John Geweke : Citation Profile


Are you John Geweke?

University of Technology Sydney

39

H index

57

i10 index

5895

Citations

RESEARCH PRODUCTION:

67

Articles

42

Papers

6

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   38 years (1976 - 2014). See details.
   Cites by year: 155
   Journals where John Geweke has often published
   Relations with other researchers
   Recent citing documents: 263.    Total self citations: 33 (0.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge136
   Updated: 2022-08-06    RAS profile: 2014-05-26    
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Relations with other researchers


Works with:

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 (171)

Schorfheide, Frank (96)

Tsionas, Mike (88)

Ravazzolo, Francesco (80)

Keane, Michael (75)

Koop, Gary (66)

Fernandez-Villaverde, Jesus (54)

Koopman, Siem Jan (53)

Zha, Tao (51)

Steel, Mark (49)

Marcellino, Massimiliano (49)

Cites to:

Geweke, John (42)

Keane, Michael (26)

Wolfers, Justin (12)

Smets, Frank (10)

Kohn, Robert (10)

Wouters, Raf (10)

Brown, Jeffrey (8)

Smith, Vernon (8)

amisano, gianni (8)

Zitzewitz, Eric (8)

McFadden, Daniel (8)

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
Computational Statistics & Data Analysis3
American Economic Review3
Journal of Applied Econometrics3
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 (2022 and 2021)


YearTitle of citing document
2021Feedbacks: Financial Markets and Economic Activity. (2021). Sims, Christopher ; Palia, Darius ; Brunnermeier, Markus ; Sastry, Karthik A. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:6:p:1845-79.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2021The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?. (2021). Hüttel, Silke ; Heckelei, Thomas ; Rommel, Jens ; Odening, Martin. In: Discussion Papers. RePEc:ags:ubfred:316369.

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2022Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24.

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2021Dealing 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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2021Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2022Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047.

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2021Bayesian prediction of jumps in large panels of time series data. (2019). Papaspiliopoulos, Omiros ; Dellaportas, Petros ; Alexopoulos, Angelos. In: Papers. RePEc:arx:papers:1904.05312.

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2021Posterior Average Effects. (2019). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1906.06360.

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2021Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2021Scalable Bayesian estimation in the multinomial probit model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2007.13247.

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2021Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity. (2020). Gouri, Christian ; Dobronyi, Christopher. In: Papers. RePEc:arx:papers:2010.13937.

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2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2021Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

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2021Constrained Classification and Policy Learning. (2021). Tetenov, Aleksey ; Sakaguchi, Shosei ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2106.12886.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution. (2021). Nakatsuma, Teruo ; Oya, Sakae. In: Papers. RePEc:arx:papers:2108.04019.

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2021Evidence Aggregation for Treatment Choice. (2021). Kitagawa, Toru ; Ishihara, Takuya. In: Papers. RePEc:arx:papers:2108.06473.

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2022Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

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2021Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs. (2021). Ito, Koichiro ; Ishihara, Takunori ; Ida, Takanori ; Sasaki, Shusaku ; Sakaguchi, Shosei ; Kitagawa, Toru ; Kido, Daido . In: Papers. RePEc:arx:papers:2112.09850.

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2021Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315.

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2022Sequential Monte Carlo With Model Tempering. (2022). Schorfheide, Frank ; Mlikota, Marko. In: Papers. RePEc:arx:papers:2202.07070.

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2022Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets. (2022). Magris, Martin ; Iosifidis, Alexandros ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2203.03613.

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2022How Unequally Heavy Are the Tails of the Distributions of Income Growth?. (2022). Sarpietro, Silvia ; Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2203.08014.

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2022Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2021Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559.

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2022Cognitive functioning, financial literacy, and judgment in older age. (2022). Earl, Joanne Kaa ; Asher, Anthony ; Gerrans, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1637-1674.

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2021Super?sizing Renewable Energy Investment: Examining the Portfolio Preferences of Superannuation Fund Members. (2021). Crosby, Paul ; Best, Rohan ; Hammerle, Mara. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:267-284.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2021The Impact of Competition on Investment: Evidence From California Hospitals. (2021). Wilson, Nathan. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:1:p:1-32.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2022A discrete kernel stick?breaking model for detecting spatial boundaries in hydraulic fracturing wastewater disposal well placement across Ohio. (2022). Deziel, Nicole C ; Johnson, Nicholaus P ; Cai, Jiachen ; Warren, Joshua L. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:1:p:175-193.

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2021Some International Evidence for Keynesian Economics Without the Phillips Curve. (2021). Farmer, Roger ; Nicolo, Giovanni. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:1-22.

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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2021Hospital competition and quality for non?emergency patients in the English NHS. (2021). Siciliani, Luigi ; Moscelli, Giuseppe ; Gravelle, Hugh. In: RAND Journal of Economics. RePEc:bla:randje:v:52:y:2021:i:2:p:382-414.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Boosting multiplicative model combination. (2021). Vidoni, Paolo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:761-789.

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2021When the weak are mighty: A two?sided matching approach to alliance performance. (2021). Nistor, Cristina ; Honore, Florence ; Fudge, Darcy K. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:5:p:917-940.

