39
H index
58
i10 index
6131
Citations
University of Technology Sydney | 39 H index 58 i10 index 6131 Citations RESEARCH PRODUCTION: 67 Articles 42 Papers 6 Chapters EDITOR: RESEARCH ACTIVITY: 38 years (1976 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pge136 |
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: | Cites to: |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2023 | A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2023 | Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354. Full description at Econpapers || Download paper | |
2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper | |
2023 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | On suspicious tracks: machine-learning based approaches to detect cartels in railway-infrastructure procurement. (2023). Sticher, Silvio ; Wallimann, Hannes. In: Papers. RePEc:arx:papers:2304.11888. Full description at Econpapers || Download paper | |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper | |
2023 | Scenario Sampling for Large Supermodular Games. (2023). Pelican, Andrin ; Graham, Bryan S. In: Papers. RePEc:arx:papers:2307.11857. Full description at Econpapers || Download paper | |
2023 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper | |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2023 | Quasi-Bayes in Latent Variable Models. (2023). Kankanala, Sid. In: Papers. RePEc:arx:papers:2311.06831. Full description at Econpapers || Download paper | |
2023 | A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Director expertise and co?option in industry superannuation funds?. (2023). Bugeja, Martin ; Bedford, Anna ; Yang, Jin Sug. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1249-1283. Full description at Econpapers || Download paper | |
2023 | Econometric Forecasting of Tourist Arrivals Using Bayesian Structural Time?Series. (2023). Kimpton, Sean ; Andrews, Antony. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:2:p:200-211. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2023 | The Sequential Search Model: A Framework for Empirical Research. (2023). Honka, Elisabeth ; Seiler, Stephan ; Ursu, Raluca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10264. Full description at Econpapers || Download paper | |
2023 | Healthcare Quality by Specialists under a Mixed Compensation System: an Empirical Analysis. (2023). Houndetoungan, Aristide ; Fortin, Bernard ; Chevin, Damien. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-19. Full description at Econpapers || Download paper | |
2023 | How well do DSGE models with real estate and collateral constraints fit the data?. (2023). Pierrard, Olivier ; Moura, Alban. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023007. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper | |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. Full description at Econpapers || Download paper | |
2023 | Revisiting economic growth and CO2 emissions nexus in Taiwan using a mixed-frequency VAR model. (2023). Wu, Cheng-Feng ; Wang, Mei-Chih ; Chen, Sheng-Tung ; Hsu, Chen-Min ; Chang, Tsangyao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:319-342. Full description at Econpapers || Download paper | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2023 | On the significance of quality-of-capital news shocks. (2023). Vázquez, Jesús ; Herrera, Luis ; Vazquez, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323000950. Full description at Econpapers || Download paper | |
2023 | Modified harmonic mean method for spatial autoregressive models. (2023). Doan, Osman. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000034. Full description at Econpapers || Download paper | |
2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
2023 | Time-varying unobserved heterogeneity in earnings shocks. (2023). Botosaru, Irene. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1378-1393. Full description at Econpapers || Download paper | |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper | |
2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper | |
2023 | Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075. Full description at Econpapers || Download paper | |
2023 | Joint production in stochastic non-parametric envelopment of data with firm-specific directions. (2023). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1336-1347. Full description at Econpapers || Download paper | |
2023 | Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry. (2023). Tan, Yong ; Tsionas, Mike ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1360-1373. Full description at Econpapers || Download paper | |
2023 | Bayesian learning in performance. Is there any?. (2023). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:263-282. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002. Full description at Econpapers || Download paper | |
2023 | Who are you? Cartel detection using unlabeled data. (2023). Silveira, Douglas ; Cajueiro, Daniel O ; de Moraes, Lucas B. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:88:y:2023:i:c:s0167718723000139. Full description at Econpapers || Download paper | |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper | |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper | |
2023 | Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers || Download paper | |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper | |
2023 | Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001942. Full description at Econpapers || Download paper | |
2023 | Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27. Full description at Econpapers || Download paper | |
2023 | A Structural Approach to Combining External and DSGE Model Forecasts. (2023). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:96271. Full description at Econpapers || Download paper | |
2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Smallholder Farmers’ Climate Change Adaptation Strategies in the Ethiopian Rift Valley: The Case of Home Garden Agroforestry Systems in the Gedeo Zone. (2023). Ketema, Mengistu ; Beyene, Fekadu ; Haji, Jema ; Darge, Aberham. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8997-:d:1162793. Full description at Econpapers || Download paper | |
