John Geweke : Citation Profile

University of Technology Sydney

39

H index

58

i10 index

6368

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: 167
   Journals where John Geweke has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 33 (0.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge136
   Updated: 2025-06-21    RAS profile: 2023-08-05    
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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 (168)

Tsionas, Mike (90)

Ravazzolo, Francesco (78)

Schorfheide, Frank (78)

Keane, Michael (76)

Koop, Gary (72)

Rubio-Ramirez, Juan F (65)

Fernandez-Villaverde, Jesus (62)

Koopman, Siem Jan (54)

Chan, Joshua (53)

Huber, Florian (52)

Cites to:

Geweke, John (44)

Keane, Michael (30)

Smets, Frank (12)

Wolfers, Justin (12)

Wouters, Raf (12)

Kohn, Robert (10)

amisano, gianni (9)

Smith, Vernon (8)

McFadden, Daniel (8)

Plott, Charles (8)

Zitzewitz, Eric (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
Journal of Applied Econometrics3
American Economic Review3
Computational Statistics & Data Analysis3
International Journal of Forecasting2
The Review of Economics and Statistics2
International Journal of Industrial Organization2
International Economic Review2

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 (2025 and 2024)

YearTitle of citing document
2024Beliefs About Maternal Labor Supply. (2024). Rauh, Christopher ; Kaufmann, Katja ; Boneva, Teodora ; Golin, Marta. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:300.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Dynamically Optimal Treatment Allocation. (2024). Adusumilli, Karun ; Geiecke, Friedrich ; Schilter, Claudio. In: Papers. RePEc:arx:papers:1904.01047.

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2025A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Non-Existent Moments of Earnings Growth. (2024). Wang, Yulong ; Sasaki, Yuya ; Sarpietro, Silvia. In: Papers. RePEc:arx:papers:2203.08014.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2025Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Structural Estimation. (2025). Greminger, Rafael P. In: Papers. RePEc:arx:papers:2210.16408.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2024Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2025Quasi-Bayes in Latent Variable Models. (2025). Kankanala, Sid. In: Papers. RePEc:arx:papers:2311.06831.

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2024Healthcare Quality by Specialists under a Mixed Compensation System: an Empirical Analysis. (2024). Houndetoungan, Aristide ; Échevin, Damien ; Echevin, Damien ; Fortin, Bernard. In: Papers. RePEc:arx:papers:2402.04472.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2024Overeducation under different macroeconomic conditions: The case of Spanish university graduates. (2024). , Roc'Io ; Cuesta, Maite Bl'Azquez. In: Papers. RePEc:arx:papers:2407.04437.

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2024Computationally Efficient Estimation of Large Probit Models. (2024). Qu, Zhaonan ; Ye, Yinyu ; Ding, Patrick ; Imbens, Guido. In: Papers. RePEc:arx:papers:2407.09371.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?. (2024). Callaway, Brantly ; Li, Tong ; Arslan, Hayri Alper. In: Papers. RePEc:arx:papers:2410.19947.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Parallel Tempering for DSGE Estimation. (2024). Brault, Joshua. In: Staff Working Papers. RePEc:bca:bocawp:24-13.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024Procuring survival. (2024). Rovigatti, Gabriele ; Cappelletti, Matilde ; Giuffrida, Leonardo Maria. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1439_24.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2024Circular economy and public policies: A dynamic analysis for European SMEs. (2024). Teruel, Mercedes ; Tomasporres, Josep ; Segarrablasco, Agusti. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3532-3549.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Do Financial Markets Respond to Populist Rhetoric?. (2024). Gne, Gkhan Ahn ; Demralp, Selva ; Akmakli, Cem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:541-567.

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2024Central Bank Objectives, Monetary Policy Rules, and Limited Information. (2024). Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.04.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2025Pandemic Intensity Estimation using Dynamic Factor Modeling. (2025). Aaron, Cooke ; John, Vivian. In: Statistics, Politics and Policy. RePEc:bpj:statpp:v:16:y:2025:i:1:p:37-61:n:1003.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2024Earnings Dynamics and Firm-Level Shocks. (2024). Laun, Lisa ; Pistaferri, Luigi ; Meghir, Costas ; Friedrich, Benjamin. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2383.

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2024Financial Repression in General Equilibrium: The Case of the United States, 1948–1974. (2024). Müller, Gernot ; Kriwoluzky, Alexander ; Kliem, Martin ; Muller, Gernot J ; Scheer, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2075.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2024Semi-Nonparametric Estimation of Energy Demand in Tunisia. (2024). Bel Hadj Miled, kamel ; Landolsi, Monia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-26.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Dai, LU ; Yang, Jizhe. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2024Bayesian modal regression based on mixture distributions. (2024). Huang, Xianzheng ; Bai, Ray ; Liu, Qingyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000963.

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2025Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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2025All models are wrong but all can be useful: Robust policy design using prediction pools. (2025). Mirza, Afrasiab ; Pearlman, Joseph ; Dek, Szabolcs ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000624.

