien & Morley, James

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

*by*Di, Junpeng & Zhu, Pingfang

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

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

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

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

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

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

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

*by*Lewis, Vivien & Stevens, Arnoud

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

*by*Kaufmann, Sylvia

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

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

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

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

**Estimating dynamic equilibrium models with stochastic volatility**

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

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

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

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

*by*Nonejad, Nima

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

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

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

*by*Lhuissier, Stéphane & Zabelina, Margarita

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

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

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

*by*Oscar Andrés Espinosa & Paola Andrea Vaca

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

*by*Rolando Gonzales Martínez

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

*by*Kota Ogasawara & Genya Kobayashi

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

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

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

*by*Rousseau, Judith & Gassiat, Elisabeth

**Relevant statistics for Bayesian model choice**

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

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

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

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

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

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

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

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

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

**Fiscal rules and unemployment**

*by*Gehrke, Britta

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

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

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

*by*Prettner, Catherine & Prettner, Klaus

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

*by*Sacht, Stephen

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

*by*Daniele Bregantini

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

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

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

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

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

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

*by*Roberto Casarin

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

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

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

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

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

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

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

*by*Buncic, Daniel & Moretto, Carlo

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

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

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

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

*by*K.Vela Velupillai

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

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

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

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

**Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models**

*by*Istv�n Barra & Lennart Hoogerheide & Siem Jan Koopman & Andr� Lucas

**Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk

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

*by*Bulent Ulasan

**How Structural Is Unemployment in the United States?**

*by*Yuelin Liu

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

*by*Yuelin Liu

**CES Technology and Business Cycle Fluctuations**

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

**Large Bayesian VARMAs**

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

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gregor Bäurle & Daniel Kaufmann

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

*by*Konrad Adler & Christian Grisse

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

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

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

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

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

**Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches**

*by*Rahul Mukherjee

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

*by*Elton Beqiraj & Massimiliano Tancioni

**Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries**

*by*Elton Beqiraj & Massimiliano Tancioni

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

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

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

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?**

*by*Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

**Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness**

*by*Mukhoti, Sujay

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

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

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

**Club classification of US divorce rates**

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

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Model Uncertainty in Panel Vector Autoregressive Models**

*by*Koop, Gary & Korobilis, Dimitris

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

*by*Ifrim, Adrian

**Mobility of Knowledge and Local Innovation Activity**

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

**Time Varying Fiscal Multipliers in Germany**

*by*Berg, Tim Oliver

**Bayesian Survival Modelling of University Outcomes**

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

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

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

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

*by*Travaglini, Guido

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

*by*Nonejad, Nima

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

*by*Nonejad, Nima

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

*by*Fantazzini, Dean

**Probabilistic Opinion Pooling**

*by*Dietrich, Franz & List, Christian

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

*by*Korobilis, Dimitris

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

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

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

*by*Christiane Baumeister & James D. Hamilton

**Growth, Slowdowns, and Recoveries**

*by*Francesco Bianchi & Howard Kung

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

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

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

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

*by*Frank Schorfheide & Dongho Song & Amir Yaron

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

*by*Francesco Bianchi & Cosmin Ilut

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

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

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

*by*Gonzalo Camba-Méndez & Dobromił Serwa

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

*by*Arnaud Dufays

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

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

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

*by*Haotian Chen & Xibin Zhang

**Approximate Bayesian Computation in State Space Models**

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

**The Network Origins of Economic Growth**

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Welfare Reform and Children's Health**

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

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

*by*Matthias Held & Marcel Omachel

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

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

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

*by*Deborah Gefang & Geraint Johnes

**Identification of Financial Factors in Economic Fluctuations**

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**The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach**

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

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

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

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**Assessing Bayesian model comparison in small samples**

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

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

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

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**Bayesian default probability models**

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**Monetary policy effects on bank risk taking**

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

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

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

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

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

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

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

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

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**A DSGE Model of China**

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

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**Forecasting with DSGE models with financial frictions**

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

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

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

*by*Merola, Rossana

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

*by*CARPANTIER, Jean-FranÃ§ois & DUFAYS, Arnaud

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*by*Andrés Ramírez Hassan & Jhonatan Cardona Jiménez & Raul Pericchi Guerra

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**FISCO: Modelo Fiscal para Colombia**

