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

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2015 Bayesian Inference for Partially Observed Branching Processes
    by Rousseau, Judith & Donnet, Sophie

  • 2015 A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response
    by Stephen Chick & Martin Forster & Paolo Pertile

  • 2015 A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications
    by Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser

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

  • 2015 The Econometrics of Networks: A Review
    by Daniel Felix Ahelegbey

  • 2015 An entropy-based early warning indicator for systemic risk
    by Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

  • 2015 On the (Ab)Use of Omega?
    by Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

  • 2015 Heterogeneity in Wage Setting Behavior in a New-Keynesian Model
    by Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B.

  • 2015 Hawks and Doves at the FOMC
    by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

  • 2015 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

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Bayesian learning with multiple priors and non-vanishing ambiguity
    by Alexander Zimper and Wei Ma

  • 2015 Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach
    by Samantha Leorato & Maura Mezzetti

  • 2015 A Multi-sector Model of the Australian Economy
    by Daniel Rees & Penelope Smith & Jamie Hall

  • 2015 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2015 Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
    by Rangan Gupta & Alessia Paccagnini & Charles Rahal

  • 2015 Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity
    by Alexander Zimper & Wei Ma

  • 2015 The Time-Series Linkages between US Fiscal Policy and Asset Prices
    by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach
    by Naser, Hanan & Alaali, Fatema

  • 2015 Bayesian Approach to Disentangling Technical and Environmental Productivity
    by Malikov, Emir & Kumbhakar, Subal C. & Tsionas, Efthymios G.

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Korobilis, Dimitris

  • 2015 Prior selection for panel vector autoregressions
    by Korobilis, Dimitris

  • 2015 Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
    by Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

  • 2015 Forecasting U.S. Recessions with a Large Set of Predictors
    by Fornaro, Paolo

  • 2015 An Infinite Hidden Markov Model for Short-term Interest Rates
    by Maheu, John M & Yang, Qiao

  • 2015 Multivariate Forecasting with BVARs and DSGE Models
    by Berg, Tim Oliver

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

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

  • 2015 Partisan Conflict and Private Investment
    by Marina Azzimonti

  • 2015 Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
    by Tingting Cheng & Jiti Gao & Xibin Zhang

  • 2015 A New Class of Bivariate Threshold Cointegration Models
    by Biqing Cai & Jiti Gao & Dag Tjostheim

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

  • 2015 Labor Market Policies and the "Missing Deflation" Puzzle: Lessons from Hoover Policies during the U.S Great Depression
    by Jordan Roulleau-Pasdeloup & Anastasia Zhutova

  • 2015 Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net
    by Sandra Stankiewicz

  • 2015 Agglomeration effects of informal sector: evidence from Cambodia
    by Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

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

  • 2015 Generalized Exogenous Processes in DSGE: A Bayesian Approach
    by Alexander Meyer-Gohde & Daniel Neuhoff & &

  • 2015 Speeding Up Mcmc By Efficient Data Subsampling
    by Quiroz, Matias & Villani, Mattias & Kohn, Robert

  • 2015 What drives China’s outward FDI? A regional analysis
    by You , Kefei

  • 2015 The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
    by António Alberto Santos

  • 2015 Size Distribution of Portuguese Firms between 2006 and 2012
    by Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

  • 2015 Bayesian Estimation of Time-Changed Default Intensity Models
    by Gordy, Michael B. & Szerszen, Pawel J.

  • 2015 The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods
    by Martinez-Garcia, Enrique

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

  • 2015 Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach
    by Simona Malovana

  • 2015 Bank Competition and Financial Stability: Much Ado About Nothing?
    by Tomáš Havránek & Diana Zigraiova

  • 2015 Modeling energy price dynamics: GARCH versus stochastic volatility
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Efficient estimation of Bayesian VARMAs with time-varying coefficients
    by Joshua C.C. Chan & Eric Eisenstat

  • 2015 Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
    by Joshua C.C. Chan

  • 2015 Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
    by Elmar Mertens & James M Nason

  • 2015 Firm turnover and inflation dynamics
    by Lenno Uusküla

  • 2015 Exchange rate misalignments and the external balance under a pegged currency system
    by Blaise Gnimassoun

  • 2015 Heterogeneity in Wage Setting Behavior in a New-Keynesian Model
    by Eijffinger, Sylvester C W & Grajales, Anderson & Uras, Rasim Burak

  • 2015 Hawks and Doves at the FOMC
    by Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

  • 2015 Autoregressive moving average infinite hidden markov-switching models
    by Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

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

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

  • 2015 Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?
    by Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise

  • 2015 Forecasting with VAR models: fat tails and stochastic volatility
    by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor

  • 2015 Labor Supply Factors and Economic Fluctuations
    by Claudia Foroni & Francesco Furlanetto & Antoine Lepetit

  • 2015 Forecasting GDP with global components. This time is different
    by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud

  • 2015 Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach
    by Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

  • 2015 Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
    by Valeriu Nalban

  • 2015 Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)
    by Aleksandra Bezborodova & Yuri Mihalenok

  • 2015 Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)
    by Karen Poghosyan

  • 2015 Modeling Macro-Fiscal Interlinkages: Case of Georgia
    by Shalva Mkhatrishvili & Zviad Zedginidze

  • 2015 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

  • 2015 Time-Varying Stock Return Predictability: The Eurozone Case
    by Nuno Silva

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

  • 2015 Subjective health expectations
    by Huynh, Kim P. & Jung, Juergen

  • 2015 Estimating DSGE models across time and frequency
    by Caraiani, Petre

  • 2015 State-dependent effects of fiscal policy in Japan: Do rule-of-thumb households increase the effects of fiscal policy?
    by Morita, Hiroshi

  • 2015 Time variation in U.S. monetary policy and credit spreads
    by Huang, Yu-Fan

  • 2015 The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
    by Bijsterbosch, Martin & Falagiarda, Matteo

  • 2015 The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries
    by Gnimassoun, Blaise

  • 2015 Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
    by Lo, Ming Chien & Morley, James

  • 2015 A method for evaluating the extreme risk sources of financial markets: The case of stock markets in China
    by Di, Junpeng & Zhu, Pingfang

  • 2015 A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies
    by Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa

  • 2015 It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
    by Grassi, Stefano & Santucci de Magistris, Paolo

  • 2015 Does social capital matter for European regional growth?
    by Forte, Anabel & Peiró-Palomino, Jesús & Tortosa-Ausina, Emili

  • 2015 Entry and markup dynamics in an estimated business cycle model
    by Lewis, Vivien & Stevens, Arnoud

  • 2015 K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?
    by Kaufmann, Sylvia

  • 2015 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

  • 2015 Asset-pricing anomalies at the firm level
    by Cederburg, Scott & O’Doherty, Michael S.

  • 2015 Estimating dynamic equilibrium models with stochastic volatility
    by Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.

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

  • 2015 Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2015 Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach
    by Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam

  • 2015 Nicaragua: inflación de umbral, crecimiento económico y la nueva política monetaria después de la crisis internacional
    by Rolando Gonzales Martínez

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

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

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

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

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

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

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

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

  • 2014 Fiscal rules and unemployment
    by Gehrke, Britta

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

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

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

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

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

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

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

  • 2014 Embedding Liquidity Information in Estimating Potential Output
    by Stefano Scalone

  • 2014 Sparse Graphical Vector Autoregression: A Bayesian Approach
    by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

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

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

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

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

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

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

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

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

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

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

  • 2014 Combined Density Nowcasting in an Uncertain Economic Environment
    by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

  • 2014 Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
    by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk

  • 2014 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

  • 2014 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

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

  • 2014 How Structural Is Unemployment in the United States?
    by Yuelin Liu

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

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

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

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

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

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

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

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

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

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

  • 2014 Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach
    by Valeriu Nalban

  • 2014 Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches
    by Rahul Mukherjee

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

  • 2014 Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries
    by Elton Beqiraj & Massimiliano Tancioni

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

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

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

  • 2014 Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?
    by Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

  • 2014 Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
    by Mukhoti, Sujay

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2014 Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study
    by Xianhua Dai & Wolfgang Karl Härdle & Keming Yu &

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
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  • 2014 Forecasting with the Standardized Self-Perturbed Kalman Filter
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  • 2014 Noncausal Bayesian Vector Autoregression
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  • 2014 Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques
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  • 2014 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
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  • 2014 What Regional Scientists Need to Know about Spatial Econometrics
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  • 2014 Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
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  • 2014 Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland
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  • 2014 The application of data envelopment analysis method in managing companies' credit risk
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  • 2014 Choosing the More Likely Hypothesis
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  • 2014 Convergence and Long-Run Uncertainty
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  • 2014 Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?
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  • 2014 Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
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  • 2014 A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
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  • 2014 One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List
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  • 2014 Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models
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  • 2014 Differences in subprime loan pricing across races and neighborhoods
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  • 2014 Does faith move stock markets? Evidence from Saudi Arabia
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  • 2014 Preferences of the Central Bank of Brazil under the inflation targeting regime: Estimation using a DSGE model for a small open economy
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  • 2014 Bubbles over the U.S. business cycle: A macroeconometric approach
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  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
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  • 2014 An estimated search and matching model of the Japanese labor market
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  • 2014 International capital flows and the boom-bust cycle in Spain
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  • 2014 International (spillovers in) macrofinancial linkages and the decoupling phenomenon
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  • 2014 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
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  • 2014 Forecasting stock returns under economic constraints
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  • 2014 Disagreement and asset prices
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  • 2014 Free to choose: Promoting conservation by relaxing outdoor watering restrictions
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  • 2014 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
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  • 2014 The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
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  • 2014 Inefficiency persistence and heterogeneity in Colombian electricity utilities
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  • 2014 An empirical Bayesian approach to stein-optimal covariance matrix estimation
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  • 2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
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  • 2014 A new index of financial conditions
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  • 2014 Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis
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  • 2014 Bayesian exploratory factor analysis
    by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi

  • 2014 Maximum likelihood estimation of partially observed diffusion models
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  • 2014 Beta-product dependent Pitman–Yor processes for Bayesian inference
    by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

  • 2014 Bayesian regression with heteroscedastic error density and parametric mean function
    by Pelenis, Justinas

  • 2014 A new approach to Bayesian hypothesis testing
    by Li, Yong & Zeng, Tao & Yu, Jun

  • 2014 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
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  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
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  • 2014 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
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  • 2014 Time-varying sparsity in dynamic regression models
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  • 2014 Bayesian inference does not lead you astray…on average
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  • 2014 Bayesian endogeneity bias modeling
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  • 2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
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  • 2014 Multilateral adjustment, regime switching and real exchange rate dynamics
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  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
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  • 2014 Spatial patterns of flypaper effects for local expenditure by policy objective in Japan: A Bayesian approach
    by Kakamu, Kazuhiko & Yunoue, Hideo & Kuramoto, Takashi

  • 2014 Portfolio management with robustness in both prediction and decision: A mixture model based learning approach
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  • 2014 Learning and time-varying macroeconomic volatility
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  • 2014 Structural evolution of the postwar U.S. economy
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  • 2014 A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
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  • 2014 Recovering default risk from CDS spreads with a nonlinear filter
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  • 2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
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  • 2014 Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica
    by Mauricio Beltrán Pascual & Azahara Muñoz Martínez & Ángel Muñoz Alamillos

  • 2014 Misspecification of Spatial Effects in the Bayesian Spatial Autoregressive Model. The Results from the Monte Carlo Simulation
    by Edyta Laszkiewicz

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
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  • 2014 Recovery and Reduction of Non-Performing Loans – Podgorica Approach
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  • 2014 The (Lack of) Impact of Impact: Why Impact Evaluations Seldom Lead to Evidence-based Policymaking
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  • 2014 The application of Bayesian model averaging in assessing the impact of the regulatory framework on economic growth
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  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
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  • 2014-11 Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models
    by Eibich, Peter & Ziebarth, Nicolas

  • 2013 Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model
    by Ming Lin & Changjiang Liu & Linlin Niu

  • 2013 De Facto Currency Baskets of China and East Asian Economies: The Rising Weights
    by Ying Fang & Shicheng Huang & Linlin Niu

  • 2013 Regularizing Priors for Linear Inverse Problems
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  • 2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini

  • 2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
    by Goodness C. Aye & Pami Dua & Rangan Gupta

  • 2013 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

  • 2013 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    by Mehmet Balcilar & Rangan Gupta & Kevin Kotze

  • 2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
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  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou

  • 2013 Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
    by Rousseau, Judith & Kruijer, Willem

  • 2013 Recentered importance sampling with applications to Bayesian model validation
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  • 2013 Sequential Monte Carlo on large binary sampling spaces
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  • 2013 An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
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  • 2013 Estimation of covariance matrices based on hierarchical inverse-Wishart priors
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  • 2013 Bayesian Optimal Adaptive Estimation Using a Sieve Prior
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  • 2013 Discussion
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  • 2013 The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy by Sharon Bertsch McGrayne
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  • 2013 Rejoinder: The Anti-Bayesian Moment and Its Passing
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  • 2013 Computational aspects of Bayesian spectral density estimation
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  • 2013 Revisiting the link between growth and federalism: A Bayesian model averaging approach
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  • 2013 Melting down: Systemic financial instability and the macroeconomy
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  • 2013 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
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  • 2013 Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle
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  • 2013 Examining the Structure of Spatial Health Effects using Hierarchical Bayes Models
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  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
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  • 2013 Atypical behavior of credit: Evidence from a monetary VAR
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  • 2013 Black swans, dragon kings, and Bayesian risk management
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  • 2013 Bayesian estimation of a DSGE model with asset prices
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  • 2013 Model uncertainty in matrix exponential spatial growth regression models
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  • 2013 Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size
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  • 2013 A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe
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  • 2013 Is Decoupling in action?
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  • 2013 Personal Indebtedness, Community Characteristics And Theft Crime
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  • 2013 Adaptive Sticky Generalized Metropolis
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  • 2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
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  • 2013 Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference
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  • 2013 Bayesian Markov Switching Stochastic Correlation Models
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  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
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  • 2013 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
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  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
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  • 2013 It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
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  • 2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
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  • 2013 Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows
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  • 2013 Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
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  • 2013 Inferring Hawks and Doves from Voting Records
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  • 2013 Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records
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  • 2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
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  • 2013 Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
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  • 2013 Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
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  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
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  • 2013 Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
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  • 2013 Price and wage inflation inertia under time-dependent adjustments
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  • 2013 Role of Investment Shocks in Explaining Business Cycles in Turkey
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  • 2013 Structural Evolution of the Postwar U.S. Economy
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  • 2013 Structural Evolution of the Postwar U.S. Economy
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  • 2013 Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
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  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
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  • 2013 Personal indebtedness, community characteristics and theft crimes
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  • 2013 A new index of financial conditions
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  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
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  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
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  • 2013 Important Channels of Transmission Monetary Policy Shock in South Africa
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  • 2013 Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi
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  • 2013 Comparison of Parametric and Semi-Parametric Binary Response Models
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  • 2013 Object-oriented bayesian networks for complex quality management problems
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  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
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  • 2013 Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes
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  • 2013 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
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  • 2013 The role of investment-specific technology shocks in driving international business cycles: a bayesian approach
    by Dey, Jaya

