39
H index
58
i10 index
6368
Citations
University of Technology Sydney | 39 H index 58 i10 index 6368 Citations RESEARCH PRODUCTION: 67 Articles 42 Papers 6 Chapters EDITOR: RESEARCH ACTIVITY:
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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: |
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2024 | Beliefs About Maternal Labor Supply. (2024). Rauh, Christopher ; Kaufmann, Katja ; Boneva, Teodora ; Golin, Marta. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:300. Full description at Econpapers || Download paper | |
2024 | Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2024 | Dynamically Optimal Treatment Allocation. (2024). Adusumilli, Karun ; Geiecke, Friedrich ; Schilter, Claudio. In: Papers. RePEc:arx:papers:1904.01047. Full description at Econpapers || Download paper | |
2025 | A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708. Full description at Econpapers || Download paper | |
2024 | Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2024 | Non-Existent Moments of Earnings Growth. (2024). Wang, Yulong ; Sasaki, Yuya ; Sarpietro, Silvia. In: Papers. RePEc:arx:papers:2203.08014. Full description at Econpapers || Download paper | |
2025 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2025 | Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Structural Estimation. (2025). Greminger, Rafael P. In: Papers. RePEc:arx:papers:2210.16408. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2025 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper | |
2024 | Large 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. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2025 | Quasi-Bayes in Latent Variable Models. (2025). Kankanala, Sid. In: Papers. RePEc:arx:papers:2311.06831. Full description at Econpapers || Download paper | |
2024 | Healthcare 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. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2025 | Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321. Full description at Econpapers || Download paper | |
2024 | Overeducation under different macroeconomic conditions: The case of Spanish university graduates. (2024). , Roc'Io ; Cuesta, Maite Bl'Azquez. In: Papers. RePEc:arx:papers:2407.04437. Full description at Econpapers || Download paper | |
2024 | Computationally Efficient Estimation of Large Probit Models. (2024). Qu, Zhaonan ; Ye, Yinyu ; Ding, Patrick ; Imbens, Guido. In: Papers. RePEc:arx:papers:2407.09371. Full description at Econpapers || Download paper | |
2024 | Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330. Full description at Econpapers || Download paper | |
2024 | Testing 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. Full description at Econpapers || Download paper | |
2025 | Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers || Download paper | |
2025 | Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759. Full description at Econpapers || Download paper | |
2025 | Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649. Full description at Econpapers || Download paper | |
2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper | |
2024 | Parallel Tempering for DSGE Estimation. (2024). Brault, Joshua. In: Staff Working Papers. RePEc:bca:bocawp:24-13. Full description at Econpapers || Download paper | |
2024 | Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30. Full description at Econpapers || Download paper | |
2024 | Procuring survival. (2024). Rovigatti, Gabriele ; Cappelletti, Matilde ; Giuffrida, Leonardo Maria. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1439_24. Full description at Econpapers || Download paper | |
2024 | Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206. Full description at Econpapers || Download paper | |
2024 | Circular 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. Full description at Econpapers || Download paper | |
2024 | Hybrid 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Central Bank Objectives, Monetary Policy Rules, and Limited Information. (2024). Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.04. Full description at Econpapers || Download paper | |
2024 | Challenges 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. Full description at Econpapers || Download paper | |
2025 | Pandemic 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. Full description at Econpapers || Download paper | |
2025 | The 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. Full description at Econpapers || Download paper | |
2025 | The 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. Full description at Econpapers || Download paper | |
2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper | |
2024 | Are 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. Full description at Econpapers || Download paper | |
2025 | Dynare: 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. Full description at Econpapers || Download paper | |
2024 | Earnings Dynamics and Firm-Level Shocks. (2024). Laun, Lisa ; Pistaferri, Luigi ; Meghir, Costas ; Friedrich, Benjamin. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2383. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | ECB 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. Full description at Econpapers || Download paper | |
2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper | |
2024 | Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991. Full description at Econpapers || Download paper | |
2024 | Semi-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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Bayesian 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. Full description at Econpapers || Download paper | |
2025 | Judgment 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. Full description at Econpapers || Download paper | |
2025 | All 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Business 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. Full description at Econpapers || Download paper | |
2024 | Trends 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. Full description at Econpapers || Download paper | |
2025 | Examining 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. Full description at Econpapers || Download paper | |
2024 | Maximum 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. Full description at Econpapers || Download paper | |
2024 | Advances 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. Full description at Econpapers || Download paper | |
2024 | Bayesian 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. Full description at Econpapers || Download paper | |
2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper | |
2025 | Firm 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. Full description at Econpapers || Download paper | |
2024 | Combining 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. Full description at Econpapers || Download paper | |
2024 | High-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. Full description at Econpapers || Download paper | |
2024 | Predicting 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Are 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2025 | Complementary 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. Full description at Econpapers || Download paper | |
2024 | Forecast 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. Full description at Econpapers || Download paper | |
2024 | Bayesian 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. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Should 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. Full description at Econpapers || Download paper | |
