John Geweke
Personal Details
First Name: | John |
Middle Name: | |
Last Name: | Geweke |
Suffix: | |
RePEc Short-ID: | pge136 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1975 Department of Economics; University of Minnesota (from RePEc Genealogy) |
Affiliation
Economics Discipline Group
Business School
University of Technology Sydney
Sydney, Australiahttp://business.uts.edu.au/economics/
RePEc:edi:edutsau (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Garland Durham & John Geweke, 2013. "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series 9, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Amisano, Gianni & Geweke, John, 2013.
"Prediction using several macroeconomic models,"
Working Paper Series
1537, European Central Bank.
- Gianni Amisano & John Geweke, 2017. "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
- Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011.
"Financial Competence, Risk Presentation and Retirement Portfolio Preferences,"
Working Papers
201120, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Bateman, Hazel & Eckert, Christine & Geweke, John & Louviere, Jordan & Satchell, Stephen & Thorp, Susan, 2014. "Financial competence, risk presentation and retirement portfolio preferences," Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(1), pages 27-61, January.
- Amisano, Gianni & Geweke, John, 2011.
"Analysis of variance for bayesian inference,"
Working Paper Series
1409, European Central Bank.
- John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
- Hazel Bateman & Christine Ebling & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011.
"Economic Rationality, Risk Presentation, and Retirement Portfolio Choice,"
Working Papers
201121, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Bateman, Hazel & Ebling, Christine & Geweke, John & Jordan, Louviere & Stephen, Satchell & Susan, Thorp, 2011. "Economic Rationality, Risk Presentation, and Retirement Portfolio Choice," MPRA Paper 29371, University Library of Munich, Germany.
- Amisano, Gianni & Geweke, John, 2009.
"Optimal Prediction Pools,"
Working Paper Series
1017, European Central Bank.
- Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
- John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
- John Geweke & Gianni Amisano, 2007.
"Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns,"
Working Papers
0705, University of Brescia, Department of Economics.
- John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
- Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
"Econometrics: A Bird’s Eye View,"
Cambridge Working Papers in Economics
0655, Faculty of Economics, University of Cambridge.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper 54286, University Library of Munich, Germany.
- Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper 54281, University Library of Munich, Germany.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002.
"Bayesian inference for hospital quality in a selection model,"
Working Paper Series
2002-18, Federal Reserve Bank of San Francisco.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003. "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, July.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001. "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers 8497, National Bureau of Economic Research, Inc.
- Dan Chin & John Geweke & Preston Miller, 2000. "Predicting Turning Points: Technical Paper 2000-3," Working Papers 13337, Congressional Budget Office.
- Daniel M. Chin & John Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis.
- John Geweke, 1999. "Computational Experiments and Reality," Computing in Economics and Finance 1999 401, Society for Computational Economics.
- John Geweke, 1999. "Using Simulation Methods for Bayesian Econometric Models," Computing in Economics and Finance 1999 832, Society for Computational Economics.
- Geweke, John & Houser, Dan & Keane, Michael, 1999. "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper 54279, University Library of Munich, Germany.
- John Geweke, 1998.
"Using simulation methods for Bayesian econometric models: inference, development, and communication,"
Staff Report
249, Federal Reserve Bank of Minneapolis.
- John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
- John Geweke & Michael P. Keane, 1997.
"An empirical analysis of income dynamics among men in the PSID: 1968-1989,"
Staff Report
233, Federal Reserve Bank of Minneapolis.
- J. Geweke & M. Keane, "undated". "An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989," Institute for Research on Poverty Discussion Papers 1127-97, University of Wisconsin Institute for Research on Poverty.
- John Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.
- John Geweke & Guofu Zhou, 1996.
"Measuring the Pricing Error of the Arbitrage Pricing Theory,"
CEMA Working Papers
276, China Economics and Management Academy, Central University of Finance and Economics.
- Geweke, John & Zhou, Guofu, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 557-587.
- John Geweke & Guofu Zhou, 1995. "Measuring the pricing error of the arbitrage pricing theory," Staff Report 189, Federal Reserve Bank of Minneapolis.