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2021Aid, growth and institutions in Sub?Saharan Africa: New insights using a multiple growth regime approach. (2021). SAWADOGO, Hamidou ; OUEDRAOGO, Rasmane ; Sourouema, Windemanegda Sandrine. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:107-142.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2022A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM. (2022). Kurozumi, Takushi ; Oishi, Ryohei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e03.

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2021An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2021Maternal Labor Supply: Perceived Returns, Constraints, and Social Norms. (2021). Rauh, Christopher ; Kaufmann, K ; Boneva, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2138.

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2021Wont Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels. (2021). Resende, Marcelo ; Cajueiro, Daniel O ; Vasconcelos, Silvinha ; Silveira, Douglas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8835.

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2021Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8939.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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2021Heterogeneity and Aggregate Fluctuations. (2021). Schorfheide, Frank ; Chen, Xiaohong ; Chang, Minsu. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2289.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021Variable selection in finite mixture of regression models with an unknown number of components. (2021). Chen, Yi-Chi ; Feldkircher, Martin ; Lee, Kuo-Jung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000141.

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2021Bayesian multivariate latent class profile analysis: Exploring the developmental progression of youth depression and substance use. (2021). Jeon, Saebom ; Chung, Hwan ; Lee, Jung Wun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000955.

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2022Bayesian inference for generalized linear model with linear inequality constraints. (2022). Ghosh, Sujit K ; Ghosal, Rahul. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:166:y:2022:i:c:s0167947321001699.

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2021Monetary policy strategies for the European Central Bank. (2021). Jakab, Zoltán ; Linde, Jesper ; Erceg, Christopher J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001469.

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2022A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2022Sequential Bayesian bandwidth selection for multivariate kernel regression with applications. (2022). Zhang, Yonghui ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001055.

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2021Monetary–fiscal policy regime and macroeconomic dynamics in China. (2021). Liu, Ding ; Chang, Long ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:121-135.

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2021Frictions and empirical fit in a DSGE model for Indonesia. (2021). Zams, Bastian Muzbar. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000705.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x.

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2021Hierarchical Markov-switching models for multivariate integer-valued time-series. (2021). di Mari, Roberto ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:118-137.

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2021Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics. (2021). Ketcham, Jonathan ; Keane, Michael ; Neal, Timothy ; Kuminoff, Nicolai . In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:107-140.

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2021Using penalized likelihood to select parameters in a random coefficients multinomial logit model. (2021). Nesheim, Lars ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:44-55.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:251-275.

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2021Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia. (2021). Keane, Michael ; Iskhakov, Fedor. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:2:p:401-432.

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2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

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2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

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2022Analyzing cross-validation for forecasting with structural instability. (2022). Hirano, Keisuke ; Wright, Jonathan H. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:139-154.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2022An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:19-54.

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2021Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94.

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2021Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model. (2021). Muto, Ichiro ; Shintani, Mototsugu ; Iwasaki, Yuto. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302567.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2021Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation. (2021). Tone, Kaoru ; Chang, Tsung-Sheng ; Wu, Chen-Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:766-781.

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2021Optimal combinations of stochastic frontier and data envelopment analysis models. (2021). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:790-800.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2021Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345.