  • 2013 Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
    by Marto, Ricardo

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

  • 2013 Psychology in econometric models: conceptual and methodological foundations
    by Thum, Anna-Elisabeth

  • 2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J & Maheu, John M

  • 2013 Model uncertainty and expected return proxies
    by Jäckel, Christoph

  • 2013 The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives
    by Kim, Chang-Jin & Kim, Jaeho

  • 2013 Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks
    by Kim, Chang-Jin & Kim, Jaeho

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

  • 2013 Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
    by Gonzalez-Astudillo, Manuel

  • 2013 Vector Autoregression with Mixed Frequency Data
    by Qian, Hang

  • 2013 Labour Market Dynamics in Australia
    by Wesselbaum, Dennis

  • 2013 Bayesian Approach and Identification
    by Kociecki, Andrzej

  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2013 On the pricing and hedging of options for highly volatile periods
    by El-Khatib, Youssef & Hatemi-J, Abdulnasser

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

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

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

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

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

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

  • 2013 Signaling Effects of Monetary Policy
    by Leonardo Melosi

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2013 DSGE Models and the Lucas critique
    by Samuel Hurtado

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

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

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

  • 2013 Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
    by Nima Nonejad

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

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

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

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

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

  • 2013 Mathematical Expectation
    by T. W. Epps

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

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

  • 2013 Driving Forces of the Swiss Output Gap
    by Stefan Leist

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

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

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

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

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

  • 2013 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2013 Modeling the relationship between European carbon permits and certified emission reductions
    by Koop, Gary & Tole, Lise

  • 2013 Uncertainty about welfare effects of consumption fluctuations
    by Houssa, Romain

  • 2013 Time-varying combinations of predictive densities using nonlinear filtering
    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

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

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

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

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

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

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

  • 2013 Bayesian forecasting with highly correlated predictors
    by Korobilis, Dimitris

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2012 Stock Market Asymmetries: A Copula Diffusion
    by Denitsa Stefanova

  • 2012 Time-varying Combinations of Predictive Densities using Nonlinear Filtering
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 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

  • 2012 The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
    by Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2012 Screening for Collusion: A Spatial Statistics Approach
    by Pim Heijnen & Marco A. Haan & Adriaan R. Soetevent

  • 2012 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

  • 2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
    by Rodney Strachan & Herman K. van Dijk

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2012 Bayesian Forecasting with Highly Correlated Predictors
    by Dimitris Korobilis

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2012 Current Account Benchmarks for Turkey
    by Oliver Röhn

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2012 Comparing Hybrid DSGE Models
    by Alessia Paccagnini

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

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

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

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

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

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

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

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

  • 2012 Bayesian Semiparametric Regression
    by Pelenis, Justinas

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

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

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

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

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

  • 2012 Baysian seasonal analysis with robust priors
    by Rolando Gonzales Martinez

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

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

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

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

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

  • 2012 Forecasting with Bayesian Vector Autoregressions
    by Karlsson, Sune

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

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

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

  • 2012 Bayesian forecasting with highly correlated predictors
    by Dimitris Korobilis

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2012 A semiparametric stochastic volatility model
    by Yu, Jun

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Simulation in Statistics
    by Robert, Christian P.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Driving Forces of the Swiss Output Gap
    by Stefan Leist

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

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

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

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

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

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

  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2011 Do Experts incorporate Statistical Model Forecasts and should they?
    by Rianne Legerstee & Philip Hans Franses & Richard Paap

  • 2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
    by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap

  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

  • 2011 Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?
    by Lennart F. Hoogerheide & David Ardia & Nienke Corre

  • 2011 Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions
    by Tim Salimans

  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

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

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

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

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

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

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

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

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

  • 2011 Forecasting with Medium and Large Bayesian VARs
    by Gary Koop

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Bayesian inference with monotone instrumental variables
    by Qian, Hang

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Thermodynamic Patent as Filed
    by Michael Louis George

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

  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

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

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

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

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

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

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

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

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

  • 2011 Bayesian methods
    by BAUWENS, Luc & KOROBILIS, Dimitris

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

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

  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • 2011 Bayesian stochastic model specification search for seasonal and calendar effects
    by Stefano Grassi & Tommaso Proietti

  • 2011 Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi
    by Fethi Ogunc & Cagri Sarikaya

  • 2011 Decomposing Income Differentials Between Roma And Non-Roma In South East Europe
    by Susanne Milcher

  • 2011 Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach
    by Caraiani, Petre

  • 2011 Investment Shocks and the Relative Price of Investment
    by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti

  • 2011 Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial
    by Salas, Jorge

  • 2011 Bayesian Analysis of a Regime Switching In-Mean Effect for the Polish Stock Market
    by Łukasz Kwiatkowski

  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska

  • 2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
    by Anna Pajor

  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski

  • 2011 A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo
    by HERNÁNDEZ-BASTIDA, AGUSTIN & FERNÁNDEZ-SÁNCHEZ, Mª PILAR & GÓMEZ-DÉNIZ, EMILIO

  • 2011 Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions
    by Radhey S. Singh & Lichun Wang

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

  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti

  • 2011 Parameter Drifting in a DSGE Model Estimated on Czech Data
    by Jaromir Tonner & Jiri Polansky & Osvald Vašíèek

  • 2011 A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models
    by Martin Fukaè & Vladimír Havlena

  • 2011 Teşviklerin Bölgesel Ekonomik Büyüme Üzerindeki Etkisi: Ampirik Bir Analiz
    by Nuri YAVAN

  • 2011 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
    by Mehmet Caner

  • 2011 Measuring inequality of subjective well-being: A Bayesian approach
    by Hasegawa, Hikaru & Ueda, Kazuhiro

  • 2011 Accounting for regime and parameter uncertainty in regime-switching models
    by Hartman, Brian M. & Heaton, Matthew J.

  • 2011 Bayesian inference in a sample selection model
    by van Hasselt, Martijn

  • 2011 Bayesian inference in a time varying cointegration model
    by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.

  • 2011 Output gap measurement and the New Keynesian Phillips curve for China
    by Zhang, Chengsi & Murasawa, Yasutomo

  • 2011 A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    by Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony

  • 2011 Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models
    by Angang Hu & Jie Lu & Zhengyan Xiao

  • 2011 CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
    by Jesús Yoel Crespo

  • 2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
    by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias

  • 2011 Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania
    by Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)

  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari

  • 2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
    by Rangan Gupta & Rudi Steinbach

  • 2010 Reliable Methods of Judgement Aggregation
    by Hartmann, Stephan & Pigozzi, Gabriella & Sprenger, Jan

  • 2010 In defence of model-based inference in phylogeography
    by Corander, Jukka & Panchal, Mahesh & Gaggiotti, Oscar & Hey, Jody & Estoup, Arnaud & Knowles, Lacey & Robert, Christian P. & Nielsen, Rasmus & Beaumont, Mark A. & Yang, Ziheng & Cornuet, Jean-Marie & Vitalis, Renaud & Foll, Matthieu & Huelsenbeck, John & Fagundes, Nelson & Sisson, Scott A. & Beerli, Peter & Chikhi, Lounès & Hickerson, Mike & Excoffier, Laurent & Balding, David & Rousset, François

  • 2010 Asymptotic Behaviour of the Posterior Distribution in Mixture Models with too many Components
    by Rousseau, Judith & Mengersen, Kerrie

  • 2010 How Should We Combine Expert Opinions: On Elicitation, Encoding, Priors or Posteriors?
    by Low-Choy, Samantha & Mengersen, Kerrie & Murray, Justine & Rousseau, Judith

  • 2010 On Resolving the Savage-Dickey Paradox
    by Robert, Christian P. & Marin, Jean-Michel

  • 2010 On resolving the Savage–Dickey paradox
    by Marin, Jean-Michel & Robert, Christian P.

  • 2010 On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series
    by Kruijer, Willem & Rousseau, Judith

  • 2010 Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations
    by Donnet, Sophie & Foulley, Jean-Louis & Samson, Adeline

  • 2010 Bayesian Estimation of a Covariance Matrix: Application for Asset and Liabiliy Management
    by Marin, Jean-Michel & Féron, Olivier & Bouriga, Mathilde & Robert, Christian P.

  • 2010 Bayesian Adaptive Estimation Using a Sieve Prior
    by Arbel, Julyan

  • 2010 Détection de sélection darwinienne sur un gène par une approche sans vraisemblance
    by Rodolphe, François & Robert, Christian P. & Grelaud, Aude

  • 2010 Bayesian Nonparametric Inference of Decreasing Densities
    by Khazaei, Soleiman & Rousseau, Judith

  • 2010 On computational tools for Bayesian data analysis
    by Robert, Christian P. & Marin, Jean-Michel

  • 2010 Bayesian computational methods (2e ed.)
    by Robert, Christian P.

  • 2010 The Search for Certainty: a critical assessment
    by Robert, Christian P.

  • 2010 On Bayesian Data Analysis
    by Rousseau, Judith & Robert, Christian P.

  • 2010 Model choice versus model criticism
    by Chen, Carla & Mengersen, Kerrie & Robert, Christian P.

  • 2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
    by Tai-kuang Ho & Kuo-chun Yeh

  • 2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
    by Arto Luoma & Jani Luoto

  • 2010 The heterogeneous effects of training incidence and duration on labor market transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration
    by Schindler, Felix & Voronkova, Svitlana

  • 2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
    by Klarl, Torben

  • 2010 Loan supply in Germany during the financial crisis
    by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan

  • 2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    by David E. Giles

  • 2010 Experiencing simulated outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

  • 2010 Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen: A Bayesian Approach
    by Shawn Ni & Jie Chen

  • 2010 Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population
    by Carly Cheevers & Orla Doyle & Kelly McNamara

  • 2010 Decomposing Gender Differences in College Student Earnings Expectations
    by Liam Delaney & Colm Harmon & Cathy Remond

  • 2010 Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry
    by Franco Mariuzzo & Xiaoheng Zhang

  • 2010 Vulnerability to Poverty: A Microeconometric Approach and Application to the Republic of Haiti
    by Evans Jadotte

  • 2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
    by Florens, Jean-Pierre & Simoni, Anna

  • 2010 Subjective Health Expectations
    by Kim P. Huynh & Juergen Jung

  • 2010 Modelling Realized Covariances and Returns
    by Xin Jin & John M Maheu

  • 2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
    by Chun Liu & John M Maheu

  • 2010 Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
    by Lennart Hoogerheide & Joern H. Block & Roy Thurik

  • 2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Efficient Bayesian Estimation and Combination of GARCH-Type Models
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis
    by Joern H. Block & Lennart Hoogerheide & Roy Thurik

  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli

  • 2010 MUSE: Monetary Union and Slovak Economy model
    by Matus Senaj & Milan Vyskrabka & Juraj Zeman

  • 2010 What Determined Conservative Success in the 2010 U.K. General Election? A Bayesian Spatial Econometric Analysis
    by Christa Jensen & Donald Lacombe & Stuart Mcintyre

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2010 Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation
    by Francesco Giuli & Massimiliano Tancioni

  • 2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
    by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

  • 2010 Tail Return Analysis of Bear Stearns Credit Default Swaps
    by Liuling Li & Bruce Mizrach

  • 2010 Disaggregating Real Exchange Rate Dynamics: A Structural Approach
    by P. JACOB

  • 2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
    by Pavelescu, Florin Marius

  • 2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
    by Feldkircher, Martin

  • 2010 The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
    by Feldkircher, Martin & Zeugner, Stefan

  • 2010 Changing Impact of Fiscal Policy on Selected ASEAN Countries
    by Tang, Hsiao Chink & Liu, Philip & Cheung, Eddie C.

  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by Francisco J. Ruge-Murcia

  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano

  • 2010 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
    by Takashi Oga & Wolfgang Polasek

  • 2010 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
    by Markus Jochmann

  • 2010 Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy
    by Salas, Jorge

  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2010 Time-varying fiscal policy in the U.S
    by Manuel Coutinho Pereira & Artur Silva Lopes

  • 2010 Marginal likelihood calculation for gelfand-dey and Chib Method
    by Liu, Chun

  • 2010 Vector autoregression with varied frequency data
    by Qian, Hang

  • 2010 Monetary policy and sunspot fluctuation in the U.S. and the Euro area
    by Hirose, Yasuo

  • 2010 Linear regression using both temporally aggregated and temporally disaggregated data: Revisited
    by Qian, Hang

  • 2010 The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
    by Moussa, Zakaria

  • 2010 A Bayesian Model of Sample Selection with a Discrete Outcome Variable
    by Maksym, Obrizan

  • 2010 An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework
    by Kobayashi, Yohei & Fujikawa, Takemi

  • 2010 Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market
    by Zhu, Junjun & Xie, Shiyu

  • 2010 The dynamic effects of U.S. monetary policy on state unemployment
    by Korobilis, Dimitris & Gilmartin, Michelle

  • 2010 Bayesian stochastic model specification search for seasonal and calendar effects
    by Tommaso, Proietti & Stefano, Grassi

  • 2010 Mixtures of g-priors for Bayesian model averaging with economic applications
    by Ley, Eduardo & Steel, Mark F. J.

