John Geweke : Citation Profile

Are you John Geweke?

University of Technology Sydney

39

H index

57

i10 index

6105

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: 160
   Journals where John Geweke has often published
   Relations with other researchers
   Recent citing documents: 225.    Total self citations: 33 (0.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge136
   Updated: 2023-11-04    RAS profile: 2023-08-05    
   Missing citations? Add them    Incorrect content? Let us know

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 (170)

Tsionas, Mike (90)

Ravazzolo, Francesco (78)

Schorfheide, Frank (78)

Keane, Michael (75)

Koop, Gary (68)

Fernandez-Villaverde, Jesus (60)

Rubio-Ramirez, Juan F (55)

Koopman, Siem Jan (52)

Chan, Joshua (50)

Marcellino, Massimiliano (49)

Cites to:

Geweke, John (44)

Keane, Michael (30)

Wolfers, Justin (12)

Smets, Frank (11)

Wouters, Raf (11)

Kohn, Robert (10)

amisano, gianni (9)

Smith, Vernon (8)

Plott, Charles (8)

McFadden, Daniel (8)

Brown, Jeffrey (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
American Economic Review3
Journal of Applied Econometrics3
Computational Statistics & Data Analysis3
The Review of Economics and Statistics2
International Journal of Industrial Organization2
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
Computing in Economics and Finance 1999 / Society for Computational Economics2
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales2

Recent works citing John Geweke (2023 and 2022)

YearTitle of citing document
2022Digital Divide, Globalization and Income Inequality in sub-Saharan African countries: Analysing cross-country heterogeneity. (2022). Asongu, Simplice A ; Ndoya, Hermann. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/064.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2022A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. (2022). Segers, Johan ; Portier, Francois ; Leluc, Remi ; Zhuman, Aigerim. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022018.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Predictive 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

2022Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

Full description at Econpapers || Download paper

2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2023Sparse 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

2023A 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Bayesian 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

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.

Full description at Econpapers || Download paper

2023Forecasting 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

2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

Full description at Econpapers || Download paper

2022Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225.

Full description at Econpapers || Download paper

2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

Full description at Econpapers || Download paper

2022Heterogeneous Position Effects and the Power of Rankings. (2022). Greminger, Rafael P. In: Papers. RePEc:arx:papers:2210.16408.

Full description at Econpapers || Download paper

2023Incorporating 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

2023Bayesian 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

2023When 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

2023An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782.

Full description at Econpapers || Download paper

2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2023On 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

2023Consumption 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

2023Scenario Sampling for Large Supermodular Games. (2023). Pelican, Andrin ; Graham, Bryan S. In: Papers. RePEc:arx:papers:2307.11857.

Full description at Econpapers || Download paper

2023Efficient 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

2023Spatial 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

2023High 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.

Full description at Econpapers || Download paper

2022How well do DSGE models with real estate and collateral constraints fit the data?. (2022). , Olivierpierrard ; Pierrard, Olivier ; Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp168.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Director 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

2022Assessing public debt sustainability under COVID?19 uncertainty: Evidence from Côte dIvoire. (2022). Napo, Sassire. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:s1:p:s141-s160.

Full description at Econpapers || Download paper

2023Econometric 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

2022Equal Tax for Equal Alcohol? Beverage Types and Antisocial and Unlawful Behaviours. (2022). Zhao, Xueyan ; Yang, OU ; Srivastava, Preety. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:323:p:354-372.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Bayesian 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

2023Integrating 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

2022Transnational machine learning with screens for flagging bid?rigging cartels. (2022). Ishii, Rieko ; Imhof, David ; Huber, Martin. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:3:p:1074-1114.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Partial 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

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.

Full description at Econpapers || Download paper

2022Beliefs About Maternal Labor Supply. (2022). Rauh, C ; Kaufmann, K ; Golin, M ; Boneva, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2270.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Procuring Survival. (2022). Giuffrida, Leonardo Maria ; Rovigatti, Gabriele ; Cappelletti, Matilde. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10124.

Full description at Econpapers || Download paper

2022Beliefs about Maternal Labor Supply. (2022). Kaufmann, Katja Maria ; Rauh, Christopher ; Golin, Marta ; Boneva, Teodora. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10148.

Full description at Econpapers || Download paper

2023The 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

2022International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2022-01ua.

Full description at Econpapers || Download paper

2023Healthcare 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

2022Income dynamics in dual labor markets. (2022). Lagrosa, Ivan. In: Working Papers. RePEc:cmf:wpaper:wp2022_2209.

Full description at Econpapers || Download paper

2023How 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

2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

Full description at Econpapers || Download paper

2022A generalized whole-cell model for wastewater-fed microbial fuel cells. (2022). Wichern, Marc ; Pant, Deepak ; Lubken, Manfred ; Krimmler, Stefan ; Hiegemann, Heinz ; Gehring, Tito ; Nettmann, Edith ; Stricker, Max ; Littfinski, Tobias. In: Applied Energy. RePEc:eee:appene:v:321:y:2022:i:c:s0306261922006742.

