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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C11: Bayesian Analysis: General**

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

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

Most recent items first, undated at the end.

**Bayesian Inference for Partially Observed Branching Processes**

*by*Rousseau, Judith & Donnet, Sophie

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

*by*Diana Zigraiova & Tomas Havranek

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

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

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

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

**Hawks and Doves at the FOMC**

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

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

*by*Samantha Leorato & Maura Mezzetti

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

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

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

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

*by*Fornaro, Paolo

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

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

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

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

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

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

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

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

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

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

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

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

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

*by*Tomáš Havránek & Diana Zigraiova

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

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

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

*by*Joshua C.C. Chan

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

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno Uusküla

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

*by*Blaise Gnimassoun

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

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

**Hawks and Doves at the FOMC**

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

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

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

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

*by*Kajal Lahiri & Liu Yang

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

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

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

*by*Valeriu Nalban

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

*by*Shalva Mkhatrishvili & Zviad Zedginidze

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

*by*Jan Klacso

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

*by*Morita, Hiroshi

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

*by*Huang, Yu-Fan

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

*by*Gnimassoun, Blaise

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

*by*Lo, Ming Chien & Morley, James

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

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

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

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

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

*by*Lewis, Vivien & Stevens, Arnoud

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

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

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

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

**Estimating dynamic equilibrium models with stochastic volatility**

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

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

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

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

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

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

*by*Kota Ogasawara & Genya Kobayashi

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

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

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

*by*Rousseau, Judith & Gassiat, Elisabeth

**Relevant statistics for Bayesian model choice**

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

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

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

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

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

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

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

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

*by*Ricardo Marto

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

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

**Fiscal rules and unemployment**

*by*Gehrke, Britta

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

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

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

*by*Prettner, Catherine & Prettner, Klaus

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

*by*Sacht, Stephen

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

*by*Daniele Bregantini

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

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

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

*by*Alfred Stiassny & Christina Uhl

**Embedding Liquidity Information in Estimating Potential Output**

*by*Stefano Scalone

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

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

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

*by*Roberto Casarin

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

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

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

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

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

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

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

*by*Buncic, Daniel & Moretto, Carlo

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

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

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

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

*by*K.Vela Velupillai

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

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

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

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

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

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

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

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

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

*by*Bulent Ulasan

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

*by*Yuelin Liu

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

*by*Yuelin Liu

**CES Technology and Business Cycle Fluctuations**

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

**Large Bayesian VARMAs**

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

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gregor Bäurle & Daniel Kaufmann

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

*by*Konrad Adler & Christian Grisse

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

*by*Liang Jiang & Xiaohu Wang & Jun Yu

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

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

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

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

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

*by*Valeriu Nalban

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

*by*Rahul Mukherjee

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

*by*Elton Beqiraj & Massimiliano Tancioni

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

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

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

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

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

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

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

*by*Mukhoti, Sujay

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

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

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

**Club classification of US divorce rates**

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

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Model Uncertainty in Panel Vector Autoregressive Models**

*by*Koop, Gary & Korobilis, Dimitris

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

*by*Ifrim, Adrian

**Mobility of Knowledge and Local Innovation Activity**

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

**Time Varying Fiscal Multipliers in Germany**

*by*Berg, Tim Oliver

**Bayesian Survival Modelling of University Outcomes**

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

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

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

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

*by*Travaglini, Guido

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

*by*Nonejad, Nima

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

*by*Nonejad, Nima

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

*by*Fantazzini, Dean

**Probabilistic Opinion Pooling**

*by*Dietrich, Franz & List, Christian

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

*by*Korobilis, Dimitris

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

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

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

*by*Christiane Baumeister & James D. Hamilton

**Growth, Slowdowns, and Recoveries**

*by*Francesco Bianchi & Howard Kung

**Constrained Discretion and Central Bank Transparency**

*by*Francesco Bianchi & Leonardo Melosi

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

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

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

*by*Frank Schorfheide & Dongho Song & Amir Yaron

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

*by*Francesco Bianchi & Cosmin Ilut

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

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

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

*by*Gonzalo Camba-Méndez & Dobromił Serwa

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

*by*Arnaud Dufays

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

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

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

*by*Haotian Chen & Xibin Zhang

**Approximate Bayesian Computation in State Space Models**

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

**The Network Origins of Economic Growth**

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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Welfare Reform and Children's Health**

