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JEL Code: C11
262,850 Total downloads
Showing Papers 1 - 50 of 1,205
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Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
FRB of New York Staff Report No. 619
Marco Del Negro and
Giorgio E. Primiceri
Federal Reserve Bank of New York
and
Northwestern University - Department of Economics
Date Posted: May 18, 2013
Working Paper Series
3 downloads
A Generalized Stackelberg Model with Noisy Observability and Incomplete Information
Jimmy Teng
University of Nottingham Malaysia Campus
Date Posted: May 15, 2013
Working Paper Series
1 downloads
Is Perfect Bayesian Equilibrium a Subset of Nash Equilibrium?
Jimmy Teng
University of Nottingham Malaysia Campus
Date Posted: May 15, 2013
Working Paper Series
1 downloads
Orthogonal Transformation of Coordinates in Copula M-GARCH Models - Bayesian Analysis for WIG20 Spot and Futures Returns
Mateusz Pipien
Cracow University of Economics
Date Posted: May 14, 2013
Working Paper Series
5 downloads
Estimating Dynamic Equilibrium Models with Stochastic Volatility
FRB of Philadelphia Working Paper No. 13-19
Jesús Fernández-Villaverde ,
Pablo Guerron-Quintana
and
Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics
,
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
and
Duke University - Department of Economics
Date Posted: May 13, 2013
Working Paper Series
3 downloads
The Future of Oil: Geology Versus Technology
IMF Working Paper No. 12/109
Jaromír Beneš
,
Marcelle Chauvet ,
Ondra Kamenik ,
Michael Kumhof
,
Douglas Laxton
,
Susanna Mursula
and
Jack Selody
International Monetary Fund (IMF)
,
University of California
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF) - Research Department
,
International Monetary Fund (IMF)
and
affiliation not provided to SSRN
Date Posted: May 11, 2013
Working Paper Series
35 downloads
Prediction Using Several Macroeconomic Models
ECB Working Paper No. 1537
Gianni Amisano
and
John Geweke
European Central Bank (ECB)
and
University of Technology Sydney - Economics Discipline Group
Date Posted: May 11, 2013
Working Paper Series
10 downloads
Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models
ECB Working Paper No. 1536
Anders Warne
,
Günter Coenen
and
Kai Philipp Christoffel
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 11, 2013
Working Paper Series
3 downloads
Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
Mark Davis
and
Sebastien Lleo
Imperial College London
and
Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
37 downloads
Combination Schemes for Turning Point Predictions
Norges Bank Working Paper 2012/04
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
,
Norges Bank
and
Tinbergen Institute
Date Posted: May 07, 2013
Working Paper Series
4 downloads
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Norges Bank Working Paper 2012/09
Todd E. Clark and
Francesco Ravazzolo
Federal Reserve Bank of Cleveland
and
Norges Bank
Date Posted: May 07, 2013
Working Paper Series
7 downloads
The Global Financial Crisis: An Anatomy of Global Growth
IMF Working Paper No. 13/76
Troy Matheson
Government of New Zealand - Department of Economics
Date Posted: May 03, 2013
Working Paper Series
50 downloads
Empirical Relevance of Ambiguity in First Price Auction Models
Gaurab Aryal
and
Dong-Hyuk Kim
Australian National University - Research School of Economics
and
University of Technology Sydney
Date Posted: April 29, 2013
Working Paper Series
2 downloads
On the Epidemic of Financial Crises
Nikolaos Demiris
,
Theodore Kypraios
and
L. Vanessa Smith
Athens University of Economics and Business
,
University of Nottingham
and
University of Cambridge
Date Posted: April 28, 2013
Working Paper Series
10 downloads
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 08/WP/2013
Roberto Casarin ,
Stefano Grassi
,
Francesco Ravazzolo and
H. K. van Dijk
University of Brescia - Department of Economics
,
University of Aarhus - CREATES
,
Norges Bank
and
Tinbergen Institute
Date Posted: April 27, 2013
Working Paper Series
4 downloads
Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation
Tinbergen Institute Discussion Paper 13-060/III
Lukasz T. Gatarek
,
Lennart F. Hoogerheide
,
Koen Hooning
and
H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
Delft University of Technology
and
Tinbergen Institute
Date Posted: April 17, 2013
Working Paper Series
25 downloads
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
Garland Durham
and
John Geweke
University of Colorado at Boulder - Leeds School of Business
