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Citations for "Benchmark priors for Bayesian model averaging"

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

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  1. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
  2. Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
  3. Steven N. Durlauf, 2003. "Policy Evaluation and Empirical Growth Research," Working Papers Central Bank of Chile 205, Central Bank of Chile.
  4. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997. "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics 9712001, EconWPA.
  5. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
  6. Chris Papageorgiou & Winford H. Masanjala, . "Initial Conditions, European Colonialism and Africa's Growth," Departmental Working Papers 2006-01, Department of Economics, Louisiana State University.
  7. KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," CORE Discussion Papers 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F., 2008. "The Triggers, Timing and Speed of New Product Price Landings," ERIM Report Series Research in Management ERS-2008-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  9. Jana Eklund & Sune Karlsson, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Economics wp35, Department of Economics, Central bank of Iceland.
  10. Roberto Leon-Gonzalez & Daniel Montolio, 2004. "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1925-1936.
  11. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  12. Jan Babecky & Tomas Havranek & Jakub Mateju & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2011. "Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries," Working Papers 2011/08, Czech National Bank, Research Department.
  13. David Dollar & Tatjana Kleineberg & Aart Kraay, 2015. "Growth, inequality and social welfare: cross-country evidence," Economic Policy, CEPR;CES;MSH, vol. 30(82), pages 335-377.
  14. Ley, Eduardo & Steel, Mark F.J., 2012. "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
  15. Stadelmann, David, 2010. "Which factors capitalize into house prices? A Bayesian averaging approach," Journal of Housing Economics, Elsevier, vol. 19(3), pages 180-204, September.
  16. Kelvin Balcombe & Alastair Bailey & Iain Fraser, 2005. "Measuring the impact of R&D on Productivity from a Econometric Time Series Perspective," Journal of Productivity Analysis, Springer, vol. 24(1), pages 49-72, 09.
  17. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, Department of Economics, University of Bristol, UK.
  18. Cathy Chen & Feng Liu & Richard Gerlach, 2011. "Bayesian subset selection for threshold autoregressive moving-average models," Computational Statistics, Springer, vol. 26(1), pages 1-30, March.
  19. Silvia Figini & Paolo Giudici, 2013. "Credit risk predictions with Bayesian model averaging," DEM Working Papers Series 034, University of Pavia, Department of Economics and Management.
  20. Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  21. Tomas Havranek & Diana Zigraiova, 2015. "Bank Competition and Financial Stability: Much Ado about Nothing?," Working Papers 2015/02, Czech National Bank, Research Department.
  22. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
  23. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank.
  24. Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
  25. Todd E. Clark & Michael W. McCracken, 2006. "Combining forecasts from nested models," Research Working Paper RWP 06-02, Federal Reserve Bank of Kansas City.
  26. Capolupo, Rosa, 2009. "The New Growth Theories and Their Empirics after Twenty Years," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3, pages 1-72.
  27. Jan Babecky & Tomas Havranek, 2013. "Structural Reforms and Growth in Transition: A Meta-Analysis," William Davidson Institute Working Papers Series wp1057, William Davidson Institute at the University of Michigan.
  28. Branimir Jovanovic, 2012. "How Policy Actions Affect Short-term Post-crisis Recovery?," CEIS Research Paper 253, Tor Vergata University, CEIS, revised 05 Oct 2012.
  29. Feldkircher, Martin, 2010. "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics and Finance 2010-14, University of Salzburg.
  30. Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam, 2015. "Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach," Journal of Asian Economics, Elsevier, vol. 36(C), pages 34-46.
  31. Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
  32. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
  33. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
  34. Antonio Ciccone & Marek Jarocinski, 2007. "Determinants of economic growth: Will data tell?," Economics Working Papers 1052, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009.
  35. Jan Babecky & Tomas Havranek, 2014. "Structural reforms and growth in transition," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 22(1), pages 13-42, 01.