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

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

*by*Matthias Held & Marcel Omachel

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

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

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

*by*Deborah Gefang & Geraint Johnes

**Identification of Financial Factors in Economic Fluctuations**

*by*Samad Sarferaz & Francesco Furlanetto & Francesco Furlanetto

**Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem**

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

**Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave**

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

**Bayesian Exploratory Factor Analysis**

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

**Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident**

*by*Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober

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

*by*Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober

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

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

**Bayesian Exploratory Factor Analysis**

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

**Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data**

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

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

*by*Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas

**An Estimated Search and Matching Model of the Japanese Labor Market**

*by*Ching-Yang Lin & Hiroaki Miyamoto

**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

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

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

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios Bekiros & Alessia Paccagnini

**A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank**

*by*Chew Lian Chua & Sarantis Tsiaplias

**Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study**

*by*Xianhua Dai & Wolfgang Karl HÃ¤rdle & Keming Yu &

**Bayesian Exploratory Factor Analysis**

*by*Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek

**Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model**

*by*Andersson, Fredrik N. G. & Li, Yushu

**A simple wavelet-based test for serial correlation in panel data models**

*by*Li, Yushu & Andersson, Fredrik N. G.

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

*by*Kataria, Mitesh

**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

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

*by*Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

**Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison**

*by*António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

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

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

**Model uncertainty in panel vector autoregressive models**

*by*Gary Koop & Dimitris Korobilis

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

*by*Dimitris Korobilis

**Business Cycles in Oil Exporting Countries: A Declining Role for Oil?**

*by*Salman Huseynov & Vugar Ahmadov

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

*by*Lubik, Thomas A. & Matthes, Christian

**Analyzing data revisions with a dynamic stochastic general equilibrium model**

*by*Croushore, Dean & Sill, Keith

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

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

*by*Fuentes-Albero, Cristina

**Has U.S. monetary policy tracked the efficient interest rate?**

*by*Curdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea

**Technical note on "assessing Bayesian model comparison in small samples"**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

**Assessing Bayesian model comparison in small samples**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

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

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

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

*by*Bognanni, Mark & Herbst, Edward

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

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

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

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

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

*by*Arias, Jonas E. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F.

**Bayesian default probability models**

*by*Petra Andrlíková

**Monetary policy effects on bank risk taking**

*by*Abbate, Angela & Thaler, Dominik

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

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

**Estimating US fiscal and monetary interactions in a time varying VAR**

*by*Eddie Gerba & Klemens Hauzenberger

**Modelling Inflation Volatility**

*by*Eric Eisenstat & Rodney W. Strachan

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

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

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

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

**Stochastic Model Specification Search for Time-Varying Parameter VARs**

*by*Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

**Modelling Inflation Volatility**

*by*Eric Eisenstat & Rodney W. Strachan

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

*by*Thomas A. Lubik & Christian Matthes

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

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

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

*by*Jan in'tVeld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger

**Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections**

*by*Martha Banbura & Domenico Giannone & Michèle Lenza

**A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area**

*by*Tovonony Razafindrabe

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

*by*Blaise Gnimassoun

**On diversity under a Bayesian nonparametric dependent model**

*by*Rousseau, Judith & Mengersen, Kerrie & Arbel, Julyan

**On consistency issues in Bayesian nonparametric testing - a review**

*by*Rousseau, Judith

**On Convergence Rates of Empirical Bayes Procedures**

*by*Scricciolo, Catia & Rousseau, Judith & Rivoirard, Vincent & Donnet, Sophie

**Jeffreys Priors for Mixture Models**

*by*Robert, Christian P. & Grazian, Clara

**Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients**

*by*Miguel Sarmiento & Jorge E. Galán

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

*by*Tino Berger & Bernd Kempa

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

*by*Joscha Beckmann & Rainer Schüssler

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

*by*In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections**

*by*Banbura, Marta & Giannone, Domenico & Lenza, Michele

**Inference about Non-Identified SVARs**

*by*Giacomini, Raffaella & Kitagawa, Toru

**A DSGE Model of China**

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

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

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

**A DSGE Model of China**

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

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

*by*Canova, Fabio & Pérez Forero, Fernando J.