Full description at Econpapers || Download paper

2022Easy to shove, difficult to show: Effect of educative and default nudges on financial self-management. (2022). Dulleck, Uwe ; Rojas, Andres ; Isler, Ozan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000089.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The euro area’s pandemic recession: A DSGE-based interpretation. (2022). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Giovannini, Massimo ; Croitorov, Olga ; Cardani, Roberta. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002160.

Full description at Econpapers || Download paper

2023Vector 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

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.

Full description at Econpapers || Download paper

2023Are 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

2022Peer-induced beliefs regarding college participation. (2022). Dufays, Arnaud ; Dedewanou, Antoine F ; Boucher, Vincent. In: Economics of Education Review. RePEc:eee:ecoedu:v:90:y:2022:i:c:s0272775722000802.

Full description at Econpapers || Download paper

2023Modified 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Bayesian nonparametric learning of how skill is distributed across the mutual fund industry. (2022). Fisher, Mark ; Jensen, Mark J. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:131-153.

Full description at Econpapers || Download paper

2022Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity. (2022). Ando, Tomohiro ; Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:20-38.

Full description at Econpapers || Download paper

2022Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity. (2022). Pelenis, Justinas ; Norets, Andriy. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:62-82.

Full description at Econpapers || Download paper

2022Posterior-based Wald-type statistics for hypothesis testing. (2022). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong ; Liu, Xiaobin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:83-113.

Full description at Econpapers || Download paper

2023Scalable 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

2022Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach. (2022). Li, Haitao ; Yu, Cindy L ; Zhang, Yixiao. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:75-93.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Joint 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

2023Dynamic 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

2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

Full description at Econpapers || Download paper

2023Conditional 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

2022Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels. (2022). Cajueiro, Daniel ; Resende, Marcelo ; Vasconcelos, Silvinha ; Silveira, Douglas. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005594.

Full description at Econpapers || Download paper

2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

Full description at Econpapers || Download paper

2022Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242.

Full description at Econpapers || Download paper

2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

Full description at Econpapers || Download paper

2022Advancing family business research through modeling nonlinear relationships: Comparing PLS-SEM and multiple regression. (2022). Sarstedt, Marko ; Ringle, Christian M ; Hair, Joseph F ; Basco, Rodrigo. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:13:y:2022:i:3:s1877858521000383.

Full description at Econpapers || Download paper

2023Who 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

2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

Full description at Econpapers || Download paper

2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

Full description at Econpapers || Download paper

2022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

Full description at Econpapers || Download paper

2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Data-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

2023The 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

2023Real 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

2023Empirically-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

2023Real-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

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]		article47
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]		article23
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 another 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]		article45
1994Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article11
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 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]		article35
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 another version. Agregated cites: 0		paper
2006Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another 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]		paper160
1995Measuring the pricing error of the arbitrage pricing theory.(1995) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 160		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: 160		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 another version. Agregated cites: 44		paper
2009Optimal Prediction Pools In: Working Paper Series.
[Full Text][Citation analysis]		paper246
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246		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 another version. Agregated cites: 15		article
2013Prediction using several macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]		paper54
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]		article61
1986Mobility Indices in Continuous Time Markov Chains. In: Econometrica.
[Full Text][Citation analysis]		article107
1989Bayesian Inference in Econometric Models Using Monte Carlo Integration. In: Econometrica.
[Full Text][Citation analysis]		article475
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]		article111
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: 111		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: 111		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]		article82
1984Inference and causality in economic time series models In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter89
2001Computationally intensive methods for integration in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter93
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter51
2001A note on some limitations of CRRA utility In: Economics Letters.
[Full Text][Citation analysis]		article81
2001Bayesian econometrics and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
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]		article95
2011Inference and prediction in a multiple-structural-break model In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
[Full Text][Citation analysis]		article96
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		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]		article9
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article135
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]		article56
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]		article101
1995Bayesian reduced rank regression in econometrics.(1995) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101		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]		article104
1994Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		paper
2000An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics.
[Full Text][Citation analysis]		article95
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 another version. Agregated cites: 90		paper
2006A variance screen for collusion In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article105
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]		article284
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]		paper102
1994Alternative computational approaches to inference in the multinomial probit model In: Staff Report.
[Full Text][Citation analysis]		paper179
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: 179		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 another version. Agregated cites: 7		paper
1997Mixture of normals probit models In: Staff Report.
[Full Text][Citation analysis]		paper31
1998Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report.
[Full Text][Citation analysis]		paper701
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: 701		article
2000Predicting turning points In: Staff Report.
[Full Text][Citation analysis]		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]		paper75
Posterior Simulators in Econometrics.() In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
This paper has another 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]		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]		article95
1993Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article216
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]		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]		paper67
1999Using Simulation Methods for Bayesian Econometric Models In: Computing in Economics and Finance 1999.
[Citation analysis]		paper685
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]		paper104
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: 104		article
2013Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments In: Working Paper Series.
[Full Text][Citation analysis]		paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team