  • 2010 Farm Income, Population, and Farmland Prices: A Relative Information Approach
    by Salois, Matthew & Moss, Charles & Erickson, Kenneth

  • 2010 The determinants of macroeconomic volatility: A Bayesian model averaging approach
    by Spiliopoulos, Leonidas

  • 2010 Posterior Predictive Analysis for Evaluating DSGE Models
    by Faust, Jon & Gupta, Abhishek

  • 2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Gupta, Abhishek

  • 2010 Firm leverage, household leverage and the business cycle
    by Solomon, Bernard Daniel

  • 2010 A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach
    by Zenetti, German

  • 2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
    by Morone, Marco & Cornaglia, Anna

  • 2010 The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage
    by Balcombe, Kelvin & Tiffin, R

  • 2010 Provision of an environmental output within a multi-output distance function approach
    by Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin

  • 2010 Integrating spatial dependence into stochastic frontier analysis
    by Areal, Francisco J & Balcombe, Kelvin & Tiffin, R

  • 2010 Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis
    by Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

  • 2010 DSGE Model Validation in a Bayesian Framework: an Assessment
    by Paccagnini, Alessia

  • 2010 Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions
    by Teng, Jimmy

  • 2010 Efficient Bayesian estimation and combination of GARCH-type models
    by Ardia, David & Hoogerheide, Lennart F.

  • 2010 Measuring the dependence structure between yield and weather variables
    by Bokusheva, Raushan

  • 2010 Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2010 A new approach to the credibility formula
    by Payandeh Najafabadi, Amir T.

  • 2010 Eco-label Adoption in an Interdependent World
    by Monteiro, Jose-Antonio

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesús Crespo Cuaresma & Martin Feldkircher

  • 2010 The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery
    by Łukasz Rawdanowicz

  • 2010 Can Emerging Asset Price Bubbles be Detected?
    by Jesús Crespo Crespo Cuaresma

  • 2010 What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices
    by Michael Kirker

  • 2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
    by Andrew Coleman & Özer Karagedikli

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide

  • 2010 Asset Allocation
    by Jessica Wachter

  • 2010 An Empirical Model for Strategic Network Formation
    by Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
    by William Griffiths & Xiaohui Zhang & Xueyan Zhao

  • 2010 Probabilistic Forecasts of Volatility and its Risk Premia
    by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

  • 2010 Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
    by Shuowen Hu & D.S. Poskitt & Xibin Zhang

  • 2010 A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market
    by Zoltán M. Jakab & Éva Kaponya

  • 2010 A Stochastic Frontier Model for Discrete Ordinal Outcomes: A Health Production Function
    by William Griffiths & Xiaohui Zhang & Xueyan Zhao

  • 2010 Inflation Persistence and Price Dynamics in Macedonia: Theory and Empirical Analysis
    by Magdalena Petrovska & Gani Ramadani

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being
    by Yélé Maweki Batana & Jean-Yves Duclos

  • 2010 Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia
    by Kristine Vitola & Ludmila Fadejeva

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Options on Multiple Assets in a Mean-Reverting Model
    by Masahiko Egami & Tadao Oryu

  • 2010 What drives Endogenous Growth in the United States?
    by Dennis Wesselbaum

  • 2010 Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
    by Ruipeng Liu & Thomas Lux

  • 2010 Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations
    by Sebastian Sienknecht

  • 2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions
    by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie

  • 2010 Eco-label Adoption in an Interdependent World
    by José-Antonio Monteiro

  • 2010 Modeling House Prices using Multilevel Structured Additive Regression
    by Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

  • 2010 Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models
    by Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

  • 2010 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
    by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi

  • 2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    by Polasek, Wolfgang & Sellner, Richard

  • 2010 The Asia Financial Crises and Exchange Rates
    by Oga, Takashi & Polasek, Wolfgang

  • 2010 Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior
    by Florens, Jean-Pierre & Simoni, Anna

  • 2010 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
    by Roberto Leon-Gonzalez & Fuyu Yang

  • 2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
    by Nikolaus Hautsch & Fuyu Yang

  • 2010 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
    by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki

  • 2010 Modeling Conditional Densities Using Finite Smooth Mixtures
    by Li, Feng & Villani, Mattias & Kohn, Robert

  • 2010 Bayesian Inference in Structural Second-Price common Value Auctions
    by Wegmann , Bertil & Villani, Mattias

  • 2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE models
    by Strid, Ingvar & Giordani, Paolo & Kohn, Robert

  • 2010 Risk-based classification of financial instruments in the Finnish statutory pension scheme TyEL
    by Tanskanen , Antti J & Niininen , Petri & Vatanen, Kari

  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
    by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

  • 2010 Does capacity utilisation help estimating the TFP cycle?
    by Christophe Planas & Werner Roeger & Alessandro Rossi

  • 2010 Inference for stochastic volatility models using time change transformations
    by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

  • 2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
    by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

  • 2010 Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis
    by Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik

  • 2010 A joint detection-estimation framework for analysing within-subject fMRI data
    by Vincent, Thomas & Risser, Laurent & Ciuciu, Pierre & Donnet, Sophie

  • 2010 Communication in Bayesian games: Overview of work on implementing mediators in game theory
    by Forges, Françoise

  • 2010 Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
    by Rousseau, Judith

  • 2010 Bayesian analysis of growth curves using mixed models defined by stochastic differential equations
    by Foulley, Jean-Louis & Samson, Adeline & Donnet, Sophie

  • 2010 Non-linear models of disability and age applied to census data
    by Irene Albarrán & Pablo J. Alonso & Juan Miguel Marín

  • 2010 Macroeconomics and Volatility: Data, Models, and Estimation
    by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
    by Chang, Yongsung & Schorfheide, Frank

  • 2010 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

  • 2010 Reading the Recent Monetary History of the U.S., 1959-2007
    by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco

  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

  • 2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
    by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

  • 2010 Option pricing with asymmetric heteroskedastic normal mixture models
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

  • 2010 Multivariate option pricing with time varying volatility and correlations
    by ROMBOUTS, Jeroen J. K & STENTOFT, Lars

  • 2010 Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE
    by Luis Alejandro Lee P & Angélica María Quiroga E.

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Panel Growth Regressions With General Predetermined Variables: Likelihood-Based Estimation And Bayesian Averaging
    by Enrique Moral-Benito

  • 2010 Time varying fiscal policy in the U.S
    by Manuel Coutinho Pereira & Artur Silva Lopes

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 Multivariate Option Pricing With Time Varying Volatility and Correlations
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 An Extended Macro-Finance Model with Financial Factors
    by Hans Dewachter & Leonardo Iania

  • 2010 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Pooyan Amir Ahmadi & Albrecht Ritschl

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Combining predictive densities using Bayesian filtering with applications to US economics data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2010 Why do people give less weight to advice the further it is from their initial opinion?
    by Francesco Ravazzolo & Øistein Røisland

  • 2010 Forecast densities for economic aggregates from disaggregate ensembles
    by Francesco Ravazzolo & Shaun P. Vahey

  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk

  • 2010 Experiencing Simulated Outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 The changing role of house price dynamics over the business cycle
    by Dufrénot, G. & Malik, S.

  • 2010 Did Tax Policies mitigate US Business Cycles?
    by Jimborean, R. & Ferroni, F.

  • 2010 Determinants of economic growth: A Bayesian panel data approach
    by Enrique Moral-Benito

  • 2010 On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model
    by Sarah Zubairy

  • 2010 Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
    by James Chapman & Yinan Zhang

  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 DEPENDENCE MODELING:Vine Copula Handbook
    by

  • 2010 Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes
    by Oksana Snytuk & Lesia Berezhna

  • 2010 A New Core Inflation Indicator for Turkey
    by Necati Tekatli

  • 2010 Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Yvan Lengwiler & Jean-Marc Natal

  • 2010 Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    by Stefan Leist & Klaus Neusser

  • 2010 Forecasting Romanian GDP Using a BVAR Model
    by Caraiani, Petre

  • 2010 A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
    by Eisenstat, Eric

  • 2010 Bayesian Analysis Of Cartel Stability And Regime Switching
    by EISENSTAT, Eric

  • 2010 Bayesian analysis in the case of an estimated parameter following a stochastic process
    by Slutskin, Lev

  • 2010 Bayesian Methods for Completing Data in Spatial Models
    by Wolfang Polasek & Carlos Llano & Richard Sellner

  • 2010 An Agnostic Look at Bayesian Statistics and Econometrics
    by Russell Davidson

  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert

  • 2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
    by Jacek Osiewalski & Anna Pajor

  • 2010 Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework
    by Łukasz Kwiatkowski

  • 2010 Combining VAR Forecast Densities Using Fast Fourier Transform
    by Jakub Ryšánek

  • 2010 Bayesian Approach Of Decision Problems
    by Dragoş Stuparu & Tomiţă Vasile & Cora-Ionela Dăniasă

  • 2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
    by Jesús Crespo Cuaresma & Tomáš Slacík

  • 2010 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2010 Tudományos fokozattal rendelkező fiatal biológusok munkahelyi orientációja
    by Mosoniné Fried, Judit & Pálinkó, Éva & Soós, Sándor

  • 2010 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
    by Michal Franta & Branislav Saxa & Kateøina Šmídková

  • 2010 Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
    by Carlo Migliardo

  • 2010 Tropical" Real Business Cycles? A Bayesian Exploration"
    by ANDRÉS FERNÁNDEZ

  • 2010 “Tropical” Real Business Cycles? A Bayesian Exploration
    by Andrés Fernandez

  • 2010 Bankarization and Determinants of Availability of Banking Services in Argentina
    by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

  • 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
    by Rangan Gupta & Alain Kabundi

  • 2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2009 Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparamatric estimation of the density
    by Rousseau, Judith

  • 2009 Bayesian Goodness-of-Fit Testing with Mixtures of Triangular Distributions
    by Mengersen, Kerrie & Rousseau, Judith & Mcvinish, Ross

  • 2009 Harold Jeffreys' Theory of Probability revisited
    by Chopin, Nicolas & Robert, Christian P. & Rousseau, Judith

  • 2009 Trends and Cycles of Tech-Pole Housing Prices
    by Wensheng Kang

  • 2009 A Structured Covariance Probit Demand Model
    by Michael Cohen

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 A bayesian approach to model-based clustering for panel probit models
    by Aßmann, Christian & Boysen-Hogrefe, Jens

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 The Determinants of Regional Economic Growth by Quantile
    by Jesus Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer

  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.

  • 2009 Valuing the Prevention of an Infestation: The Threat of the New Zealand Mud Snail in Northern Nevada
    by Allison Davis & Klaus Moeltner

  • 2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
    by Shawn Ni & Antonello Loddo & Dongchu Sun

  • 2009 Modelling Realized Covariances
    by Xin Jin & John M Maheu

  • 2009 Extracting bull and bear markets from stock returns
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2009 Does the Canadian Economy suffer from Dutch Disease?
    by Michel Beine & Charles S. Bos & Serge Coulombe

  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
    by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

  • 2009 Forecasting Aggregate Productivity using Information from Firm-Level Data
    by Eric J. Bartelsman & Zoltan Wolf

  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
    by David Ardia & Lennart Hoogerheide & Herman K. van Dijk

  • 2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    by Markus Jochmann

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    by Gary Koop & Dimitris Korompilis

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korompilis

  • 2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
    by Yuri Park & Hyunnam Kim & Jongsu Lee

  • 2009 Model for Studying Commodity Bundling with a Focus on Consumer Preference
    by Jungwoo Shin & Chang Seob Kimi & Jongsu Lee

  • 2009 A Forecast Simulation Analysis of the Next-Generation DVD Market Based on Consumer Preference Data
    by Jongsu Lee & Jae Young Choi & Youngsang Cho

  • 2009 Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland Kleppe & Hans J. Skaug & Jun Yu

  • 2009 Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

  • 2009 The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area
    by Carlo Altavilla & Matteo Ciccarelli

  • 2009 Firm-Specific Capital, Productivity Shocks and Investment Dynamics
    by Francesco Giuli & Massimiliano Tancioni

  • 2009 Could we have predicted the recent downturn in the South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi

  • 2009 Bayesian Approach To Risk Assessment In Knowledge Based Authentication
    by Dragos PALAGHITA & Bogdan ZURBAGIU

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis

  • 2009 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
    by Markus Jochmann

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
    by Dimitris Korobilis

  • 2009 Forecasting Inflation Using Dynamic Model Averaging
    by Gary Koop & Dimitris Korobilis

  • 2009 Learning under Fear of Floating
    by Bigio, Saki

  • 2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy
    by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente

  • 2009 A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models
    by Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain

  • 2009 Bayesian estimation of a DSGE model for the Portuguese economy
    by Vanda Almeida

  • 2009 Bayesian Portfolio Selection with Gaussian Mixture Returns
    by Qian, Hang

  • 2009 Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data
    by Qian, Hang

  • 2009 Forecasting output growth by the yield curve: the role of structural breaks
    by He, Zhongfang

  • 2009 Assessing the transmission of monetary policy using dynamic factor models
    by Korobilis, Dimitris

  • 2009 The Nature and Determinants of Volatility in Agricultural Prices
    by Balcombe, Kelvin

  • 2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2009 Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice
    by Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J.