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

**Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates**

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

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

*by*Matthew J. Baker

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

*by*Enrique Moral-Benito & Oliver Röhn

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

*by*Tim Oliver Berg & Steffen Henzel

**A DSGE Model of China**

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

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

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

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

*by*Davide Pettenuzzo & Francesco Ravazzolo

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

*by*Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

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

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

**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**

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

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

*by*Drago Bergholt

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

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

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

*by*Davide Pettenuzzo & Francesco Ravazzolo

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

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

**Density forecasts with MIDAS models**

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

**Identification of financial factors in economic fluctuations**

*by*Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz

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

*by*Frederik Herzberg

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

*by*Marek Jarociński & Albert Marcet

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

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

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

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

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**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

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

*by*Stefania Villa

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

*by*Hruschka, Harald

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

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

**Noncausal Bayesian Vector Autoregression**

*by*Markku Lanne & Jani Luoto

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

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**Software For Bayesian Spatial Model Comparison**

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**A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy**

*by*Hüseyin Taştan & Bekir Aşık

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

*by*Iulian Vasile Popescu

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

*by*Ricardo Marto

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

*by*Mihaela Simionescu (Bratu)

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

*by*James P. LeSage

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

*by*Dedu, Vasile & Stoica, Tiberiu

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

*by*Polbin, Andrey

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

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**Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina**

*by*Castillo, Paul & Rojas, Youel

**Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market**

*by*Roman Huptas

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

*by*Kamil Makieła

**Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?**

*by*Małgorzata Doman & Ryszard Doman

**Divergent Priors and Well Behaved Bayes Factors**

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

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

*by*Anna Ferus

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

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

*by*Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis

**Convergence and Long-Run Uncertainty**

*by*Pablo M. Pincheira

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

*by*Jan Capek

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

*by*Márcio Poletti Laurini & Armênio Westin Neto

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

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

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

*by*Mitesh Kataria

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

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

**Differences in subprime loan pricing across races and neighborhoods**

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

**Does faith move stock markets? Evidence from Saudi Arabia**

*by*Canepa, Alessandra & Ibnrubbian, Abdullah

**Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy**

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

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

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

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

*by*Berger, Tino & Kempa, Bernd

**An estimated search and matching model of the Japanese labor market**

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

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

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

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

*by*Pesce, Antonio

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

*by*Feldkircher, Martin

**Forecasting stock returns under economic constraints**

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

**Disagreement and asset prices**

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

**Free to choose: Promoting conservation by relaxing outdoor watering restrictions**

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

**Returns to scale at large banks in the US: A random coefficient stochastic frontier approach**

*by*Feng, Guohua & Zhang, Xiaohui

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

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

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

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

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

*by*Gillen, Benjamin J.

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

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

**A new index of financial conditions**

*by*Koop, Gary & Korobilis, Dimitris

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

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

**Bayesian exploratory factor analysis**

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

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

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

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

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

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

*by*Pelenis, Justinas

**A new approach to Bayesian hypothesis testing**

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

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

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

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

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

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

*by*Kim, Jae-Young

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

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

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

*by*Francetich, Alejandro & Kreps, David

**Bayesian endogeneity bias modeling**

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

**Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty**

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

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

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

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

*by*Bekiros, Stelios

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

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

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

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

**Learning and time-varying macroeconomic volatility**

*by*Milani, Fabio

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

*by*Liu, Yuelin & Morley, James

**A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors**

*by*Campolieti, Michele & Gefang, Deborah & Koop, Gary

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

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

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

*by*Josef Stráský & Jaromír Baxa

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

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

**Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation**

*by*Edyta Laszkiewicz

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

*by*Ignacio Lozano & Alexander Guarín

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

*by*Ristan Stijepović

**The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking**

*by*Jean-Louis Arcand

**The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth**

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Ignacio Lozano & Alexander Guarin

**An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina**

*by*Daniel Aromí & Marcos Dal Bianco

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Ming Lin & Changjiang Liu & Linlin Niu

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

*by*Ying Fang & Shicheng Huang & Linlin Niu

**Regularizing Priors for Linear Inverse Problems**

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

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

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

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

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

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

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

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

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

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

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

*by*Rousseau, Judith & Kruijer, Willem

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

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

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

*by*Schäfer, Christian & Chopin, Nicolas

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

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

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

*by*Bouriga, Mathilde & Féron, Olivier

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

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

**Discussion**

*by*Robert, Christian P.

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

*by*Robert, Christian P.

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

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

**Computational aspects of Bayesian spectral density estimation**

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

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

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

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

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

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

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

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

*by*Offick, Sven & Winkler, Roland

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Berg, Tim Oliver & Henzel, Steffen

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

*by*Afanasyeva, Elena

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

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

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

*by*Kliem, Martin & Uhlig, Harald

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

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**Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process**

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

**Bayesian computation for statistical models with intractable normalizing constants**

*by*Atchade, Yves & Lartillot, Nicolas & Robert, Christian P.

