Items where Subject is "C11 - Bayesian Analysis: General"

Azerbaijani

Huseynov, Salman and Ahmadov, Vugar (2014): Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma.

Mehdiyev, Mehdi and Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad (2015): Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər.

Rahmanov, Ramiz and Adigozalov, Shaig and Huseynov, Salman (2013): Azərbaycan Mərkəzi Bankının inflyasiya hədəfi: Baza yoxsa manşet inflyasiya?

Chinese

Cai, Yifei (2016): 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.

English

Abreha, Fasika Molla and Salmasi, Luca and Ianuale, Nicola and Pegoraro, Enrico (2021): A Bayesian Cost-effectiveness analysis of Holobalance, Holograms for personalized virtual coaching and motivation in an ageing population with balance disorders.

Adeniyi, Isaac Adeola (2020): Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications. Forthcoming in: AStA-Advances in Statistical Analysis

Ahelegbey, Daniel Felix (2015): The Econometrics of Bayesian Graphical Models: A Review With Financial Application. Published in: Journal of Network Theory in Finance , Vol. 2, No. 2 (16 May 2016): pp. 1-33.

Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility. Published in: Statistical Inference for Stochastic Processes

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.

Aknouche, Abdelhakim and Demmouche, Nacer and Touche, Nassim (2018): Bayesian MCMC analysis of periodic asymmetric power GARCH models.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2020): On an integer-valued stochastic intensity model for time series of counts.

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.

Alvarez, Luis Antonio (2023): Approximate Bayesian Computation for Partially Identified Models.

Aoki, Takaaki (2000): Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy.

Ardia, David and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.

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.

Arora, Vipin (2018): Natural Gas and the US Economy: Some Preliminary Rules of Thumb.

Asafo, Shuffield Seyram (2019): Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana. Forthcoming in:

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.

Ballinger, Clint (2011): Why inferential statistics are inappropriate for development studies and how the same data can be better used.

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.

Barrie, Mohamed Samba and Jackson, Emerson Abraham (2022): Impact of Technological Shock on the Sierra Leone Economy: A Dynamic Stochastic General Equilibrium (DSGE) Approach. Published in: Economic Insights - Trends and Challenges , Vol. 12, No. 2 (28 September 2022): pp. 1-19.

Barron, Kai (2018): Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?

Belousova, Irina (2017): The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada.

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.

Boonman, Tjeerd (2023): Have drivers of portfolio capital flows changed since the Global Financial Crisis?

Borooah, Vani (2019): Labour Market Risks. Published in: Disparity and Discrimination in Labour Market Outcomes in India No. Palgrave Macmillan (July 2019)

Bournakis, Ioannis and Tsionas, Mike G. (2023): A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax.

Brusset, Xavier (2009): Properties of distributions with increasing failure rate.

Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.

Bušs, Ginters (2009): Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn.

Byrne, Joseph and Fu, Rong (2016): Stock Return Prediction with Fully Flexible Models and Coefficients.

Błażejowski, Marcin and Gazda, Jakub and Kwiatkowski, Jacek (2016): Bayesian Model Averaging in the Studies on Economic Growth in the EU Regions – Application of the gretl BMA package. Published in: Economics and Sociology , Vol. 9, No. 4 (November 2016): pp. 168-175.

Błażejowski, Marcin and Kufel, Paweł and Kwiatkowski, Jacek (2018): Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001). Published in: Journal of Applied Econometrics , Vol. 35, No. 5 (2 August 2020): pp. 645-652.

Błażejowski, Marcin and Kwiatkowski, Jacek and Gazda, Jakub (2019): Sources of Economic Growth: A Global Perspective. Published in: Sustainability , Vol. 11, No. 1 (8 January 2019): pp. 1-14.

CHAFIK, Omar (2018): Financial cycle and conduct of monetary policy: The amplifier/divider theory.

CHAFIK, Omar (2018): Financial cycle and conduct of monetary policy: The amplifier/divider theory.

CHAFIK, Omar (2019): Monetary policy in oil exporting countries with fixed exchange rate and open capital account: expectations matter.

Cantillo, Andres (2011): Does Uncertainty Affect Investment Expenditure? A Comment.

Chadwick, Meltem (2010): An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries.

Chadwick, Meltem (2010): Performance of Bayesian Latent Factor Models in Measuring Pricing Errors.

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.

Check, Adam J. and Nolan, Anna K. and Schipper, Tyler C. (2018): Forecasting GDP: Do Revisions Matter?

Christoffel, Kai and Coenen, Gunter and Warne, Anders (2007): Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area.

Ciftci, Muhsin (2021): Uneven Consequences of Coronavirus Pandemic: Evidence from a Real Time Survey.

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.

Coenen, Gunter (2009): Extending the NAWM with a partial indexation mechanism linking wages and trend productivitiy.

Coenen, Gunter and Straub, Roland and Trabandt, Mathias (2011): Fiscal policy and the Great Recession in the euro area.

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.

DJINKPO, Medard (2019): A DSGE model for Fiscal Policy Analysis in The Gambia.

Dahem, Ahlem (2015): Short term Bayesian inflation forecasting for Tunisia. Published in: ECOFORUM JOURNAL , Vol. 5, No. 1 (8) (2016)

Dahem, Ahlem and Skander, Slim and Fatma, Siala Guermazi (2017): Time Varying VAR Analysis for Disaggregated Exchange Rate Pass-through in Tunisia.

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.

Dey, Jaya (2013): The role of investment-specific technology shocks in driving international business cycles: a bayesian approach.

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.)

Dimitrakopoulos, Stefanos and Tsionas, Mike G. and Aknouche, Abdelhakim (2020): Ordinal-response models for irregularly spaced transactions: A forecasting exercise.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Doojav, Gan-Ochir (2021): Macroeconomic modeling for optimal stabilization policy in Mongolia.