  • 2009 Learning and heterogeneity in GDP and inflation forecasts
    by Lahiri, Kajal & Sheng, Xuguang

  • 2009 VAR forecasting using Bayesian variable selection
    by Korobilis, Dimitris

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2009 Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora
    by Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo

  • 2009 Input and Output Inventories in the UK
    by Tsoukalas, John

  • 2009 The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence
    by Alper, Emre & Hatipoglu, Ozan

  • 2009 Properties of distributions with increasing failure rate
    by Brusset, Xavier

  • 2009 A Bayesian analysis of government expenditure in Nigeria
    by Olayeni, Olaolu Richard

  • 2009 Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan
    by Hashiguchi, Yoshihiro

  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo

  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2009 A small open economy model for Nigeria: a BVAR-DSGE approach
    by Olayeni, Olaolu Richard

  • 2009 Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2009 Trend agnostic one step estimation of DSGE models
    by Ferroni, Filippo

  • 2009 Eventology versus contemporary theories of uncertainty
    by Vorobyev, Oleg

  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde

  • 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
    by Chris Bloor & Troy Matheson

  • 2009 Manipulation Robustness of Collaborative Filtering Systems
    by Benjamin Van Roy & Xiang Yan

  • 2009 Investment Shocks and Business Cycles
    by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti

  • 2009 Dynamics of Fiscal Financing in the United States
    by Eric M. Leeper & Michael Plante & Nora Traum

  • 2009 Bayesian and Frequentist Inference in Partially Identified Models
    by Hyungsik Roger Moon & Frank Schorfheide

  • 2009 DSGE Model-Based Forecasting of Non-modelled Variables
    by Frank Schorfheide & Keith Sill & Maxym Kryshko

  • 2009 The Econometrics of DSGE Models
    by Jesús Fernández-Villaverde

  • 2009 Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
    by Guohua Feng & Apostolos Serletis

  • 2009 The German elections in the 1870s: why Germany turned from liberalism to protectionism
    by Sibylle Lehmann

  • 2009 Perceiving the Value of Business Planning
    by Anne Chwolka & Matthias Raith

  • 2009 On Marginal Likelihood Computation in Change-point Models
    by Luc Bauwens & Jeroen V.K. Rombouts

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 Does the Canadian economy suffer from Dutch Disease?
    by Michel Beine & Charles Bos & Serge Coulombe

  • 2009 Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective
    by Viktors Ajevskis & Kristine Vitola

  • 2009 Estimation of the Euro Area Output Gap Using the NAWM
    by Günter Coenen & Frank Smets & Igor Vetlov

  • 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
    by Boriss Siliverstovs

  • 2009 The Role of Labor Markets for Euro Area Monetary Policy
    by Kai Christoffel & Keith Kuester & Tobias Linzert

  • 2009 Volatility, Information and Stock Market Crashes
    by Nikolaos Antonakakis & Johann Scharler

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesus Crespo Cuaresma & Martin Feldkircher

  • 2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
    by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter

  • 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

  • 2009 The Evolution of Loan Rate Stickiness Across the Euro Area
    by Jouchi Nakajima & Yuki Teranishi

  • 2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
    by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu

  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

  • 2009 Testing for a Constant Mean Function using Functional Regression
    by Jin Seo Cho & Meng Huang & Halbert White

  • 2009 Dynamics of Biofuel Stock Prices: A Bayesian Approach
    by Xiaodong Du & Dermot J. Hayes & Cindy L. Yu

  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Pooyan Amir Ahmadi & Albrecht Ritschl

  • 2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity
    by Hiroaki Chigira & Tsunemasa Shiba

  • 2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
    by Giordani, Paolo & Villani, Mattias

  • 2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
    by Li, Feng & Villani, Mattias & Kohn, Robert

  • 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
    by de Luna, Xavier & Lundin, Mathias

  • 2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J

  • 2009 Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states
    by Mehrotra, Aaron & Slacik, Tomas

  • 2009 Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators
    by Boris Branisa & Adriana Cardozo

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 Bayesian estimation of an extended local scale stochastic volatility model
    by Deschamps, Philippe J.

  • 2009 Which Factors Capitalize into House Prices? A Bayesian Averaging Approach
    by David Stadelmann

  • 2009 Investment Shocks and the Relative Price of Investment
    by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

  • 2009 Do expectations matter? The Great Moderation revisited
    by Canova, Fabio & Gambetti, Luca

  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Ahmadi, Pooyan Amir & Ritschl, Albrecht

  • 2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2009 Sectoral Price Data and Models of Price Setting
    by Mackowiak, Bartosz Adam & Moench, Emanuel & Wiederholt, Mirko

  • 2009 MEDEA: A DSGE Model for the Spanish Economy
    by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2009 What’s News in Business Cycles
    by Schmitt-Grohé, Stephanie & Uribe, Martín

  • 2009 On the Statistical Identification of DSGE Models
    by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

  • 2009 The Econometrics of DSGE Models
    by Fernández-Villaverde, Jesús

  • 2009 On marginal likelihood computation in change-point models
    by BAUWENS, Luc & ROMBOUTS, Jeroen

  • 2009 Bayesian option pricing using mixed normal heteroskedasticity models
    by ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

  • 2009 Analisis de regresion
    by Ignacio Velez-Pareja

  • 2009 Conceptos basicos de probabilidad
    by Ignacio Velez-Pareja

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
    by Li LIN & Ruo En REN & Didier SORNETTE

  • 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
    by Jim Malley & Ulrich Woitek

  • 2009 The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area
    by Carlo Altavilla & Matteo Ciccarelli

  • 2009 Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach
    by Ali Bayar & Bram Smeets

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 Learning in an Estimated Medium-Scale DSGE Model
    by Sergey Slobodyan & Raf Wouters

  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto

  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie

  • 2009 The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence
    by Li, GuangJie

  • 2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR
    by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley

  • 2009 Extreme Value GARCH modelling with Bayesian Inference
    by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao

  • 2009 Acquisition, Involvency and Managers in UK Small Companies
    by Natalia Isachenkova & Melvyn Weeks

  • 2009 Real-Time Inflation Forecasting in a Changing World
    by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

  • 2009 Macro modelling with many models
    by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

  • 2009 The effects of fiscal expansions: an international comparison
    by Evi Pappa

  • 2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

  • 2009 Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
    by Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

  • 2009 Spain in the euro: a general equilibrium analysis
    by Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas

  • 2009 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M. Maheu

  • 2009 Statistical prediction of the outcome of a noncooperative game
    by James W. Bono & David H. Wolpert

  • 2009 A Bayesian Analysis of Total Factor Productivity Persistence
    by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 Spatial Downscaling of Agricultural Land-Use Data: An Econometric Approach Using Cross Entropy
    by Raja Chakir

  • 2009 Multicollinearity In Applied Economics Research And The Bayesian Linear Regression
    by Eisenstat, Eric

  • 2009 Honorary Lecture on S. James Press and Bayesian Analysis
    by Arnold Zellner

  • 2009 Contractualisation et diffusion spatiale des mesures agro-environnementales herbagères
    by Gilles Allaire & Eric Cahuzac & Michel Simioni

  • 2009 Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach
    by Kamil Makieła

  • 2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
    by Jacek Osiewalski & Anna Pajor

  • 2009 Impact of Complementarity and Heterogeneity on Health Related Utility of Life
    by Michał Jakubczyk

  • 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
    by Anna Pajor

  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska

  • 2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
    by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

  • 2009 Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?
    by Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

  • 2009 Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
    by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 Evaluating Inflation Determinants with a Money Supply Rule in Four Central and Eastern European EU Member States
    by Aaron Mehrotra & Tomáš Slacík

  • 2009 Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models
    by ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS

  • 2009 Imputación Múltiple en Encuestas Microeconómicas
    by Rodrigo Alfaro & Marcelo Fuenzalida

  • 2009 Modelización de las expectativas y estrategias de inversión en mercados de opciones
    by Begoña Font Belaire

  • 2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire
    by AKA, Bédia F.

  • 2009 A Baseline Model for Monetary Policy Analysis
    by Jaromír Tonner & Jiří Polanský & Osvald Vašíček

  • 2009 Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
    by Adam Remo & Osvald Vašíček

  • 2009 An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
    by Karel Musil

  • 2009 Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy
    by Martha López & Juan David Prada & Norberto Rodríguez

  • 2009 Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR
    by Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía

  • 2009 Evidence For A Financial Accelerator In A Small Open Economy, And Implications For Monetary Policy
    by MARTHA LÓPEZ & JUAN DAVID PRADA & NORBERTO RODRÍGUEZ

  • 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
    by Rangan Gupta & Alain Kabundi

  • 2008 Testing for PPP Using SADC Real Exchange Rates
    by Thabo Mokoena & Rangan Gupta & Renee van Eyden

  • 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by Rangan Gupta & Alain Kabundi

  • 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi

  • 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 Approximating the marginal likelihood in mixture models
    by Robert, Christian P. & Marin, Jean-Michel

  • 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
    by Zhongjun Qu & Pierre Perron

  • 2008 Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions
    by Neil, Martin & Fenton, Norman

  • 2008 Analyzing the Swiss Business Cycle
    by Alexander Perruchoud

  • 2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
    by Hufnagel, Rainer

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 The information content of money in forecasting Euro area inflation
    by Berger, Helge & Stavrev, Emil

  • 2008 The ECB's monetary analysis revisited
    by Berger, Helge & Harjes, Thomas & Stavrev, Emil

  • 2008 Global business cycles: convergence or decoupling?
    by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.

  • 2008 Bayesian analysis of growth using stochastic frontier model
    by Arkadiusz Wisniowski

  • 2008 A medium-scale open economy model of Australia
    by Kristoffer Nimark & Jarkko Jääskelä

  • 2008 Priors from DSGE Models for Dynamic Factor Analysis
    by Gregor Bäurle

  • 2008 The Role of Sectoral Shifts in the Great Moderation
    by Daniel Burren

  • 2008 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M Maheu

  • 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
    by Martin Burda & Roman Liesenfeld & Jean-Francois Richard

  • 2008 Bayesian semiparametric stochastic volatility modeling
    by Mark J Jensen & John M Maheu

  • 2008 Forecasting Realized Volatility: A Bayesian Model Averaging Approach
    by Chun Liu & John M Maheu

  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.

  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    by Rodney W. Strachan & Herman K. van Dijk

  • 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
    by Drew Creal & Siem Jan Koopman & Eric Zivot

  • 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit
    by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk

  • 2008 Possibly Ill-behaved Posteriors in Econometric Models
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility
    by Charles S. Bos

  • 2008 On the (ir)relevance of direct supply-side effects of monetary policy
    by Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang

  • 2008 A Semiparametric Stochastic Volatility Model
    by Jun Yu

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard

  • 2008 Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs
    by Marianna Riggi & Massimiliano Tancioni

  • 2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi

  • 2008 Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model
    by P. JACOB & G. PEERSMAN

  • 2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
    by Caterina Conigliani

  • 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 On the Evolution of Monetary Policy
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2008 A Medium-scale Open Economy Model of Australia
    by Jarkko Jääskelä & Kristoffer Nimark

  • 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
    by Andrew Hodge & Tim Robinson & Robyn Stuart

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Kolasa, Marcin

  • 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2008 Consumer preferences and demand systems
    by Barnett, William A. & Serletis, Apostolos

  • 2008 On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
    by Ley, Eduardo & Steel, Mark F.J.

  • 2008 Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
    by Bianchi, Francesco

  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris

  • 2008 Rare Events, Financial Crises, and the Cross-Section of Asset Returns
    by Bianchi, Francesco

  • 2008 On a random number of disorders
    by Szajowski, Krzysztof

  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John

  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong

  • 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
    by Griffin, Jim & Steel, Mark F.J.

  • 2008 Rational macroeconomic learning in linear expectational models
    by Holden, Tom

  • 2008 Hierarchical Bayes prediction for the 2008 US Presidential election
    by Sinha, Pankaj & Bansal, Ashok

  • 2008 Falsifiability
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Strategic Manipulation of Empirical Tests
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Manipulability of Future-Independent Tests
    by Alvaro Sandroni & Wojciech Olszewski

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury

  • 2008 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

  • 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
    by Chris Bloor & Troy Matheson

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by Ricardo M. Sousa & António Afonso

  • 2008 Bayesian Inference in the Time Varying Cointegration Model
    by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan

  • 2008 A Dynamic Model of Sponsored Search Advertising
    by Song Yao & Carl F. Mela

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad

  • 2008 What's News in Business Cycles
    by Stephanie Schmitt-Grohe & Martin Uribe

  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

  • 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
    by Marco Del Negro & Frank Schorfheide

  • 2008 Search Equilibrium with Migration: the Case of Poland
    by Katarzyna Budnik

  • 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
    by Yélé Maweki Batana & Jean-Yves Duclos

  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan

  • 2008 Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
    by Maximilian J. B. Hall & Dadang Muljawan & Suprayogi & Lolita Moorena

  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana

  • 2008 Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use
    by Bretteville-Jensen, Anne Line & Jacobi, Liana

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Global Business Cycles: Convergence or Decoupling?
    by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar

  • 2008 Un análisis bayesiano de la variación temporal del escenario de compra de los hogares
    by Carmen Berné Manero & Manuel Salvador Figueras & Noemí Martínez Caraballo & Pilar Gargallo Valero

  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer

  • 2008 The Macroeconomic Effects of Fiscal Policy
    by António Afonso & Ricardo M. Sousa

  • 2008 Subjective Health Expectations
    by Juergen Jung

  • 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

  • 2008 Search Costs and Medicare Plan Choice
    by Ian McCarthy & Rusty Tchernis

  • 2008 The Determinants of Economic Growth in European Regions
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
    by Jouchi Nakajima

  • 2008 Inflation Targeting and Monetary Policy Activism
    by Toshitaka Sekine & Yuki Teranishi

  • 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
    by Chew Lian Chua & Sarantis Tsiaplias

  • 2008 The Influence of the Business Cycle on Mortality
    by Wolfgang H. Reichmuth & Samad Sarferaz

  • 2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
    by Wolfgang Reichmuth & Samad Sarferaz

  • 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
    by Wolfgang Reichmuth & Samad Sarferaz

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig

  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
    by Junni L. Zhang & Wolfgang Härdle

  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2008 How Important are Financial Frictions in the U.S. and the Euro Area?
    by Queijo von Heideken, Virginia

  • 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
    by Queijo von Heideken, Virginia

  • 2008 Metropolis-Hastings prefetching algorithms
    by Strid, Ingvar

  • 2008 Little’s Law and Business Entropy
    by Michael Louis George

  • 2008 What is Business Entropy
    by Michael Louis George

  • 2008 AdMit: Adaptive Mixtures of Student-t Distributions
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by A. Carriero & G. Kapetanios & M. Marcellino

  • 2008 QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy
    by Marco Ratto & Werner Roeger & Jan in 't Veld

  • 2008 Bayesian near-boundary analysis in basic macroeconomic time series models
    by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.