**Forecasting with DSGE models with financial frictions**

*by*Kolasa, Marcin & Rubaszek, Michał

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

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

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

*by*Merola, Rossana

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

*by*CARPANTIER, Jean-François & DUFAYS, Arnaud

**What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption**

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

**Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies**

*by*Andrés Ramírez Hassan & Johnatan Cardona Jiménez

**FISCO: Modelo Fiscal para Colombia**

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

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

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

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

*by*Ignacio Lozano & Alexander Guarín

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

*by*Matthew J. Baker

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

*by*Enrique Moral-Benito & Oliver Röhn

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

*by*Tim Oliver Berg & Steffen Henzel

**A DSGE Model of China**

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

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

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

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

*by*Davide Pettenuzzo & Francesco Ravazzolo

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

*by*Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

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

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

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

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

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

*by*Drago Bergholt

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

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

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

*by*Davide Pettenuzzo & Francesco Ravazzolo

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

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

**Density forecasts with MIDAS models**

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

**Identification of financial factors in economic fluctuations**

*by*Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz

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

*by*Frederik Herzberg

**Aggregating infinitely many probability measures**

*by*Frederik Herzberg

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

*by*Marek Jarociński & Albert Marcet

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

*by*Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez

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

*by*Enrique Moral-Benito & Oliver Roehn

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

*by*Tatjana Dahlhaus

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

*by*Daniel Aromi & Marcos Dal Bianco

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez

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

*by*Stefania Villa

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

*by*Hruschka, Harald

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

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

**Noncausal Bayesian Vector Autoregression**

*by*Markku Lanne & Jani Luoto

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

*by*Salomond, Jean-Bernard

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

*by*Iulian Vasile Popescu

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

*by*Mihaela Simionescu (Bratu)

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

*by*James P. LeSage

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

*by*Dedu, Vasile & Stoica, Tiberiu

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

*by*Polbin, Andrey

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

*by*Renzo Orsi & Davide Raggi & Francesco Turino

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

*by*Castillo, Paul & Rojas, Youel

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

*by*Roman Huptas

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

*by*Kamil Makieła

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

*by*Małgorzata Doman & Ryszard Doman

**Divergent Priors and Well Behaved Bayes Factors**

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

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

*by*Anna Ferus

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

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

*by*Calderón Villarreal Cuauhtémoc & Huesca Reynoso Luis

**Convergence and Long-Run Uncertainty**

*by*Pablo M. Pincheira

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

*by*Jan Capek

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

*by*Márcio Poletti Laurini & Armênio Westin Neto

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

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

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

*by*Mitesh Kataria

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

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

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

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

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

*by*Canepa, Alessandra & Ibnrubbian, Abdullah

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

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

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

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

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

*by*Berger, Tino & Kempa, Bernd

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

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

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

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

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

*by*Pesce, Antonio

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

*by*Feldkircher, Martin

**Forecasting stock returns under economic constraints**

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

**Disagreement and asset prices**

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

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

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

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

*by*Feng, Guohua & Zhang, Xiaohui

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

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

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

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

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

*by*Gillen, Benjamin J.