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2024A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions. (2024). Silgado-Gómez, Edgar ; Jaimes, Richard ; Gallegos, José-Elías ; Silgado-Gomez, Edgar ; Afsar, Atahan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004388.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Creal, Drew ; Kim, Jaeho. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024High-frequency realized stochastic volatility model. (2024). Watanabe, Toshiaki ; Nakajima, Jouchi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000938.

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2024Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Are two financial frictions necessary to match U.S. business and financial cycles?. (2024). Kuchta, Zbigniew ; Gorajski, Mariusz. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011273.

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2024The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243.

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2024The effect of collateral on small business rationing of term loans and lines of credit. (2024). Liu, Weixi ; cowling, marc ; Cole, Rebel A. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001050.

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2025Complementary bidding and cartel detection: Evidence from Nordic asphalt markets. (2025). Buri, Riku ; Lundberg, Johan ; Aaltio, Aapo ; Jokelainen, Antto. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:98:y:2025:i:c:s0167718724000845.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054.

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2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

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2024Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2024Understanding uncertainty shocks and the role of black swans. (2024). Veldkamp, Laura ; Orlik, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s002205312400111x.

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2025Statistical decision functions with judgment. (2025). Manganelli, Simone. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001467.

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2024A structural microsimulation model for demand-side cost-sharing in healthcare. (2024). Remmerswaal, Minke ; Boone, Jan. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000456.

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2024Trend inflation and exchange rate dynamics: A new Keynesian approach. (2024). Kano, Takashi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001153.

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2024Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s0164070424000193.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024Instrumental variables with unobserved heterogeneity in treatment effects. (2024). Torgovitsky, Alexander ; Mogstad, Magne. In: Handbook of Labor Economics. RePEc:eee:labchp:v:5:y:2024:i:c:p:1-114.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2024Using traffic assignment models to assist Bayesian inference for origin–destination matrices. (2024). Hazelton, Martin L ; Najim, Lara. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:186:y:2024:i:c:s0191261524001437.

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2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

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2025Carbon emission cycles in the U.S.: Greening through browning?. (2025). Ferri, J ; Domnech, R ; Andrs, J ; di Gennaro, A ; Bosc, J E. In: Working Papers. RePEc:fda:fdaddt:2025-04.

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2024Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100.

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2024Comparative Analysis of Machine Learning Techniques in Predicting Wind Power Generation: A Case Study of 2018–2021 Data from Guatemala. (2024). Kim, Kwanho ; Carrera, Berny. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3158-:d:1422773.

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2025On the Use of the Harmonic Mean Estimator for Selecting the Hypothetical Income Distribution from Grouped Data. (2025). Kakamu, Kazuhiko. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:72-:d:1582008.

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2025An Analysis of Vectorised Automatic Differentiation for Statistical Applications. (2025). Zhu, Dan ; Jacobi, Liana ; Kwok, Chun Fung. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:2:p:40-:d:1659287.

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2024Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04624959.

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2024US Interest Rates: Are Relations Stable?. (2024). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2024_003.

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2024Deciphering the Neo-Fisherian Effect. (2024). Kano, Takashi ; Bouakez, Hafedh. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-140.

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2024Bayesian Perspective in the Selection of Bean Genotypes. (2024). Rebecca, Taamara ; Hugo, Gustavo ; de Faria, Luis Claudio ; Michelon, Gabriela Karoline ; Lima, Thalyson V ; Danilo, Kleyton ; Santos, Paulo R ; Nascimento, Moysaes ; Costa, Antonio F ; da Silva, Josae Wilson ; Gravina, Geraldo A. In: Journal of Agricultural Science. RePEc:ibn:jasjnl:v:12:y:2024:i:9:p:173.

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2025Gains from Alternative Assignment? Evidence from a Two-Sided Teacher Market. (2025). Mykerezi, Elton ; Laverde, Mariana ; Sojourner, Aaron ; Sood, Aradhya. In: IZA Discussion Papers. RePEc:iza:izadps:dp17696.

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2024The Spherical Parametrisation for Correlation Matrices and its Computational Advantages. (2024). Pedini, Luca ; Lucchetti, Riccardo (Jack). In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3.

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2024Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Abanto-Valle, Carlos A ; Garrafa-Aragn, Hernn B ; Castro, Luis M. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10490-4.

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2025A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function. (2025). Jo, Seongil ; Choi, Jongwoo ; Kim, Jaeoh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10598-1.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2024The contribution of innovation to farm-level productivity. (2024). Emvalomatis, Grigorios ; Wallace, Michael ; Parikoglou, Iordanis ; Thorne, Fiona ; Lapple, Doris. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:2:d:10.1007_s11123-024-00728-0.

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2025Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach. (2025). Rolheiser, Lyndsey ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09957-w.

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2025The sequential search model: A framework for empirical research. (2025). Honka, Elisabeth ; Seiler, Stephan ; Ursu, Raluca. In: Quantitative Marketing and Economics (QME). RePEc:kap:qmktec:v:23:y:2025:i:1:d:10.1007_s11129-024-09291-2.

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2024A note on the determinants of NFTs returns. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_02.

