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Alper, Emre and Hatipoglu, Ozan (2009): The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence. Published in: Turkey and the Global Economy: Neoliberal Restructuring and Integration in the Post-Crisis Era (October 2009): pp. 50-72.
Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31. December 2010): pp. 41-47.
Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)
Ardia, David and Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
Areal, Francisco J and Balcombe, Kelvin and Tiffin, R (2010): Integrating spatial dependence into stochastic frontier analysis.
Areal, Francisco J and Tiffin, Richard and Balcombe, Kelvin (2010): Provision of an environmental output within a multi-output distance function approach.
Bai, Jushan and Wang, Peng (2012): Identification and estimation of dynamic factor models.
Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices.
Balcombe, Kelvin and Bailey, Alastair (2006): Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US.
Balcombe, Kelvin and Tiffin, R (2010): The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage.
Barnett, William A. and Serletis, Apostolos (2008): Consumer preferences and demand systems.
Berg, Tim Oliver (2011): Technology news and the U.S. economy: Time variation and structural changes.
Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.
Bernardi, Mauro and Maruotti, Antonello and Lea, Petrella (2012): Skew mixture models for loss distributions: a Bayesian approach.
Bhattacharjee, Arnab and Bhattacharjee, Madhuchhanda (2007): Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing.
Bianchi, Francesco (2008): Rare Events, Financial Crises, and the Cross-Section of Asset Returns.
Bianchi, Francesco (2008): Regime switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics.
Blazejowski, Marcin and Kwiatkowski, Jacek (2013): Bayesian Model Averaging and Jointness Measures for gretl.
Bokusheva, Raushan (2010): Measuring the dependence structure between yield and weather variables.
Bouoiyour, Jamal and Rey, Serge (1995): Chocs externes et ajustements des taux de change réels européens.
Brusset, Xavier (2009): Properties of distributions with increasing failure rate.
Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.
Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.
Chan, Joshua and Strachan, Rodney (2012): Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.
Ciuiu, Daniel (2007): Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems. Published in: Buletinul Stiintific al UTCB (TUCEB Scientific Buletin) No. 4 (December 2007): pp. 46-57.
Cosemans, M. and Frehen, R.G.P. and Schotman, P.C. and Bauer, R.M.M.J. (2009): Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice.
David, Ardia (2006): Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations. Published in: Student , Vol. 5, No. 3-4 (September 2006): pp. 283-298.
Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.
Dewachter, Hans and Iania, Leonardo (2009): An Extended Macro-Finance Model with Financial Factors.
Dewachter, Hans and Iania, Leonardo (2009): An Extended Macro-Finance Model with Financial Factors.
El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.
Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.
Faust, Jon and Gupta, Abhishek (2010): Posterior Predictive Analysis for Evaluating DSGE Models.
Ferreira Lima, Luis Cristovao (2012): The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil.
Ferroni, Filippo (2009): Trend agnostic one step estimation of DSGE models.
Fraser, Iain and Balcombe, Kelvin and Sharma, Abhijit (2007): Bayesian Model Averaging and Identification of Structural Breaks in Time Series.
Ghent, Andra (2006): Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
Gonzalez, Jorge and Sismeiro, Catarina and Dutta, Shantanu and Stern, Philip (2006): Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors.
Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.
Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.
Guo, Xu and Lam, Kin and Wong, Wing-Keung and Zhu, Lixing (2012): A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises.
Gupta, Abhishek (2010): A Forecasting Metric for Evaluating DSGE Models for Policy Analysis.
Hashiguchi, Yoshihiro (2009): Bayesian Estimation of Spatial Externalities Using Regional Production Function: The Case of China and Japan.
He, Zhongfang (2009): Forecasting output growth by the yield curve: the role of structural breaks.
Hirose, Yasuo (2010): Monetary policy and sunspot fluctuation in the U.S. and the Euro area.