  • 2008 Can rare events explain the equity premium puzzle?
    by Christian Julliard & Anisha Ghosh

  • 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
    by Richard Dennis

  • 2008 Large Bayesian VARs
    by Martha Banbura & Domenico Giannone & Lucrezia Reichlin

  • 2008 Climate Change and Modelling of Extreme Temperatures in Switzerland
    by Boriss Siliverstovs & Rainald Ötsch & Claudia Kemfert & Carlo Jaeger & Armin Haas & Hans Kremers

  • 2008 Entropy Bounds on Bayesian Learning
    by Gossner, Olivier & Tomala, Tristan

  • 2008 Studentization and deriving accurate p-values
    by Rousseau, Judith & Fraser, Donald

  • 2008 Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach
    by Robert, Christian P. & Napp, Clotilde & Marin, Jean-Michel & Jouini, Elyès & Ben Mansour, Selima

  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : une approche expérimentale
    by Anne CORCOS & François PANNEQUIN

  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

  • 2008 Investment Shocks and Business Cycles
    by Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea

  • 2008 Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables
    by Juan Ricardo Perilla Jiménez

  • 2008 DEUDA EXTERNA PÚBLICA E INVERSIÓN EN COLOMBIA 1994-2007: Evidencia de un Modelo No-Lineal TAR
    by Andrés Salamanca & Viviana Monroy

  • 2008 Financial Accelerator Mechanism in a Small Open Economy
    by Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

  • 2008 Financial Accelerator Mechanism: Evidence for Colombia
    by Martha R. López & Norberto Rodríguez N.

  • 2008 Predicting House Prices with Spatial Dependence: Impacts of Alternative Submarket Definitions
    by Steven C. Bourassa & Eva Cantoni & Martin Hoesli

  • 2008 On The Cyclicality of Real Wages and Wage Differentials
    by Otrok, Christopher & Pourpourides, Panayiotis M.

  • 2008 Acquisition, Insolvency and Managers in UK Small Companies
    by Isachenkova, N. & Weeks, M.

  • 2008 Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area
    by Yasuo Hirose

  • 2008 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey

  • 2008 Real exchange rate volatility and disconnect: an empirical investigation
    by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani

  • 2008 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
    by Morten Bech & James T. E. Chapman & Rod Garratt

  • 2008 Combining Canadian Interest-Rate Forecasts
    by David Jamieson Bolder & Yuliya Romanyuk

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models
    by Nicola TORELLI & Matilde TREVISANI

  • 2008 Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View
    by Andrea Brasili & Loredana Federico

  • 2008 An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model
    by Caraiani, Petre

  • 2008 Bayesian Methods in Econometrics
    by Aivazian, Sergei

  • 2008 Capital-Skill Complementarity and Inequality: A Sensitivity Analysis
    by Linnea Polgreen & Pedro Silos

  • 2008 Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia
    by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub

  • 2008 Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region
    by Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei

  • 2008 Current Account Reversals Triggered by Large Exchange Rate Movements
    by Nikolas A. Müller-Plantenberg

  • 2008 Proximité technologique, infrastructures de communication et activités innovantes en Europe
    by Olivier Parent

  • 2008 Conservatisme, représentativité et ancrage dans un contexte dynamique : Une approche expérimentale. Avril 2006
    by Anne Corcos & François Pannequin

  • 2008 Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

  • 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
    by Ardia, David

  • 2007 The Bayesian Choice: From Decision Theoretic Foundations to Computational Implementation
    by Robert, Christian P.

  • 2007 Bayesian Core: A practical approach to computational Bayesian statistics
    by Marin, Jean-Michel & Robert, Christian P.

  • 2007 Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models
    by Sylvie Tchumtchoua & Dipak K. Dey

  • 2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
    by Scharnagl, Michael & Schumacher, Christian

  • 2007 Bayesian Inference on Dynamic Models with Latent Factors
    by Monica Billio & Roberto Casarin & Domenico Sartore

  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore

  • 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
    by Silvestro Di Sanzo

  • 2007 Bayesian Methods in Nonlinear Time Series
    by Korenok Oleg

  • 2007 Do expectations matter? The Great Moderation revisited
    by Fabio Canova & Luca Gambetti

  • 2007 Processing Data from Social Dilemma Experiments: A Bayesian Comparison of Parametric Estimators
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

  • 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples
    by Klaus Moeltner & Richard T. Woodward

  • 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’
    by Klaus Moeltner & Randall S. Rosenberger

  • 2007 Re-reading Jevons's Principles of Science - Induction Redux
    by K. Vela Velupillai

  • 2007 Are there Structural Breaks in Realized Volatility?
    by Chun Liu & John M Maheu

  • 2007 How useful are historical data for forecasting the long-run equity return distribution?
    by John M Maheu & Thomas H McCurdy

  • 2007 Learning, Forecasting and Structural Breaks
    by John M Maheu & Stephen Gordon

  • 2007 Modeling foreign exchange rates with jumps
    by John M Maheu & Thomas H McCurdy

  • 2007 If Winning isn't Everything, why do they keep Score? A Structural Empirical Analysis of Dutch Flower Auctions
    by Gerard J. van den Berg & Bas van der Klaauw

  • 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
    by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk

  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia

  • 2007 Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models
    by Dennis Gaertner

  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia

  • 2007 What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
    by Gary Koop & Lise Tole

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Gianni Amisano & Oreste Tristani

  • 2007 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2007 Bayesian Estimation of Hispanic Fertility Hazards from Survey and Population Data
    by Michael S. Rendall & Mark S. Handcock & Stefan H. Jonsson

  • 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

  • 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
    by Andrea Carriero

  • 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
    by Andrea Carriero

  • 2007 Total Factor Productivity Growth in the G7 Countries: Different or Alike?
    by João Amador & Carlos Coimbra

  • 2007 Characteristics of the Portuguese Economic Growth: What has been Missing?
    by João Amador & Carlos Coimbra

  • 2007 Bayesian Model Averaging and Identification of Structural Breaks in Time Series
    by Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit

  • 2007 Inference for stochastic volatility model using time change transformations
    by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

  • 2007 Likelihood-based inference for correlated diffusions
    by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

  • 2007 Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    by Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

  • 2007 Robustness of the Risk-Return Relationship in the U.S. Stock Market
    by Lanne, Markku & Luoto, Jani

  • 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
    by Vitek, Francis

  • 2007 Robustness Procedures in Economic Growth Regression Models
    by Mapa, Dennis S. & Briones, Kristine Joy S.

  • 2007 Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems
    by Ciuiu, Daniel

  • 2007 Monetary policy in Europe vs the US: what explains the difference?
    by Uhlig, Harald

  • 2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
    by K. K., Suresh & K., Pradeepa Veerakumari

  • 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence
    by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey

  • 2007 Re-reading Jevons's Principles of Science-Induction Redux
    by K. Vela Velupillai

  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier

  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Bernard Dumas & Alexander Kurshev & Raman Uppal

  • 2007 How Structural Are Structural Parameters?
    by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

  • 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
    by Lars Peter Hansen

  • 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
    by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small

  • 2007 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    by Xibin Zhang & Robert D. Brooks & Maxwell L. King

  • 2007 Bayesian networks of customer satisfaction survey data
    by Silvia SALINI & Ron S. KENETT

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and Inference for a Markov-Switching GARCH Model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
    by Roberto Leon-Gonzalez & Riccardo Scarpa

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Poggi, Ambra & Ramos, Xavi

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 Political Business Cycles in the New Keynesian Model
    by Fabio Milani

  • 2007 Learning and Time-Varying Macroeconomic Volatility
    by Fabio Milani

  • 2007 Bayesian Likelihoods for Moment Condition Models
    by Giuseppe Ragusa

  • 2007 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma

  • 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    by Kakamu, Kazuhiko & Polasek, Wolfgang

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and inference for a Markov switching Garch model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Expensive and low-price places to live : regional price levels and the agglomeration wage differential in Western Germany
    by Blien, Uwe & Gartner, Hermann & Stüber, Heiko & Wolf, Katja

  • 2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
    by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

  • 2007 Long-Term Orientation In Family And Non-Family Firms: A Bayesian Analysis
    by Jörn Hendrich Block & Andreas Thams

  • 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
    by Samad Sarferaz & Martin Uebele

  • 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
    by Laurence Fung & Ip-wing Yu

  • 2007 Nested Designs with AR Errors via MCMC
    by Alkhamisi, Mahdi

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune

  • 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
    by Lillestøl, Jostein

  • 2007 And the Oscar goes to ..... Peeeeedrooooo!
    by Henry Aray & Betty Agnani

  • 2007 Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions
    by A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz

  • 2007 Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions
    by A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz

  • 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
    by Deschamps, Philippe J.

  • 2007 The money demand function for the Euro area: one step beyond
    by Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc

  • 2007 Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
    by Strachan, R.W. & van Dijk, H.K.

  • 2007 Do leading indicators lead peaks more than troughs?
    by Paap, R. & Segers, R. & van Dijk, D.J.C.

  • 2007 Evaluating real-time forecasts in real-time
    by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

  • 2007 Predictive gains from forecast combinations using time-varying model weights
    by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

  • 2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
    by Konstantinos Kalogeropoulos

  • 2007 Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 Heterogeneite non observee dans les modeles de duree
    by Guillaume, HORNY

  • 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
    by Andrea, SILVESTRINI

  • 2007 Theory and inference for a Markov switching GARCH model
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2007 A Component GARCH Model with Time Varying Weights
    by Luc, BAUWENS & G., STORTI

  • 2007 Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
    by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Amisano, Giovanni & Tristani, Oreste

  • 2007 Bayesian VARs with Large Panels
    by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

  • 2007 Robust Portfolio Optimisation with Multiple Experts
    by Lutgens, Frank & Schotman, Peter C

  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
    by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

  • 2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
    by SILVESTRINI, Andrea

  • 2007 Theory and inference for a Markov switching GARCH model
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

  • 2007 A component GARCH model with time varying weights
    by BAUWENS, Luc & STORTI, Giuseppe

  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

  • 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
    by Michal Franta & Branislav Saxa & Katerina Smidkova

  • 2007 Determinants Of Economic Growth: A Bayesian Panel Data Approach
    by Enrique Moral-Benito

  • 2007 Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
    by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe

  • 2007 Jointness of Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos

  • 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 Learning and Disagreement in an Uncertain World
    by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

  • 2007 Universality of Bayesian Predictions
    by Sancetta, A.

  • 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Doppelhofer, G. & Cuaresma, J.C.

  • 2007 Which Democracies Pay Higher Wages?
    by James C. Rockey

  • 2007 Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
    by Yasuo Hirose & Saori Naganuma

  • 2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
    by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri

  • 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

  • 2007 Rational Beliefs and Bayesian Learning: A Note
    by Carsten Krabbe NIELSEN

  • 2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
    by Horace W. Brock

  • 2007 An Estimated New Keynesian Model for Romania
    by Caraiani, Petre

  • 2007 Some equivalences in linear estimation (in Russian)
    by Dmitry Danilov & Jan R. Magnus

  • 2007 Thinking about instrumental variables (in Russian)
    by Christopher A. Sims

  • 2007 Robustness procedures in economic growth regression models
    by Dennis S. Mapa & Kristine Joy S. Briones

  • 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER

  • 2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys
    by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS

  • 2007 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
    by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin

  • 2007 Un test de validité de la Value at Risk
    by Christophe Hurlin & Sessi Tokpavi

  • 2006 Evaluating hedge fund managers: A Bayesian investigation of skill and persistence
    by Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel

  • 2006 Uncertainty and Irreversible Investment : A Bayesian approach of DSGE models
    by Jean-Francois Piferini

  • 2006 (Un)naturally low?
    by Silvia Sgherri & Marco J. Lombardi

  • 2006 Multivariate Generalizations of the Markov-Switching Model
    by Mohamad Khaled

  • 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets
    by Arnab Kumar Laha

  • 2006 Re-examining the Structural and the Persistence Approach
    by Tino Berger & Gerdie Everaert

  • 2006 Predictable returns and asset allocation: Should a skeptical investor time the market?
    by Jessica A. Wachter & Missaka Warusawitharana

  • 2006 Sélection bayésienne de variables en régression linéaire
    by Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.

  • 2006 Le Choix Bayésien : principes et pratique
    by Robert, Christian P.

  • 2006 Correlated equilibrium in games with incomplete information revisited
    by Forges, Françoise

  • 2006 Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion
    by Jouini, Elyès & Ben Mansour, Selima & Napp, Clotilde

  • 2006 Are risk averse agents more optimistic ?
    by Ben Mansour, Selima & Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde & Robert, Christian P.

