## 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.

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

*by*Michael Curran & Adnan Velic

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

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

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

*by*Rachida Ouysse

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

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

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

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

*by*Skintzi, Vasiliki

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

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

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

*by*Murasawa, Yasutomo

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

*by*Jangho Yang

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

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

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

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

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

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

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

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

**Monetary Policy and Macroeconomic Stability Revisited**

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

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

*by*Musa Orak

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

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

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

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

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

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

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

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

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

*by*Joshua C C Chan & Angelia L Grant

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

*by*Sapci, Ayse & Miles, Bradley

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

*by*Melolinna, Marko

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

*by*Iván Kataryniuk & Jaime Martínez-Martín

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

*by*Edwin Fourrier-Nicolai & Michel Lubrano

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

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

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

*by*Harald Hruschka

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

*by*Harald Hruschka

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

*by*Sara Amoroso

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

*by*Márcio Poletti Laurini

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

*by*Donald J. Lacombe & Miguel Flores

**Байесовский Подход К Оценке Воздействия Внешних Шоков На Макроэкономические Показатели России**

*by*Шевелев А. А.

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

*by*Kamil Makieła

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

*by*Łukasz Lenart

**Measuring flows of international migration**

*by*James Raymer

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

*by*Piotr Dybka & Michal Rubaszek

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

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

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

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

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

*by*Netšunajev, Aleksei & Glass, Katharina

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

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

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

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

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

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

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

*by*Herzberg, Frederik

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

*by*Dimitrakopoulos, Stefanos

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

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

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

*by*Nonejad, Nima

**Bayesian estimation of agent-based models**

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

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

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

**Safety in Numbers: Toward a New Methodology for Quantifying Cyber Risk**

*by*Dash, Sidhartha & Mestchian, Peyman

**BVAR mapping**

*by*Demeshev, Boris & Malakhovskaya, Oxana

**Bank lending channel in Russia: A TVP-FAVAR approach**

*by*Borzykh, Olga

**DSGE-based forecasting: What should our perspective be?**

*by*O. Malakhovskaya.

**Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?**

*by*Barron, Kai

**The credit channel during times of financial stress: A time varying VAR analysis**

*by*Dany, Geraldine

**Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model**

*by*Scharnagl, Michael & Mandler, Martin & Volz, Ute

**Restrictions Search for Panel VARs**

*by*Schnücker, Annika

**The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model**

*by*Vogel, Lukas & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner

**Fast, approximate MCMC for Bayesian analysis of large data sets: A design based approach**

*by*Kaeding, Matthias

**House prices and interest rates: Bayesian evidence from Germany**

*by*Hanck, Christoph & Prüser, Jan

**A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry**

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

**How the baby boomers' retirement wave distorts model-based output gap estimates**

*by*Wolters, Maik H.

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

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

**The determinants of CDS spreads: Evidence from the model space**

*by*Pelster, Matthias & Vilsmeier, Johannes

**Point, interval and density forecasts of exchange rates with time-varying parameter models**

*by*Abbate, Angela & Marcellino, Massimiliano

**Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model**

*by*Mandler, Martin & Scharnagl, Michael & Volz, Ute

**Does My High Blood Pressure Improve Your Survival? Overall and Subgroup Learning Curves in Health**

*by*Gestel, R.V. & MÃ¼ller, T. & Bosmans, J.

**Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model**

*by*Florian Huber & Gregor Kastner & Martin Feldkircher

**Adaptive shrinkage in Bayesian vector autoregressive models**

*by*Florian Huber & Martin Feldkircher

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**Parallelization experience with four canonical econometric models using ParMitISEM**

*by*Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

**The time-series linkages between US fiscal policy and asset prices**

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

**In search of the Euro area fiscal stance**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs**

*by*Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Great Recession, Slow Recovery and Muted Fiscal Policies in the US**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Benchmarking Heterogeneous Distribution System Operators: Evidence from Norway**