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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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article44
1985Macroeconometric Modeling and the Theory of the Representative Agent. In: American Economic Review.
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article15
2007Bayesian Model Comparison and Validation In: American Economic Review.
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article23
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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paper9
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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article43
1994Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article12
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article17
1998Prior Density-Ratio Class Robustness in Econometrics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1995Prior density ratio class robustness in econometrics.(1995) In: Working Papers.
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This paper has another version. Agregated cites: 2
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]
article34
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.
[Citation analysis]
article10
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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article17
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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This paper has another version. Agregated cites: 0
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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paper154
1995Measuring the pricing error of the arbitrage pricing theory.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154
paper
1996Measuring the Pricing Error of the Arbitrage Pricing Theory..(1996) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154
article
1994Priors for Macroeconomic Time Series and Their Application In: Econometric Theory.
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article44
1992Priors for macroeconomic time series and their application.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2009Optimal Prediction Pools In: Working Paper Series.
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paper233
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 233
article
2011Analysis of variance for bayesian inference In: Working Paper Series.
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paper14
2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2013Prediction using several macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]
paper48
1978Temporal Aggregation in the Multiple Regression Model. In: Econometrica.
[Full Text][Citation analysis]
article41
1981The Approximate Slopes of Econometric Tests. In: Econometrica.
[Full Text][Citation analysis]
article26
1986The Superneutrality of Money in the United States: An Interpretation of the Evidence. In: Econometrica.
[Full Text][Citation analysis]
article59
1986Mobility Indices in Continuous Time Markov Chains. In: Econometrica.
[Full Text][Citation analysis]
article106
1989Bayesian Inference in Econometric Models Using Monte Carlo Integration. In: Econometrica.
[Full Text][Citation analysis]
article458
1999Power of Tests in Binary Response Models: Comment In: Econometrica.
[Citation analysis]
article0
2003Bayesian Inference for Hospital Quality in a Selection Model In: Econometrica.
[Citation analysis]
article104
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: 104
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: 104
paper
2009Comments on Convergence Properties of the Likelihood of Computed Dynamic Models In: Econometrica.
[Full Text][Citation analysis]
article7
2010Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets In: Quantitative Economics.
[Full Text][Citation analysis]
article4
1998Some experiments in constructing a hybrid model for macroeconomic analysis: A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article0
2001Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article35
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.
[Full Text][Citation analysis]
article79
1984Inference and causality in economic time series models In: Handbook of Econometrics.
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chapter84
2001Computationally intensive methods for integration in econometrics In: Handbook of Econometrics.
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chapter92
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
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chapter47
2001A note on some limitations of CRRA utility In: Economics Letters.
[Full Text][Citation analysis]
article79
2001Bayesian econometrics and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
2003Econometric issues in using the AHEAD panel In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2007Smoothly mixing regressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article87
2011Inference and prediction in a multiple-structural-break model In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
[Full Text][Citation analysis]
article94
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
2012Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1981Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]
article132
1988Antithetic acceleration of Monte Carlo integration in Bayesian inference In: Journal of Econometrics.
[Full Text][Citation analysis]
article66
1989Exact predictive densities for linear models with arch disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]
article57
1991Seminonparametric Bayesian estimation of the asymptotically ideal production model In: Journal of Econometrics.
[Full Text][Citation analysis]
article56
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.
[Full Text][Citation analysis]
article97
1995Bayesian reduced rank regression in econometrics.(1995) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
paper
1978Testing the exogeneity specification in the complete dynamic simultaneous equation model In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
1997Statistical inference in the multinomial multiperiod probit model In: Journal of Econometrics.
[Full Text][Citation analysis]
article102
1994Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2000An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics.
[Full Text][Citation analysis]
article82
1996Monte carlo simulation and numerical integration In: Handbook of Computational Economics.
[Full Text][Citation analysis]
chapter87
1995Monte Carlo simulation and numerical integration.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2006A variance screen for collusion In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
article97
1987Long run competition in the U.S. aluminum industry In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
article8
2010Comparing and evaluating Bayesian predictive distributions of asset returns In: International Journal of Forecasting.
[Full Text][Citation analysis]
article267
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper74
1994Alternative computational approaches to inference in the multinomial probit model In: Staff Report.
[Full Text][Citation analysis]
paper170
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: 170
article
1997An empirical analysis of income dynamics among men in the PSID: 1968-1989 In: Staff Report.
[Full Text][Citation analysis]
paper6
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: 6
paper
1997Mixture of normals probit models In: Staff Report.
[Full Text][Citation analysis]
paper28
1998Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report.
[Full Text][Citation analysis]
paper647
1999Using simulation methods for bayesian econometric models: inference, development,and communication.(1999) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 647
article
2000Predicting turning points In: Staff Report.
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paper11
1994Bayesian comparison of econometric models In: Working Papers.
[Citation analysis]
paper38
1994Variable selection and model comparison in regression In: Working Papers.
[Full Text][Citation analysis]
paper4
1995Bayesian inference for linear models subject to linear inequality constraints In: Working Papers.
[Full Text][Citation analysis]
paper5
1995Posterior simulators in econometrics In: Working Papers.
[Full Text][Citation analysis]
paper79
Posterior Simulators in Econometrics.() In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
paper
1996Bayesian inference for dynamic choice models without the need for dynamic programming In: Working Papers.
[Full Text][Citation analysis]
paper22
1996Simulation-based Bayesian inference for economic time series In: Working Papers.
[Full Text][Citation analysis]
paper4
1981Maximum Likelihood Confirmatory Factor Analysis of Economic Time Series. In: International Economic Review.
[Full Text][Citation analysis]
article45
2000Introduction: inference and decision making In: Journal of Applied Econometrics.
[Citation analysis]
article2
1986Exact Inference in the Inequality Constrained Normal Linear Regression Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article94
1993Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article202
2002Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking. In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]
article1
1980On Specification in Simultaneous Equation Models In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1978The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series In: NBER Chapters.
[Full Text][Citation analysis]
chapter10
2001Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article3
1994Advances in Random Utility Models In: MPRA Paper.
[Full Text][Citation analysis]
paper5
1999Simulation Based Inference for Dynamic Multinomial Choice Models In: MPRA Paper.
[Full Text][Citation analysis]
paper9
2005Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2005Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices In: MPRA Paper.
[Full Text][Citation analysis]
paper1
1994Recursively Simulating Multinomial Multiperiod Probit Probabilities In: MPRA Paper.
[Full Text][Citation analysis]
paper2
1999Computational Experiments and Reality In: Computing in Economics and Finance 1999.
[Citation analysis]
paper68
1999Using Simulation Methods for Bayesian Econometric Models In: Computing in Economics and Finance 1999.
[Citation analysis]
paper652
1999Reply In: Econometric Reviews.
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article0
2007Comment In: Econometric Reviews.
[Full Text][Citation analysis]
article0
1979Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article43
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns In: Working Papers.
[Full Text][Citation analysis]
paper99
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: 99
article
2013Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments In: Working Paper Series.
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paper7

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