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

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

**A new index of financial conditions**

*by*Koop, Gary & Korobilis, Dimitris

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

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

**Bayesian exploratory factor analysis**

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

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

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

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

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

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

*by*Pelenis, Justinas

**A new approach to Bayesian hypothesis testing**

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

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

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

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

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

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

*by*Kim, Jae-Young

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

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

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

*by*Francetich, Alejandro & Kreps, David

**Bayesian endogeneity bias modeling**

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

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

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

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

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

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

*by*Bekiros, Stelios

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

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

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

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

**Learning and time-varying macroeconomic volatility**

*by*Milani, Fabio

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

*by*Liu, Yuelin & Morley, James

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

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

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

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

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

*by*Josef Stráský & Jaromír Baxa

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

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

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

*by*Ignacio Lozano & Alexander Guarín

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

*by*Ristan Stijepović

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

*by*Jean-Louis Arcand

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

*by*Mariusz Próchniak & Bartosz Witkowski

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Ming Lin & Changjiang Liu & Linlin Niu

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

*by*Ying Fang & Shicheng Huang & Linlin Niu

**Regularizing Priors for Linear Inverse Problems**

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

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

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

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

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

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

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

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

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

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

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

*by*Rousseau, Judith & Kruijer, Willem

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

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

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

*by*Schäfer, Christian & Chopin, Nicolas

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

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

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

*by*Bouriga, Mathilde & Féron, Olivier

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

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

**Discussion**

*by*Robert, Christian P.

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

*by*Robert, Christian P.

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

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

**Computational aspects of Bayesian spectral density estimation**

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

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

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

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

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

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

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

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

*by*Offick, Sven & Winkler, Roland

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

*by*Eibich, Peter & Ziebarth, Nicolas

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

*by*Berg, Tim Oliver & Henzel, Steffen

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

*by*Afanasyeva, Elena

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

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

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

*by*Kliem, Martin & Uhlig, Harald

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

*by*Manfred M. Fischer & Philipp Piribauer

**Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size**

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

**A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe**

*by*Manfred M. Fischer & James P. LeSage

**Is Decoupling in action?**

*by*Antonio Pesce

**Personal Indebtedness, Community Characteristics And Theft Crime**

*by*Stuart McIntyre

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

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

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

**Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference**

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**

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

**Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments**

*by*Garland Durham & John Geweke

**Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously**

*by*Trojan, Sebastian

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

*by*Stefano Grassi & Paolo Santucci de Magistris

**Estimating US Fiscal and Monetary Interactions in a Time Varying VAR**

*by*Eddie Gerba & Klemens Hauzenberger

**Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows**

*by*Helena Marques & Gabriel Pino & J.D. Tena

**Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models**

*by*Martin Burda & Artem Prokhorov

**Inferring Hawks and Doves from Voting Records**

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

**Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records**

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

**Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model**

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

**Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data**

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

**Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation**

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

**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**

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

**Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series**

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

**Price and wage inflation inertia under time-dependent adjustments**

*by*Di Bartolomeo Giovanni & Di Pietro Marco

**Role of Investment Shocks in Explaining Business Cycles in Turkey**

*by*Canan Yuksel

**Structural Evolution of the Postwar U.S. Economy**

*by*Yuelin Liu & James Morley

**Structural Evolution of the Postwar U.S. Economy**

*by*Yuelin Liu & James Morley

**Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle**

*by*Ming Chien Lo & James Morley

**On Habit and the Socially Efficient Level of Consumption and Work Effort**

*by*Paul Levine & Peter McAdam & Peter Welz

**Personal indebtedness, community characteristics and theft crimes**

*by*McIntyre Stuart G

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

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

*by*Gary Koop

**Model Switching and Model Averaging in Time-Varying Parameter Regression Models**

*by*Miguel Belmonte & Gary Koop

**Important Channels of Transmission Monetary Policy Shock in South Africa**

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

**Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi**

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

**Comparison of Parametric and Semi-Parametric Binary Response Models**

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

**Object-oriented bayesian networks for complex quality management problems**

*by*Flaminia Musella & Paola Vicard

**Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Does Central Bank Independence Really Matter? Re-Assessing the Role of the Independence of Monetary Policymakers in Macroeconomic Outcomes**