2023 | Sustainable Urban Competitiveness from a Financial Development Perspective: An Empirical Study of China. (2023). Meng, Changyu ; Sun, Yifu ; Zhang, Haojue. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4225-:d:1081278. Full description at Econpapers || Download paper | |
2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02. Full description at Econpapers || Download paper | |
2023 | Calculating the probability of collusion based on observed price patterns. (2023). Rudholm, Niklas ; Granlund, David. In: Umeå Economic Studies. RePEc:hhs:umnees:1014. Full description at Econpapers || Download paper | |
2023 | Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation. (2023). Kano, Takashi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-128. Full description at Econpapers || Download paper | |
2023 | Socioeconomic status and access to care in a universal healthcare system: The case of acute myocardial infarction in Australia. (2023). Yang, OU ; Sundararajan, Vijaya ; Yong, Jongsay. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2023n10. Full description at Econpapers || Download paper | |
2023 | Persistence versus mobility of sociallyresponsible funds: intra-distribution dynamics and mobility trends. (2023). Tortosa-Ausina, Emili ; Ozturk, Huseyin ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor. In: Working Papers. RePEc:jau:wpaper:2023/09. Full description at Econpapers || Download paper | |
2023 | Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis. (2023). Zopounidis, Constantin ; Philippas, Dionisis ; Tsionas, Mike G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10277-z. Full description at Econpapers || Download paper | |
2023 | A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels. (2023). Imhof, David ; Wallimann, Hannes ; Huber, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10315-w. Full description at Econpapers || Download paper | |
2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper | |
2023 | A High-dimensional Multinomial Logit Model. (2023). Nibbering, Didier. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-19. Full description at Econpapers || Download paper | |
2023 | Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183. Full description at Econpapers || Download paper | |
2023 | Vulnerability to Climate Change: Evidence from a Dynamic Factor Model. (2023). Marotta, Fulvia ; Mumtaz, Haroon. In: Working Papers. RePEc:qmw:qmwecw:961. Full description at Econpapers || Download paper | |
2023 | Individual Earnings and Family Income: Dynamics and Distribution. (). Vidangos, Ivan ; Hynsjo, Disa ; Altonji, Joseph. In: Review of Economic Dynamics. RePEc:red:issued:21-185. Full description at Econpapers || Download paper | |
2023 | Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis. (). Kurozumi, Takushi ; Shintani, Mototsugu ; Gemma, Yasufumi. In: Review of Economic Dynamics. RePEc:red:issued:22-126. Full description at Econpapers || Download paper | |
2023 | Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers || Download paper | |
2023 | Semiparametric finite mixture of regression models with Bayesian P-splines. (2023). Ranciati, Saverio ; Galimberti, Giuliano ; Berrettini, Marco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00523-5. Full description at Econpapers || Download paper | |
2023 | Linex and double-linex regression for parameter estimation and forecasting. (2023). Tsionas, Mike G. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-022-05131-2. Full description at Econpapers || Download paper | |
2023 | Regional income convergence in Colombia: population, space, and long-run dynamics. (2023). Tortosa-Ausina, Emili ; Prieto-Bustos, William Orlando ; Peiro-Palomino, Jesus. In: The Annals of Regional Science. RePEc:spr:anresc:v:70:y:2023:i:2:d:10.1007_s00168-022-01163-5. Full description at Econpapers || Download paper | |
2023 | Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9. Full description at Econpapers || Download paper | |
2023 | Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2. Full description at Econpapers || Download paper | |
2023 | The response of household debt to COVID-19 using a neural networks VAR in OECD. (2023). Ongena, Steven ; Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02325-2. Full description at Econpapers || Download paper | |
2023 | Is there a similar Granger causality among CO2 emissions, energy consumption and economic growth in different regimes in Iran?. (2023). Rahimdel, Mahdiyeh ; Heidari, Hassan ; Refah-Kahriz, Arash. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02203-y. Full description at Econpapers || Download paper | |
2023 | Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects. (2023). Pacifico, Antonio. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:24:y:2023:i:4:d:10.1007_s10198-022-01493-3. Full description at Econpapers || Download paper | |
2023 | Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series. (2023). Li, BO ; Harris, Trevor ; Wang, Mengchen. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:1:d:10.1007_s13253-022-00519-w. Full description at Econpapers || Download paper | |
2023 | Quality of Government and Types of Innovation—Empirical Evidence for Italian Manufacturing Firms. (2023). Ruggiero, Nazzareno ; Barra, Cristian. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00964-5. Full description at Econpapers || Download paper | |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper | |
2023 | Working Poverty in Türkiye: A Dynamic Panel Analysis. (2023). Onemli, Burak M ; Aydiner-Avsar, Nursel. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:168:y:2023:i:1:d:10.1007_s11205-023-03127-4. Full description at Econpapers || Download paper | |
2023 | A robust factor analysis model based on the canonical fundamental skew-t distribution. (2023). Wang, Wan-Lun ; Chen, I-An ; Tsung-I Lin, . In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01318-8. Full description at Econpapers || Download paper | |
2023 | Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70. Full description at Econpapers || Download paper | |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Discussion Paper. RePEc:tiu:tiucen:c8da0a17-57cb-40bf-ab61-6608d1ea885a. Full description at Econpapers || Download paper | |