*by*George Elias

**A Bayesian Infinite Hidden Markov Vector Autoregressive Model**

*by*Didier Nibbering & Richard Paap & Michel van der Wel

**Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies**

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

**Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes**

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**

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

**A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises**

*by*Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu

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

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

**Identifying Key Drivers and Bottlenecks in the Adoption of E-Book Readers in Korea**

*by*Dongnyok Shim & Jin Gyo Kim & Jorn Altmann

**Credit cycles and real activity - the Swiss case**

*by*Gregor Bäurle & Rolf Scheufele

**Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison**

*by*Anna Kormilitsina & Sarah Zubairy

**Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks**

*by*Anna Kormilitsina

**New Distribution Theory for the Estimation of Structural Break Point in Mean**

*by*Jiang Liang & Wang Xiaohu & Jun Yu

**Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling**

*by*Michal Jakubczyk

**Changes in nominal rigidities in Poland - a regime switching DSGE perspective**

*by*Pawe? Baranowski & Zbigniew Kuchta

**Is There a SADC Business Cycle? Evidence from a Dynamic Factor Model**

*by*Ntokozo Patrick Nzimande & Harold Ngalawa

**The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive Techniques**

*by*Emmanuel Owusu-Sekyere

**Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?**

*by*Yuan Liao & Anna Simoni

**On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us**

*by*Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers

**Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR**

*by*Michael Ellington & Chris Florackis & Costas Milas

**Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America**

*by*Pérez Forero, Fernando

**The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies**

*by*Pérez Forero, Fernando & Serván, Sergio

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

**Bayesian Vector Autoregressions with Non-Gaussian Shocks**

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

**VAR Models with Non-Gaussian Shocks**

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

**Recession Propagation in Small Regional Economies: Spatial Spillovers and Endogenous Clustering**

*by*Sergei Shibaev

**Stock Return Prediction with Fully Flexible Models and Coefficients**

*by*Byrne, Joseph & Fu, Rong

**Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks**

*by*Oepping, Hardy

**Ein Bayes-Netz zur Analyse des Absturzrisikos im Gerüstbau**

*by*Oepping, Hardy

**短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究**

*by*Cai, Yifei

**Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels**

*by*Khorunzhina, Natalia & Richard, Jean-Francois

**Bayesian Nonparametric Estimation of Ex-post Variance**

*by*Griffin, Jim & Liu, Jia & Maheu, John M

**Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification**

*by*Njindan Iyke, Bernard

**Bayesian inference in generalized true random-effects model and Gibbs sampling**

*by*Makieła, Kamil

**Real effective exchange rates comovements and the South African currency**

*by*Raputsoane, Leroi

**Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]**

*by*Gabriel Rodriguez & Willy Alanya

**Did the FED REact to Asset Price Bubbles?**

*by*Dennis Wesselbaum & Marc-Andre Luik

**Learning, Confidence, and Business Cycles**

*by*Cosmin L. Ilut & Hikaru Saijo

**A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models**

*by*Francis DiTraglia & Camilo García-Jimeno

**Hit or Miss? Test Taking Behavior in Multiple Choice Exams**

*by*Ş. Pelin Akyol & James Key & Kala Krishna

**Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data**

*by*Anmol Bhandari & Jaroslav Borovička & Paul Ho

**Bond Risk Premia in Consumption-based Models**

*by*Drew D. Creal & Jing Cynthia Wu

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

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

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

**Bayesian Rank Selection in Multivariate Regression**

*by*Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid

**A Frequency Approach to Bayesian Asymptotics**

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

**Asymptotic Properties of Approximate Bayesian Computation**

*by*D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau

**Data-driven particle Filters for particle Markov Chain Monte Carlo**

*by*Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe

**Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models**

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

**Monetary policy and the current account; theory and evidence**

*by*Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

**Rare Events and Risk Perception: Evidence from Fukushima Accident**

*by*Tomasz Wozniak

**The Role of EU Policy in Supporting Technological Innovation in SMEs - a Bayesian Network Analysis of Firm-Level Data from Poland**

