John Geweke : Citation Profile


Are you John Geweke?

University of Technology Sydney

35

H index

49

i10 index

3456

Citations

RESEARCH PRODUCTION:

67

Articles

42

Papers

7

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   38 years (1976 - 2014). See details.
   Cites by year: 90
   Journals where John Geweke has often published
   Relations with other researchers
   Recent citing documents: 275.    Total self citations: 29 (0.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge136
   Updated: 2018-12-08    RAS profile: 2014-05-26    
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Relations with other researchers


Works with:

amisano, gianni (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Geweke.

Is cited by:

van Dijk, Herman (103)

Keane, Michael (52)

Ravazzolo, Francesco (51)

Koop, Gary (40)

Rubio-Ramirez, Juan F (39)

Koopman, Siem Jan (36)

Fernandez-Villaverde, Jesus (36)

Marcellino, Massimiliano (34)

Pettenuzzo, Davide (34)

Ardia, David (29)

Paap, Richard (28)

Cites to:

Geweke, John (37)

Keane, Michael (24)

Wolfers, Justin (12)

Zitzewitz, Eric (8)

McFadden, Daniel (8)

Smets, Frank (7)

Wouters, Raf (7)

hajivassiliou, vassilis (7)

Kohn, Robert (7)

van Dijk, Herman (6)

Rossi, Peter (6)

Main data


Where John Geweke has published?


Journals with more than one article published# docs
Journal of Econometrics17
Econometrica8
Journal of Business & Economic Statistics7
Econometric Reviews4
Journal of Applied Econometrics3
American Economic Review3
Computational Statistics & Data Analysis3
International Journal of Industrial Organization2
The Review of Economics and Statistics2
International Economic Review2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis9
Working Papers / Federal Reserve Bank of Minneapolis8
MPRA Paper / University Library of Munich, Germany6
Working Paper Series / European Central Bank3
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales2
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing John Geweke (2018 and 2017)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Keane, Michael ; Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2018Switching Cost and Store Choice. (2018). Richards, Timothy J ; Liaukonyte, Jura. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274201.

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2017Global agri-food trade competitiveness: gross versus value added exports. (2017). Fertő, Imre. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258653.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532.

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2018A New Wald Test for Hypothesis Testing Based on MCMC outputs. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Liu, Xiaobin. In: Papers. RePEc:arx:papers:1801.00973.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2018). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1803.09432.

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2018Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2018Betas, Benchmarks and Beating the Market. (2018). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1807.09919.

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2018Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2018). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

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2017Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756.

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2017Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:170304.

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2018Housing and the Business Cycle Revisited. (2018). Fehrle, Daniel. In: Working Papers. RePEc:bav:wpaper:178_fehrle.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018Dynamic Interbank Network Analysis Using Latent Space Models. (2018). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees. In: Working Papers Series. RePEc:bcb:wpaper:487.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643.

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2017Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2017Design of MySuper default funds: influences and outcomes. (2017). Thorp, Susan ; Smith, Tom ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:47-85.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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2017Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity. (2017). Northrop, Paul J ; Jonathan, Philip ; Attalides, Nicolas. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:1:p:93-120.

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2017Life-Cycle Consumption and Children: Evidence from a Structural Estimation. (2017). Jørgensen, Thomas ; Jorgensen, Thomas H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:717-746.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2017Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini. In: Working Papers. RePEc:bog:wpaper:238.

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2017A Bayesian semiparametric factor analysis model for subtype identification. (2017). Jiehuan, Sun ; Hongyu, Zhao ; Joshua, Warren . In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:16:y:2017:i:2:p:145-158:n:3.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Nonlinear household earnings dynamics, self-insurance, and welfare. (2018). Paz-Pardo, Gonzalo ; Fella, Giulio ; De Nardi, Mariacristina. In: Discussion Papers. RePEc:cfm:wpaper:1817.

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2017Saving and Wealth Inequality. (2017). Fella, Giulio ; De Nardi, Mariacristina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11746.

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2017A Generalized Approach to Indeterminacy in Linear Rational Expectations Models. (2017). Bianchi, Francesco ; Nicolo, Giovanni. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12130.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

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2017Screening for Bid-rigging – Does it Work?. (2017). Imhof, David ; Rutz, Samuel ; Karagok, Yavuz . In: Working Papers. RePEc:crb:wpaper:2017-09.

