Using simulation methods for bayesian econometric models: inference, development,and communication
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Cited in
(only showing first 100 items - show all)- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
- The marginal likelihood of dynamic mixture models
- Multi-objective optimization using statistical models
- Modified harmonic mean method for spatial autoregressive models
- ARCH modeling in finance. A review of the theory and empirical evidence
- Induction: From Kolmogorov and Solomonoff to De Finetti and Back to Kolmogorov
- Confronting model misspecification in macroeconomics
- Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method
- scientific article; zbMATH DE number 1943891 (Why is no real title available?)
- Bayesian Analysis of DSGE Models
- Marginal likelihood calculation for the Gelfand-Dey and Chib methods
- Markov switching stochastic frontier model
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Time reversibility of stationary regular finite-state Markov chains
- Testing for the usefulness of forecasts
- Structural analysis with multivariate autoregressive index models
- Striated Metropolis-Hastings sampler for high-dimensional models
- Hidden Markov model in multiple testing on dependent count data
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty
- Investment shocks and the comovement problem
- Bayesian analysis of nested logit model by Markov chain Monte Carlo.
- Bayesian econometrics and forecasting. (With comments)
- The implications of inflation in an estimated New Keynesian model
- Monetary policy and sunspot fluctuations in the United States and the euro area
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
- Strategic interactions in U.S. monetary and fiscal policies
- Dynamics of fiscal financing in the United States
- A reconsideration of money growth rules
- Methods for inference in large multiple-equation Markov-switching models
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING
- A Gibbs sampler for structural vector autoregressions
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
- Monetary policy strategies for the European Central Bank
- Robust inflation-forecast-based rules to shield against indeterminacy
- Methods for computing marginal data densities from the Gibbs output
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- On the statistical identification of DSGE models
- Assessing model mimicry using the parametric bootstrap.
- A naïve sticky information model of households' inflation expectations
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- CES technology and business cycle fluctuations
- Bayesian inference in models based on equilibrium search theory
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Forecasting Performance of an Open Economy DSGE Model
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Introduction to Bayesian Econometrics
- Generalized smooth finite mixtures
- Estimating DSGE models using seasonally adjusted and unadjusted data
- Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
- What are the advantages of MCMC based inference in latent variable models?
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- Bayesian Approaches to Shrinkage and Sparse Estimation
- Estimating variable returns to scale production frontiers with alternative stochastic assumptions
- Getting It Right
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
- Bayesian testing for non-linearity in volatility modeling
- Estimation of a functional single index model with dependent errors and unknown error density
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
- Linear rational-expectations models with lagged expectations: a synthetic method
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean
- Neural Network Models for Conditional Distribution Under Bayesian Analysis
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Euro area inflation persistence in an estimated nonlinear DSGE model
- Improving MCMC, using efficient importance sampling
- Business cycle implications of rising household credit market participation in emerging countries
- Multivariate Pareto Distributions: Inference and Financial Applications
- New Bayesian approach to the estimation in simultaneous equations model
- Keynesian economics without the Phillips curve
- On the stability of Calvo-style price-setting behavior
- Bayesian Inference Using Artificial Augmenting Regressions
- Default recovery rates and aggregate fluctuations
- An econometric model of birth inputs and outputs for native americans.
- Investigating the two parameter analysis of Lipovetsky for simultaneous systems
- Inducing normality from non-Gaussian long memory time series and its application to stock return data
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL
- Auxiliary particle filtering with lookahead support for univariate state space models
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator
- Consumer misperceptions, uncertain fundamentals, and the business cycle
- Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach
- Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
- Bayesian inference in the triangular cointegration model using a jeffreys prior
- Improving bridge estimators via \(f\)-GAN
- Monetary policy and indeterminacy after the 2001 slump
- Imperfect information and the house price in a general-equilibrium model
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
- Factor adjustment costs: a structural investigation
- A Bayesian simulation approach to inference on a multi-state latent factor intensity model
- A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data
- Detecting log-periodicity in a regime-switching model of stock returns
- Joint production in stochastic non-parametric envelopment of data with firm-specific directions
- Non-separability and sectoral comovement in a sticky price model
- Quasi-Bayesian model selection
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