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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.
[Full Text][Citation analysis]		article50
1985Macroeconometric Modeling and the Theory of the Representative Agent. In: American Economic Review.
[Full Text][Citation analysis]		article15
2007Bayesian Model Comparison and Validation In: American Economic Review.
[Full Text][Citation analysis]		article25
1988Comment on Poirer: Operational Bayesian Methods in Econometrics. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article1
2011Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers.
[Full Text][Citation analysis]		paper9
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2004Getting It Right: Joint Distribution Tests of Posterior Simulators In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article48
1994Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article10
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article19
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.
[Full Text][Citation analysis]
This paper has nother 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]		article36
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.
[Full Text][Citation analysis]		article0
2012Financial Competence and Expectations Formation: Evidence from Australia In: The Economic Record.
[Full Text][Citation analysis]		article18
2006Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2006Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2000Predicting Turning Points: Technical Paper 2000-3 In: Working Papers.
[Full Text][Citation analysis]		paper2
1996Measuring the Pricing Error of the Arbitrage Pricing Theory In: CEMA Working Papers.
[Full Text][Citation analysis]		paper175
1995Measuring the pricing error of the arbitrage pricing theory.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175		paper
1996Measuring the Pricing Error of the Arbitrage Pricing Theory..(1996) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175		article
1994Priors for Macroeconomic Time Series and Their Application In: Econometric Theory.
[Full Text][Citation analysis]		article44
1992Priors 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
2009Optimal Prediction Pools In: Working Paper Series.
[Full Text][Citation analysis]		paper273
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 273		article
2011Analysis of variance for bayesian inference In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2013Prediction using several macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]		paper59
1978Temporal Aggregation in the Multiple Regression Model. In: Econometrica.
[Full Text][Citation analysis]		article45
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]		article62
1986Mobility Indices in Continuous Time Markov Chains. In: Econometrica.
[Full Text][Citation analysis]		article108
1989Bayesian Inference in Econometric Models Using Monte Carlo Integration. In: Econometrica.
[Full Text][Citation analysis]		article492
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]		article121
2002Bayesian inference for hospital quality in a selection model.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2001Bayesian Inference for Hospital Quality in a Selection Model.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2009Comments on Convergence Properties of the Likelihood of Computed Dynamic Models In: Econometrica.
[Full Text][Citation analysis]		article8
2010Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets In: Quantitative Economics.
[Full Text][Citation analysis]		article5
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]		article34
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]		article86
1984Inference and causality in economic time series models In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter91
2001Computationally intensive methods for integration in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter94
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter55
2001A note on some limitations of CRRA utility In: Economics Letters.
[Full Text][Citation analysis]		article82
2001Bayesian econometrics and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
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]		article99
2011Inference and prediction in a multiple-structural-break model In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
[Full Text][Citation analysis]		article97
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		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]		article12
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article134
1988Antithetic acceleration of Monte Carlo integration in Bayesian inference In: Journal of Econometrics.
[Full Text][Citation analysis]		article69
1989Exact predictive densities for linear models with arch disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article58
1991Seminonparametric Bayesian estimation of the asymptotically ideal production model In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
1993Forecasting time series with common seasonal patterns In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1996Bayesian reduced rank regression in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article105
1995Bayesian reduced rank regression in econometrics.(1995) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		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]		article106
1994Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2000An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics.
[Full Text][Citation analysis]		article100
1996Monte carlo simulation and numerical integration In: Handbook of Computational Economics.
[Full Text][Citation analysis]		chapter90
1995Monte Carlo simulation and numerical integration.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2006A variance screen for collusion In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article114
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]		article307
2010Comment In: International Journal of Forecasting.
[Full Text][Citation analysis]		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]		article7
1991Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments In: Staff Report.
[Full Text][Citation analysis]		paper112
1994Alternative computational approaches to inference in the multinomial probit model In: Staff Report.
[Full Text][Citation analysis]		paper181
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 nother version. Agregated cites: 181		article
1997An empirical analysis of income dynamics among men in the PSID: 1968-1989 In: Staff Report.
[Full Text][Citation analysis]		paper7
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 nother version. Agregated cites: 7		paper
1997Mixture of normals probit models In: Staff Report.
[Full Text][Citation analysis]		paper33
1998Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report.
[Full Text][Citation analysis]		paper736
1999Using 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: 736		article
2000Predicting turning points In: Staff Report.
[Full Text][Citation analysis]		paper11
1994Bayesian comparison of econometric models In: Working Papers.
[Citation analysis]		paper39
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]		paper75
Posterior Simulators in Econometrics.() In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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]		article48
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]		article96
1993Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article229
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]		article2
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]		paper4
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]		paper67
1999Using Simulation Methods for Bayesian Econometric Models In: Computing in Economics and Finance 1999.
[Citation analysis]		paper720
1999Reply In: Econometric Reviews.
[Full Text][Citation analysis]		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]		article44
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns In: Working Papers.
[Full Text][Citation analysis]		paper107
2011Hierarchical 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: 107		article
2013Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments In: Working Paper Series.
[Full Text][Citation analysis]		paper7

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