Doojav, Gan-Ochir and Luvsannyam, Davaajargal (2017): Forecasting inflation in Mongolia: A dynamic model averaging approach.

Drissi, Ramzi and Ghassan, Hassan Belkacem (2018): Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting. Published in: International Journal of Applied Mathematics and Statistics , Vol. 58, No. 2 (7 July 2019): pp. 64-88.

Drissi, Ramzi and Ghassan, Hassan B. (2018): Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting. Published in: International Journal of Applied Mathematics and Statistics , Vol. 58, No. 2 (7 July 2019): pp. 64-88.

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.

Dąbrowski, Marek A. and Wróblewska, Justyna (2019): Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries.

Economou, Polychronis and Malefaki, Sonia and Kounetas, Konstantinos (2019): Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison.

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.

Fajar, Muhammad and Winarti, Yuyun Guna (2020): Modeling of Big Chili Supply Response Using Bayesian Method. Published in: International Journal of Scientific Research in Mathematical and Statistical Sciences , Vol. 7, No. 6 (31 December 2020): pp. 29-33.

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.

Fasano, Augusto and Rebaudo, Giovanni and Durante, Daniele and Petrone, Sonia (2021): A closed-form filter for binary time series. Published in: Statistics and Computing , Vol. 31, : pp. 1-21.

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.

Fleischhacker, Jan (2024): Fiscal policy and the business cycle: An argument for non-linear policy rules.

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.

Fuertes, Ana-Maria and Zhao, Nan (2022): A Bayesian Perspective on Commodity Style Integration. Published in: Journal of Commodity Markets No. 30 (February 2023)

Gallic, Ewen and Vermandel, Gauthier (2017): Weather Shocks.

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?

Giovanis, Eleftherios (2019): Do the flexible employment arrangements increase job satisfaction and employee loyalty? Evidence from Bayesian networks and instrumental variables. Published in: International Journal of Computational Economics and Econometrics , Vol. 9, No. 1-2 (12 February 2019): pp. 84-115.

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 Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.

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 (2018): A Class of Generalized Dynamic Correlation Models.

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.

Hu, Xingwei (2017): A Theory of Dichotomous Valuation with Applications to Variable Selection.

Huang, Y-F. (2012): Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach.

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.

Iiboshi, Hirokuni and Nishiyama, Shin-Ichi and Watanabe, Toshiaki (2006): An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis.

Iiboshi, Hirokuni and Shintani, Mototsugu (2016): Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model.

Iiboshi, Hirokuni and Watanabe, Toshiaki (2005): Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points.

Jemio Hurtado, Valeria (2020): Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia.

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.

Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large 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.

Karamanis, Dimitrios and Kechrinioti, Alexandra (2023): The Greek-Turkish rivalry: A Bayesian VAR approach.

Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.

Khorunzhina, Natalia and Richard, Jean-Francois (2016): Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels.

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.

Kim, Jaeho (2015): Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market.

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.

Kocięcki, Andrzej (2017): Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions.

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 (2015): Forecasting with High-Dimensional Panel VARs.

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.

Koop, Gary and Korobilis, Dimitris (2018): Variational Bayes inference in high-dimensional time-varying parameter models.

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 (2019): High-dimensional macroeconomic forecasting using message passing algorithms.

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.

Korobilis, Dimitris and Koop, Gary (2020): Bayesian dynamic variable selection in high dimensions.

Korobilis, Dimitris and Pettenuzzo, Davide (2020): Machine Learning Econometrics: Bayesian algorithms and methods.

Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.

Koumtingué, Nelnan (2010): Proliferation of preferential trade agreements: an empirical analysis.

Kruiniger, Hugo (2018): A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.

Kruiniger, Hugo (2018): A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.

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.

Leung, Melvern and Li, Youwei and Pantelous, Athanasios and Vigne, Samuel (2019): Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing.

Lewis, Gabriel (2022): Heteroskedasticity and Clustered Covariances from a Bayesian Perspective.

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.

Li, Chenxing and Maheu, John M (2023): Beyond Conditional Second Moments: Does Nonparametric Density Modelling Matter to Portfolio Allocation?

Li, Chenxing and Zhang, Zehua and Zhao, Ran (2023): Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?

Li, Chenxing and Maheu, John M and Yang, Qiao (2022): An Infinite Hidden Markov Model with Stochastic Volatility.

Li, Zhuo and Panza, Laura and Song, Yong (2017): The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models.

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.

Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.

Lusompa, Amaze (2019): Local Projections, Autocorrelation, and Efficiency.

Maheu, John and Song, Yong (2012): A new structural break model with application to Canadian inflation forecasting.

Maheu, John M and McCurdy, Thomas H and Song, Yong (2020): Bull and Bear Markets During the COVID-19 Pandemic.

Maheu, John M and Song, Yong (2017): An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series.

Maheu, John M and Song, Yong and Yang, Qiao (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.

Maheu, John M and Yang, Qiao and Song, Yong (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

Makieła, Kamil (2016): Bayesian inference and Gibbs sampling in generalized true random-effects model.

Makieła, Kamil and Marzec, Jerzy and Pisulewski, Andrzej (2016): Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach.

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

Mansur, Alfan and Nizar, Muhammad Afdi (2023): Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia.

Mansur, Alfan (2020): Shocks and Frictions in US Business Cycle: A Bayesian DSGE Approach.

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.

Mashabela, Juliet and Raputsoane, Leroi (2018): The behaviour of transitory and potential output over the economic cycle.

Mashabela, Juliet and Raputsoane, Leroi (2018): The behaviour of disaggregated output over the economic cycle.

Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.

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.

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