  • 2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
    by Nasip BOLATOĞLU

  • 2006 Ich Bin Auch ein Lemming: Herding and Consumption Capital in Arts and Culture
    by Dominic Rohner & Anna Winestein & Bruno S. Frey

  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
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  • 2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

  • 2006 Learning, structural instability and present value calculations
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  • 2006 Identifying the role of labor markets for monetary policy in an estimated DSGE model
    by Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias

  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
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  • 2006 Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors
    by Daniel Friesner & Ron Mittelhammer & Robert Rosenman

  • 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
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  • 2006 The structural dynamics of output growth and inflation: some international evidence
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  • 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
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  • 2006 Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam
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  • 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
    by Michiel D. de Pooter & Ren� Segers & Herman K. van Dijk

  • 2006 The miracle of the Septuagint and the promise of data mining in economics
    by Stan du Plessis

  • 2006 Examining the Robustness of Competing Explanations of Slow Growth in African Countries
    by Stan du Plessis & Ronelle Burger

  • 2006 Learning, Structural Instability and Present Value Calculations
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  • 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model
    by Pau Rabanal

  • 2006 Learning, structural instability and present value calculations
    by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann

  • 2006 Impact of oil prices in an estimated EU12 open economy model
    by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

  • 2006 Euro area inflation persistence in an estimated nonlinear
    by Gianni Amisano & Oreste Tristani

  • 2006 Learning Parameters in Non Linear Ecological Models
    by W. Davis Dechert & Sharon I. O'Donnell & William A. Brock

  • 2006 Monetary Policy under Balance Sheet Uncertainty
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  • 2006 Re-examining the Structural and the Persistence Approach to Unemployment
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  • 2006 Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics
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  • 2006 El costo del crédito en el Perú, revisión de la evolución reciente
    by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal

  • 2006 Forecasting Using Predictive Likelihood Model Averaging
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Model-based Clustering of non-Gaussian Panel Data
    by Juarez, Miguel A. & Steel, Mark F. J.

  • 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis

  • 2006 Non-Gaussian dynamic Bayesian modelling for panel data
    by Juarez, Miguel A. & Steel, Mark F. J.

  • 2006 Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors
    by Gonzalez, Jorge & Sismeiro, Catarina & Dutta, Shantanu & Stern, Philip

  • 2006 Stochastic simulation of a DSGE model for Brazil
    by Sin, Hui Lok & Gaglianone, Wagner Piazza

  • 2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
    by Ghent, Andra

  • 2006 Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US
    by Balcombe, Kelvin & Bailey, Alastair

  • 2006 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
    by David, Ardia

  • 2006 Persistence in inequalities across the Spanish regions
    by Jesús Rodríguez López & Diego Martínez López & Diego Romero de Ávila Torrijos

  • 2006 Credit shocks and cycles: a Bayesian calibration approach
    by Roland Meeks

  • 2006 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
    by Sylvia Kaufmann & Peter Kugler

  • 2006 Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison
    by Marek Jarocinski

  • 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Shaun P. Vahey

  • 2006 Credit Shocks and Cycles: a Bayesian Calibration Approach
    by Roland Meeks

  • 2006 Learning and Disagreement in an Uncertain World
    by Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz

  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2006 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models
    by Chris M Strickland & Gael Martin & Catherine S Forbes

  • 2006 Social Choice, Optimal Inference and Figure Skating
    by Stephen Gordon & Michel Truchon

  • 2006 Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
    by Georges Dionne & Claude Fluet & Denise Desjardins

  • 2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
    by Rodney W. Strachan & Herman K. van Dijk

  • 2006 Bayesian Inference in a Cointegrating Panel Data Model
    by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2006 Willingness to Pay for Service Attributes in the Japanese Digital Content Market
    by Donghun Kim & Philip Sugai

  • 2006 Two-Sided Matching and Spread Determinants in the Loan Market
    by Jiawei Chen

  • 2006 Nonparametric Density Estimation for Positive Time Series
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts

  • 2006 Regime switching GARCH models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc Bauwens & Jeroen V.K. Rombouts

  • 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
    by Rässler, Susanne

  • 2006 How valid can data fusion be?
    by Kiesl, Hans & Rässler, Susanne

  • 2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
    by Sugita, Katsuhiro

  • 2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
    by Sugita, Katsuhiro

  • 2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    by Giordani, Paolo & Kohn, Robert

  • 2006 Bayesian simultaneous determination of structural breaks and lag lengths
    by Hultblad, Brigitta & Karlsson, Sune

  • 2006 Automated Teller Machine network market structure and cash usage
    by Snellman, Heli

  • 2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality
    by Petr Kadeřábek

  • 2006 Bayesian Model Averaging in the Presence of Structural Breaks
    by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F.

  • 2006 Gibbs sampling in econometric practice
    by de Pooter, M.D. & Segers, R. & van Dijk, H.K.

  • 2006 Explaining individual response using aggregated data
    by Paap, R. & van Dijk, A.

  • 2006 Model uncertainty and Bayesian model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2006 Regionality revisited: an examination of the direction of spread of currency crises
    by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland

  • 2006 Default Estimation for Low-Default Portfolios
    by Kiefer, Nicholas M.

  • 2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets
    by Carsten Kuchler & Martin Spieß

  • 2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
    by Casarin, Roberto & Trecroci, Carmine

  • 2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market
    by Luc, BAUWENS & Michel, LUBRANO

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

  • 2006 Regime switching GARCH models
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2006 Ich bin auch ein Lemming: Herding and Consumption Capital in Arts and Culture
    by Dominic Rohner & Anna Winestein & Bruno S. Frey

  • 2006 Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not
    by Rabanal, Pau & Tuesta Reátegui, Vicente

  • 2006 The Structural Dynamics of US Output and Inflation: What Explains the Changes?
    by Canova, Fabio & Gambetti, Luca & Pappa, Evi

  • 2006 The Structural Dynamics of Output Growth and Inflation: Some International Evidence
    by Canova, Fabio & Gambetti, Luca & Pappa, Evi

  • 2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2006 Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
    by BAUWENS, Luc & LUBRANO, Michel

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

  • 2006 Regime switching GARCH models
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

  • 2006 Issues in Adopting DSGE Models for Use in the Policy Process
    by Martin Fukac & Adrian Pagan

  • 2006 Measures of Potential Output from an Estimated DSGE Model of the United States
    by Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton

  • 2006 Model Combination and Stock Return Predictability
    by Matthias Hagmann & Joachim Loebb

  • 2006 Learning, Structural Instability and Present Value Calculations
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

  • 2006 Explaining policy volatility in developing countries
    by Vatcharin Sirimaneetham

  • 2006 Time-varying exchange rate pass-through: experiences of some industrial countries
    by Toshitaka Sekine

  • 2006 Regime Switching Garch Models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Bancarization and Determinants of Availability of Banking Services in Argentina
    by Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

  • 2006 A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM
    by Pedro Elosegui & Francisco Lepone & George McCandless

  • 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Shaun P. Vahey

  • 2006 An Estimated Small Open Economy Model of the Financial Accelerator
    by Selim Elekdag & Alejandro Justiniano & Ivan Tchakarov

  • 2006 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    by Fabio Milani

  • 2006 A Bayesian Model Averaging Approach to Enhance Value Investment
    by Ron Bird & Richard Gerlach

  • 2006 A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA
    by Pedro Elosegui & Francisco Lepone & George McCandless

  • 2005 The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models
    by Viktor Winschel

  • 2005 Stochastic Volatility in DSGE models
    by Giorgio Primiceri & Alejandro Justiniano

  • 2005 Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches
    by M. Gilli & I. Roko

  • 2005 Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
    by Thomas A. Lubik

  • 2005 Computing optimal policy functions in a timeless perspective: An application
    by Florian Pelgrin & Michel Juillard

  • 2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
    by Filippo Ochinno & John Landon-Lane

  • 2005 Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

  • 2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam
    by Klump, Rainer & Prüfer, Patricia

  • 2005 The Decline in German Output Volatility: A Bayesian Analysis
    by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

  • 2005 An Estimated, New Keynesian Policy Model for Australia
    by Martin Melecky & Daniel Buncic

  • 2005 Expectations, Learning and Macroeconomic Persistence
    by Fabio Milani

  • 2005 What Happens After A Technology Shock? A Bayesian Perspective
    by Ossama Mikhail

  • 2005 Learning, Monetary Policy Rules, and Macroeconomic Stability
    by Fabio Milani

  • 2005 An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area
    by Ratto M. & Roeger W. & in’t Veld J. & Girardi R.

  • 2005 The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis
    by Manuela Goretti

  • 2005 The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
    by Martin Melecky

  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel

  • 2005 Bayesian Methods for Improving Credit Scoring Models
    by Posch Peter N. & Loeffler Gunter & Schoene Christiane

  • 2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
    by Andrew Healy

  • 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
    by Pierangelo De Pace

  • 2005 Bayesian Stochastic Frontier Analysis Using WinBUGS
    by Jim Griffin & Mark Steel

  • 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
    by Matthias Kredler

  • 2005 Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey
    by Fabio Canova & Carlo Favero

  • 2005 The structural dynamics of US output and inflation: What explains the changes?
    by Luca Gambetti & Evi Pappa & Fabio Canova

  • 2005 The Impact of Central Bank FX Interventions on Currency Components
    by Michel Beine & Charles S. Bos & Sebastian Laurent

  • 2005 Estimating Single Factor Jump Diffusion Interest Rate Models
    by Ghulam Sorwar

  • 2005 Measuring Inflation Persistence: A Structural Time Series Approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
    by Martijn van Hasselt

  • 2005 Estimation and Evaluation of a Segmented Markets Monetary Model
    by John Landon-Lane & Filippo Occhino

  • 2005 Measuring inflation persistence: a structural time series approach
    by M. DOSSCHE & G. EVERAERT

  • 2005 A bayesian semi-parametric approach for cost-effectiveness analysis in health economics
    by Caterina Conigliani & Andrea Tancredi

  • 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey
    by Kevin X.D. Huang & Zheng Liu

  • 2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by Filippo Occhino & John Landon-Lane

  • 2005 Variable Selection using Non-Standard Optimisation of Information Criteria
    by George Kapetanios

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
    by Geweke, John & Keane, Michael

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996
    by Geweke, John & Keane, Michael

  • 2005 A, B, C’s (And D’s) For Understanding VARS
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent

  • 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    by Thomas A Lubik

  • 2005 Mind your Ps and Qs! Improving ARMA forecasts with RBC priors
    by Kirdan Lees & Troy Matheson

  • 2005 Decentralization with Property Taxation to Improve Incentives: Evidence from Local Governments’ Discrete Choice
    by Jørn Rattsø & Jon Hernes Fiva

  • 2005 Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
    by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams

  • 2005 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

  • 2005 A, B, C's (and D)'s for Understanding VARs
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent

  • 2005 Measuring inflation persistence: a structural time series approach
    by Maarten Dossche & Gerdie Everaert

  • 2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
    by Balázs Vonnák

  • 2005 Is There an Optimum Level of Financial Activity?
    by Michael Graff

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    by Fabio Milani

  • 2005 Expectations, Learning and Macroeconomic Persistence
    by Fabio Milani

  • 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation
    by Kunst, Robert M.

  • 2005 Forecast Combination and Model Averaging using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
    by Adolfson, Malin & Lindé, Jesper & Villani, Mattias

  • 2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space
    by Villani, Mattias

  • 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
    by Villani, Mattias

  • 2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2005 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

  • 2005 How Important are Financial Frictions in the U.S. and Euro Area?
    by Queijo, Virginia

  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2005 Trends and cycles in economic time series: A Bayesian approach
    by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2005 A unified approach to nonlinearity, structural change and outliers
    by Giordani, P. & Kohn, R. & van Dijk, D.J.C.

  • 2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning
    by John Hobcraft & Wendy Sigle-Rushton

  • 2005 Estimation bayésienne approximative par échantillonnage préférentiel
    by Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

  • 2005 Bayesian Modelling and Inference on Mixtures of Distributions
    by Marin, Jean-Michel & Mengersen, Kerrie & Robert, Christian P.

  • 2005 Intra-industry trade and economic distance : causality tests using panel data
    by Venet, Baptiste & Peltrault, Frédéric

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc, Bauwens & J.V.K., ROMBOUTS

  • 2005 New-Keynesian or RBC Transmission? The Effects of Fiscal Shocks in Labour Markets
    by Pappa, Evi

  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Bayesian Analysis of DSGE Models
    by An, Sungbae & Schorfheide, Frank

  • 2005 Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey
    by Canova, Fabio & Favero, Carlo A.

  • 2005 On the Fit and Forecasting Performance of New Keynesian Models
    by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
    by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K.

