|
2024
|
Large Order-Invariant Bayesian VARs with Stochastic Volatility
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2023
|
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
|
International Economic Review
|
B
|
5
|
|
2023
|
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
|
International Journal of Forecasting
|
B
|
3
|
|
2023
|
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
|
International Economic Review
|
B
|
2
|
|
2023
|
Nowcasting in a pandemic using non-parametric mixed frequency VARs
|
Journal of Econometrics
|
A
|
5
|
|
2023
|
Reconciled Estimates of Monthly GDP in the United States
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2023
|
Subspace shrinkage in conjugate Bayesian vector autoregressions
|
Journal of Applied Econometrics
|
B
|
2
|
|
2022
|
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
|
International Economic Review
|
B
|
4
|
|
2022
|
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2021
|
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2020
|
Identifying noise shocks
|
Journal of Economic Dynamics and Control
|
B
|
4
|
|
2020
|
Exchange rate predictability and dynamic Bayesian learning
|
Journal of Applied Econometrics
|
B
|
4
|
|
2020
|
Composite likelihood methods for large Bayesian VARs with stochastic volatility
|
Journal of Applied Econometrics
|
B
|
4
|
|
2020
|
Computationally efficient inference in large Bayesian mixed frequency VARs
|
Economics Letters
|
C
|
3
|
|
2020
|
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
|
Journal of Applied Econometrics
|
B
|
4
|
|
2019
|
Forecasting with High‐Dimensional Panel VARs
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2019
|
Bayesian compressed vector autoregressions
|
Journal of Econometrics
|
A
|
3
|
|
2018
|
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2018
|
One size does not fit all… panel data: Bayesian model averaging and data poolability
|
Economic Modeling
|
C
|
3
|
|
2016
|
Large Bayesian VARMAs
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2016
|
Model uncertainty in Panel Vector Autoregressive models
|
European Economic Review
|
B
|
2
|
|
2015
|
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
|
Journal of Applied Econometrics
|
B
|
4
|
|
2014
|
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2014
|
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE
|
Journal of Applied Econometrics
|
B
|
3
|
|
2014
|
A new index of financial conditions
|
European Economic Review
|
B
|
2
|
|
2014
|
Forecasting with dimension switching VARs
|
International Journal of Forecasting
|
B
|
1
|
|
2013
|
A New Model of Trend Inflation
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2013
|
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
|
Journal of Applied Econometrics
|
B
|
4
|
|
2013
|
Large time-varying parameter VARs
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
On Identification of Bayesian DSGE Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2013
|
Forecasting with Medium and Large Bayesian VARS
|
Journal of Applied Econometrics
|
B
|
1
|
|
2012
|
Time Varying Dimension Models
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2012
|
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
|
International Economic Review
|
B
|
2
|
|
2012
|
Bayesian model averaging in the instrumental variable regression model
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
|
Economic Modeling
|
C
|
2
|
|
2011
|
Time varying VARs with inequality restrictions
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2011
|
Bayesian inference in a time varying cointegration model
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
Do environmental regulations affect the location decisions of multinational gold mining firms?
|
Journal of Economic Geography
|
B
|
2
|
|
2010
|
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
|
International Journal of Forecasting
|
B
|
3
|
|
2010
|
A flexible approach to parametric inference in nonlinear and time varying time series models
|
Journal of Econometrics
|
A
|
2
|
|
2009
|
On the evolution of the monetary policy transmission mechanism
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2008
|
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2007
|
Estimation and Forecasting in Models with Multiple Breaks
|
Review of Economic Studies
|
S
|
2
|
|
2006
|
Semiparametric Bayesian inference in smooth coefficient models
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Current developments in productivity and efficiency measurement
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Alternative efficiency measures for multiple-output production
|
Journal of Econometrics
|
A
|
3
|
|
2004
|
Bayesian variants of some classical semiparametric regression techniques
|
Journal of Econometrics
|
A
|
2
|
|
2004
|
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air?
|
Journal of Environmental Economics and Management
|
A
|
2
|
|
2001
|
Bayesian inference in models based on equilibrium search theory
|
Journal of Econometrics
|
A
|
1
|
|
2000
|
Testing for integration using evolving trend and seasonals models: A Bayesian approach
|
Journal of Econometrics
|
A
|
2
|
|
2000
|
A Bayesian analysis of multiple-output production frontiers
|
Journal of Econometrics
|
A
|
3
|
|
1999
|
The Components of Output Growth: A Stochastic Frontier Analysis
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
1999
|
Is there an environmental Kuznets curve for deforestation?
|
Journal of Development Economics
|
A
|
2
|
|
1998
|
On the sensitivity of unit root inference to nonlinear data transformations
|
Economics Letters
|
C
|
2
|
|
1998
|
Bayes factors and nonlinearity: Evidence from economic time series1
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
Bayesian analysis of long memory and persistence using ARFIMA models
|
Journal of Econometrics
|
A
|
4
|
|
1997
|
Bayesian efficiency analysis through individual effects: Hospital cost frontiers
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Learning about the across-regime correlation in switching regression models
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
Measuring differential forest outcomes: A tale of two countries
|
World Development
|
B
|
2
|
|
1996
|
Parameter uncertainty and impulse response analysis
|
Journal of Econometrics
|
A
|
1
|
|
1996
|
Impulse response analysis in nonlinear multivariate models
|
Journal of Econometrics
|
A
|
3
|
|
1995
|
Bayesian long-run prediction in time series models
|
Journal of Econometrics
|
A
|
3
|
|
1994
|
Recent Progress in Applied Bayesian Econometrics.
|
Journal of Economic Surveys
|
C
|
1
|
|
1994
|
Stochastic frontier models : A Bayesian perspective
|
Journal of Econometrics
|
A
|
4
|
|
1994
|
Bayesian Semi-nonparametric ARCH Models.
|
Review of Economics and Statistics
|
A
|
1
|
|
1993
|
Do recessions permanently change output?
|
Journal of Monetary Economics
|
A
|
2
|
|
1993
|
Bayesian analysis of logit models using natural conjugate priors
|
Journal of Econometrics
|
A
|
2
|
|
1991
|
Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends
|
Journal of Econometrics
|
A
|
1
|