Using simulation methods for bayesian econometric models: inference, development,and communication
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Cites work
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Cited in
(only showing first 100 items - show all)- Bayesian testing for non-linearity in volatility modeling
- A naïve sticky information model of households' inflation expectations
- ARCH modeling in finance. A review of the theory and empirical evidence
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- Consumer misperceptions, uncertain fundamentals, and the business cycle
- What (really) accounts for the fall in hours after a technology shock?
- The effects of public spending externalities
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- Improving bridge estimators via \(f\)-GAN
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- A reconsideration of money growth rules
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- Investigating the two parameter analysis of Lipovetsky for simultaneous systems
- Default recovery rates and aggregate fluctuations
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
- Methods for computing marginal data densities from the Gibbs output
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- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
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- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL
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- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method
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- Estimation of a functional single index model with dependent errors and unknown error density
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- Comparing stochastic volatility specifications for large Bayesian VARs
- Joint production in stochastic non-parametric envelopment of data with firm-specific directions
- New Bayesian approach to the estimation in simultaneous equations model
- Investment shocks and the comovement problem
- Auxiliary particle filtering with lookahead support for univariate state space models
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