  • 2005 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
    by Bernard Dumas & Alexander Kurshev & Raman Uppal

  • 2005 An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning
    by John Hobcraft & Wendy Sigle-Rushton

  • 2005 Persistence in inequalities across the Spanish regions
    by Jesús Rodríguez & Diego Romero de Ávila & Diego Martínez-López

  • 2005 Jointness of Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2005 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
    by Sylvia Kaufmann & Peter Kugler

  • 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
    by Andrea Nobili

  • 2005 Diversification And Focus: A Bayesian Application Of The Resource-Based View
    by Lee T. Perry & Mark H. Hansen & C. Shane Reese & Greggory Pesci

  • 2005 Modelo de manadas y aprendizaje social
    by Juan Pablo Herrera & Francisco Lozano Gerena

  • 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters
    by Timothy Cogley

  • 2005 Learning and Monetary Policy Shifts
    by Frank Schorfheide

  • 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
    by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

  • 2005 Corporate Tax Reforms and Financial Choices: An Empirical Analysis
    by Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli

  • 2004 Empirical Calibration of Simulation Models
    by Thomas Brenner & Claudia Werker

  • 2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
    by Michiel D. de Pooter & Rengert Segers

  • 2004 A Bayesian algorithm for a Markov Switching GARCH model
    by Dhiman Das

  • 2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations
    by Silvano Bordignon & Davide Raggi

  • 2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by Francisco J. Ruge-Murcia

  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide

  • 2004 Dynamic asymmetries in US unemployment
    by Gary Koop & Simon M. Potter

  • 2004 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
    by Frank Kleibergen

  • 2004 A Bayesian MCMC Algorithm for Markov Switching GARCH models
    by Dhiman Das & B.Hark Yoo

  • 2004 Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations
    by Fabio Milani

  • 2004 Bayesian Reduced Rank Regression in SEMs with Weak Identification
    by Kajal Lahiri & Jabonn Kim

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 On leverage in a stochastic volatility model
    by Jun Yu

  • 2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia
    by Denzil Fiebig & Michael Smith & Remy Cottet

  • 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
    by Gael Martin & Chris Strickland & Catherine Forbes

  • 2004 Opinion Pooling under Asymmetric Information
    by Franz Dietrich

  • 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    by Fabio Milani

  • 2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
    by Stanislav Radchenko

  • 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots
    by Ricardo Gonçalves Silva

  • 2004 The Power of the "Objective" Bayesian Unit-Root Test
    by Francis W. Ahking

  • 2004 Are There Waves in Merger Activity After All?
    by Dennis Gaertner & Daniel Halbheer

  • 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
    by Jun Yu

  • 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
    by Jun Yu & Renate Meyer

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide

  • 2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
    by Lennart F. Hoogerheide & Johan F. Kaashoek

  • 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by John Landon-Lane & Filippo Occhino

  • 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
    by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos

  • 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 A Revealed Preference Ranking of U.S. Colleges and Universities
    by Christopher Avery & Mark Glickman & Caroline Hoxby & Andrew Metrick

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 Time Reversibility of Stationary Regular Finite State Markov Chains
    by McCAUSLAND, William

  • 2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
    by McCAUSLAND, William

  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Xibin Zhang & Maxwell L. King & Rob J. Hyndman

  • 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
    by Andrew D. Sanford & Gael Martin

  • 2004 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
    by Gary M. Koop & Simon M. Potter

  • 2004 On Priors on Cointegrating Spaces
    by Rodney W. Strachan

  • 2004 Exceptions to Bartlett’s Paradox
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Bayesian Model Selection with an Uninformative Prior
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
    by Paserman, M. Daniele

  • 2004 Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
    by Paserman, M. Daniele

  • 2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
    by Paserman, M. Daniele

  • 2004 Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
    by Paserman, M. Daniele

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth R. & Voicu, Alexandru

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth & Voicu, Alexandru

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
    by Villani, Mattias & Larsson, Rolf

  • 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions
    by Corander, Jukka & Villani, Mattias

  • 2004 Parametric covariance matrix modeling in Bayesian panel regression
    by Salabasis, Mickael

  • 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
    by Deschamps, Philippe J.

  • 2004 Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
    by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.

  • 2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2004 Improper priors with well defined Bayes Factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Benchmark priors for Bayesian models averaging
    by Carmen Fernandez & E Ley & Mark F J Steel

  • 2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach
    by Gary Koop & Kai Li

  • 2004 A Nonlinear Model of the Business Cycle
    by Simon M. Potter & Edward E. Leamer

  • 2004 Bayesian Clustering Of Similar Multivariate Garch Models
    by Luc Bauwens & Jeroen Rombouts

  • 2004 Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity
    by Jorge E. Arana & Carmelo J. Leon

  • 2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary
    by Thomas A. Lubik

  • 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach
    by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap
    by Frank Kleibergen

  • 2004 Messy Data Modelling in Health Care Contingent Valuation Studies
    by Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan

  • 2004 Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments
    by Mehmet Caner

  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers

  • 2004 Seasonality, Cycles and Unit Roots
    by Mickael Salabasis & Sune Karlsson

  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    by Ilias Tsiakas

  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

  • 2004 Cyclical components in economic time series: A Bayesian approach
    by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur

  • 2004 Mixture models, latent variables and partitioned importance sampling
    by Casella, George & Robert, Christian P. & Wells, Martin T.

  • 2004 Population Monte Carlo
    by Cappé, Olivier & Guillin, Arnaud & Marin, Jean-Michel & Robert, Christian P.

  • 2004 Model-based Clustering of Multiple Time Series
    by Frühwirth-Schnatter, Sylvia & Kaufmann, Sylvia

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

  • 2004 Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
    by Ciccarelli, Matteo & Rebucci, Alessandro

  • 2004 Similarities and Convergence in G7 Cycles
    by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

  • 2004 Discrete Choice Models in Preference Space and Willingness-to Pay Space
    by Train, K. & Weeks, M.

  • 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

  • 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
    by Marco Moscadelli

  • 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma
    by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

  • 2004 A note on mixture prior distributions with applications in actuarial statistic/Sobre las Distribuciones a Priori Mixtas con Aplicaciones en la Estadística Actuarial
    by GÓMEZ-DÉNIZ, E.

  • 2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area
    by Aka, B.F.

  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

  • 2003 Agriculture: transition buffer or black hole? A three-state model of employment dynamics
    by Alexandru Voicu

  • 2003 Is Inflation Persistence Intrinsic in Industrial Economies?
    by Andrew Levin & Jeremy Piger

  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    by Fabio Milani

  • 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
    by Catherine Baumont & Cem Ertur & Julie Le Gallo

  • 2003 Testing and Estimating Persistence in Canadian Unemployment
    by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

  • 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models
    by Andrzej Kociêcki

  • 2003 A Method for Assigning Letter Grades: Multi-Curve Grading
    by Alex Strashny

  • 2003 Output specific efficiencies: The case of UK private secondary schools
    by Dieter Gstach & Andrew Somers & Susanne Warning

  • 2003 A Statistical Framework for Estimating Output-Specific Efficiencies
    by Dieter Gstach

  • 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    by Nunzio Cappuccio & Diego Lubian & Davide Raggi

  • 2003 Similarities and convergence in G-7 cycles
    by Fabio Canova & Matteo Ciccarelli & Eva Ortega

  • 2003 Semi-parametric modelling for costs of helt care technologies
    by Caterina Conigliani & Andrea Tancredi

  • 2003 The Present, Future and Imperfect of Financial Risk Management
    by Carol Alexandra

  • 2003 Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
    by Muradoglu, Gulnur & Zaman, Asad & Orhan, Mehmet

  • 2003 Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
    by Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Coherent Predictions of Low Count Time Series
    by B.P.M. McCabe & G.M. Martin

  • 2003 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms
    by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin

  • 2003 Implicit Bayesian Inference Using Option Prices
    by Gael M. Martin & Catherine S. Forbes & Vance L. Martin

  • 2003 Averaging Lorenz Curves
    by Duangkamon Chotikapanich & William E. Griffiths

  • 2003 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter
    by Catherine S. Forbes & Gael M. Martin & Jill Wright

  • 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
    by Andrew D. Sanford & Gael M. Martin

  • 2003 Bayesian Analysis of the Stochastic Conditional Duration Model
    by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

  • 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
    by Viktor Várpalotai

  • 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
    by Matteo Pelagatti

  • 2003 Asset Returns and State-Dependent Risk Preferences
    by Gordon, Stephen & St-Amour, Pascal

  • 2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
    by Polasek, Wolfgang

  • 2003 Risk Aversion and Herd Behavior in Financial Markets
    by Décamps, Jean-Paul & Lovo, Stefano

  • 2003 Bayesian Evidence on the Structure of Unemployment
    by Peter M. Summers

  • 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
    by Villani, Mattias & Warne, Anders

  • 2003 Bayes Estimators of the Cointegration Space
    by Villani, Mattias

  • 2003 A Finer Point in Forensic Identification
    by Mehlum, Halvor

  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune

  • 2003 Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters
    by Michael Louis George

  • 2003 Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
    by Erkki Siivonen & Arto Luoma & Jani Luoto

  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.

  • 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
    by Strachan, Rodney & Brett Inder

  • 2003 Understanding Fundamentalist Belief Through Bayesian Updating
    by Srijit Mishra

  • 2003 Bayesian Inference for Mixtures of Stable Distributions
    by Casarin, Roberto

  • 2003 Bayesian clustering of many GARCH models
    by BAUWENS, Luc & ROMBOUTS, Jeroen

  • 2003 The determinants of consumer confidence: the case of United States and Belgium
    by BELTRAN, Helena & DURRE, Alain

  • 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller

  • 2003 Bayesian Estimation of Risk-Premia in an APT Context
    by Darsinos, T. & Satchell, S.E.

  • 2003 Cyclical Components in Economic Time Series: a Bayesian Approach
    by Harvey, A. & TTrimbur, T. & van Dijk, H.

  • 2003 Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
    by Roberto Leon Gonzalez & Daniel Montolio Estivill

  • 2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    by Matteo Ciccarelli & Alessandro Rebucci

  • 2003 L'actuariat au siècle des Lumières. Risque et décision économiques et statistiques
    by Pierre-Charles Pradier

  • 2002 Is Inflation Persistence Inherent in Industrial Economies?
    by Andrew T. Levin & Jeremy M. Piger

  • 2002 Adaptive Polar Sampling
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest

  • 2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
    by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

  • 2002 On Equilibria when Agents Have Multiple Priors
    by Dana, Rose-Anne

  • 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
    by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira

  • 2002 The Term Spread International Evidence of Non-Linear Adjustment
    by Alfred A. Haug & Pierre L. Siklos

  • 2002 Testing For Cointegration Rank Using Bayes Factors
    by Sugita, Katsuhiro

  • 2002 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
    by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski

  • 2002 Behavior in a dynamic decision problem: An analysis of experimental evidence using a bayesian type classification algorithm
    by Daniel Houser & Michael Keane & Kevin McCabe

  • 2002 Semiparametric Bayesian Inference for Stochastic Frontier Models
    by Jim E. Griffin & Mark F.J. Steel

  • 2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
    by James E. Griffin & Mark F.J. Steel

  • 2002 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
    by Carmen Fernandez & Gary Koop & Mark F.J. Steel

  • 2002 Informational matching
    by Silvio Rendón

  • 2002 Fixed and random effects in Classical and Bayesian regression
    by Silvio Rendón

  • 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
    by Stella M. Salvatierra

  • 2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    by Anirvan Banerji & Pami Dua & Stephen M. Miller

  • 2002 A General Model for Repeated Audit Controls Using Monotone Subsampling
    by Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

  • 2002 Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    by Danilov, D.L. & Magnus, J.R.

  • 2002 A Comparison of Marginal Likelihood Computation Methods
    by Charles S. Bos

  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane

  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs

  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane

  • 2002 An alternative bayes factor for testing for unit autoregressive roots
    by Caterina Conigliani & F. Spezzaferri

  • 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
    by Hugo Kruiniger

  • 2002 On the Estimation of Panel Regression Models with Fixed Effects
    by Hugo Kruiniger

  • 2002 Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
    by Sylvia Kaufmann

  • 2002 Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
    by Brian Hanlon & Catherine Forbes

  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
    by Roland G. Shami & Catherine S. Forbes

  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 Understanding fundamentalist belief through Bayesian updating
    by Srijit Mishra

  • 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
    by Kunst, Robert M.

  • 2002 Testing for Stationarity in a Cointegrated System
    by Kunst, Robert M.

  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune

  • 2002 Functional approximations to posterior densities: a neural network approach to efficient sampling
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
    by Eraker, Bjorn

  • 2002 From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms
    by Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo

  • 2002 Optimal Supervisory Policies and Depositor-Preferences Laws
    by Pagès, H. & Santos, J.

  • 2002 Asset Allocation in Transition Economies
    by Jondeau, E. & Rockinger, M.

  • 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
    by Dan S. Rickman

  • 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
    by Sylvia Kaufmann

  • 2002 Capturing Customer Heterogeneity Using A Finite Mixture Pls Approach
    by Carsten Hahn & Michael D. Johnson & Andreas Herrmann & Frank Huber

  • 2002 No-Respuesta De Items En Estudios De Mercado
    by PABLO MARSHALL

  • 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

  • 2002 Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica
    by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

  • 2001 Bayesian Cointegration Analysis
    by Sugita, K.

  • 2001 Econometric analysis of the sequential probit model with an application to innovation surveys
    by Patrick Waelbroeck

  • 2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
    by Katsuhiro Sugita

  • 2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
    by V. Brian Viard, Nicholas Polson, Anne Gron

  • 2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Charles J. Romeo

  • 2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
    by Rodney W Strachan

  • 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
    by Poirier, D.J. & Tobias, J.L.

  • 2001 Across-Regime Covariance Restrictions in Treatment Response Models
    by Poirier, D.J. & Tobias, L.

  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.

  • 2001 Stochastic Frontier Models with Random Coefficients
    by Tsionas, E.G.

  • 2001 Causation, Prediction, and Search, 2nd Edition
    by Peter Spirtes & Clark Glymour & Richard Scheines

  • 2001 Testing for convergence clubs in income per-capita : a predictive density approach
    by Canova, Fabio

  • 2001 Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?
    by Shyam NMI Sunder & Karim Jamal

  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Statistical Inference as a Bargaining Game
    by Eduardo Ley

  • 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
    by Joel Huber & Kenneth Train

  • 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
    by Richard Kleijn & Herman K. van Dijk

  • 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
    by John Landon-Lane

  • 2001 Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
    by Jay Shanken & Ane Tamayo

  • 2001 Bayesian Inference for Hospital Quality in a Selection Model
    by John Geweke & Gautam Gowrisankaran & Robert J. Town

  • 2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.

  • 2001 Averaging Income Distributions
    by Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P.

  • 2001 Sample Size Requirements for Estimation in SUR Models
    by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas

  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas

  • 2001 LP Tests for MV Efficiency
    by Post, G.T.

  • 2001 Portfolio allocation in transition economies
    by ROCKINGER, Michael & JONDEAU, Eric

  • 2001 Dynamic mean-variance analysis
    by HENROTTE, Philippe

  • 2001 Smooth Transition Garch Models : a Baysian Perspective
    by Michel LUBRANO

  • 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    by Canova, Fabio & Ciccarelli, Matteo

  • 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
    by Darsinos, T. & Satchell, S.E.

  • 2001 Implementation Theory
    by Eric Maskin & Tomas Sjostrom

  • 2001 Fijación de primas de seguros bajo técnicas de robustez bayesiana
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J. M.