- John Geweke & Michael P. Keane, 1996. "Bayesian inference for dynamic choice models without the need for dynamic programming," Working Papers 564, Federal Reserve Bank of Minneapolis.
- John Geweke, 1996. "Simulation-based Bayesian inference for economic time series," Working Papers 570, Federal Reserve Bank of Minneapolis.
- John Geweke, 1995.
"Posterior simulators in econometrics,"
Working Papers
555, Federal Reserve Bank of Minneapolis.
- John Geweke, "undated". "Posterior Simulators in Econometrics," Computing in Economics and Finance 1996 _019, Society for Computational Economics.
- John Geweke, 1995.
"Monte Carlo simulation and numerical integration,"
Staff Report
192, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1996. "Monte carlo simulation and numerical integration," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800, Elsevier.
- John Geweke, 1995.
"Bayesian reduced rank regression in econometrics,"
Working Papers
540, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1996. "Bayesian reduced rank regression in econometrics," Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November.
- John Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
- John Geweke & Lea Petrella, 1995.
"Prior density ratio class robustness in econometrics,"
Working Papers
553, Federal Reserve Bank of Minneapolis.
- Geweke, John & Petrella, Lea, 1998. "Prior Density-Ratio Class Robustness in Econometrics," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 469-478, October.
- John Geweke, 1994. "Bayesian comparison of econometric models," Working Papers 532, Federal Reserve Bank of Minneapolis.
- John Geweke & Michael P. Keane & David E. Runkle, 1994.
"Alternative computational approaches to inference in the multinomial probit model,"
Staff Report
170, Federal Reserve Bank of Minneapolis.
- Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
- Geweke, John & Keane, Michael & Runkle, David, 1994. "Recursively Simulating Multinomial Multiperiod Probit Probabilities," MPRA Paper 55140, University Library of Munich, Germany.
- John Geweke, 1994. "Variable selection and model comparison in regression," Working Papers 539, Federal Reserve Bank of Minneapolis.
- John Geweke & Michael P. Keane & David E. Runkle, 1994.
"Statistical inference in the multinomial multiperiod probit model,"
Staff Report
177, Federal Reserve Bank of Minneapolis.
- Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997. "Statistical inference in the multinomial multiperiod probit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 125-165, September.
- Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul, 1994. "Advances in Random Utility Models," MPRA Paper 53026, University Library of Munich, Germany.
- John Geweke, 1992.
"Priors for macroeconomic time series and their application,"
Discussion Paper / Institute for Empirical Macroeconomics
64, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1994. "Priors for Macroeconomic Time Series and Their Application," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 609-632, August.
- John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis.
Articles
- John Geweke & Gianni Amisano, 2014.
"Analysis of Variance for Bayesian Inference,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
- Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
- Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Susan Thorp & Stephen Satchell, 2012. "Financial Competence and Expectations Formation: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 39-63, March.
- Geweke, John, 2012. "Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments," Journal of Econometrics, Elsevier, vol. 171(2), pages 185-204.
- John Geweke & Gianni Amisano, 2012. "Prediction with Misspecified Models," American Economic Review, American Economic Association, vol. 102(3), pages 482-486, May.
- Geweke, John & Amisano, Gianni, 2011.
"Optimal prediction pools,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
- Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
- John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
- Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
- John Geweke & Gianni Amisano, 2011.
"Hierarchical Markov normal mixture models with applications to financial asset returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
- John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
- Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
- Geweke, John & Amisano, Gianni, 2010.
"Comparing and evaluating Bayesian predictive distributions of asset returns,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
- Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
- Geweke, John, 2010. "Comment," International Journal of Forecasting, Elsevier, vol. 26(2), pages 435-438, April.
- Joyce E. Berg & John Geweke & Thomas A. Rietz, 2010. "Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets," Quantitative Economics, Econometric Society, vol. 1(1), pages 163-186, July.
- Daniel Ackerberg & John Geweke & Jinyong Hahn, 2009. "Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"," Econometrica, Econometric Society, vol. 77(6), pages 2009-2017, November.