**The competition effect in business cycles**

*by*Lewis, Vivien & Stevens, Arnoud

**Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging**

*by*Antonakakis, Nikolaos & Tondl, Gabriele

**The directional identification problem in Bayesian factor analysis: An ex-post approach**

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

**Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results**

*by*Kaufmann, Sylvia & Schumacher, Christian

**The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods**

*by*Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

**Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters**

*by*Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

**After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?**

*by*Catherine Prettner & Klaus Prettner

**Combining predictive densities using Bayesian filtering with applications to US economic data**

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

**Combination schemes for turning point predictions**

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

**Bayesian Graphical Models for Structural Vector Autoregressive Processes**

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

**Efficient Gibbs Sampling for Markov Switching GARCH Models**

*by*Monica Billio & Roberto Casarin & Anthony Osuntuyi

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*by*Mirkov, Nikola & Sutter, Barbara

**International Financial Transmission of the US Monetary Policy: An Empirical Assessment**

*by*Mirkov, Nikola

**Estimating overidentified, nonrecursive, time-varying coefficients structural VARs**

*by*Fabio Canova & Fernando J. Pérez Forero

**Back to the future: economic rationality and maximum entropy prediction**

*by*Sylvain Barde

**Long swings in Japan’s current account and in the yen**

*by*Müller-Plantenberg, Nikolas

**The Sources of Macroeconomic Fluctuations in Subsaharan African Economies: An application to Côte d'Ivoire**

*by*Jidoud, Ahmat

**Bayesian semiparametric multivariate GARCH modeling**

*by*Mark J Jensen & John M Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

*by*Mark J Jensen & John M Maheu

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*by*John M Maheu & Yong Song

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*by*Magnus, J.R. & Wang, W.

**The Determinants of VAT Introduction : A Spatial Duration Analysis**

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**Stock Market Asymmetries: A Copula Diffusion**

*by*Denitsa Stefanova

**Time-varying Combinations of Predictive Densities using Nonlinear Filtering**

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

**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**

*by*Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

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**Screening for Collusion: A Spatial Statistics Approach**

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**A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation**

*by*Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

**Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging**

*by*Rodney Strachan & Herman K. van Dijk

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*by*Christa Jensen & Donald Lacombe & Stuart McIntyre

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*by*Ye Chen & Jun Yu

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**Bayesian Forecasting with Highly Correlated Predictors**

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**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

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

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*by*Carrera, César

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*by*Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

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*by*Ferreira Lima, Luis Cristovao

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*by*Liao, Yuan & Simoni, Anna

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*by*Kociecki, Andrzej

**A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises**

*by*Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

**The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model**

*by*Matkovskyy, Roman

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*by*Sugawara, Shinya

**Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market**

*by*Zhou, Yiyi

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*by*Huang, Y-F.

**Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?**

*by*Lanne, Markku & Luoto, Jani

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*by*Tsionas, Mike

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*by*Serbanoiu, Georgian Valentin

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*by*Chan, Joshua & Eisenstat, Eric

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*by*Shachat, Jason & Swarthout, J. Todd & Wei, Lijia

**Skew mixture models for loss distributions: a Bayesian approach**

*by*Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

**A new model of trend inflation**

*by*Chan, Joshua & Koop, Gary & Potter, Simon

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*by*LIEBERMANN, JOELLE

**Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods**

*by*Chan, Joshua & Strachan, Rodney

**Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility**

*by*Karapanagiotidis, Paul

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*by*Koop, Gary & Korobilis, Dimitris

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*by*Bai, Jushan & Wang, Peng

**Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques**

*by*Sinha, Pankaj & Jayaraman, Prabha

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*by*Maheu, John & Song, Yong

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**Constrained Discretion and Central Bank Transparency**

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**Robust inference on parameters via particle filters and sandwich covariance matrices**

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**A Multi-Method, Spatial Approach for Explaining the Appearance and Passage of Open Space Referenda**

*by*Martin D. Heintzelman & Patrick J. Walsh & Dustin J. Grzeskowiak

**Prior Selection for Vector Autoregressions**

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

**Estimating Second Order Probability Beliefs from Subjective Survival Data**

*by*Péter Hudomiet & Robert J. Willis

**Estimating Loan-to-Value and Foreclosure Behavior**

*by*Arthur Korteweg & Morten Sorensen

**Real economic convergence and the impact of monetary policy on economic growth of the EU countries: The analysis of time stability and the identification of major turning points based on the Bayesian methods**