  36. Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Discussion Paper 2008-61, Tilburg University, Center for Economic Research.
  37. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo Group Munich.
  38. Jakub Nowotarski, 2013. "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports HSC/13/17, Hugo Steinhaus Center, Wroclaw University of Technology.
  39. James P. LESAGE, 2014. "Software For Bayesian Spatial Model Comparison," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 11-24.
  40. Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers wuwp193, Vienna University of Economics and Business, Department of Economics.
  41. Pesaran, M Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
  42. Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," BORRADORES DE ECONOMIA 007014, BANCO DE LA REPÚBLICA.
  43. PHAM Thi Hong Hanh, 2011. "Globalisation versus Informality: Evidence from developing countries," FIW Working Paper series 074, FIW.
  44. Brock,W.A. & Durlauf,S.N., 2004. "Macroeconomics and model uncertainty," Working papers 20, Wisconsin Madison - Social Systems.
  45. Steven N. Durlauf & Salvador Navarro & David A. Rivers, 2015. "Model Uncertainty and the Effect of Shall-Issue Right-to-Carry Laws on Crime," NBER Working Papers 21566, National Bureau of Economic Research, Inc.
  46. Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
  47. Davide fiaschi & Angela Parenti, 2013. "An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach," Discussion Papers 2013/171, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  48. De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
  49. repec:ebl:ecbull:v:15:y:2008:i:14:p:1-14 is not listed on IDEAS
  50. Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
  51. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(1), pages 1-31, March.
  52. Pesaran, M Hashem & Timmermann, Allan G, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
  53. Andros Kourtellos & Christa Marr & Chih Ming Tan, 2014. "Robust Determinants of Intergenerational Mobility in the Land of Opportunity," Working Paper Series 20_14, The Rimini Centre for Economic Analysis.
  54. Pena, Daniel & Redondas, Dolores, 2006. "Bayesian curve estimation by model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 688-709, February.
  55. Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2011. "Regionality revisited: An examination of the direction of spread of currency crises," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 831-848, September.
  56. Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012. "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 637-651.
  57. Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2011. "Bayesian Model Averaging In The Context Of Spatial Hedonic Pricing: An Application To Farmland Values," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 540-557, 08.
  58. Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo Group Munich.
  59. Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
  60. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
  61. Ruggieri, Eric & Lawrence, Charles E., 2012. "On efficient calculations for Bayesian variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1319-1332.
  62. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
  63. Alin Mirestean & Charalambos G. Tsangarides & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 09/74, International Monetary Fund.
  64. Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
  65. Matteo Ciccarelli & Benoît Mojon, 2008. "Global inflation," Working Paper Series WP-08-05, Federal Reserve Bank of Chicago.
  66. Enrique Moral-Benito, 2010. "Determinants of economic growth: A Bayesian panel data approach," Banco de Espa�a Working Papers 1031, Banco de Espa�a.
  67. Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2012. "Leading indicators of crisis incidence: evidence from developed countries," Working Paper Series 1486, European Central Bank.
  68. Robert Johnston & Klaus Moeltner, 2014. "Meta-Modeling and Benefit Transfer: The Empirical Relevance of Source-Consistency in Welfare Measures," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 59(3), pages 337-361, November.
  69. Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," GRIPS Discussion Papers 10-32, National Graduate Institute for Policy Studies.
  70. Jesus Crespo Cuaresma & Martin Feldkircher, 2009. "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers 2009-17, Faculty of Economics and Statistics, University of Innsbruck.
  71. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
  72. Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Papers wuwp198, Vienna University of Economics and Business, Department of Economics.
  73. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  74. Julia Korosteleva & Colin Lawson, 2010. "The Belarusian case of transition: whither financial repression?," Post-Communist Economies, Taylor & Francis Journals, vol. 22(1), pages 33-53.
