|Up a level|
Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility.
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.
Baltagi, Badi H. and Bresson, Georges and Chaturvedi, Anoop and Lacroix, Guy (2014): Robust linear static panel data models using epsilon-contamination.
Baranowski, Paweł and Kuchta, Zbigniew (2015): Changes in nominal rigidities in Poland – a regime switching DSGE perspective.
Barnett, William A. and Serletis, Apostolos (2008): Consumer preferences and demand systems.
Berg, Tim Oliver (2015): Multivariate Forecasting with BVARs and DSGE Models.
Berg, Tim Oliver (2011): Technology news and the U.S. economy: Time variation and structural changes.
Berg, Tim Oliver (2014): Time Varying Fiscal Multipliers in Germany.
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. Published in: Journal of Statistical Software , Vol. 68, No. 5 (24 November 2015)
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.
Cantillo, Andres (2011): Does Uncertainty Affect Investment Expenditure? A Comment.
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.
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.
Dietrich, Franz and List, Christian (2014): Probabilistic Opinion Pooling. Forthcoming in: Oxford Handbook in Probability and Philosophy, Oxford University Press (Christopher Hitchcock & Alan Hajek eds.)
Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.
Drivas, Kyriakos and Economidou, Claire and Karkalakos, Sotiris and Tsionas, Efthymios G. (2014): Mobility of Knowledge and Local Innovation Activity.
Dąbrowski, Marek A. and Wróblewska, Justyna (2015): Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation.
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.
Fantazzini, Dean (2014): Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'. Published in: International Journal of Computational Economics and Econometrics , Vol. 1-2, No. 4 (2014): pp. 1-3.
Faust, Jon and Gupta, Abhishek (2010): Posterior Predictive Analysis for Evaluating DSGE Models.
Ferreira Lima, Luis Cristovao (2012): The determinants of the academic outcome: a 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.
Fornaro, Paolo (2015): Forecasting U.S. Recessions with a Large Set of Predictors.
Fraser, Iain and Balcombe, Kelvin and Sharma, Abhijit (2007): Bayesian Model Averaging and Identification of Structural Breaks in Time Series.
Geweke, John and Houser, Dan and Keane, Michael (1999): Simulation Based Inference for Dynamic Multinomial Choice Models. Published in: Companion to Theoretical Econometrics No. Blackwell (2001): pp. 466-493.
Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996. Published in: Bayesian Statistics and its Applications . New Delhi: Anamaya Publishers (2006)
Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices.
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 (2013): Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients.
Gonzalez-Astudillo, Manuel (2011): Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy.
González-Val, Rafael and Marcén, Miriam (2015): Club classification of US divorce rates.
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.
Horowitz, Joel and Keane, Michael and Bolduc, Denis and Divakar, Suresh and Geweke, John and Gonul, Fusun and Hajivassiliou, Vassilis and Koppelman, Frank and Matzkin, Rosa and Rossi, Peter and Ruud, Paul (1994): Advances in Random Utility Models. Published in: Marketing Letters , Vol. 5:4, (1994): pp. 311-322.
Huseynov, Salman and Ahmadov, Vugar and Adigozalov, Shaig (2014): Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?
Ifrim, Adrian (2014): Estimation of the Basic New Keynesian Model for the Economy of Romania.
Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.
Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.
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.
Jäckel, Christoph (2013): Model uncertainty and expected return proxies.
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.
Kim, Chang-Jin and Kim, Jaeho (2013): Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks.
Kim, Chang-Jin and Kim, Jaeho (2013): The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives.
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 (2014): Model Uncertainty in Panel Vector Autoregressive Models.
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 (2014): Data-based priors for vector autoregressions with drifting coefficients.
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 (2015): Prior selection for panel vector autoregressions.
Korobilis, Dimitris (2015): Quantile forecasts of inflation under model uncertainty.
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.
Koumtingué, Nelnan (2010): Proliferation of preferential trade agreements: an empirical analysis.
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.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.
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.
Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.
Makieła, Kamil (2016): Bayesian inference and Gibbs sampling in generalized true random-effects model.
Maksym, Obrizan (2010): A Bayesian Model of Sample Selection with a Discrete Outcome Variable.
Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.
Malikov, Emir and Kumbhakar, Subal C. and Tsionas, Efthymios (2015): A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010.
Malikov, Emir and Kumbhakar, Subal C. and Tsionas, Efthymios G. (2015): Bayesian Approach to Disentangling Technical and Environmental Productivity. Forthcoming in: Econometrics
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.
Marto, Ricardo (2013): Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model.
Matkovskyy, Roman (2012): Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. Forthcoming in:
Mehdiyev, Mehdi and Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad (2015): Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər.
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.
Monokroussos, George (2015): Nowcasting in Real Time Using Popularity Priors.
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.
Mukhoti, Sujay (2014): Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness.
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.
Naser, Hanan and Alaali, Fatema (2015): Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach.
Nguefack-Tsague, Georges and Zucchini, Walter (2011): Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach.
Njindan Iyke, Bernard (2016): Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification.
Njindan Iyke, Bernard (2015): Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa.
Njindan Iyke, Bernard (2015): Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA.
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.
Perederiy, Volodymyr (2015): Endogenous derivation and forecast of lifetime PDs.
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 (2013): Vector Autoregression with Mixed Frequency Data.
Qian, Hang (2010): Vector autoregression with varied frequency data.
Rahmanov, Ramiz and Adigozalov, Shaig and Huseynov, Salman (2013): Azərbaycan Mərkəzi Bankının inflyasiya hədəfi: Baza yoxsa manşet inflyasiya?
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.
Raputsoane, Leroi (2016): Real effective exchange rates comovements and the South African currency.
Rubio, Francisco Javier and Steel, Mark F. J. (2014): Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations.
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.
Thum, Anna-Elisabeth (2013): Psychology in econometric models: conceptual and methodological foundations.
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.
Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.
Troug, Haytem Ahmed and Murray, Matt (2015): Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach.
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?
Vallejos, Catalina and Steel, Mark F. J. (2014): Bayesian Survival Modelling of University Outcomes.
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.
Wesselbaum, Dennis (2013): Labour Market Dynamics in Australia.
Wesselbaum, Dennis (2014): Sectoral Labor Market Effects of Fiscal Spending.
Zaghdoudi, Taha (2014): Modèle d’alerte des crises bancaires basé sur une approche bayésienne.
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.