*by*Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou

**Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies**

*by*Tim Robinson

**The role of investment-specific technology shocks in driving international business cycles: a bayesian approach**

*by*Dey, Jaya

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

*by*Marto, Ricardo

**Forecasting with Factor Models: A Bayesian Model Averaging Perspective**

*by*Dimitris, Korobilis

**Psychology in econometric models: conceptual and methodological foundations**

*by*Thum, Anna-Elisabeth

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

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

**Model uncertainty and expected return proxies**

*by*Jäckel, Christoph

**The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives**

*by*Kim, Chang-Jin & Kim, Jaeho

**Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks**

*by*Kim, Chang-Jin & Kim, Jaeho

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

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients**

*by*Gonzalez-Astudillo, Manuel

**Vector Autoregression with Mixed Frequency Data**

*by*Qian, Hang

**Labour Market Dynamics in Australia**

*by*Wesselbaum, Dennis

**Bayesian Approach and Identification**

*by*Kociecki, Andrzej

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

**On the pricing and hedging of options for highly volatile periods**

*by*El-Khatib, Youssef & Hatemi-J, Abdulnasser

**Regional income convergence in India: A Bayesian Spatial Durbin Model approach**

*by*Soundararajan, Pushparaj

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

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

**An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach**

*by*Davide fiaschi & Angela Parenti

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Semi-Parametric Inference in Dynamic Binary Choice Models**

*by*Andriy Norets & Xun Tang

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

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

*by*Punnoose Jacob & Gert Peersman

**Real-Time Forecasting with a Mixed-Frequency VAR**

*by*Frank Schorfheide & Dongho Song

**Assessing DSGE Model Nonlinearities**

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

**Bayesian Variable Selection for Nowcasting Economic Time Series**

*by*Steven L. Scott & Hal R. Varian

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Solving and Estimating Indeterminate DSGE Models**

*by*Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò

**Modeling Area-Level Health Rankings**

*by*Charles Courtemanche & Samir Soneji & Rusty Tchernis

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

**The analysis of the impact of regulatory environment on the pace of economic growth of the world countries according to the Bayesian Model Averaging**

*by*Mariusz Próchniak & Bartosz Witkowski

**Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns**

*by*Mateusz Pipień

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

*by*Rossana Merola

**Bayesian Inference and Model Comparison for Random Choice Structures**

*by*William J. McCausland & A.A.J. Marley

**Bayesian inference and model comparison for ramdom choice structures**

*by*McCAUSLAND, William & MARLEY, A. A. J.

**The Fiscal Theory of the Price Level When All Income is Taxed**

*by*Pedro Gomis-Porqueras & Solmaz Moslehi & Vivianne Vilar

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

*by*Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios Bekiros & Alessia Paccagnini

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

**Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data**

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

**Regionalization vs. Globalization**

*by*Hideaki Hirata & M. Ayhan Kose & Christopher Otrok

**One Swallow Doesn't Make a Summer - A Note**

*by*Mitesh Kataria

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

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*by*Martin, G.M.

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

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

**Bayesian Arbitrage Threshold Analysis**

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

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

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

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

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

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

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

**Nonparametric Bayesian Survival Analysis**

*by*Rolin, J-M

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

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

**Bayesian Option Pricing Using Asymmetric GARCH**

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

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

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

**Patterns, Types, and Bayesian Learning**

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

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

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

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

*by*Fabio Canova

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

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

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

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

**Asset Prices with Contingent Preferences**

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

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

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

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

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

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

**Power of tests in Binary Response Models**

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

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

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

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

*by*Horowitz, J.L.

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

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

**Analyzing Investments Whose Histories Differ in Length**

*by*Stambaugh, R-F

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

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

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

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

**Hierarchical Bayes Models with Many Instrumental Variables**

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

**Nonparametric Applications of Bayesian Inference**

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

**Interacive Implementation**

*by*Baliga, S. & Sjostrom, T.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

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

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

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

*by*Lubrano, M.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Divisible Conspicuous Good**

*by*Bosi, S.

**Learning Standards of Social Behaviour in a Stationary Society**

*by*Gilli, M.

**Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation**

*by*Xiaoqiang, W.

**The Diffusion of New Crop Varieties**

*by*Fischer, Alistair J. & Anne J. Arnold

**Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization**

*by*Chatterji, S. & Chattopadhyay, S.

