John Geweke

University of Technology Sydney - Economics Discipline Group

Professor

645 Harris Street

Sydney, NSW 2007

Australia

http://www.censoc.uts.edu.au/about/members/jgeweke_papers.html

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 11,535

SSRN RANKINGS

Top 11,535

in Total Papers Downloads

4,399

SSRN CITATIONS
Rank 3,038

SSRN RANKINGS

Top 3,038

in Total Papers Citations

61

CROSSREF CITATIONS

322

Scholarly Papers (23)

1.

Econometrics: A Bird's Eye View

CESifo Working Paper Series No. 1870, IZA Discussion Paper No. 2458
Number of pages: 73 Posted: 30 Nov 2006
University of Technology Sydney - Economics Discipline Group, Northwestern University and University of Southern California - Department of Economics
Downloads 1,188 (18,204)

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history of econometrics, microeconometrics, macroeconometrics, Bayesian econometrics, nonparametric and semi-parametric analysis

2.

A Variance Screen for Collusion

Vanderbilt Law and Economics Research Paper No. 05-13; FTC Bureau of Economics Working Paper No. 275
Number of pages: 27 Posted: 07 Apr 2005
Global Economics Group, LLC, U.S. Federal Trade Commission - Bureau of Economics, Vanderbilt University - Owen Graduate School of Management and University of Technology Sydney - Economics Discipline Group
Downloads 534 (55,169)
Citation 12

Abstract:

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Collusion, Price Fixing, Firms, Firm

3.

Massively Parallel Sequential Monte Carlo for Bayesian Inference

Number of pages: 58 Posted: 25 Nov 2011
John Geweke and Garland Durham
University of Technology Sydney - Economics Discipline Group and Quantos Analytics
Downloads 324 (99,860)
Citation 12

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graphics processing unit, particle filter, posterior simulation, single instruction multiple data

4.

Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns

ECB Working Paper No. 831
Number of pages: 77 Posted: 28 Aug 2007
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and Board of Governors of the Federal Reserve System
Downloads 219 (149,829)
Citation 1

Abstract:

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asset returns, Bayesian, forecasting, MCMC, mixture models

5.

Models, Computational Experiments and Reality

Number of pages: 28 Posted: 28 Aug 2007
John Geweke
University of Technology Sydney - Economics Discipline Group
Downloads 204 (160,097)
Citation 11

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Bayesian, calibration, computational experiments, DSGE models, equity premium, macroeconometrics

6.

Optimal Prediction Pools

ECB Working Paper No. 1017
Number of pages: 37 Posted: 04 Jul 2008
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and Board of Governors of the Federal Reserve System
Downloads 186 (174,260)
Citation 11

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forecasting, GARCH, log scoring, Markov mixture, model combination, S&P 500 returns, stochastic volatility

7.

Inferring Hospital Quality from Patient Discharge Records Using a Bayesian Selection Model

Number of pages: 55 Posted: 09 Apr 2000
University of Technology Sydney - Economics Discipline Group, University of Arizona - Eller College of Management and National Bureau of Economic Research (NBER)
Downloads 183 (176,820)
Citation 2

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8.

Financial Competence, Risk Presentation and Retirement Portfolio Preferences

UNSW Australian School of Business Research Paper No. 2011ACTL03
Number of pages: 50 Posted: 08 Mar 2011 Last Revised: 12 Apr 2011
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School
Downloads 181 (178,541)
Citation 5

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discrete choice, risk preference, numeracy skills, financial literacy

9.

Memoirs of an Indifferent Trader: Estimating Forecast Distributions from Prediction Markets

Number of pages: 49 Posted: 25 May 2008 Last Revised: 25 Feb 2015
Joyce E. Berg, John Geweke and Thomas Rietz
University of Iowa - Henry B. Tippie College of Business, University of Technology Sydney - Economics Discipline Group and University of Iowa - Henry B. Tippie College of Business
Downloads 153 (206,325)
Citation 2

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Forecasting, Information Systems: Systems Analysis and Design, Probability: Distributions, Bayesian Estimation, Iowa Electronic Markets

10.

Investment Risk Framing and Individual Preference Consistency

UNSW Australian School of Business Research Paper No. 2010ACTL08
Number of pages: 39 Posted: 27 Aug 2010 Last Revised: 12 Apr 2011
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School
Downloads 138 (224,330)
Citation 1

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investment risk, household finance, framing, retirement savings

11.

Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns

ECB Working Paper No. 969
Number of pages: 33 Posted: 29 Nov 2008
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and Board of Governors of the Federal Reserve System
Downloads 126 (240,726)
Citation 11

Abstract:

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forecasting, GARCH, inverse probability transform, Markov mixture, predictive likelihood, S&P 500 returns, stochastic volatility

12.

Evaluating the Predictive Distributions of Bayesian Models of Asset Returns

Number of pages: 19 Posted: 04 Jul 2008
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and Board of Governors of the Federal Reserve System
Downloads 124 (243,592)
Citation 2

Abstract:

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forecasting, GARCH, inverse probability transform, Markov mixture, predictive likelihood, S&P 500 returns, stochastic volatility

13.