- John Geweke, 2007. "Comment," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 193-200.
- Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April.
- Geweke, John & Keane, Michael, 2007. "Smoothly mixing regressions," Journal of Econometrics, Elsevier, vol. 138(1), pages 252-290, May.
- Geweke, John, 2007. "Interpretation and inference in mixture models: Simple MCMC works," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3529-3550, April.
- John Geweke, 2007. "Bayesian Model Comparison and Validation," American Economic Review, American Economic Association, vol. 97(2), pages 60-64, May.
- Abrantes-Metz, Rosa M. & Froeb, Luke M. & Geweke, John & Taylor, Christopher T., 2006. "A variance screen for collusion," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 467-486, May.
- John Geweke, 2004. "Getting It Right: Joint Distribution Tests of Posterior Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 799-804, January.
- Geweke, John, 2003. "Econometric issues in using the AHEAD panel," Journal of Econometrics, Elsevier, vol. 112(1), pages 115-120, January.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003.
"Bayesian Inference for Hospital Quality in a Selection Model,"
Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, July.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002. "Bayesian inference for hospital quality in a selection model," Working Paper Series 2002-18, Federal Reserve Bank of San Francisco.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001. "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers 8497, National Bureau of Economic Research, Inc.
- Durham, Garland & Geweke, John, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 490-492, October.
- Geweke, John & Martin, Donald L, 2002. "Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking," Journal of Risk and Uncertainty, Springer, vol. 25(2), pages 111-131, September.
- Geweke, John, 2001. "Bayesian econometrics and forecasting," Journal of Econometrics, Elsevier, vol. 100(1), pages 11-15, January.
- Geweke, John & Tanizaki, Hisashi, 2001. "Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 151-170, August.
- John Geweke, 2001. "Bayesian Inference and Posterior Simulators," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 49(3), pages 313-325, November.
- John Geweke & William McCausland, 2001. "Bayesian Specification Analysis in Econometrics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(5), pages 1181-1186.
- Geweke, John, 2001. "A note on some limitations of CRRA utility," Economics Letters, Elsevier, vol. 71(3), pages 341-345, June.
- John Geweke & John Rust & Herman K. Van Dijk, 2000. "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546.
- Geweke, John & Keane, Michael, 2000. "An empirical analysis of earnings dynamics among men in the PSID: 1968-1989," Journal of Econometrics, Elsevier, vol. 96(2), pages 293-356, June.
- J. Geweke, 1999. "Reply," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 119-126.
- John Geweke, 1999.
"Using simulation methods for bayesian econometric models: inference, development,and communication,"
Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
- John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
- John Geweke, 1999. "Power of Tests in Binary Response Models: Comment," Econometrica, Econometric Society, vol. 67(2), pages 423-426, March.
- Geweke, John & Petrella, Lea, 1998.
"Prior Density-Ratio Class Robustness in Econometrics,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 469-478, October.
- John Geweke & Lea Petrella, 1995. "Prior density ratio class robustness in econometrics," Working Papers 553, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis: A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 143-147, December.
- Geweke, John, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 269-271, July.
- Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997.
"Statistical inference in the multinomial multiperiod probit model,"
Journal of Econometrics, Elsevier, vol. 80(1), pages 125-165, September.
- John Geweke & Michael P. Keane & David E. Runkle, 1994. "Statistical inference in the multinomial multiperiod probit model," Staff Report 177, Federal Reserve Bank of Minneapolis.
- Geweke, John & Zhou, Guofu, 1996.
"Measuring the Pricing Error of the Arbitrage Pricing Theory,"
The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 557-587.
- John Geweke & Guofu Zhou, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," CEMA Working Papers 276, China Economics and Management Academy, Central University of Finance and Economics.
- John Geweke & Guofu Zhou, 1995. "Measuring the pricing error of the arbitrage pricing theory," Staff Report 189, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1996.
"Bayesian reduced rank regression in econometrics,"
Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November.
- John Geweke, 1995. "Bayesian reduced rank regression in econometrics," Working Papers 540, Federal Reserve Bank of Minneapolis.