**Bayesian learning and expectations formation: Anything goes**

*by*Albert, Max

**Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance**

*by*Francisco F. R. Ramos

**On the Use of Panel Data in Bayesian Stochastic Frontier Models**

*by*Fernández, C. & Osiewalski, J. & Steel, M.F.J.

**ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test**

*by*Teruo Nakatsuma & Hiroki Tsurumi

**Research and Productivity**

*by*Jovanovic, B. & Nyarko, Y.

**Stepping Stone Mobility**

*by*Jovanovic, B. & Nyarko, Y.

**Learning by Doing and the Choice of Technology**

*by*Jovanovic, B. & Nyarko, Y.

**Classroom Games: Understanding Bayes' Rule**

*by*Charles A. Holt & Lisa R. Anderson

**Canadian Excess Returns and State-Dependent Risk Aversion**

*by*St-Amour, P.

**Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity**

*by*Bolduc, D. & Bonin, S.

**Stochastic Volatility**

*by*Ghysels, E. & Harvey, A. & Renault, E.

**Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts**

*by*Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

**Un modelo macroeconométrico trimestral para la economía española**

*by*Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel

**On the Estimation of Demand Systems Through Consumption Efficiency**

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

**Posterior analysis of stochastic volatility models with flexible tails**

*by*Steel, M.F.J.

**Chocs externes et ajustements des taux de change réels européens**

*by*Bouoiyour, Jamal & Rey, Serge

**Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France**

*by*Michel LUBRANO

**The Poor Stay Poor: Non-Convergence Across Countries and Regions**

*by*Canova, Fabio & Marcet, Albert

**Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift**

*by*de la Croix, David & Lubrano, Michel

**BVAR models in the context of cointegration: A Monte Carlo experiment**

*by*Luis J. Álvarez & Fernando C. Ballabriga

**Hospital efficiency analysis through individual effects : A Bayesian approach**

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

**Advances in Random Utility Models**

*by*Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

**Numerical Aspects of Bayesian VAR-modeling**

*by*Kadiyala, K. Rao & Karlsson, Sune

**The Empirics of Economic Growth in Previously Centrally Planned Economies**

*by*Leamer, Edward & Taylor, Mark P

**Bayesian Inference for Periodic Regime-Switching Models**

*by*Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

**Sticking It Out: Entrepreneurial Survival and Liquidity Constraints**

*by*Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen

**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**

*by*Peter C.B. Phillips & Werner Ploberger

**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**

*by*Peter C.B. Phillips

**Comment on 'To Criticize the Critics,' by Peter C. B. Phillips**

*by*Christopher A. Sims

**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**

*by*Peter C.B. Phillips & Werner Ploberger

**A Bayesian Analysis of Trend Determination in Economic Time Series**

*by*Eric Zivot & Peter C.B. Phillips

**The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence**

*by*Peter C.B. Phillips

**Seasonality in Regression: An Application of Smoothness Priors**

*by*Mark Gersovitz & James G. MacKinnon

**Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"**

*by*Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, Julien & Doucet, Arnaud & Barthelme, Simon & Chopin, Nicolas

**Book reviews**

*by*Robert, Christian P.

**Fragility of asymptotic agreement under Bayesian learning**

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

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

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

**Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields**

*by*Victor De Oliveira

**Bayesian Analysis Of Conditional Autoriegressive Models**

*by*Victor De Oliveira

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality**

*by*Mark D. Ecker & Victor De Oliveira

**A Study of the Probit Model with Latent Variables in Phase I Clinical Trials**

*by*Xiaobin Yang & Keying Ye & Yanping Wang

**Simulation-based Estimation of Contingent Claims Prices**

*by*Peter C.B.Phillips & Jun Yu

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Zeng Tao & Jun Yu

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

*by*Elton Beqiraj & Massimiliano Tancioni

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

*by*Cristina Fuentes-Albero

**Forecasting euro exchange rates: How much does model averaging help?**

*by*Jesus Crespo Cuaresma

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

**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