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Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.
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.
Mountford, Andrew (2022): Economic Growth Analysis When Balanced Growth Paths May Be Time Varying.
Mountford, Andrew (2024): Economic Growth Analysis When Balanced Growth Paths May Be Time Varying.
Moussa, Zakaria (2010): The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model.
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.
Murasawa, Yasutomo (2019): Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration.
Murasawa, Yasutomo (2017): Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK.
Naser, Hanan and Alaali, Fatema (2015): Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach.
Neifar, Malika (2024): Does ICT Drive Fintech firm Performance? Evidence from BRICS Countries .
Ngomba Bodi, Francis Ghislain and Bikai, Landry (2019): Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ?
Ngomba Bodi, Francis Ghislain and Bikai, Landry (2017): Prévisions de l’inflation et de la croissance en zone CEMAC.
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.
Nonejad, Nima (2014): Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks.
Nonejad, Nima (2014): Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox.
Oepping, Hardy (2016): Bayesian Process Networks: An approach to systemic process risk analysis by mapping process models onto Bayesian networks.
Oepping, Hardy (2016): Ein Bayes-Netz zur Analyse des Absturzrisikos im Gerüstbau.
Oladunni, Sunday (2019): External Shocks and Business Cycle Fluctuations in Oil-exporting Small Open Economies: The Case of Nigeria. Forthcoming in: CBN Journal of Applied Statistics , Vol. 10, No. 2 (December 2019)
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.
Orth, Walter (2011): Default probability estimation in small samples - with an application to sovereign bonds.
Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.
Paccagnini, Alessia (2017): Dealing with Misspecification in DSGE Models: A Survey.
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.
Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.
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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 (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.
Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited.
Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.
Qian, Hang (2010): Vector autoregression with varied frequency data.
RAPELANORO, Nady (2017): Global excess liquidity spillovers and monetary policy in emerging economies.
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 (2018): Leader followership in monetary policy coordination.
Raputsoane, Leroi (2018): Leader followership in monetary policy coordination.
Raputsoane, Leroi (2016): Real effective exchange rates comovements and the South African currency.
Raputsoane, Leroi (2018): Monetary policy coordination leader followership.
Raputsoane, Leroi (2018): Monetary policy reaction function pre and post the global financial crisis.
Raputsoane, Leroi (2018): Quantifying economic recovery from the recent global financial crisis.
Raputsoane, Leroi (2016): Real effective exchange rates comovements and the South African currency.
Raputsoane, Leroi (2018): Targeting financial stress as opposed to the exchange rate.
Rasaki, Mutiu Gbade and Malikane, Christopher (2017): An estimated financial accelerator model for small-open African economies.
Rikhotso, Prayer and Bonga-Bonga, Lumengo (2021): Exchange rate misalignments and current accounts in BRICS countries.
Rios, Vicente (2019): New Evidence on the Size and Drivers of the Shadow Economy in Spain: A Model Averaging Approach.
Rivolta, Giulia and Trecroci, Carmine (2020): Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics.
Rubio, Francisco Javier and Steel, Mark F. J. (2014): Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations.
Salles, Andre Assis de (2012): The Relationship between Crude Oil Prices and Exchange Rates. Published in: China-USA Business Review , Vol. 11, No. 5 (2012): pp. 581-590.
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.
Skintzi, Vasiliki (2017): Determinants of stock-bond market comovement in the Eurozone under model uncertainty.
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.
Steel, Mark F. J. (2017): Model Averaging and its Use in Economics.
Steel, Mark F. J. (2017): Model Averaging and its Use in Economics. Forthcoming in: Journal of Economic Literature No. forthcoming
Sugawara, Shinya (2012): A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market.
Syed Abul, Basher and Lawrence M., Kessler and Murat K., Munkin (2017): Bank capital and portfolio risk among Islamic banks.
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.
Teng, Jimmy (2010): Bayesian Theory of Games: A Statistical Decision Theoretic Based Analysis of Strategic Interactions.
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.
Tsionas, Mike (2012): Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models.
Tsionas, Mike and Malikov, Emir and Kumbhakar, Subal C. (2018): An Internally Consistent Approach to the Estimation of Market Power and Cost Efficiency with an Application to U.S. Banking.
Tsionas, Mike G. and Malikov, Emir and Kumbhakar, Subal C. (2019): Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior.
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.
Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.
Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.
Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.
Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.
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.
Vorobyev, Oleg Yu. (2016): Postulating the theory of experience and chance as a theory of co~events (co~beings). Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 25-43.
Vorobyev, Oleg Yu. (2016): The theory of dual co~event means. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 44-93.
Wesselbaum, Dennis (2013): Labour Market Dynamics in Australia.
Wesselbaum, Dennis (2014): Sectoral Labor Market Effects of Fiscal Spending.
William, Barnett and Hu, Jingxian (2017): Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation.
Yin, Ming (2015): Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation.
Zaghdoudi, Taha (2014): Modèle d’alerte des crises bancaires basé sur une approche bayésienne.
Zenetti, German (2010): A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach.
Zervopoulos, Panagiotis and Emrouznejad, Ali and Sklavos, Sokratis (2019): A Bayesian approach for correcting bias of data envelopment analysis estimators.
Zhang, Zhichao and Chau, Frankie and Xie, Li (2012): Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach.
Zhou, Yiyi (2012): Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market.
Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market.
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