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Year | Title | Type | Cited |
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2012 | Prediction with Misspecified Models In: American Economic Review. [Full Text][Citation analysis] | article | 47 |
1985 | Macroeconometric Modeling and the Theory of the Representative Agent. In: American Economic Review. [Full Text][Citation analysis] | article | 15 |
2007 | Bayesian Model Comparison and Validation In: American Economic Review. [Full Text][Citation analysis] | article | 23 |
1988 | Comment on Poirer: Operational Bayesian Methods in Econometrics. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 1 |
2011 | Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Getting It Right: Joint Distribution Tests of Posterior Simulators In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 45 |
1994 | Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 11 |
1998 | Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 19 |
1998 | Prior Density-Ratio Class Robustness in Econometrics. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
1995 | Prior density ratio class robustness in econometrics.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
1984 | A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 35 |
1988 | An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
1988 | The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 10 |
2001 | Bayesian Inference and Posterior Simulators In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 0 |
2012 | Financial Competence and Expectations Formation: Evidence from Australia In: The Economic Record. [Full Text][Citation analysis] | article | 18 |
2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2006 | Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | Predicting Turning Points: Technical Paper 2000-3 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1996 | Measuring the Pricing Error of the Arbitrage Pricing Theory In: CEMA Working Papers. [Full Text][Citation analysis] | paper | 160 |
1995 | Measuring the pricing error of the arbitrage pricing theory.(1995) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1996 | Measuring the Pricing Error of the Arbitrage Pricing Theory..(1996) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | article | |
1994 | Priors for Macroeconomic Time Series and Their Application In: Econometric Theory. [Full Text][Citation analysis] | article | 44 |
1992 | Priors for macroeconomic time series and their application.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2009 | Optimal Prediction Pools In: Working Paper Series. [Full Text][Citation analysis] | paper | 250 |
2011 | Optimal prediction pools.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | article | |
2011 | Analysis of variance for bayesian inference In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2014 | Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Prediction using several macroeconomic models In: Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
1978 | Temporal Aggregation in the Multiple Regression Model. In: Econometrica. [Full Text][Citation analysis] | article | 42 |
1981 | The Approximate Slopes of Econometric Tests. In: Econometrica. [Full Text][Citation analysis] | article | 26 |
1986 | The Superneutrality of Money in the United States: An Interpretation of the Evidence. In: Econometrica. [Full Text][Citation analysis] | article | 61 |
1986 | Mobility Indices in Continuous Time Markov Chains. In: Econometrica. [Full Text][Citation analysis] | article | 108 |
1989 | Bayesian Inference in Econometric Models Using Monte Carlo Integration. In: Econometrica. [Full Text][Citation analysis] | article | 476 |
1999 | Power of Tests in Binary Response Models: Comment In: Econometrica. [Citation analysis] | article | 0 |
2003 | Bayesian Inference for Hospital Quality in a Selection Model In: Econometrica. [Citation analysis] | article | 112 |
2002 | Bayesian inference for hospital quality in a selection model.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2001 | Bayesian Inference for Hospital Quality in a Selection Model.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2009 | Comments on Convergence Properties of the Likelihood of Computed Dynamic Models In: Econometrica. [Full Text][Citation analysis] | article | 8 |
2010 | Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets In: Quantitative Economics. [Full Text][Citation analysis] | article | 5 |
1998 | Some experiments in constructing a hybrid model for macroeconomic analysis: A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
2001 | Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 34 |
2007 | Computational techniques for applied econometric analysis of macroeconomic and financial processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
2007 | Interpretation and inference in mixture models: Simple MCMC works In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 83 |
1984 | Inference and causality in economic time series models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 89 |
2001 | Computationally intensive methods for integration in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 93 |
2006 | Bayesian Forecasting In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 51 |
2001 | A note on some limitations of CRRA utility In: Economics Letters. [Full Text][Citation analysis] | article | 81 |
2001 | Bayesian econometrics and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
2003 | Econometric issues in using the AHEAD panel In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | Smoothly mixing regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 96 |
2011 | Inference and prediction in a multiple-structural-break model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1981 | Estimating regression models of finite but unknown order In: Journal of Econometrics. [Full Text][Citation analysis] | article | 96 |
1981 | Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2012 | Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1981 | Latent 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] | article | 11 |
1983 | Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 135 |