*by*Mariusz Próchniak & Bartosz Witkowski

**On the empirical importance of periodicity in the volatility of financial time series**

*by*Blazej Mazur & Mateusz Pipien

**Do those who stay work less? On the impact of emigration on the measured TFP in Poland**

*by*Katarzyna Budnik

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

*by*Punnoose Jacob & Gert Peersman

**Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach**

*by*Rong Zhang & Brett A. Inder & Xibin Zhang

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Energy and Capital in a New-Keynesian Framework**

*by*Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham

**Is there a carry trade channel of monetary policy in emerging countries?**

*by*Kornél Kisgergely

**Testing Causality Between Two Vectors in Multivariate GARCH Models**

*by*Tomasz Wozniak

**Comparing Hybrid DSGE Models**

*by*Alessia Paccagnini

**Herding in a Laboratory Asset Market with a Rich Action Set**

*by*Lora R. Todorova & Bodo Vogt

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

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

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

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*by*Sgroi, Daniel & Oswald, Andrew J.

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Haan, Peter & Kemptner, Daniel & Uhlendorff, Arne

**Contest Functions: Theoretical Foundations and Issues in Estimation**

*by*Hao Jia & Stergios Skaperdas & Samarth Vaidya

**Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks**

*by*Thomas Windberger & Jesus Crespo Cuaresma & Janette Walde

**Bayesian Semiparametric Regression**

*by*Pelenis, Justinas

**Marketing Response Models for Shrinking Beer Sales in Germany**

*by*Polasek, Wolfgang

**To Redistribute or Not: A Politician's Dilemma**

*by*Fabiana Machado

**Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA**

*by*Márcio Laurini & Márcio Alves Diniz

**Dynamic Functional Data Analysis with Nonparametric State Space Models**

*by*Márcio Laurini

**Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible**

*by*Augusta Abrahamse & Carla Quiroga Ledezma & Mathew Johnson & Ruth Scipione

**Baysian seasonal analysis with robust priors**

*by*Rolando Gonzales Martinez

**Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach**

*by*Andras Fulop & Junye Li & Jun Yu

**Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity**

*by*Hiroaki Chigira & Tsunemasa Shiba

**Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -**

*by*Jouchi Nakajima & Toshiaki Watanabe

**The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility**

*by*Scott Davis

**Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets**

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

**Forecasting with Bayesian Vector Autoregressions**

*by*Karlsson, Sune

**Conditional posteriors for the reduced rank regression model**

*by*Karlsson, Sune

**The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk**

*by*Feldkircher, Martin

**De facto currency baskets of China and East Asian economies: The rising weights**

*by*Fang, Ying & Huang, Shicheng & Niu, Linlin

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**Large time-varying parameter VARs**

*by*Gary Koop & Dimitris Korobilis

**Time-varying Betas of the Banking Sector**

*by*Tomáš Adam & Sona Benecká & Ivo Jánský

**Testing Causality Between Two Vectors in Multivariate GARCH Models**

*by*Tomasz Wozniak

**Granger-causal analysis of VARMA-GARCH models**

*by*Tomasz Wozniak

**Common Drifting Volatility in Large Bayesian VARs**

*by*Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

**Bayesian Testing of Granger Causality in Markov-Switching VARs**

*by*Matthieu Droumaguet & Tomasz Wozniak

**Financial frictions and the role of investment specific technology shocks in the business cycle**

*by*Gunes Kamber & Christie Smith & Christoph Thoenissen

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Joshua C C Chan & Eric Eisenstat

**Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

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

**Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?**

*by*Olfa Kaabia & Ilyes Abid & Khaled Guesmi

**Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework**

*by*Olfa Kaabia & Ilyes Abid

**Bayesian Procedures as a Numerical Tool for the Estimation of Dynamic Discrete Choice Models**

*by*Peter Haan & Daniel Kemptner & Arne Uhlendorff

**The Empirical Implications of the Interest-Rate Lower Bound**

*by*Gust, Christopher & López-Salido, J David & Smith, Matthew E

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

**What's News in Business Cycles**

*by*Schmitt-Grohé, Stephanie & Uribe, Martín

**Can Rare Events Explain the Equity Premium Puzzle?**

*by*Ghosh, Anisha & Julliard, Christian

**Common Drifting Volatility in Large Bayesian VARs**

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

**Prior Selection for Vector Autoregressions**

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

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

*by*Fuentes-Albero, Cristina

**Infinite-state Markov-switching for dynamic volatility and correlation models**

*by*DUFAYS, Arnaud

**Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case**

*by*Luis Fernando Melo & Rubén Albeiro Loaiza Maya

**Assessing the Impact of Fiscal Measures on the Czech Economy**

*by*Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta

**Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries**

*by*Jaromir Baxa & Miroslav Plasil & Borek Vasicek

**Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery**

*by*Sybille Lehwald

**Real-time forecasting in a data-rich environment**

*by*Liebermann, Joelle

**Assessing the economy-wide effects of quantitative easing**

*by*Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos

**The impact of QE on the UK economy – some supportive monetarist arithmetic**

*by*Bridges, Jonathan & Thomas, Ryland

**Oil price density forecasts: Exploring the linkages with stock markets**

*by*Francesco Ravazzolo & Marco J. Lombardi

**Oil price density forecasts: exploring the linkages with stock markets**

*by*Marco J. Lombardi & Francesco Ravazzolo

**The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility**

*by*Todd E. Clark & Francesco Ravazzolo

**Combination schemes for turning point predictions**

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

**Monetary Transmission Mechanism and Time Variation in the Euro Area**

*by*Kemal Bagzibagli

**Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs**

*by*Fabio Canova & Fernando J. P�rez Forero

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

*by*Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani

**Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity**

*by*Enrique Moral-Benito

**Heterogeneity and cross-country spillovers in macroeconomic-financial linkages**

*by*Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama

**Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound**

*by*Christiane Baumeister & Luca Benati

**How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR**

*by*SENBETA, Sisay Regassa

**Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination**

*by*Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

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

*by*Joshua C C Chan

**Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments**

*by*Joshua C.C. Chan & Justin L. Tobias

**A Point Decision For Partially Identified Auction Models**

*by*Gaurab Aryal & Dong-Hyuk Kim

**Contributions computationnelles à la statistique Bayésienne**

*by*Jacob, Pierre E.

**The Propagation of Regional Recessions**

*by*James D. Hamilton & Michael T. Owyang

**Determinants of Economic Growth: A Bayesian Panel Data Approach**

*by*Enrique Moral-Benito

**Volatility, Information And Stock Market Crashes**

*by*Nikolaos Antonakakis & Johann Scharler

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*by*Kamila Sławińska & Bartosz Witkowski

**Bayesian Model Averaging in Modelling GDP Convergence with the Use of Panel Data**

*by*Mariusz Próchniak & Bartosz Witkowski

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**A new approach to construction of objective priors: Hellinger information**

*by*Shemyakin, Arkady

**Volatility estimation based on extremes of the bridge (in Russian)**

*by*Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

**Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models**

*by*Justyna Wróblewska

**Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model**

*by*Krzysztof Osiewalski & Jacek Osiewalski

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

*by*Gary Koop

**On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process**

*by*Błażej Mazur & Mateusz Pipień

**Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe**

*by*Jesús Crespo Cuaresma & Martin Feldkircher

**Geography versus Institutions: New Perspectives on the Growth of Africa and the Middle East**

*by*Olivier Parent & Abdallah Zouache

**Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model**

*by*Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

**The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis**

*by*HYUN KOOK SHIN & BYOUNG HARK YOO

**Un Gran VAR Bayesiano para la Economia Chilena**

*by*Wildo González

**Time-Varying Betas of Banking Sectors**

*by*Tomas Adam & Sona Benecka & Ivo Jansky

**Entry and submarket concentration: empirical evidence from the pharmaceutical industry**

*by*Maria Letizia Giorgetti

**WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia**

*by*Karen Poghosyan & Jan R. Magnus

**Ajuste del ingreso en México con un enfoque bayesiano**

*by*Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

**Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model**

*by*Jie Lu & Angang Hu & Yilong Yan

**Bayesian Unit Root Test for Time Series Models with Structural Break in Variance**

*by*Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

**Does the Canadian economy suffer from Dutch disease?**

*by*Beine, Michel & Bos, Charles S. & Coulombe, Serge

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*by*Parent, Olivier & LeSage, James P.

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

**Intraday dynamics of volatility and duration: Evidence from Chinese stocks**

*by*Liu, Chun & Maheu, John M.