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2017BIAS correction for dynamic factor models. (2017). Alonso, Andres Modesto ; Bastos, Guadalupe ; Garcia-Martos, Carolina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

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2018Priors for the long run. (2018). Primiceri, Giorgio ; Giannone, Domenico ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

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2018The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon. In: Working Paper Series. RePEc:ecb:ecbwps:20182147.

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2017The Investigation and Elimination of Public Procurement Fraud in Government Sectors (A Case Study in Indonesia’s Procurement System: Cases from 2006 to 2012). (2017). Maulidi, Ach . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-20.

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2017On the choice of monetary policy rules for China: A Bayesian DSGE approach. (2017). Li, Bing ; Liu, Qing. In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:166-185.

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2017Flexible integro-difference equation modeling for spatio-temporal data. (2017). Richardson, Robert ; Sanso, Bruno ; Kottas, Athanasios. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:182-198.

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2017A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature. (2017). Ueckert, Sebastian ; Mentre, France . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:203-219.

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2018Jeffreys priors for mixture estimation: Properties and alternatives. (2018). Grazian, Clara ; Robert, Christian P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:149-163.

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2018Likelihood-free inference in high dimensions with synthetic likelihood. (2018). , Victor ; Drovandi, Christopher C ; Sisson, Scott A ; Tran, Minh-Ngoc ; Nott, David J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:271-291.

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2019Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap. (2019). Dickhaus, Thorsten ; Sirotko-Sibirskaya, Natalia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:129:y:2019:i:c:p:30-46.

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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

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2017Monetary policy and indeterminacy after the 2001 slump. (2017). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:83-95.

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2017Imperfect information and the house price in a general-equilibrium model. (2017). Rots, Eyno. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:215-231.

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2018Keynesian economics without the Phillips curve. (2018). Farmer, Roger ; Nicolo, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:137-150.

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2018Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. (2018). Karadimitropoulou, Aikaterini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:115-130.

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2017Does trend inflation make a difference?. (2017). Perricone, Chiara ; Loberto, Michele . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:351-375.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017The role of financial shocks in business cycles with a liability side financial friction. (2017). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:249-269.

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2017Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence. (2017). Hur, Joonyoung ; Lee, Kang Koo . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:473-486.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2018Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; Ryanek, Jakub ; Babeck, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:23-37.

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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

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2017Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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2017Nonparametric estimation of non-exchangeable latent-variable models. (2017). Jochmans, Koen ; Bonhomme, Stephane ; Robin, Jean-Marc. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:237-248.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Smith, Anthony A ; Duffy, James A ; Bruins, Marianne . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203.

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2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

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2017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017An empirical assessment of Optimal Monetary Policy in the Euro area. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:95-115.

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2017Addressing household indebtedness: Monetary, fiscal or macroprudential policy?. (2017). Zubairy, Sarah ; Alpanda, Sami. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:47-73.

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2017Financial intermediaries’ instability and euro area macroeconomic dynamics. (2017). Lhuissier, Stéphane. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:49-72.

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2018On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David A ; Huang, Wei ; Lai, Pei-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032.

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2018Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts. (2018). Bassetti, Federico ; Tarantola, Claudia ; Nicolino, Enrica ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1107-1121.

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2018Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:3:p:797-807.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017Do petrol prices increase faster than they fall in market disequilibria?. (2017). Suardi, Sandy ; Chua, Chew ; de Silva, Chamaka . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:135-146.

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2018Promoting energy and environmental efficiency within a positive feedback loop: Insights from global value chain. (2018). Liu, Hongxun ; Le, Canyu ; Long, Houyin. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:175-184.

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2018Time-varying effects of cyclical fluctuations in Chinas energy industry on the macro economy and carbon emissions. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1102-1112.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2018A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Ohare, Colin ; Fung, Man Chung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116.

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2017Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2017). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:173-183.

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2017Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2018Improving forecasting performance using covariate-dependent copula models. (2018). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:456-476.

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2018Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries. (2018). Lieli, Robert ; Khan, Urmee. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:696-710.

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More than 100 citations found, this list is not complete...