and
University of Technology Sydney - Economics Discipline Group
Date Posted: April 16, 2013
Working Paper Series
2 downloads
Cenni di Teoria dei Giochi (Elements of Game Theory)
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 16, 2013
Working Paper Series
108 downloads
Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
UNSW Australian School of Business Research Paper No. 2013-05
Ming Chien Lo
and
James Morley
Saint Cloud State University - Department of Economics
and
University of New South Wales
Date Posted: April 15, 2013
Working Paper Series
13 downloads
Forecasting Using a Large Number of Predictors: Bayesian Model Averaging Versus Principal Components Regression
UNSW Australian School of Business Research Paper No. 2013-04
Rachida Ouysse
University of New South Wales (UNSW)
Date Posted: April 15, 2013
Working Paper Series
82 downloads
Fixed and Random Effects in Classical and Bayesian Regression
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 3, pp. 460-476, 2013
Silvio Rendon
SUNY at Stony Brook University, College of Arts and Science, Department of Economics
Date Posted: April 13, 2013
Accepted Paper Series
Inferring Hawks and Doves from Voting Records
CEPR Discussion Paper No. DP9418
Sylvester C. W. Eijffinger ,
Ronald Mahieu and
Louis Raes
Tilburg University (CentER) - Department of Economics
,
Tilburg University - Center for Economic Research, Econometrics and Finance Group
and
Tilburg University
Date Posted: April 10, 2013
Working Paper Series
2 downloads
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Tinbergen Institute Discussion Paper 13-055/III
Roberto Casarin ,
Stefano Grassi
,
Francesco Ravazzolo and
H. K. van Dijk
University of Brescia - Department of Economics
,
University of Aarhus - CREATES
,
Norges Bank
and
Tinbergen Institute
Date Posted: April 09, 2013
Working Paper Series
42 downloads
Inferring Hawks and Doves from Voting Records
European Banking Center Discussion Paper No. 2013-004, CentER Discussion Paper Series No. 2013-024
Sylvester C. W. Eijffinger ,
Ronald Mahieu and
Louis Raes
Tilburg University (CentER) - Department of Economics
,
Tilburg University - Center for Economic Research, Econometrics and Finance Group
and
Tilburg University
Date Posted: April 09, 2013
Working Paper Series
14 downloads
Growth Slowdowns and the Middle-Income Trap
IMF Working Paper No. 13/71
Shekhar S. Aiyar
,
Romain Duval
,
Damien Puy ,
Yiqun Wu and
Longmei Zhang
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: April 09, 2013
Working Paper Series
47 downloads
Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation
John Geweke ,
Garland Durham
and
Huaxin Xu
University of Technology Sydney - Economics Discipline Group
,
University of Colorado at Boulder - Leeds School of Business
and
University of Technology, Sydney
Date Posted: April 04, 2013
Working Paper Series
14 downloads
How Optimal is US Monetary Policy?
Xiaoshan Chen
,
Tatiana Kirsanova
and
Campbell Leith
University of Stirling
,
University of Glasgow
and
University of Glasgow - Department of Economics
Date Posted: April 03, 2013
Working Paper Series
12 downloads
Toward a Bayesian Inference of Time-Deformation Models: Some Simulation Studies
Tony S. Wirjanto and
Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
and
Independent
Date Posted: March 31, 2013
Working Paper Series
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
Zhongxian Men
,
Tony S. Wirjanto and
Adam W. Kolkiewicz
Independent
,
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
and
Independent
Date Posted: March 31, 2013
Working Paper Series
Stochastic Conditional Duration Models with Mixture Processes
Tony S. Wirjanto ,
Adam W. Kolkiewicz
and
Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
,
Independent
and
Independent
Date Posted: March 31, 2013
Working Paper Series
Bayesian Analysis of a Threshold Stochastic Volatility Model
Tony S. Wirjanto ,
Adam W. Kolkiewicz
and
Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
,
Independent
and
Independent
Date Posted: March 31, 2013
Working Paper Series
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models
Zhongxian Men
,
Adam W. Kolkiewicz
and
Tony S. Wirjanto
Independent
,
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Working Paper Series
Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 13-050/III
Istvan Barra
,
Lennart F. Hoogerheide
,
Siem Jan Koopman and
Andre Lucas
VU University Amsterdam
,
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 27, 2013
Working Paper Series
11 downloads