**Thousands of models, one story: Current account imbalances in the global economy**

*by*Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair

**Taylor rules and the Canadian–US equilibrium exchange rate**

*by*Berger, Tino & Kempa, Bernd

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*by*Dangl, Thomas & Halling, Michael

**Payout yield, risk, and mispricing: A Bayesian analysis**

*by*Shanken, Jay & Tamayo, Ane

**State uncertainty in stock markets: How big is the impact on the cost of equity?**

*by*Han, Yufeng

**Forecasting government bond yields with large Bayesian vector autoregressions**

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

**Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis**

*by*Feng, Guohua & Zhang, Xiaohui

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*by*Felices, Guillermo & Wieladek, Tomasz

**A maximum-entropy approach to the linear credibility formula**

*by*Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam

**ClubMed? Cyclical fluctuations in the Mediterranean basin**

*by*Canova, Fabio & Ciccarelli, Matteo

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*by*Liu, Qingfu & Tu, Anthony H.

**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**Mixtures of g-priors for Bayesian model averaging with economic applications**

*by*Ley, Eduardo & Steel, Mark F.J.

**Bayesian model averaging in the instrumental variable regression model**

*by*Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney

**Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments**

*by*Geweke, John

**Evaluating DSGE model forecasts of comovements**

*by*Herbst, Edward & Schorfheide, Frank

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**Simulation in Statistics**

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**Bayesian Hypothesis Testing in Latent Variable Models**

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**Simulated Maximum Likelihood Estimation for Latent Diffusion Models**

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**Modelling Realized Covariances and Returns**

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**Posterior consistency of nonparametric conditional moment restricted models**

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**On Identification of Bayesian DSGE Models**

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**Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

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**Estimating Correlated Jumps and Stochastic Volatilities**

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**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

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**A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models**

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

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**On Leverage in a Stochastic Volatility Model**

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

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

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**Seasonality, Cycles and Unit Roots**

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

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**Population Monte Carlo**

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

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

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

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

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

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**Implicit Bayesian Inference Using Option Prices**

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**Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters**

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**Bayesian Inference for Mixtures of Stable Distributions**

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

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

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

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

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

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

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**Estimation of Hyperbolic Diffusion Using MCMC Method**

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

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

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**Testing for Stationarity in a Cointegrated System**

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*by*Jacobson, Tor & Karlsson, Sune

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**Bayesian Cointegration Analysis**

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

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

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**Stochastic Frontier Models with Random Coefficients**

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*by*Jay Shanken & Ane Tamayo

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

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

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

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

**Averaging Income Distributions**

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

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

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

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

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

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**LP Tests for MV Efficiency**

*by*Post, G.T.

**Portfolio allocation in transition economies**

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**Dynamic mean-variance analysis**

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

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

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

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

**Implementation Theory**

*by*Eric Maskin & Tomas Sjostrom

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

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

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**Bayesian Target Zones**

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

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

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

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**Bayesian Option Pricing using Asymmetric Garch Models**

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**MCMC in econometrics**

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

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**Double Checking for Two Error Types**

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

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

*by*Hugo Kruiniger

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

*by*Hugo Kruiniger

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

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

*by*Rajeev Dehejia

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

*by*Jonathan Lewellen & Jay Shanken

**Bayesian Exponential Smoothing**

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

**Bayesian Soft Target Zones**

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

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

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

**Bayesian Estimation of Atkinson Inequality Measures**

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

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

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

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

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

**Prediction Inference for Time Series**

*by*de Luna, Xavier

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

*by*Graflund, Andreas

**Panel Regression with Unobserved Classes**

*by*Salabasis, Mickael & Villani, Mattias

**Forecasting New Zealand's Real GDP**

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

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

*by*LUBRANO, Michel

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

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

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

*by*Teruo Nakatsuma

**Bayesian Performance Evaluation**

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

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

*by*Lubrano, M.

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

*by*Lubrano, M.

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

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

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

*by*Jiahui Wang & Eric Zivot

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

*by*Chris Otrok

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

*by*Fabio Canova & Matteo Ciccarelli

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

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

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

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

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

**Program Evaluation as a Decision Problem**

*by*Rajeev Dehejia

**Predictive Regressions**

*by*Robert F. Stambaugh

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

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

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

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

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

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

**We have just averaged over two trillion cross-country growth regressions**

*by*Eduardo Ley & Mark F J Steel

**A Bayesian analysis of multiple-output production frontier**

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

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

*by*Kilian, Lutz & Zha, Tao

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

*by*Canova, Fabio

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

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

**Stochastic Volatility: Univariate and Multivariate Extensions**

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

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

*by*Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

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

*by*MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.

**A Dynamic Economy with Costly Price Adjustments**

*by*Leif Danziger

**Halandósági táblák becslése bayesi módszerekkel**

*by*Péter Gál

**bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions**

*by*Strachan, R.W.