*by*Massimo FLORIO & Aleksandra PARTEKA & Emanuela SIRTORI

**Entry and Patenting in the Pharmaceutical Industry**

*by*Maria Letizia GIORGETTI & Maria Luisa MANCUSI

**PIIGS in the Euro Area. An Empirical DSGE Model**

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

**In search of the Euro Area Fiscal Stance**

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

**Uncovering the determinants of corruption**

*by*Michael Jetter & Christopher F. Parmeter

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

*by*Svatopluk Kapounek

**Bayesian Spatial Bivariate Panel Probit Estimation**

*by*Badi Baltagi & Peter Egger & Michaela Kesina

**Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions**

*by*Rilind Kabashi & Katerina Suleva

**Is microfinance truly useless for poverty reduction and women empowerment? A Bayesian spatial-propensity score matching evaluation in Bolivia**

*by*Rolando Gonzales & Joel Mendizabal & Patricia Aranda

**Preference for women but less preference for indigenous women: A lab-field experiment of loan discrimination in a developing economy**

*by*Rolando Gonzales & Gabriela Aguilera-Lizarazu & Andrea Rojas-Hosse & Patricia Aranda

**Macroeconomics implications of female entrepreneurs facing financial frictions to access to credit: A DSGE model approach in Cameroon**

*by*Thierry Kame Babilla & Adele Ngo Bilong & Sandra Kendo & Martin Jaures Ndzana Eloundou

**Sparse Change-point HAR Models for Realized Variance**

*by*Arnaud Dufays & Jeroen V.K. Rombouts

**Can Public Spending Boost Private Consumption?**

*by*Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni

**Labor Market Frictions and Monetary Policy Design**

*by*Anna Almosova &

**Uncertainty and Employment Dynamics in the Euro Area and the US**

*by*Aleksei Netsunajev & Katharina Glass & &

**Forecasting Employment Growth in Sweden Using a Bayesian VAR Model**

*by*Raoufina, Karine

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

*by*Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn

**Bayesian Compressed Vector Autoregressions**

*by*Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

**Time-varying parameter estimation in macroeconometrics**

*by*Guido Travaglini

**Recession forecasting using Bayesian classification**

*by*Davig, Troy A. & Smalter Hall, Aaron

**Constrained Discretion and Central Bank Transparency**

*by*Bianchi, Francesco & Melosi, Leonardo

**Signaling Effects of Monetary Policy**

*by*Melosi, Leonardo

**Estimating Dynamic Macroeconomic Models : How Informative Are the Data?**

*by*Daniel O. Beltran & David Draper

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

**A New Approach to Identifying the Real Effects of Uncertainty Shocks**

*by*Minchul Shin & Molin Zhong

**Are nonlinear methods necessary at the zero lower bound?**

*by*Richter, Alexander & Throckmorton, Nathaniel

**Measuring Uncertainty and Its Impact on the Economy**

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

**Large Vector Autoregressions with Stochastic Volatility and Flexible Priors**

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

**The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy**

*by*Meyer, Brent & Zaman, Saeed

**Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)**

*by*Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

**A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises**

*by*Guo, X. & McAleer, M.J. & Wong, W-K. & Zhu, L.

**Reconciling output gaps: unobserved components model and Hodrick-Prescott filter**

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

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

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

**A Bayesian Reversible Jump Piecewise Hazard approach for modelling rate changes in mass shootings**

*by*Andrew G. Chapple

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

**Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach**

*by*Dmitry Kulikov & Aleksei NetÅ¡unajev

**Measuring Knowledge with Patent Data: an Application to Low Carbon Energy Technologies**

*by*Clément Bonnet

**Determinants of corruption: Can we put all countries in the same basket?**

*by*Blaise Gnimassoun & Joseph Keneck Massil

**Restrictions Search for Panel VARs**

*by*Annika Schnücker

**Assessing Identifying Restrictions in SVAR Models**

*by*Michele Piffer

**Do women respond less to performance pay? Building evidence from multiple experiments**

*by*Bandiera, Oriana & Fischer, Greg & Prat, Andrea & Ytsma, Erina

**Monetary Policy and the Current Account: Theory and Evidence**

*by*Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz

**Bayesian Semiparametric Forecasts of Real Interest Rate Data**

*by*DESCHAMPS, Philippe J.

**Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies**

*by*Alexander Guarín-López & Ignacio Lozano-Espitia

**Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic**

*by*Jan Babecky & Michal Franta & Jakub Rysanek

**Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations**

*by*Michal Franta

**Forecasting Financial Returns with a Structural Macroeconomic Model**

*by*Eric Jondeau & Michael Rockinger

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

**The Ifo DSGE Model for the German Economy**

*by*Nikolay Hristov

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Option-Implied Equity Premium Predictions via Entropic TiltinG**

*by*Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Bayesian Compressed Vector Autoregressions**

*by*Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

**Alternatives to large VAR, VARMA and multivariate stochastic volatility models**

*by*Mike G. Tsionas

**Alternative Bayesian compression in Vector Autoregressions and related models**

*by*Mike G. Tsionas

**The Aino 2.0 model**

*by*Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio

**Interpreting the latent dynamic factors by threshold FAVAR model**

*by*Hacioglu, Sinem & Tuzcuoglu, Kerem

**Output gaps, inflation and financial cycles in the United Kingdom**

*by*Melolinna, Marko & Tóth, Máté

**Words are the new numbers: A newsy coincident index of business cycles**

*by*Leif Anders Thorsrud

**Nowcasting using news topics. Big Data versus big bank**

*by*Leif Anders Thorsrud

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

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

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

*by*Francesco Furlanetto & Ørjan Robstad

**Oil and macroeconomic (in)stability**

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

**Joint prediction bands for macroeconomic risk management**

*by*Farooq Akram & Andrew Binning & Junior Maih

**Measuring Uncertainty and Its Impact on the Economy**

*by*Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Forecasting inflation in post-oil boom years: A case for non-linear models?**

*by*Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

**Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation**

*by*Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**Fragility of asymptotic agreement under Bayesian learning**

