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subject:"USA"
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Bayesian inference
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Pesaran, M. Hashem
4
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Journal of applied econometrics
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1,397
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386
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382
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310
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ECONIS (ZBW)
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
5
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Saved in:
6
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
8
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
9
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
10
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
11
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
12
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
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13
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
14
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
15
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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16
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
17
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
18
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha
;
Jacobi, Liana
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Saved in:
19
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
20
Finding sensitivity to scope in nonmarket valuation
Siikamäki, Juha
;
Larson, Douglas M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011327595
Saved in:
21
Rare shocks, great recessions
Cúrdia, Vasco
;
Del Negro, Marco
;
Greenwald, Daniel L.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Saved in:
22
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
23
Spatial competition with changing market institutions
Fell, Harrison
;
Haynie, Alan C.
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 702-719
Persistent link: https://www.econbiz.de/10009757105
Saved in:
24
Factor analysis of a large DSGE model
Ontaski, Alexei
;
Ruge-Murcia, Francisco Javier
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 903-928
Persistent link: https://www.econbiz.de/10010351093
Saved in:
25
Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H.
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 762-776
Persistent link: https://www.econbiz.de/10010351101
Saved in:
26
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
27
Modelling dependence using skew t copulas : Bayesian inference and applications
Smith, Michael S.
;
Quan Gan
;
Kohn, Robert J.
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 500-522
Persistent link: https://www.econbiz.de/10009618600
Saved in:
28
Alternative technical efficiency measures : skew, bias and scale
Feng, Qu
;
Horrace, William C.
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10009618640
Saved in:
29
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 956-977
Persistent link: https://www.econbiz.de/10010219745
Saved in:
30
EViews 7.2
McKenzie, Colin
;
Takaoka, Sumiko
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
Saved in:
31
Binary quantile regression : a Bayesian approach based on the asymmetric Laplace distribution
Benoit, Dries F.
;
Van den Poel, Dirk
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1174-1188
Persistent link: https://www.econbiz.de/10009677967
Saved in:
32
Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
Saved in:
33
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John
;
Amisano, Gianni
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008937004
Saved in:
34
Using gretl for Monte Carlo experiments
Adkins, Lee Chester
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 880-885
Persistent link: https://www.econbiz.de/10009408902
Saved in:
35
Empirical and policy performance of a forward-looking monetary model
Onatski, Alexei
;
Williams, Noah
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 145-176
Persistent link: https://www.econbiz.de/10008666811
Saved in:
36
Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
Saved in:
37
Bayesian quantile regression methods
Lancaster, Tony
;
Jun, Sung Jae
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 287-307
Persistent link: https://www.econbiz.de/10008667603
Saved in:
38
Non-Gaussian dynamic Bayesian modelling for panel data
Juárez, Miguel A.
;
Steel, Mark F. J.
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10008936607
Saved in:
39
No one true path : uncovering the interplay between geography, institutions, and fractionalization in economic development
Tan, Chih Ming
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1100-1127
Persistent link: https://www.econbiz.de/10008936609
Saved in:
40
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
41
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
42
On reproducible econometric research
Koenker, Roger
;
Zeileis, Achim
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 833-847
Persistent link: https://www.econbiz.de/10003932173
Saved in:
43
Jointness of growth determinants
Doppelhofer, Gernot
;
Weeks, Melvyn
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
Saved in:
44
Binary choice under social interactions : an empirical study with and without subjective data on expectations
Li, Ji
;
Lee, Lung-fei
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10003817815
Saved in:
45
Assessing the performance of matching algorithms when selection into treatment is strong
Augurzky, Boris
;
Kluve, Jochen
- In:
Journal of applied econometrics
22
(
2007
)
3
,
pp. 533-557
Persistent link: https://www.econbiz.de/10003455473
Saved in:
46
GRETL 1.6.0 and its numerical accuracy
Yalta, A. Talha
;
Yalta, A. Yasemin
- In:
Journal of applied econometrics
22
(
2007
)
4
,
pp. 849-854
Persistent link: https://www.econbiz.de/10003550880
Saved in:
47
An extortionary guerrilla movement
Offstein, Norman
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 995-1011
Persistent link: https://www.econbiz.de/10003565238
Saved in:
48
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard
;
Dijk, Herman K. van
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
Saved in:
49
An empirical model of the multi-unit, sequential, clock auction
Donald, Stephen G.
;
Paarsch, Harry J.
;
Robert, Jacques
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1221-1247
Persistent link: https://www.econbiz.de/10003406328
Saved in:
50
Semiparametric Bayesian inference in multiple equation models
Koop, Gary
;
Poirier, Dale J.
;
Tobias, Justin L.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 723-747
Persistent link: https://www.econbiz.de/10003168876
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