  75. repec:onb:oenbfi:y:2012:i:2:b:3 is not listed on IDEAS
  76. Theo S. Eicher & Alex Lenkoski & Adrian Raftery, 2009. "Bayesian Model Averaging and Endogeneity Under Model Uncertainty: An Application to Development Determinants," Working Papers UWEC-2009-19-FC, University of Washington, Department of Economics.
  77. Daniel Peña & M. Dolores Redondas, 2003. "Bayesian Curve Estimation By Model Averaging," Statistics and Econometrics Working Papers ws034410, Universidad Carlos III, Departamento de Estadística y Econometría.
  78. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2013. "Who benefits from financial development? New methods, new evidence," European Economic Review, Elsevier, vol. 63(C), pages 47-67.
  79. Buncic, Daniel & Martin Melecky, 2013. "Equilibrium Credit: The Reference Point for Macroprudential Supervisors," Economics Working Paper Series 1301, University of St. Gallen, School of Economics and Political Science.
  80. João Sousa & Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers 21/2011, NIPE - Universidade do Minho.
  81. Philip Bodman & Harry Campbell & Kelly-Ana Heaton & Andrew Hodge, . "Fiscal Decentralisation, Macroeconomic Conditions and Economic Growth in Australia," MRG Discussion Paper Series 2609, School of Economics, University of Queensland, Australia.
  82. Eliana González, . "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
  83. Schrimpf, Andreas, 2010. "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1256-1282, November.
  84. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  85. Roman Horváth & Kateøina Šmídková & Jan Zápal & Marek Rusnák, 2012. "Dissent Voting Behavior of Central Bankers: What Do We Really Know?," Working Papers IES 2012/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2012.
  86. Tomas Havranek & Zuzana Irsova, 2011. "How to Stir Up FDI Spillovers: Evidence from a Large Meta-Analysis," William Davidson Institute Working Papers Series wp1021, William Davidson Institute at the University of Michigan.
  87. Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
  88. Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper Series 67_12, The Rimini Centre for Economic Analysis.
  89. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  90. Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north-west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280.
  91. Feldkircher, Martin, 2014. "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 19-49.
  92. Balcombe, Kelvin & Tiffin, R, 2010. "The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage," MPRA Paper 25193, University Library of Munich, Germany.
  93. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6773, University Library of Munich, Germany, revised 06 Jan 2008.
  94. Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014. "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 21-41.
  95. Aiello, Giovanni & Benkovskis, Konstantins & Bluhm, Benjamin & Bobeica, Elena & Buelens, Christian & Cavallini, Flavia & Christodoulopoulou, Styliani & De Clercq, Maarten & Giordano, Claire & Joseph, , 2015. "Compendium on the diagnostic toolkit for competitiveness," Occasional Paper Series 163, European Central Bank.
  96. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2013. "Cross-Country Heterogeneity in Intertemporal Substitution," William Davidson Institute Working Papers Series wp1056, William Davidson Institute at the University of Michigan.
  97. Sousa, João & Sousa, Ricardo M., 2013. "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series 1575, European Central Bank.
  98. Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery, 2011. "Default priors and predictive performance in Bayesian model averaging, with application to growth determinants," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 30-55, January/F.
  99. Kang, Shuaimin & Wang, Min & Lu, Tao, 2015. "On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 17-23.
  100. Huigang Chen & Alin Mirestean & Charalambos G. Tsangarides, 2011. "Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model," IMF Working Papers 11/230, International Monetary Fund.
  101. Garratt, Anthony & Lee, Kevin, 2010. "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 403-422, April.
  102. Kelvin Balcombe & Iain Fraser, 2015. "Parametric preference functionals under risk in the gain domain: A Bayesian analysis," Journal of Risk and Uncertainty, Springer, vol. 50(2), pages 161-187, April.
  103. Rosa Capolupo, . "The New Growth Theoris and their Empirics," Working Papers 2005_4, Business School - Economics, University of Glasgow.
  104. K. J. Martijn Cremers, 2002. "Stock Return Predictability: A Bayesian Model Selection Perspective," Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1223-1249.