John Geweke is editor of


Journal
Journal of Econometrics

John Geweke has edited the books:


YearTitleTypeCited

Works by John Geweke:


YearTitleTypeCited
2012Prediction with Misspecified Models In: American Economic Review.
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article16
1985Macroeconometric Modeling and the Theory of the Representative Agent. In: American Economic Review.
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article14
2007Bayesian Model Comparison and Validation In: American Economic Review.
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article16
1988Comment on Poirer: Operational Bayesian Methods in Econometrics. In: Journal of Economic Perspectives.
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article1
2011Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers.
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paper4
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers.
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paper0
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2004Getting It Right: Joint Distribution Tests of Posterior Simulators In: Journal of the American Statistical Association.
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article34
1994Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article8
1998Prior Density-Ratio Class Robustness in Econometrics. In: Journal of Business & Economic Statistics.
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article0
1995Prior density ratio class robustness in econometrics.(1995) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2003Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article30
1988An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1988The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983. In: Journal of Business & Economic Statistics.
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article2
2001Bayesian Inference and Posterior Simulators In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article0
2012Financial Competence and Expectations Formation: Evidence from Australia In: The Economic Record.
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article6
2006Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics.
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paper0
2006Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series.
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paper
2006Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2000Predicting Turning Points: Technical Paper 2000-3 In: Working Papers.
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paper2
1996Measuring the Pricing Error of the Arbitrage Pricing Theory In: CEMA Working Papers.
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paper109
1995Measuring the pricing error of the arbitrage pricing theory.(1995) In: Staff Report.
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This paper has another version. Agregated cites: 109
paper
1996Measuring the Pricing Error of the Arbitrage Pricing Theory..(1996) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 109
article
1994Priors for Macroeconomic Time Series and Their Application In: Econometric Theory.
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article35
1992Priors for macroeconomic time series and their application.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
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This paper has another version. Agregated cites: 35
paper
2009Optimal Prediction Pools In: Working Paper Series.
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paper107
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 107
article
2011Analysis of variance for bayesian inference In: Working Paper Series.
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paper4
2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
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This paper has another version. Agregated cites: 4
article
2013Prediction using several macroeconomic models In: Working Paper Series.
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paper4
1978Temporal Aggregation in the Multiple Regression Model. In: Econometrica.
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article24
1981The Approximate Slopes of Econometric Tests. In: Econometrica.
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article23
1986The Superneutrality of Money in the United States: An Interpretation of the Evidence. In: Econometrica.
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article45
1986Mobility Indices in Continuous Time Markov Chains. In: Econometrica.
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article90
1989Bayesian Inference in Econometric Models Using Monte Carlo Integration. In: Econometrica.
[Full Text][Citation analysis]
article349
1999Power of Tests in Binary Response Models: Comment In: Econometrica.
[Citation analysis]
article0
2003Bayesian Inference for Hospital Quality in a Selection Model In: Econometrica.
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article62
2002Bayesian inference for hospital quality in a selection model.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2001Bayesian Inference for Hospital Quality in a Selection Model.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2009Comments on Convergence Properties of the Likelihood of Computed Dynamic Models In: Econometrica.
[Full Text][Citation analysis]
article5
2010Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets In: Quantitative Economics.
[Full Text][Citation analysis]
article2
1998Some experiments in constructing a hybrid model for macroeconomic analysis: A comment In: Carnegie-Rochester Conference Series on Public Policy.
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article0
2001Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis.
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article19
2007Computational techniques for applied econometric analysis of macroeconomic and financial processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article1
2007Interpretation and inference in mixture models: Simple MCMC works In: Computational Statistics & Data Analysis.
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article53
1984Inference and causality in economic time series models In: Handbook of Econometrics.
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chapter45
2001Computationally intensive methods for integration in econometrics In: Handbook of Econometrics.
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chapter50
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
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chapter41
2001A note on some limitations of CRRA utility In: Economics Letters.
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article62
2001Bayesian econometrics and forecasting In: Journal of Econometrics.
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article19
2003Econometric issues in using the AHEAD panel In: Journal of Econometrics.
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article0
2007Smoothly mixing regressions In: Journal of Econometrics.
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article68
2011Inference and prediction in a multiple-structural-break model In: Journal of Econometrics.
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article17
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
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article76
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
2012Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments In: Journal of Econometrics.
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article2
1981Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis In: Journal of Econometrics.
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article8
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