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

**The Beveridge–Nelson decomposition of mixed-frequency series**

*by*Yasutomo Murasawa

**Heterogeneity in spatial growth clusters**

*by*Philipp Piribauer

**This paper examines the effect of message characteristics on donation behavior using an economic**

*by*Moon Young Kang & Byungho Park & Sanghak Lee & Jaehwan Kim & Greg Allenby

**Systemic Risk Impact on Economic Growth - The Case of the CEE Countries**

*by*Matei KUBINSCHI & Dinu BARNEA

**The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy**

*by*Corina SAMAN

**Determinants of CO2 Emissions in Developing Countries using Bayesian Econometric Approach**

*by*Tamizi , Alireza

**Joint distribution of stock indices: Methodological aspects of construction and selection of copula models**

*by*Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

**News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models**

*by*Stefan Avdjiev

**Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification**

*by*Jacek Osiewalski & Krzysztof Osiewalski

**A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision**

*by*Jakub Boratyński

**Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model**

*by*Renata Wróbel-Rotter

**The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach**

*by*Roman Huptas

**Structural Changes in the Czech Economy: A DSGE Model Approach**

*by*Jan Čapek

**Modeling the evolution of monetary policy rules in CESEE**

*by*Martin Feldkircher & Florian Huber & Isabella Moder

**Consistent Bayesians Are No More Accurate Than Non-Bayesians: Economists Surveyed About PSA**

*by*Berg, Nathan & Biele, Guido & Gigerenzer, Gerd

**Real Effective Exchange Rates Comovements and the South African Currency**

*by*Leroi RAPUTSOANE

**A robust resolution of Newcomb’s paradox**

*by*Thomas A. Weber

**POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland**

*by*Agata Kliber & Paweł Kliber & Piotr Płuciennik & Małgorzata Piwnicka

**Credit Risk Scoring with Bayesian Network Models**

*by*Chee Kian Leong

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Abhishek Gupta

**Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions**

*by*Rilind Kabashi & Katerina Suleva

**An Empirical Analysis Of Monetary Policy Reaction Function: Evidence From Nigeria**

*by*Ikechukwu Kelikume & Faith A. Alabi & Roseline Chizoba Ike-Anikwe

**Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods**

*by*Milan Ficura & Jiri Witzany

**A Bayesian Reversible Jump Piecewise Hazard approach for modeling rate changes in mass shootings**

*by*Andrew G. Chapple

**DSGE Models for Policy Analysis**

*by*Thomas Persson

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

*by*Kataria, Mitesh

**Modeling individual travel behaviors based on intra-household interactions**

*by*Kim, Changjoo & Parent, Olivier

**On the correlation between commodity and equity returns: Implications for portfolio allocation**

*by*Lombardi, Marco J. & Ravazzolo, Francesco

**Roll strategy efficiency in commodity futures markets**

*by*Taylor, Nick

**Government spending multipliers and the zero lower bound**

*by*Ji, Yangyang & Xiao, Wei

**Assessing labor market frictions in a small open economy**

*by*Sheen, Jeffrey & Wang, Ben Zhe

**Globalization and monetary policy comovement: International evidence**

*by*Chatterjee, Arpita

**Can credit spreads help predict a yield curve?**

*by*Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

**State-dependent exchange rate pass-through behavior**

*by*Donayre, Luiggi & Panovska, Irina

**A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan**

*by*Iiboshi, Hirokuni

**Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs**

*by*Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania

**Diamonds vs. precious metals: What shines brightest in your investment portfolio?**

*by*Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

**Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach**

*by*Naser, Hanan

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

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

**Determinants of investment under incentive regulation: The case of the Norwegian electricity distribution networks**

*by*Poudineh, Rahmatallah & Jamasb, Tooraj

**In search of the Euro area fiscal stance**

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

**A time varying DSGE model with financial frictions**

*by*Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina

**An infinite hidden Markov model for short-term interest rates**

*by*Maheu, John M. & Yang, Qiao

**Mobility of knowledge and local innovation activity**

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

**Model uncertainty and the effect of shall-issue right-to-carry laws on crime**

*by*Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.

**Unveiling covariate inclusion structures in economic growth regressions using latent class analysis**

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

**The impact of financial regulation on current account balances**

*by*Moral-Benito, Enrique & Roehn, Oliver

**Model uncertainty in Panel Vector Autoregressive models**

*by*Koop, Gary & Korobilis, Dimitris

**Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates**

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

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

**A MIDAS approach to modeling first and second moment dynamics**

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

**Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave**

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

**S-values: Conventional context-minimal measures of the sturdiness of regression coefficients**

*by*Leamer, Edward E.

**Large Bayesian VARMAs**

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

**Structural analysis with Multivariate Autoregressive Index models**

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

**Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem**

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

**Some models for stochastic frontiers with endogeneity**

*by*Griffiths, William E. & Hajargasht, Gholamreza

**The good, the bad and the technology: Endogeneity in environmental production models**

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

**Directional distance functions: Optimal endogenous directions**

*by*Atkinson, Scott E. & Tsionas, Mike G.

**Methods for measuring expectations and uncertainty in Markov-switching models**

*by*Bianchi, Francesco

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Is Rotemberg pricing justified by macro data?**

*by*Richter, Alexander W. & Throckmorton, Nathaniel A.

**An auxiliary particle filter for nonlinear dynamic equilibrium models**

*by*Yang, Yuan & Wang, Lu

**Significance test in nonstationary multinomial logit model**

*by*Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

**On international uncertainty links: BART-based empirical evidence for Canada**

*by*Gupta, Rangan & Pierdzioch, Christian & Risse, Marian

**Interpreting heterogeneous coefficient spatial autoregressive panel models**

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

**Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model**

*by*Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos

**Forecasting structural change and fat-tailed events in Australian macroeconomic variables**

*by*Cross, Jamie & Poon, Aubrey

**Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation**

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

**Durable consumption and asset returns: Cointegration analysis**

*by*Chen, Guojin & Hong, Zhiwu & Ren, Yu

**Does trust contribute to stock market development?**

*by*Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas

**The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy**

*by*Rychalovska, Yuliya

**An analysis on operational risk in international banking: A Bayesian approach (2007–2011)**

*by*Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

**A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia**

*by*Karen Poghosyan

**Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)**

*by*Petra Čekmeová

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen Mark J.

**GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts**

*by*Srini Vasan & Adelamar Alcantara

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

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

**On International Uncertainty Links: BART-Based Empirical Evidence for Canada**

*by*Rangan Gupta & Christian Pierdzioch & Marian Risse

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

*by*Rangan Gupta

**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

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

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

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Credit cycles and real activity - the Swiss case**

*by*Scheufele, Rolf & Bäurle, Gregor

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

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

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

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

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

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

*by*Diana Zigraiova & Tomas Havranek

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

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

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

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

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

**Bayesian and frequentist inequality tests**

*by*David M. Kaplan & Longhao Zhuo

**An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model**

*by*Miguel Carriquiry

**Determinants of corruption: Can we put all countries in the same basket?**

*by*Blaise Gnimassoun & Joseph Keneck

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

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

**Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa**

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

**Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse**

*by*Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam

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

*by*Sarmiento Paipilla, N.M. & Galán, Jorge E.

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

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

**Hawks and Doves at the FOMC**

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

**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**

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

**Smoking Initiation: Peers and Personality**

*by*Chih-Sheng Hsieh & Hans van Kippersluis

**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

**Has the Forecasting Performance of the Federal Reserve’s Greenbooks Changed over Time?**

*by*Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Impacto regional da política monetária no Brasil: uma abordagem Bayesiana**

*by*Fábio Martins Serrano & Márcio Issao Nakane

**Consistent Variance of the Laplace Type Estimators: Application to DSGE Models**

*by*Anna Kormilitsina & Denis Nekipelov

**Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound**

*by*Valerio Scalone

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

*by*Alexander Zimper and Wei Ma

**Trade Integration And Trade Agreements:Resolving The Endogeneity Problem Through A Qualitative Var**

*by*Samuel Standaert & Glenn Rayp

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

*by*Samantha Leorato & Maura Mezzetti

**Unprecedented Changes in the Terms of Trade**

*by*Mariano Kulish & Daniel Rees

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

*by*Daniel Rees & Penelope Smith & Jamie Hall

**A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**A Time Varying DSGE Model with Financial Frictions**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Large Vector Autoregressions with Asymmetric Priors**

*by*Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach**

*by*Zeyyad Mandalinci

**Global Economic Divergence and Portfolio Capital Flows to Emerging Markets**

*by*Zeyyad Mandalinci & Haroon Mumtaz

**Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models**

*by*Zeyyad Mandalinci

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

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

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

*by*Alexander Zimper & Wei Ma

**Improving Markov switching models using realized variance**

*by*Liu, Jia & Maheu, John M

**Changes in nominal rigidities in Poland – a regime switching DSGE perspective**

*by*Baranowski, Paweł & Kuchta, Zbigniew

**Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa**

*by*Njindan Iyke, Bernard

**Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA**

*by*Njindan Iyke, Bernard

**Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach**

*by*Troug, Haytem Ahmed & Murray, Matt

**Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain**

*by*Giovanis, Eleftherios

**Nowcasting in Real Time Using Popularity Priors**

*by*Monokroussos, George

**Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market**

*by*Kim, Jaeho

**Short term Bayesian inflation forecasting for Tunisia**

*by*Dahem, Ahlem

**A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010**

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

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

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

*by*Naser, Hanan & Alaali, Fatema

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

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

**Quantile forecasts of inflation under model uncertainty**

*by*Korobilis, Dimitris

**Prior selection for panel vector autoregressions**

*by*Korobilis, Dimitris

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

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

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

*by*Fornaro, Paolo

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

*by*Maheu, John M & Yang, Qiao

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

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

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

**Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design**

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

**Partisan Conflict and Private Investment**

*by*Marina Azzimonti

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Testing for a Structural Break in Dynamic Panel Data Models with Common Factors**