Regional Income Convergence in India: A Bayesian Spatial Durbin Model Approach
Pushparaj Soundararajan
Department of Econometrics, School of Economics, Madurai Kamaraj University
Date Posted: March 14, 2013
Working Paper Series
13 downloads
The Black-Litterman Model: A Consistent Estimation of the Parameter Tau
Financial Markets and Portfolio Management June 2013, Volume 27, Issue 2, pp 217-251. The final publication is available at Springer online
Erindi Allaj
University of Rome II
Date Posted: March 12, 2013
Last Revised: May 07, 2013
Accepted Paper Series
3 downloads
A Bayesian Understanding of Information Uncertainty and the Cost of Capital
David James Johnstone
University of Sydney - Discipline of Finance
Date Posted: March 12, 2013
Working Paper Series
75 downloads
Spending-Based Austerity Measures and Their Effects on Output and Unemployment
CEPR Discussion Paper No. DP9383
Dimitrios Bermperoglu ,
Evi Pappa and
Eugenia Vella
Autonomous University of Barcelona
,
London School of Economics & Political Science (LSE)
and
Athens University of Economics and Business
Date Posted: March 12, 2013
Working Paper Series
3 downloads
Forecasting Stock Returns Under Economic Constraints
CEPR Discussion Paper No. DP9377
Davide Pettenuzzo ,
Allan G. Timmermann and
Rossen I. Valkanov
Brandeis University - Department of Economics
,
University of California, San Diego (UCSD) - Department of Economics
and
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: March 12, 2013
Working Paper Series
1 downloads
Financial Frictions in the Euro Area: A Bayesian Assessment
ECB Working Paper No. 1521
Stefania Villa
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: March 06, 2013
Working Paper Series
7 downloads
Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits
ECB Working Paper No. 1513
Christiane Nickel and
Andreas Tudyka
European Central Bank (ECB)
and
WHU - Otto Beisheim School of Management
Date Posted: March 05, 2013
Working Paper Series
40 downloads
Linguistic Confusion in Court: Evidence from the Forensic Sciences
Journal of Law and Policy 101 (2013), Northwestern Law & Econ Research Paper No. 13-14
Jonathan J. Koehler
Northwestern University - School of Law
Date Posted: March 03, 2013
Last Revised: April 28, 2013
Accepted Paper Series
30 downloads
Defending Cross Site Reference Forgery (CSRF) Attacks on Contemporary Web Applications Using a Bayesian Predictive Model
Roshan Shaikh
Pace University
Date Posted: March 02, 2013
Working Paper Series
27 downloads
Behavioral Economics and Its Meaning for Antitrust Agency Decision Making
Journal of Law, Economics and Policy, Vol. 8, No. 4, Fall 2012, George Mason Law & Economics Research Paper No. 13-17
James C. Cooper
and
William E. Kovacic
George Mason University School of Law - Law & Economics Center
and
George Washington University - Law School
Date Posted: February 22, 2013
Accepted Paper Series
99 downloads
Regionalization vs. Globalization
IMF Working Paper No. 13/19
Hideaki Hirata
,
M. Ayhan Kose and
Christopher Otrok
Hosei University
,
International Monetary Fund (IMF)
and
University of Missouri
Date Posted: February 22, 2013
Working Paper Series
28 downloads
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Tingting Cheng
,
Jiti Gao and
X. Zhang
Monash University
,
Monash University - Department of Econometrics & Business Statistics
and
Monash University
Date Posted: February 14, 2013
Working Paper Series
7 downloads
Panel Vector Autoregressive Models: A Survey
ECB Working Paper No. 1507
Fabio Canova and
Matteo Ciccarelli
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
and
European Central Bank (ECB)
Date Posted: February 12, 2013
Working Paper Series
64 downloads
Determination, Uniformity, and Relevance: Normative Criteria for Generalization and Reasoning by Analogy
ANALOGICAL REASONING: PERSPECTIVES OF ARTIFICIAL INTELLIGENCE, COGNITIVE SCIENCE, AND PHILOSOPHY, pp. 227-250, David H. Helman, ed., Kluwer Academic Publishers, 1988
Todd Davies
Stanford University - Symbolic Systems Program
Date Posted: February 12, 2013
Last Revised: March 11, 2013
Accepted Paper Series
10 downloads
ABCD Inference
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 11, 2013
Working Paper Series
6 downloads
Likelihood-Based Inference in Data Envelopment Analysis
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 11, 2013
Working Paper Series
6 downloads
Fiducial Approximations to Posterior Distributions
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
2 downloads
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