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article104
1988Antithetic acceleration of Monte Carlo integration in Bayesian inference In: Journal of Econometrics.
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article53
1989Exact predictive densities for linear models with arch disturbances In: Journal of Econometrics.
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article48
1991Seminonparametric Bayesian estimation of the asymptotically ideal production model In: Journal of Econometrics.
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article53
1993Forecasting time series with common seasonal patterns In: Journal of Econometrics.
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article1
1996Bayesian reduced rank regression in econometrics In: Journal of Econometrics.
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article72
1995Bayesian reduced rank regression in econometrics.(1995) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
1978Testing the exogeneity specification in the complete dynamic simultaneous equation model In: Journal of Econometrics.
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article10
1997Statistical inference in the multinomial multiperiod probit model In: Journal of Econometrics.
[Full Text][Citation analysis]
article89
1994Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89
paper
2000An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics.
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article60
1996Monte carlo simulation and numerical integration In: Handbook of Computational Economics.
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chapter67
1995Monte Carlo simulation and numerical integration.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
paper
2006A variance screen for collusion In: International Journal of Industrial Organization.
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article70
1987Long run competition in the U.S. aluminum industry In: International Journal of Industrial Organization.
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article8
2010Comparing and evaluating Bayesian predictive distributions of asset returns In: International Journal of Forecasting.
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article163
2010Comment In: International Journal of Forecasting.
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article0
1976A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50 In: Journal of Monetary Economics.
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article0
1995A fine time for monetary policy? In: Quarterly Review.
[Full Text][Citation analysis]
article5
1991Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments In: Staff Report.
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paper45
1994Alternative computational approaches to inference in the multinomial probit model In: Staff Report.
[Full Text][Citation analysis]
paper144
1994Alternative Computational Approaches to Inference in the Multinomial Probit Model..(1994) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
article
1997An empirical analysis of income dynamics among men in the PSID: 1968-1989 In: Staff Report.
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paper4
1997An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989.(1997) In: Institute for Research on Poverty Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1997Mixture of normals probit models In: Staff Report.
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paper27
1998Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report.
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paper362
1999Using simulation methods for bayesian econometric models: inference, development,and communication.(1999) In: Econometric Reviews.
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This paper has another version. Agregated cites: 362
article
2000Predicting turning points In: Staff Report.
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paper11
1994Bayesian comparison of econometric models In: Working Papers.
[Citation analysis]
paper35
1994Variable selection and model comparison in regression In: Working Papers.
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paper4
1995Bayesian inference for linear models subject to linear inequality constraints In: Working Papers.
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paper5
1995Posterior simulators in econometrics In: Working Papers.
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paper8
Posterior Simulators in Econometrics.() In: Computing in Economics and Finance 1996.
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This paper has another version. Agregated cites: 8
paper
1996Bayesian inference for dynamic choice models without the need for dynamic programming In: Working Papers.
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paper21
1996Simulation-based Bayesian inference for economic time series In: Working Papers.
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paper4
1981Maximum Likelihood Confirmatory Factor Analysis of Economic Time Series. In: International Economic Review.
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article35
2000Introduction: inference and decision making In: Journal of Applied Econometrics.
[Citation analysis]
article1
1986Exact Inference in the Inequality Constrained Normal Linear Regression Model. In: Journal of Applied Econometrics.
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article73
1993Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics.
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article133
2002Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking. In: Journal of Risk and Uncertainty.
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article1
1980On Specification in Simultaneous Equation Models In: NBER Chapters.
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chapter1
1979The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series In: NBER Chapters.
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chapter2
1978The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series.(1978) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
chapter
2001Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics.
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article3
1994Advances in Random Utility Models In: MPRA Paper.
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paper3
1999Simulation Based Inference for Dynamic Multinomial Choice Models In: MPRA Paper.
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paper9
2005Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 In: MPRA Paper.
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paper2
2005Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices In: MPRA Paper.
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paper1
1994Recursively Simulating Multinomial Multiperiod Probit Probabilities In: MPRA Paper.
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paper2
1999Computational Experiments and Reality In: Computing in Economics and Finance 1999.
[Citation analysis]
paper44
1999Using Simulation Methods for Bayesian Econometric Models In: Computing in Economics and Finance 1999.
[Citation analysis]
paper102
1999Reply In: Econometric Reviews.
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article0
2007Comment In: Econometric Reviews.
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article0
1979Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article38
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns In: Working Papers.
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paper64
2011Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
2013Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments In: Working Paper Series.
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