Holden, Tom (2008): Rational macroeconomic learning in linear expectational models.
Juarez, Miguel A. and Steel, Mark F. J. (2006): Model-based Clustering of non-Gaussian Panel Data.
Juarez, Miguel A. and Steel, Mark F. J. (2006): Non-Gaussian dynamic Bayesian modelling for panel data.
K. K., Suresh and K., Pradeepa Veerakumari (2007): Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1). Published in: Acta Ciencia Indica , Vol. 33, No. 4 (2007): pp. 16-35.
Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions.
Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations.
Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.
Kobayashi, Yohei and Fujikawa, Takemi (2010): An incomplete ignorance state in repeated-play decision making: A note on Bayesian decision-theoretical framework.
Kociecki, Andrzej (2013): Bayesian Approach and Identification.
Kociecki, Andrzej (2012): Orbital Priors for Time-Series Models.
Kociecki, Andrzej (2011): Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference.
Kolasa, Marcin (2008): Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. Published in: National Bank of Poland Working Paper , Vol. 49, (November 2008)
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.
Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.
Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.
Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.
Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.
Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.
Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment.
LIEBERMANN, JOELLE (2012): Real-time forecasting in a data-rich environment.
Lahiri, Kajal and Sheng, Xuguang (2009): Learning and heterogeneity in GDP and inflation forecasts. Published in: International Journal of Forecasting No. 26 (2010): pp. 265-292.
Lanne, Markku and Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models.
Lanne, Markku and Luoma, Arto and Luoto, Jani (2008): A Naïve Sticky Information Model of Households’ Inflation Expectations.
Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)
Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market.
Ley, Eduardo and Steel, Mark F. J. (2011): Mixtures of g-priors for Bayesian model averaging with economic applications.
Ley, Eduardo and Steel, Mark F. J. (2011): Mixtures of g-priors for Bayesian model averaging with economic applications. Forthcoming in: Journal of Econometrics
Ley, Eduardo and Steel, Mark F.J. (2008): On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression. Published in: Journal of Applied Econometrics , Vol. 4, No. 24 (2009): pp. 651-674.
Liao, Yuan and Jiang, Wenxin (2011): Posterior consistency of nonparametric conditional moment restricted models. Published in: Annals of Statistics , Vol. 39, No. 6 (2011): pp. 3003-3031.
Liao, Yuan and Simoni, Anna (2012): Semi-parametric Bayesian Partially Identified Models based on Support Function.
Liu, Chun (2010): Marginal likelihood calculation for gelfand-dey and Chib Method.
Maheu, John and Song, Yong (2012): A new structural break model with application to Canadian inflation forecasting.
Maksym, Obrizan (2010): A Bayesian Model of Sample Selection with a Discrete Outcome Variable.
Mapa, Dennis S. and Briones, Kristine Joy S. (2007): Robustness Procedures in Economic Growth Regression Models. Published in: The Philippine Review of Economics , Vol. XLIV, No. 2 (December 2007): pp. 71-84.
Matkovskyy, Roman (2012): Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. Forthcoming in:
Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.
Mike, Tsionas and Subal, Kumbhakar (2011): Firm-Heterogeneity, Persistent and Transient Technical Inefficiency.
Monteiro, Jose-Antonio (2010): Eco-label Adoption in an Interdependent World.
Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.
Muradoglu, Gulnur and Zaman, Asad and Orhan, Mehmet (2003): Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange. Published in: International Journal of Business , Vol. 3, No. 8 (2003): pp. 315-334.
Nguefack-Tsague, Georges and Zucchini, Walter (2011): Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach.
Olayeni, Olaolu Richard (2009): A Bayesian analysis of government expenditure in Nigeria.
Olayeni, Olaolu Richard (2009): A small open economy model for Nigeria: a BVAR-DSGE approach.
Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.
Payandeh Najafabadi, Amir T. (2010): A new approach to the credibility formula. Published in: Insurance: Mathematics and Economics No. 46 (2010): pp. 334-338.