  105. Yiyun Shou & Michael Smithson, 2015. "Evaluating Predictors of Dispersion: A Comparison of Dominance Analysis and Bayesian Model Averaging," Psychometrika, Springer, vol. 80(1), pages 236-256, March.
  106. Danaher, Peter J. & Dagger, Tracey S. & Smith, Michael S., 2011. "Forecasting television ratings," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1215-1240, October.
  107. Dollar, David & Kleineberg, Tatjana & Kraay, Aart, 2013. "Growth still is good for the poor," Policy Research Working Paper Series 6568, The World Bank.
  108. Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
  109. Jessica A. Wachter & Missaka Warusawitharana, 2011. "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers 17334, National Bureau of Economic Research, Inc.
  110. Markku Lanne & Jani Luoto, 2014. "Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 715-726, October.
  111. Theo Eicher & Chris Papageorgiou & Oliver Röhn, 2007. "Unraveling the Fortunates of the Fortunate: An Iterative Bayesian Model Averaging (IBMA) Approach," CESifo Working Paper Series 1907, CESifo Group Munich.
  112. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002.
  113. Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
  114. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  115. Andreas Sachs & Frauke Schleer, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," WWWforEurope Working Papers series 7, WWWforEurope.
  116. Aart Kraay & Norikazu Tawara, 2013. "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, vol. 18(3), pages 253-283, September.
  117. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
  118. Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1250004-1-1.
  119. Jorge Galán & Helena Veiga & Michael Wiper, 2014. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 85-101, August.
  120. Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  121. Nikolaos Antonakakis & Gabriele Tondl, 2011. "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging," FIW Working Paper series 076, FIW.
  122. Patricia Prüfer & Gabriele Tondl, 2009. "The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions," DEGIT Conference Papers c014_025, DEGIT, Dynamics, Economic Growth, and International Trade.
  123. repec:onb:oenbwp:y::i:160:b:1 is not listed on IDEAS
  124. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007. "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper Series 02-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  125. Li, GuangJie, 2009. "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009.
  126. Roman Horváth, 2012. "Does Trust Promote Growth?," Working Papers 319, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
  127. Paul Hofmarcher & Jesús Crespo Cuaresma & Bettina Grün & Kurt Hornik, 2015. "Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 133-144, 03.
  128. Borek Vašícek & Diana Žigraiová & Marco Hoeberichts & Robert Vermeulen & Katerina Šmídková & Jakob de Haan, 2015. "Leading indicators of financial stress: New evidence," DNB Working Papers 476, Netherlands Central Bank, Research Department.
  129. Adeel Malik & Jonathan R W Temple, 2005. "The Geography of Output Volatility," CSAE Working Paper Series 2005-07, Centre for the Study of African Economies, University of Oxford.
  130. Blazejowski, Marcin & Kwiatkowski, Jacek, 2013. "Bayesian Model Averaging and Jointness Measures for gretl," MPRA Paper 44322, University Library of Munich, Germany.
  131. Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," BORRADORES DE ECONOMIA 007013, BANCO DE LA REPÚBLICA.
  132. Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2010. "Stochastic model specification search for Gaussian and partial non-Gaussian state space models," Journal of Econometrics, Elsevier, vol. 154(1), pages 85-100, January.
  133. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
  134. Carl Grekou, 2015. "Currency misalignments and economic growth: the foreign currency-denominated debt channel," EconomiX Working Papers 2015-23, University of Paris West - Nanterre la Défense, EconomiX.
  135. Tomas Havranek & Marek Rusnak & Anna Sokolova, 2015. "Habit Formation in Consumption: A Meta-Analysis," Working Papers 2015/03, Czech National Bank, Research Department.
  136. Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
  137. Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
  138. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
  139. Rachida Ouysse & Chris Nicholas, 2008. "Time Varying Determinants of Cross-Country Growth," Discussion Papers 2008-03, School of Economics, The University of New South Wales.
  140. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
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