Prediction Using Several Macroeconomic Models

ECB Working Paper No. 1537
Number of pages: 43 Posted: 11 May 2013
Gianni Amisano and John Geweke
Board of Governors of the Federal Reserve System and University of Technology Sydney - Economics Discipline Group
Downloads 120 (249,705)
Citation 5

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Analysis of variance, Bayesian model averaging, dynamic factor model, dynamic stochastic general equilibrium model, prediction pools, probability integral transform test, vector autoregression model

14.

Economic Rationality, Risk Presentation, and Retirement Portfolio Choice

UNSW Australian School of Business Research Paper No. 2011ACTL02
Number of pages: 38 Posted: 19 Sep 2011
UNSW Sydney, CEPAR, University of Technology, Sydney - Centre for the Study of Choice, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics, The University of Sydney Business School and University of Technology Sydney - Economics Discipline Group
Downloads 108 (269,239)
Citation 6

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discrete choice, context and framing effects, retirement savings, investment risk, household finance, financial literacy

15.

Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation

Number of pages: 28 Posted: 04 Apr 2013
John Geweke, Garland Durham and Huaxin Xu
University of Technology Sydney - Economics Discipline Group, Quantos Analytics and University of Technology, Sydney
Downloads 103 (278,275)
Citation 2

Abstract:

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algorithm, binomial logit, multinomial logit, massively parallel

16.

A Simple Method to Estimate Preference Parameters for Individuals

2014, International Journal of Research in Marketing, 31(1)
Number of pages: 43 Posted: 10 Jul 2013 Last Revised: 22 Aug 2013
University of Technology, Sydney (UTS) - Centre for the Study of Choice, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group and University of South Australia - Institute for Choice
Downloads 102 (280,157)

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choice modeling, Bayesian estimation, discrete choice experiment, conjugate prior, individual level choice model

Financial Competence and Expectations Formation: Evidence from Australia

UNSW Australian School of Business Research Paper No. 2011ACTL07
Number of pages: 48 Posted: 17 Apr 2011
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School
Downloads 96 (293,637)
Citation 3

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retirement savings, financial literacy, uncertainty

Financial Competence and Expectations Formation: Evidence from Australia

Economic Record, Vol. 88, Issue 280, pp. 39-63, 2012
Number of pages: 25 Posted: 24 Feb 2012
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, The University of Sydney Business School and University of Cambridge - Faculty of Economics and Politics
Downloads 1 (727,365)
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Financial Competence and Expectations Formation: Evidence from Australia

Posted: 20 Apr 2011
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School

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retirement savings, financial literacy, uncertainty

Financial Competence and Expectations Formation: Evidence from Australia

Posted: 24 May 2011
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School

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discrete choice, retirement savings, investment risk, household finance, financial literacy

Bayesian Inference for Hospital Quality in a Selection Model

FRB of San Francisco Working Paper No. 2002-18
Number of pages: 63 Posted: 03 May 2005
University of Technology Sydney - Economics Discipline Group, University of Arizona - Eller College of Management and National Bureau of Economic Research (NBER)
Downloads 59 (390,002)

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Medical care

Bayesian Inference for Hospital Quality in a Selection Model

NBER Working Paper No. w8497
Number of pages: 64 Posted: 29 Sep 2001 Last Revised: 24 Oct 2010
University of Technology Sydney - Economics Discipline Group, University of Arizona - Eller College of Management and National Bureau of Economic Research (NBER)
Downloads 37 (476,728)
Citation 2

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19.

Disengagement: A Partial Solution to the Annuity Puzzle

UNSW Australian School of Business Research Paper No. 2013ACTL10
Number of pages: 38 Posted: 04 Apr 2013
UNSW Sydney, CEPAR, University of Technology Sydney (UTS) - School of Marketing, University of Technology Sydney - Economics Discipline Group, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and The University of Sydney Business School
Downloads 68 (357,748)
Citation 1

Abstract:

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discrete choice, retirement incomes, household nance, annuities, financial literacy

20.

Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments

Number of pages: 39 Posted: 16 Apr 2013
Garland Durham and John Geweke
Quantos Analytics and University of Technology Sydney - Economics Discipline Group
Downloads 62 (375,207)
Citation 24

Abstract:

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graphics processing unit, particle filter, posterior simulation, sequential Monte Carlo, single instruction multiple data

21.

Analysis of Variance for Bayesian Inference

ECB Working Paper No. 1409
Number of pages: 24 Posted: 21 Dec 2011
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and Board of Governors of the Federal Reserve System
Downloads 60 (381,336)
Citation 1

Abstract:

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Analysis of variance, Bayesian inference, predictive distributions

22.

Clinical Evaluation vs. Economic Evaluation: The Case of a New Drug

Medical Care, Vol. 20, No. 8, pp. 821-830, August 1982
Number of pages: 11 Posted: 02 Jun 2011
John Geweke and Burton A. Weisbrod
University of Technology Sydney - Economics Discipline Group and Northwestern University - Department of Economics
Downloads 23 (538,815)

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23.

Measuring the Pricing Error of the Arbitrage Pricing Theory

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 2
Posted: 16 Jun 1998
John Geweke and Guofu Zhou
University of Technology Sydney - Economics Discipline Group and Washington University in St. Louis - John M. Olin Business School

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