**A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks**

*by*M.W. Luke Chan & Dean C. Mountain & Dading Li

**The Equity Premium and Structural Breaks**

*by*Pastor, L. & Stambaugh, R.F.

**Costs of Equity Capital and Model Mispricing**

*by*Pastor, L. & Stambaugh, R.F.

**Games with Incomplete Information**

*by*Nomia, O.

**Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test**

*by*Mouchart, M. & Scheihing, E.

**Bayesian Evaluation of a Semi-Parametric Binary Response Model**

*by*Scheihing, E. & Mouchart, M.

**Multiple Hypotheses Testing with Partial Prior Information**

*by*Zhang, J.

**Bayesian Inference for the Mover-Stayer Model of Continuous Time**

*by*Fougere, D. & Kamionka, T.

**Simulation of Posterior Distributions in Nonparametric Censored Analysis**

*by*Florens, J.-P. & Rolin, J.-M.

**Unemployment Dynamics Across OECD Countries**

*by*Balakrishnan, R. & Michelacci, C.

**Bayesian Analysis of Nonlinear Time Series Models with a Threshold**

*by*Lubrano, M.

**The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach**

*by*Harris, R.

**Impulse Response Priors for Discriminating Structural Vector Autoregressions**

*by*Mark Dwyer

**Benchmark Priors for Bayesian Model Averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**MCMC Methods for Fitting and Comparing Multinomial Response Models**

*by*Siddhartha Chib & Edward Greenberg & Yuxin Chen

**Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case**

*by*Bolduc, Denis & Bonin, Sylvie

**Benchmark priors for Bayesian model averaging**

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

**Benchmark priors for Bayesian model averaging**

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

**Dynamic asymmetries in US unemployment**

*by*Gary Koop & Simon M. Potter

**The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach**

*by*Gary Koop & Kai Li

**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**

*by*John C. Chao & Peter C.B. Phillips

**Wald Revisited: The Optimal Level of Experimentation**

*by*Giuseppe Moscarini & Lones Smith

**Smooth transition GARCH models: a Bayesian perspective**

*by*LUBRANO, Michel

**A Bayesian approach to the econometrics of first-price auctions**

*by*ALBANO, Gian Luigi & JOUNEAU, FrÃ©fÃ©ric

**Statistics as a tool for the development of speech recognition automatic systems**

*by*José Luciano Maldonado

**Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales**

*by*Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.

**Crecimiento regional en Colombia: ¿Persiste la desigualdad?**

*by*Ricardo Rocha & Alejandro Vivas

**Prediction Intervals for Arima Models**

*by*Snyder, R.D. & Ord, J.K. & Koehler, A.B.

**Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior**

*by*Martin, G.M.

**Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries**

*by*Martin, G.M. & Martin, V.L.

**Bayesian Arbitrage Threshold Analysis**

*by*Forbes, C.S. & Kalb, G.R.J. & Kofman, P.

**Bayesian Approaches to Segmenting A Simple Time Series**

*by*Oliver, J.J. & Forbes, C.S.

**Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data**

*by*Smith, M. & Mathur, S.K. & Kohn, R.

**Costs of Equity from Factor-Based Models**

*by*Pastor, L. & Stambaugh, R.F.

**Nonparametric Bayesian Survival Analysis**

*by*Rolin, J-M

**The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics**

*by*Flam, S.D. & Evstigneev, I.V.

**Bayesian Option Pricing Using Asymmetric GARCH**

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

**Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning**

*by*Bulkley, George & Harris, Richard & Weller, Paul

**Patterns, Types, and Bayesian Learning**

*by*Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky

**Statistical Modeling of Fishing Activities in the North Atlantic**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

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

*by*Fabio Canova

**A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies**

*by*Osiewalski, J. & Koop, G. & Steel, M.F.J.

**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**

*by*Gary Koop & Herman K. van Dijk & Henk Hoek

**Asset Prices with Contingent Preferences**

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

**Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion**

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

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

**Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial**

*by*Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José

**Power of tests in Binary Response Models**

*by*Savin, N.E. & Wurtz, A.

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*Savin, N.E. & Wurtz, A.

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Horowitz, J.L.

**Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?**

*by*Schweder, T. & Hjort, N.L.