1988 | Antithetic acceleration of Monte Carlo integration in Bayesian inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 69 |
1989 | Exact predictive densities for linear models with arch disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
1991 | Seminonparametric Bayesian estimation of the asymptotically ideal production model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
1993 | Forecasting time series with common seasonal patterns In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1996 | Bayesian reduced rank regression in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 101 |
1995 | Bayesian reduced rank regression in econometrics.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
1978 | Testing the exogeneity specification in the complete dynamic simultaneous equation model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
1997 | Statistical inference in the multinomial multiperiod probit model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 104 |
1994 | Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2000 | An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 97 |
1996 | Monte carlo simulation and numerical integration In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 90 |
1995 | Monte Carlo simulation and numerical integration.(1995) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
2006 | A variance screen for collusion In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 106 |
1987 | Long run competition in the U.S. aluminum industry In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 8 |
2010 | Comparing and evaluating Bayesian predictive distributions of asset returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 286 |
2010 | Comment In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
1976 | A 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] | article | 0 |
1995 | A fine time for monetary policy? In: Quarterly Review. [Full Text][Citation analysis] | article | 7 |
1991 | Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments In: Staff Report. [Full Text][Citation analysis] | paper | 102 |
1994 | Alternative computational approaches to inference in the multinomial probit model In: Staff Report. [Full Text][Citation analysis] | paper | 180 |
1994 | Alternative Computational Approaches to Inference in the Multinomial Probit Model..(1994) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | article | |
1997 | An empirical analysis of income dynamics among men in the PSID: 1968-1989 In: Staff Report. [Full Text][Citation analysis] | paper | 7 |
1997 | An 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 nother version. Agregated cites: 7 | paper | |
1997 | Mixture of normals probit models In: Staff Report. [Full Text][Citation analysis] | paper | 32 |
1998 | Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report. [Full Text][Citation analysis] | paper | 705 |
1999 | Using simulation methods for bayesian econometric models: inference, development,and communication.(1999) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 705 | article | |
2000 | Predicting turning points In: Staff Report. [Full Text][Citation analysis] | paper | 11 |
1994 | Bayesian comparison of econometric models In: Working Papers. [Citation analysis] | paper | 38 |
1994 | Variable selection and model comparison in regression In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1995 | Bayesian inference for linear models subject to linear inequality constraints In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
1995 | Posterior simulators in econometrics In: Working Papers. [Full Text][Citation analysis] | paper | 75 |
Posterior Simulators in Econometrics.() In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | ||
1996 | Bayesian inference for dynamic choice models without the need for dynamic programming In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
1996 | Simulation-based Bayesian inference for economic time series In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1981 | Maximum Likelihood Confirmatory Factor Analysis of Economic Time Series. In: International Economic Review. [Full Text][Citation analysis] | article | 45 |
2000 | Introduction: inference and decision making In: Journal of Applied Econometrics. [Citation analysis] | article | 2 |
1986 | Exact Inference in the Inequality Constrained Normal Linear Regression Model. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 95 |
1993 | Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 216 |
2002 | Pitfalls 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] | article | 2 |
1980 | On Specification in Simultaneous Equation Models In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
1978 | The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series In: NBER Chapters. [Full Text][Citation analysis] | chapter | 10 |
2001 | Bayesian Specification Analysis in Econometrics In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
1994 | Advances in Random Utility Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
1999 | Simulation Based Inference for Dynamic Multinomial Choice Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
2005 | Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996 In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2005 | Bayesian 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] | paper | 1 |
1994 | Recursively Simulating Multinomial Multiperiod Probit Probabilities In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
1999 | Computational Experiments and Reality In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 67 |
1999 | Using Simulation Methods for Bayesian Econometric Models In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 685 |
1999 | Reply In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2007 | Comment In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
1979 | Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 44 |
2007 | Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns In: Working Papers. [Full Text][Citation analysis] | paper | 106 |
2011 | Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | article | |
2013 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
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