Pena Centeno, Tonatiuh and Martinez Jaramillo, Serafin and Abudu, Bolanle (2009): Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora.
Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model.
Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns.
Qian, Hang (2011): Bayesian inference with monotone instrumental variables.
Qian, Hang (2010): Vector autoregression with varied frequency data.
Rao, B. Bhaskara and Shankar, Sriram (2011): Estimates of the long-run growth rate of Singapore with a CES production function.
Rao, Surekha and Ghali, Moheb and Krieg, John (2008): On the J-test for nonnested hypotheses and Bayesian extension.
Salois, Matthew and Balcombe, Kelvin (2011): Do Food Stamps Cause Obesity? A Generalised Bayesian Instrumental Variable Approach in the Presence of Heteroscedasticity.
Salois, Matthew and Moss, Charles and Erickson, Kenneth (2010): Farm Income, Population, and Farmland Prices: A Relative Information Approach.
Salois, Matthew and Tiffin, Richard and Balcombe, Kelvin (2010): Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis.
Semko, Roman (2011): Bayesian estimation of small-scale DSGE model of the Ukrainian economy. Published in: Scientific Notes of NaUKMA , Vol. 120, : pp. 78-84.
Serbanoiu, Georgian Valentin (2012): Transmission of fiscal policy shocks into Romania's economy.
Shachat, Jason and Swarthout, J. Todd and Wei, Lijia (2012): A hidden Markov model for the detection of pure and mixed strategy play in games.
Sin, Hui Lok and Gaglianone, Wagner Piazza (2006): Stochastic simulation of a DSGE model for Brazil.
Sinha, Pankaj and Bansal, Ashok (2008): Hierarchical Bayes prediction for the 2008 US Presidential election.
Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions.
Sinha, Pankaj and Jayaraman, Prabha (2012): Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques.
Sinha, Pankaj and Jayaraman, Prabha (2010): Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors.
Sinha, Pankaj and Jayaraman, Prabha (2009): Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions.
Solomon, Bernard Daniel (2010): Firm leverage, household leverage and the business cycle.
Song, Yong and Shi, Shuping (2012): Identifying speculative bubbles with an in finite hidden Markov model.
Soundararajan, Pushparaj (2013): Regional income convergence in India: A Bayesian Spatial Durbin Model approach.
Spiliopoulos, Leonidas (2010): The determinants of macroeconomic volatility: A Bayesian model averaging approach.
Szajowski, Krzysztof (2011): Multi-variate quickest detection of significant change process. Forthcoming in: Lecture Notes in Computer Science , Vol. 7037, No. GameSec 2011 (2011): pp. 56-66.
Szajowski, Krzysztof (2008): On a random number of disorders. Forthcoming in: Probability and Mathematical Statistics : pp. 1-34.
Temel, Tugrul (2011): Estimation of a system of national accounts: implementation with mathematica.
Temel, Tugrul (2011): The formation of offer prices in farmland markets: A hedonic price approach.
Timerga, Genanew and Gotu, Butte and Alem, Yegnanew (2011): Statistical analysis of saving habits of employees: a case study at Debre Birhan Town in North Shoa, Ethiopia.
Tommaso, Proietti and Stefano, Grassi (2010): Bayesian stochastic model specification search for seasonal and calendar effects.
Tsoukalas, John (2009): Input and Output Inventories in the UK. Forthcoming in: Economica
Uhlig, Harald (2007): Monetary policy in Europe vs the US: what explains the difference?
Vitek, Francis (2007): An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model.
Vorobyev, Oleg (2009): Eventology versus contemporary theories of uncertainty. Published in: XII International EM'2009 Conference, Program and Abstracts (20. February 2009): pp. 13-31.
Zhang, Zhichao and Chau, Frankie and Xie, Li (2012): Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach.
Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market.