**Analyzing Investments Whose Histories Differ in Length**

*by*Stambaugh, R-F

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J-P & Richard, J-F & Rolin, J-M

**Classical and Bayesian Inference Robustness in Multivariate Regression models**

*by*Fernandez, C & Osiewalski, J & Steel, M-F-J

**Hierarchical Bayes Models with Many Instrumental Variables**

*by*Chamberlain, G & Imbens, G-W

**Nonparametric Applications of Bayesian Inference**

*by*Chamberlain, G & Imbens, G-W

**Interacive Implementation**

*by*Baliga, S. & Sjostrom, T.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

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

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Bayesian Analysis of Nonlinear Time Series Models with Threshold**

*by*Lubrano, M.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Divisible Conspicuous Good**

*by*Bosi, S.

**Learning Standards of Social Behaviour in a Stationary Society**

*by*Gilli, M.

**Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation**

*by*Xiaoqiang, W.

**The Diffusion of New Crop Varieties**

*by*Fischer, Alistair J. & Anne J. Arnold

**Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization**

*by*Chatterji, S. & Chattopadhyay, S.

**Bayesian learning and expectations formation: Anything goes**

*by*Albert, Max

**Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance**

*by*Francisco F. R. Ramos

**On the Use of Panel Data in Bayesian Stochastic Frontier Models**

*by*Fernández, C. & Osiewalski, J. & Steel, M.F.J.

**ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test**

*by*Teruo Nakatsuma & Hiroki Tsurumi

**Research and Productivity**

*by*Jovanovic, B. & Nyarko, Y.

**Stepping Stone Mobility**

*by*Jovanovic, B. & Nyarko, Y.

**Learning by Doing and the Choice of Technology**

*by*Jovanovic, B. & Nyarko, Y.

**Classroom Games: Understanding Bayes' Rule**

*by*Charles A. Holt & Lisa R. Anderson

**Canadian Excess Returns and State-Dependent Risk Aversion**

*by*St-Amour, P.

**Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity**

*by*Bolduc, D. & Bonin, S.

**Stochastic Volatility**

*by*Ghysels, E. & Harvey, A. & Renault, E.

**Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts**

*by*Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

**Un modelo macroeconométrico trimestral para la economía española**

*by*Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

**On the Estimation of Demand Systems Through Consumption Efficiency**

*by*Eduardo Ley & Mark F.J. Steel

**Posterior analysis of stochastic volatility models with flexible tails**

*by*Steel, M.F.J.

**Chocs externes et ajustements des taux de change réels européens**

*by*Bouoiyour, Jamal & Rey, Serge

**Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France**

*by*Michel LUBRANO

**The Poor Stay Poor: Non-Convergence Across Countries and Regions**

*by*Canova, Fabio & Marcet, Albert

**Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift**

*by*de la Croix, David & Lubrano, Michel

**BVAR models in the context of cointegration: A Monte Carlo experiment**

*by*Luis J. Álvarez & Fernando C. Ballabriga

**Hospital efficiency analysis through individual effects : A Bayesian approach**

*by*Koop, G. & Osiewalski, J. & Steel, M.F.J.

**Advances in Random Utility Models**

*by*Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

**Numerical Aspects of Bayesian VAR-modeling**

*by*Kadiyala, K. Rao & Karlsson, Sune

**The Empirics of Economic Growth in Previously Centrally Planned Economies**

*by*Leamer, Edward & Taylor, Mark P

**Bayesian Inference for Periodic Regime-Switching Models**

*by*Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

**Sticking It Out: Entrepreneurial Survival and Liquidity Constraints**

*by*Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**

*by*Peter C.B. Phillips & Werner Ploberger

**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**

*by*Peter C.B. Phillips

**Comment on 'To Criticize the Critics,' by Peter C. B. Phillips**

*by*Christopher A. Sims

**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**

*by*Peter C.B. Phillips & Werner Ploberger

**A Bayesian Analysis of Trend Determination in Economic Time Series**

*by*Eric Zivot & Peter C.B. Phillips

**The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence**

*by*Peter C.B. Phillips

**Seasonality in Regression: An Application of Smoothness Priors**

*by*Mark Gersovitz & James G. MacKinnon

**Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"**

*by*Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas

**Book reviews**

*by*Robert, Christian P.

**Fragility of asymptotic agreement under Bayesian learning**

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

**Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields**

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality**

*by*Mark D. Ecker & Victor De Oliveira

**A Study of the Probit Model with Latent Variables in Phase I Clinical Trials**

*by*Xiaobin Yang & Keying Ye & Yanping Wang

**Simulation-based Estimation of Contingent Claims Prices**

*by*Peter C.B.Phillips & Jun Yu

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Zeng Tao & Jun Yu

**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

**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

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

*by*Stefan Avdjiev