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

  • University of Technology Sydney - Economics Discipline Group

SCHOLARLY PAPERS

23

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202

Scholarly Papers (23)

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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
John Geweke, Joel L. Horowitz and M. Hashem Pesaran
University of Technology Sydney - Economics Discipline Group, Northwestern University and University of Southern California - Department of Economics
Downloads 1,362 (30,980)
Citation 3

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

2.

A Variance Screen for Collusion

Number of pages: 27 Posted: 07 Apr 2005
Rosa M. Abrantes-Metz, Christopher T. Taylor, Luke M. Froeb and John Geweke
Berkeley Research 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 669 (82,853)
Citation 19

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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 420 (146,962)
Citation 12

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

4.

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
Hazel Bateman, Christine Eckert, John Geweke, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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 265 (241,673)
Citation 5

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discrete choice, risk preference, numeracy skills, financial literacy

5.

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

Number of pages: 55 Posted: 09 Apr 2000
John Geweke, Gautam Gowrisankaran and Robert J. Town
University of Technology Sydney - Economics Discipline Group, Columbia University and National Bureau of Economic Research (NBER)
Downloads 265 (241,673)
Citation 2

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6.

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 260 (246,421)
Citation 4

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asset returns, Bayesian, forecasting, MCMC, mixture models

7.

Models, Computational Experiments and Reality

Number of pages: 28 Posted: 28 Aug 2007
John Geweke
University of Technology Sydney - Economics Discipline Group
Downloads 256 (250,300)
Citation 11

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

8.

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 245 (261,516)
Citation 36

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

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 204 (311,774)
Citation 2

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

10.

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 190 (332,855)
Citation 27

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

11.

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
Hazel Bateman, Christine Eckert, John Geweke, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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 185 (341,101)
Citation 1

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investment risk, household finance, framing, retirement savings

12.

Bayesian Inference for Hospital Quality in a Selection Model

Downloads 184 (342,755)
Citation 20

Bayesian Inference for Hospital Quality in a Selection Model

NBER Working Paper No. w8497
Number of pages: 64 Posted: 29 Sep 2001 Last Revised: 21 Sep 2022
John Geweke, Gautam Gowrisankaran and Robert J. Town
University of Technology Sydney - Economics Discipline Group, Columbia University and National Bureau of Economic Research (NBER)
Downloads 96 (578,689)
Citation 20

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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
John Geweke, Gautam Gowrisankaran and Robert J. Town
University of Technology Sydney - Economics Discipline Group, Columbia University and National Bureau of Economic Research (NBER)
Downloads 88 (612,024)

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Medical care

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 179 (351,359)
Citation 7

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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
Hazel Bateman, Christine Ebling, Jordan J. Louviere, Stephen E. Satchell, Susan Thorp and John Geweke
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 173 (362,007)
Citation 11

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

15.

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 165 (377,344)
Citation 2

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

16.

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 159 (389,407)
Citation 30

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

17.

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
Bart Frischknecht, Christine Eckert, John Geweke and Jordan J. Louviere
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 143 (424,921)
Citation 1

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

18.

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 141 (429,683)
Citation 2

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algorithm, binomial logit, multinomial logit, massively parallel

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
Hazel Bateman, Christine Eckert, John Geweke, Fedor Iskhakov, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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 139 (434,565)
Citation 1

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

20.

Financial Competence and Expectations Formation: Evidence from Australia

Downloads 131 (455,543)
Citation 3

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
Hazel Bateman, Christine Eckert, John Geweke, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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 131 (457,035)
Citation 3

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retirement savings, financial literacy, uncertainty

Financial Competence and Expectations Formation: Evidence from Australia

Posted: 20 Apr 2011
Hazel Bateman, Christine Eckert, John Geweke, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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
Hazel Bateman, Christine Eckert, John Geweke, Jordan J. Louviere, Stephen E. Satchell and Susan Thorp
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

Abstract:

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

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 116 (500,516)
Citation 3

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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 115 (503,784)

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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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