  • 2001 Buenos y malos riesgos en seguros: el punto de vista bayesiano basado en distribuciones bimodales
    by GÓMEZ DÉNIZ, E. & PÉREZ SÁNCHEZ, J.M.

  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez

  • 2000 Bayesian Target Zones
    by Catherine S. Forbes & Paul Kofman

  • 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
    by Chakravarty, Sugato & Li, Kai

  • 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Romeo, C.J.

  • 2000 Bayesian Variants of Some Classical Semiparametric Regression Techniques
    by Koop, G. & Poirier, D.

  • 2000 Bayesian Option Pricing using Asymmetric Garch Models
    by Bauwens, L. & Lubrano, M.

  • 2000 MCMC in econometrics
    by Dani Gamermam

  • 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    by David E. A. Giles

  • 2000 Double Checking for Two Error Types
    by Raats, V.M. & Moors, J.J.A.

  • 2000 Fractional bayes factors for the analysis of autoregressive models with possible unit roots
    by Maria Maddalena Barbieri & Caterina Conigliani

  • 2000 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
    by Hugo Kruiniger

  • 2000 GMM Estimation of Dynamic Panel Data Models with Persistent Data
    by Hugo Kruiniger

  • 2000 Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy
    by Aoki, Takaaki

  • 2000 Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs
    by Rajeev Dehejia

  • 2000 Estimation Risk, Market Efficiency, and the Predictability of Returns
    by Jonathan Lewellen & Jay Shanken

  • 2000 Bayesian Exponential Smoothing
    by Forbes, C.S. & Snyder, R.D. & Shami, R.S.

  • 2000 Bayesian Soft Target Zones
    by Forbes, C.S. & Kofman, P.

  • 2000 A structural Time Series Model with Markov Switching
    by Shami, R.G. & Forbes, C.S.

  • 2000 Bayesian Estimation of Atkinson Inequality Measures
    by Chotikapanich, D. & Creedy, J.

  • 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures
    by Chotikapanich, D. & Creedy, J.

  • 2000 Australian Economic Growth: Non-Linearities and Internaitonal Influences
    by Henry, O.T. & Summers, P.M.

  • 2000 Prediction Inference for Time Series
    by de Luna, Xavier

  • 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
    by Graflund, Andreas

  • 2000 Panel Regression with Unobserved Classes
    by Salabasis, Mickael & Villani, Mattias

  • 2000 Bayesian learning in mis-specified models
    by Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries

  • 2000 Forecasting New Zealand's Real GDP
    by Aaron F. Schiff & Peter C.B. Phillips

  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel

  • 1999 A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines
    by Hasegawa, H. & Tran Van Hoa & Valenzuela, R.

  • 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach
    by Teruo Nakatsuma

  • 1999 Bayesian Performance Evaluation
    by Baks, K. & Metrick, A. & Wachter, J.

  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.

  • 1999 Smooth Transition GARCH Models: a Bayesian perspective
    by Lubrano, M.

  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 1999 A Time Series Model of Multiple Structural changes in Level, Trend and Variance
    by Jiahui Wang & Eric Zivot

  • 1999 On Measuring the Welfare Cost of Business Cycles
    by Chris Otrok

  • 1999 Forecasting and turning point predictions in a Bayesian panel VAR model
    by Fabio Canova & Matteo Ciccarelli

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk

  • 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 1999 Simulation Based Inference for Dynamic Multinomial Choice Models
    by Geweke, John & Houser, Dan & Keane, Michael

  • 1999 Program Evaluation as a Decision Problem
    by Rajeev Dehejia

  • 1999 Predictive Regressions
    by Robert F. Stambaugh

  • 1999 Bayesian Trace Statistics for the Reduced Rank Regression Model
    by Strachan, R.W. & Inder, B.

  • 1999 A Preference Regime Model of Bull and Bear Markets
    by Gordon, Stephen & St-Amour, Pascal

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K.

  • 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
    by Kilian, Lutz & Zha, Tao

  • 1999 Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach
    by Canova, Fabio

  • 1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
    by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

  • 1999 Testing for negativity in a demand system: A Bayesian approach
    by Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa

  • 1999 Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1
    by MARTEL ESCOBAR, Mª C. & HERNÁNDEZ BASTIDA, A. & VÁZQUEZ POLO, F. J.

  • 1999 A Dynamic Economy with Costly Price Adjustments
    by Leif Danziger

  • 1998 Halandósági táblák becslése bayesi módszerekkel
    by Péter Gál

  • 1998 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
    by Strachan, R.W.

  • 1998 A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks
    by M.W. Luke Chan & Dean C. Mountain & Dading Li

  • 1998 The Equity Premium and Structural Breaks
    by Pastor, L. & Stambaugh, R.F.

  • 1998 Costs of Equity Capital and Model Mispricing
    by Pastor, L. & Stambaugh, R.F.

  • 1998 Games with Incomplete Information
    by Nomia, O.

  • 1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
    by Mouchart, M. & Scheihing, E.

  • 1998 Bayesian Evaluation of a Semi-Parametric Binary Response Model
    by Scheihing, E. & Mouchart, M.

  • 1998 Multiple Hypotheses Testing with Partial Prior Information
    by Zhang, J.

  • 1998 Bayesian Inference for the Mover-Stayer Model of Continuous Time
    by Fougere, D. & Kamionka, T.

  • 1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis
    by Florens, J.-P. & Rolin, J.-M.

  • 1998 Unemployment Dynamics Across OECD Countries
    by Balakrishnan, R. & Michelacci, C.

  • 1998 Bayesian Analysis of Nonlinear Time Series Models with a Threshold
    by Lubrano, M.

  • 1998 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach
    by Harris, R.

  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer

  • 1998 Benchmark Priors for Bayesian Model Averaging
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models
    by Siddhartha Chib & Edward Greenberg & Yuxin Chen

  • 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
    by Bolduc, Denis & Bonin, Sylvie

  • 1998 Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
    by John C. Chao & Peter C.B. Phillips

  • 1998 Wald Revisited: The Optimal Level of Experimentation
    by Giuseppe Moscarini & Lones Smith

  • 1998 Smooth transition GARCH models: a Bayesian perspective
    by LUBRANO, Michel

  • 1998 A Bayesian approach to the econometrics of first-price auctions
    by ALBANO, Gian Luigi & JOUNEAU, Fréféric

  • 1998 Statistics as a tool for the development of speech recognition automatic systems
    by José Luciano Maldonado

  • 1998 Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales
    by Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J.

  • 1998 Crecimiento regional en Colombia: ¿Persiste la desigualdad?
    by Ricardo Rocha & Alejandro Vivas

  • 1997 Prediction Intervals for Arima Models
    by Snyder, R.D. & Ord, J.K. & Koehler, A.B.

  • 1997 Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior
    by Martin, G.M.

  • 1997 Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries
    by Martin, G.M. & Martin, V.L.

  • 1997 Bayesian Arbitrage Threshold Analysis
    by Forbes, C.S. & Kalb, G.R.J. & Kofman, P.

  • 1997 Bayesian Approaches to Segmenting A Simple Time Series
    by Oliver, J.J. & Forbes, C.S.

  • 1997 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    by Smith, M. & Mathur, S.K. & Kohn, R.

  • 1997 Costs of Equity from Factor-Based Models
    by Pastor, L. & Stambaugh, R.F.

  • 1997 Nonparametric Bayesian Survival Analysis
    by Rolin, J-M

  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.

  • 1997 Bayesian Option Pricing Using Asymmetric GARCH
    by Bauwens, L. & Lubrano, M.

  • 1997 Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning
    by Bulkley, George & Harris, Richard & Weller, Paul

  • 1997 Patterns, Types, and Bayesian Learning
    by Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky

  • 1997 Statistical Modeling of Fishing Activities in the North Atlantic
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1997 Testing for convergence clubs in income per-capita: A predictive density approach
    by Fabio Canova

  • 1997 A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
    by Osiewalski, J. & Koop, G. & Steel, M.F.J.

  • 1997 Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
    by Gary Koop & Herman K. van Dijk & Henk Hoek

  • 1997 Asset Prices with Contingent Preferences
    by Gordon, Stephen & St-Amour, Pascal

  • 1997 Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
    by Gordon, Stephen & St-Amour, Pascal

  • 1997 Bayesian option pricing using asymmetric GARCH
    by BAUWENS, LUC & LUBRANO, Michel

  • 1997 Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial
    by Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José

  • 1996 Power of tests in Binary Response Models
    by Savin, N.E. & Wurtz, A.

  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by Savin, N.E. & Wurtz, A.

  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Horowitz, J.L.

  • 1996 Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?
    by Schweder, T. & Hjort, N.L.

  • 1996 Analyzing Investments Whose Histories Differ in Length
    by Stambaugh, R-F

  • 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    by Florens, J-P & Richard, J-F & Rolin, J-M

  • 1996 Classical and Bayesian Inference Robustness in Multivariate Regression models
    by Fernandez, C & Osiewalski, J & Steel, M-F-J

  • 1996 Hierarchical Bayes Models with Many Instrumental Variables
    by Chamberlain, G & Imbens, G-W

  • 1996 Nonparametric Applications of Bayesian Inference
    by Chamberlain, G & Imbens, G-W

  • 1996 Interacive Implementation
    by Baliga, S. & Sjostrom, T.

  • 1996 Econometric Models of Option Pricing Errors
    by Renault, E.

  • 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
    by Bauwens, L. & Lubrano, M.

  • 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
    by Barthelemy, F. & Lubrano, M.

  • 1996 Bayesian Analysis of Nonlinear Time Series Models with Threshold
    by Lubrano, M.

  • 1996 Properties of Unit Root Tests for Models with Trend and Cycles
    by Barthelemy, F. & Lubrano, M.

  • 1996 Divisible Conspicuous Good
    by Bosi, S.

  • 1996 Learning Standards of Social Behaviour in a Stationary Society
    by Gilli, M.

  • 1996 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
    by Xiaoqiang, W.

  • 1996 The Diffusion of New Crop Varieties
    by Fischer, Alistair J. & Anne J. Arnold

  • 1996 Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization
    by Chatterji, S. & Chattopadhyay, S.

  • 1996 Bayesian learning and expectations formation: Anything goes
    by Albert, Max

  • 1996 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance
    by Francisco F. R. Ramos

  • 1996 On the Use of Panel Data in Bayesian Stochastic Frontier Models
    by Fernández, C. & Osiewalski, J. & Steel, M.F.J.

  • 1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test
    by Teruo Nakatsuma & Hiroki Tsurumi

  • 1996 Research and Productivity
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Stepping Stone Mobility
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Learning by Doing and the Choice of Technology
    by Jovanovic, B. & Nyarko, Y.

  • 1996 Classroom Games: Understanding Bayes' Rule
    by Charles A. Holt & Lisa R. Anderson

  • 1995 Canadian Excess Returns and State-Dependent Risk Aversion
    by St-Amour, P.

  • 1995 Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity
    by Bolduc, D. & Bonin, S.

  • 1995 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.

  • 1995 Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    by Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

  • 1995 Acceptable Likelihood and Bayesian Inference with Retrospection
    by Faynzilberg, P.S.

  • 1995 Un modelo macroeconométrico trimestral para la economía española
    by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

  • 1995 Perfect Baysian Implementation in Economic Environments
    by Brusco, S.

  • 1995 Intermediate Statistics and Econometrics: A Comparative Approach
    by Dale J. Poirier

  • 1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
    by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

  • 1995 On the Estimation of Demand Systems Through Consumption Efficiency
    by Eduardo Ley & Mark F.J. Steel

  • 1995 Posterior analysis of stochastic volatility models with flexible tails
    by Steel, M.F.J.

  • 1995 Chocs externes et ajustements des taux de change réels européens
    by Bouoiyour, Jamal & Rey, Serge

  • 1995 Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France
    by Michel LUBRANO

  • 1995 The Poor Stay Poor: Non-Convergence Across Countries and Regions
    by Canova, Fabio & Marcet, Albert

  • 1994 Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift
    by de la Croix, David & Lubrano, Michel

  • 1994 BVAR models in the context of cointegration: A Monte Carlo experiment
    by Luis J. Álvarez & Fernando C. Ballabriga

  • 1994 Hospital efficiency analysis through individual effects : A Bayesian approach
    by Koop, G. & Osiewalski, J. & Steel, M.F.J.

  • 1994 Advances in Random Utility Models
    by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

  • 1994 Numerical Aspects of Bayesian VAR-modeling
    by Kadiyala, K. Rao & Karlsson, Sune

  • 1994 The Empirics of Economic Growth in Previously Centrally Planned Economies
    by Leamer, Edward & Taylor, Mark P

  • 1994 Bayesian Inference for Periodic Regime-Switching Models
    by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

  • 1993 Sticking It Out: Entrepreneurial Survival and Liquidity Constraints
    by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger

  • 1991 Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum
    by Peter C.B. Phillips

  • 1991 Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
    by Christopher A. Sims

  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger

  • 1991 A Bayesian Analysis of Trend Determination in Economic Time Series
    by Eric Zivot & Peter C.B. Phillips

  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips

  • 1977 Seasonality in Regression: An Application of Smoothness Priors
    by Mark Gersovitz & James G. MacKinnon

  • Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
    by Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas

  • Book reviews
    by Robert, Christian P.

  • Forthcoming Fragility of asymptotic agreement under Bayesian learning
    by Yildiz, Muhamet & Acemoglu, Daron & Chernozhukov, Victor

  • Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields
    by Victor De Oliveira

  • Bayesian Analysis Of Conditional Autoriegressive Models
    by Victor De Oliveira

  • Normalized Power Prior Bayesian Analysis
    by Keying Ye & Yuyan Duan

  • Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
    by Mark D. Ecker & Victor De Oliveira

  • A Study of the Probit Model with Latent Variables in Phase I Clinical Trials
    by Xiaobin Yang & Keying Ye & Yanping Wang

  • Simulation-based Estimation of Contingent Claims Prices
    by Peter C.B.Phillips & Jun Yu

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

  • 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

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.