2024 | Generalized 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2025 | Sparse 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. Full description at Econpapers || Download paper | |
2024 | Understanding 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. Full description at Econpapers || Download paper | |
2025 | Statistical decision functions with judgment. (2025). Manganelli, Simone. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001467. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Trend 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. Full description at Econpapers || Download paper | |
2024 | Central 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. Full description at Econpapers || Download paper | |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper | |
2024 | Instrumental 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. Full description at Econpapers || Download paper | |
2024 | Averaging 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. Full description at Econpapers || Download paper | |
2024 | Using 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. Full description at Econpapers || Download paper | |
2024 | Sequential 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. Full description at Econpapers || Download paper | |
2025 | Carbon 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. Full description at Econpapers || Download paper | |
2024 | Trend-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. Full description at Econpapers || Download paper | |
2024 | Comparative 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. Full description at Econpapers || Download paper | |
2025 | On 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. Full description at Econpapers || Download paper | |
2025 | An 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. Full description at Econpapers || Download paper | |
2024 | Central bank objectives, monetary policy rules, and limited information. (2024). Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04624959. Full description at Econpapers || Download paper | |
2024 | US Interest Rates: Are Relations Stable?. (2024). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2024_003. Full description at Econpapers || Download paper | |
2024 | Deciphering the Neo-Fisherian Effect. (2024). Kano, Takashi ; Bouakez, Hafedh. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-140. Full description at Econpapers || Download paper | |
2024 | Bayesian 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. Full description at Econpapers || Download paper | |
2025 | Gains 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Approximate 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. Full description at Econpapers || Download paper | |
2025 | A 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. Full description at Econpapers || Download paper | |
2025 | Inflation 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2025 | Estimating 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. Full description at Econpapers || Download paper | |
2025 | The 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. Full description at Econpapers || Download paper | |
2024 | A note on the determinants of NFTs returns. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_02. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Econometrics |
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2012 | Prediction with Misspecified Models In: American Economic Review. [Full Text][Citation analysis] | article | 50 |
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 | 25 |
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 | 48 |
1994 | Bayesian Analysis of Stochastic Volatility Models: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 10 |
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 | 36 |
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 | 175 |
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: 175 | paper | |
1996 | Measuring 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 | |
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 | 273 |
2011 | Optimal prediction pools.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 273 | 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 | 59 |
1978 | Temporal Aggregation in the Multiple Regression Model. In: Econometrica. [Full Text][Citation analysis] | article | 45 |
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 | 62 |
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 | 492 |
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 | 121 |
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: 121 | 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: 121 | 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 | 86 |
1984 | Inference and causality in economic time series models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 91 |
2001 | Computationally intensive methods for integration in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 94 |
2006 | Bayesian Forecasting In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 55 |
2001 | A note on some limitations of CRRA utility In: Economics Letters. [Full Text][Citation analysis] | article | 82 |
2001 | Bayesian econometrics and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
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 | 99 |
2011 | Inference and prediction in a multiple-structural-break model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
1981 | Estimating regression models of finite but unknown order In: Journal of Econometrics. [Full Text][Citation analysis] | article | 97 |
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: 97 | 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 | 12 |
1983 | Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 134 |
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 | 57 |
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 | 105 |
1995 | Bayesian reduced rank regression in econometrics.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | 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 | 106 |
1994 | Statistical inference in the multinomial multiperiod probit model.(1994) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2000 | An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 100 |
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 | 114 |
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 | 307 |
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 | 112 |
1994 | Alternative computational approaches to inference in the multinomial probit model In: Staff Report. [Full Text][Citation analysis] | paper | 181 |
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: 181 | 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 | 33 |
1998 | Using simulation methods for Bayesian econometric models: inference, development, and communication In: Staff Report. [Full Text][Citation analysis] | paper | 736 |
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: 736 | 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 | 39 |
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 | 48 |
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 | 96 |
1993 | Bayesian Treatment of the Independent Student- t Linear Model. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 229 |
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 | 4 |
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 | 720 |
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 | 107 |
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: 107 | 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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