*by*Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

**On Consistency of Approximate Bayesian Computation**

*by*David T. Frazier & Gael M. Martin & Christian P. Robert

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

*by*Biqing Cai & Jiti Gao & Dag Tjostheim

**Confidence Biases and Learning among Intuitive Bayesians**

*by*Louis Lévy-Garboua & Muniza Askari & Marco Gazel

**Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity**

*by*Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz

**Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "**

*by*Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

**Welfare Consequences of Information Aggregation and Optimal Market Size**

*by*William E. Griffiths & Gholamreza Hajargasht

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

**A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions**

*by*Jacco Thijssen & Daniele Bergantini

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

*by*Jordan Roulleau-Pasdeloup & Anastasia Zhutova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

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

*by*Sandra Stankiewicz

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

*by*Tanaka, Kiyoyasu

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

*by*Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro

**Variable selection in the analysis of energy consumption-growth nexus**

*by*Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez

**Community-Led Coastal Development and the Relationship between Human Activities and Ecosystem Services**

*by*Luca Mulazzani & Rosa Manrique & Giulio Malorgio

**Multilevel Modelling of Child Mortality in Africa**

*by*Kenneth Harttgen & Stefan Lang & Judith Santer

**GMM Estimation of Affine Term Structure Models**

*by*Hlouskova, Jaroslava & Sögner, Leopold

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

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

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

*by*Morita, Hiroshi

**Forecasting Russian Macroeconomic Indicators with BVAR**

*by*Boris B. Demeshev & Oxana A. Malakhovskaya

**Estimation of DSGE models: Maximum Likelihood vs. Bayesian methods**

*by*Mickelsson, Glenn

**Speeding Up Mcmc By Delayed Acceptance And Data Subsampling**

*by*Quiroz, Matias

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

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

**Speeding Up Mcmc By Efficient Data Subsampling**

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

**Bayesian Inference in Regression Models with Ordinal Explanatory Variables**

*by*Karlsson, Sune & Temesgen, Asrat

**Industry based equity premium forecasts**

*by*Nuno Silva

**On the Forecasting of Financial Volatility Using Ultra-High Frequency Data**

*by*António A. F. Santos

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

*by*António Alberto Santos

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

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

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

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

**Prior selection for panel vector autoregressions**

*by*Dimitris Korobilis.

**Quantile forecasts of inflation under model uncertainty**

*by*Dimitris Korobilis.

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

*by*Gerti Shijaku

**Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation**

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

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

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

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

*by*Bognanni, Mark & Herbst, Edward

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

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

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

*by*Martinez-Garcia, Enrique

**Clustered Housing Cycles**

*by*Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita

**A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations**

*by*Chan, Joshua C C & Clark, Todd E. & Koop, Gary

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

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

**Identifying and evaluating sample selection bias in consumer payment surveys**

*by*Hitczenko, Marcin

**Fitting a distribution to survey data for the half-life of deviations from PPP**

*by*Fisher, Mark

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen, Mark J.

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

*by*Simona Malovana

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

*by*Tomas Havranek & Diana Zigraiova

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs**

*by*Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania

**Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)**

*by*Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)**

*by*Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

**Stochastic levels and duration dependence in US unemployment**

*by*de Bruijn, L.P. & Franses, Ph.H.B.F.

**Specification tests for time-varying parameter models with stochastic volatility**

*by*Joshua C.C. Chan

**Large Bayesian VARs: A flexible Kronecker error covariance structure**

*by*Joshua C.C. Chan

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

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

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

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

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

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

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

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

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

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

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

*by*Joshua C.C. Chan

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

*by*Elmar Mertens & James M Nason

**Firm turnover and inflation dynamics**

*by*Lenno UuskÃ¼la

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

*by*Blaise Gnimassoun

**Decision making in times of uncertainty: An info-gap perspective**

*by*Yakov Ben-Haim & Maria Demertzis

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

*by*Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

**Gaussian processes and Bayesian moment estimation**

*by*Jean-Pierre Florens & Anna Simoni

**Solution and Estimation Methods for DSGE Models**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

**Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures**

*by*Bluwstein, Kristina & Canova, Fabio

**Structural Analysis with Multivariate Autoregressive Index Models**

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

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

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

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**On The Cyclicality of Real Wages and Wage Di¤erentials**

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**Back to the Future: A Simple Solution to Schelling Segregation**

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**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

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**Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model**

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**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

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**On the Choice of Prior in Bayesian Model Averaging**

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**Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues**

*by*De Luca, G. & Magnus, J.R.

**Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data**

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**Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index**

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**Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?**

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**Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions**

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**Divergent Priors and well Behaved Bayes Factors**

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**Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data**

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**Modeling and Estimation of Synchronization in Multistate Markov-Switching Models**

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**Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models**

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**Regime-Switching Cointegration**

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**Forecasting Inflation Using Dynamic Model Averaging**

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**UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?**

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**Forecasting with Medium and Large Bayesian VARs**

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**Back to the future: a simple solution to schelling segregation**

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**K-state switching models with endogenous transition distributions**

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**Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility**

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

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**Bayesian Hypothesis Testing in Latent Variable Models**

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

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**Methods for Computing Marginal Data Densities from the Gibbs Output**

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

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**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

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**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

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**The Dynamic Effects of U.S. Monetary Policy on State Unemployment**

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**Bayesian Model Averaging in the Instrumental Variable Regression Model**

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**Modelling Realized Covariances and Returns**

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**Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia**

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

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

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**Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model**

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**Multi-variate quickest detection of significant change process**

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**Bayesian inference with monotone instrumental variables**

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**The formation of offer prices in farmland markets: A hedonic price approach**

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**Hierarchical shrinkage in time-varying parameter models**

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**Firm-Heterogeneity, Persistent and Transient Technical Inefficiency**

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**Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference**

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*by*Ardia, David & Lennart, Hoogerheide & Nienke, Corré

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**Fiscal Volatility Shocks and Economic Activity**

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**Fiscal Volatility Shocks and Economic Activity**

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**Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care**

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**Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach**

*by*Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

**Forecasts in a Slightly Misspecified Finite Order VAR**

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**Predictivistic Bayesian Forecasting System**

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**An Estimatable DCDP Model of Search and Matching in Real Estate Markets**

*by*Stuart J. Fowler & Jennifer J. Wilgus

**Bayesian semiparametric GARCH models**

*by*Xibin Zhang & Maxwell L. King

**Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy**

*by*Bálint Tamási & Balázs Világi

**The Sequencing Problem in Sequential Investigation Processes**

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**Marginal Likelihood for Markov-Switching and Change-Point GARCH Models**

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**A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models**

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**Housing and Banking in a Small Open Economy DSGE Model**

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**Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling**

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

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**A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults**

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**Part-Time Work, Fixed-Term Contracts, and the Returns to Experience**

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**Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects**

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**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

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**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

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**On Identification of Bayesian DSGE Models**

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**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

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**Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis**

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**Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework**

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**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

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

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**Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations**

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**Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?**

*by*Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

**Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy**

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**Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares**

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**Robust Growth Determinants**

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*by*Deschamps, Philippe J.

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

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**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

**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.

**On the Cyclicality of Real Wages and Wage Differentials**

*by*Christopher Otrok & Panayiotis M. Pourpourides

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

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

**Fiscal Volatility Shocks and Economic Activity**

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

**Asset Pricing under Rational Learning about Rare Disasters**

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

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**Hierarchical shrinkage priors for dynamic regressions with many predictors**

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**A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models**

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**Forecasting With Many Predictors. An Empirical Comparison**

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**Marginal Likelihood for Markov-Switching and Change-Point Garch Models**

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

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**Overvalued: Swedish Monetary Policy in the 1930s**

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**Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital**

*by*Jim Malley & Ulrich Woitek

**Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models**

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

**Robust Growth Determinants**

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

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**On Identification of Bayesian DSGE Models**

*by*Koop, G. & Pesaran, M.H. & Smith, R.

**Robust Growth Determinants**

*by*Doppelhofer, G. & Weeks, M.

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**Policy Risk and the Business Cycle**

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**ClubMed? Cyclical Fluctuations in the Mediterranean Basin**

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**Time-series Modelling, Stationarity and Bayesian Nonparametric Methods**

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