- John Geweke & David E. Runkle, 1995. "A fine time for monetary policy?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 19(Win), pages 18-31.
- Geweke, John & Keane, Michael P & Runkle, David, 1994.
"Alternative Computational Approaches to Inference in the Multinomial Probit Model,"
The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
- John Geweke & Michael P. Keane & David E. Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 397-399, October.
- Geweke, John, 1994.
"Priors for Macroeconomic Time Series and Their Application,"
Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 609-632, August.
- John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis.
- Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 19-40, Suppl. De.
- Geweke, John, 1993. "Forecasting time series with common seasonal patterns," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 201-202.
- Barnett, William A. & Geweke, John & Wolfe, Michael, 1991.
"Seminonparametric Bayesian estimation of the asymptotically ideal production model,"
Journal of Econometrics, Elsevier, vol. 49(1-2), pages 5-50.
- William A. Barnett & Michael Wolfe, 2004. "Semi-nonparametric Bayesian Estimation of the Asymptotically Ideal Production Model1," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 303-349, Emerald Group Publishing Limited.
- Geweke, John, 1989. "Exact predictive densities for linear models with arch disturbances," Journal of Econometrics, Elsevier, vol. 40(1), pages 63-86, January.
- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
- Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.
- Geweke, John, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 465-466, October.
- Geweke, John, 1988. "Comment on Poirer: Operational Bayesian Methods in Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 159-166, Winter.
- Geweke, John, 1988. "The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 479-486, October.
- Froeb, Luke & Geweke, John, 1987. "Long run competition in the U.S. aluminum industry," International Journal of Industrial Organization, Elsevier, vol. 5(1), pages 67-78, March.
- Geweke, John & Marshall, Robert C & Zarkin, Gary A, 1986. "Mobility Indices in Continuous Time Markov Chains," Econometrica, Econometric Society, vol. 54(6), pages 1407-1423, November.
- Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-141, April.
- Geweke, John F, 1986. "The Superneutrality of Money in the United States: An Interpretation of the Evidence," Econometrica, Econometric Society, vol. 54(1), pages 1-21, January.
- Geweke, John, 1985. "Macroeconometric Modeling and the Theory of the Representative Agent," American Economic Review, American Economic Association, vol. 75(2), pages 206-210, May.
- Meese, Richard & Geweke, John, 1984. "A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 191-200, July.
- Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February.
- Geweke, John F. & Singleton, Kenneth J., 1981. "Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis," Journal of Econometrics, Elsevier, vol. 17(3), pages 287-304, December.
- Geweke, John, 1981. "The Approximate Slopes of Econometric Tests," Econometrica, Econometric Society, vol. 49(6), pages 1427-1442, November.
- Geweke, John F & Singleton, Kenneth J, 1981. "Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 37-54, February.
- Geweke, John & Meese, Richard, 1981.
"Estimating regression models of finite but unknown order,"
Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May.
- Geweke, John F & Meese, Richard, 1981. "Estimating Regression Models of Finite but Unknown Order," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 55-70, February.
- Geweke, John F & Feige, Edgar L, 1979. "Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 61(3), pages 334-341, August.
- Geweke, John, 1978. "Testing the exogeneity specification in the complete dynamic simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(2), pages 163-185, June.
- Geweke, John F, 1978. "Temporal Aggregation in the Multiple Regression Model," Econometrica, Econometric Society, vol. 46(3), pages 643-661, May.
- Geweke, John, 1976. "A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50," Journal of Monetary Economics, Elsevier, vol. 2(1), pages 125-127, January.
Chapters
- Geweke, John & Whiteman, Charles, 2006. "Bayesian Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 1, pages 3-80, Elsevier.
- Geweke, John & Keane, Michael, 2001. "Computationally intensive methods for integration in econometrics," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 56, pages 3463-3568, Elsevier.
- Geweke, John, 1996.
"Monte carlo simulation and numerical integration,"
Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800,
Elsevier.
- John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144, Elsevier.
- Warren Dent & John Geweke, 1980. "On Specification in Simultaneous Equation Models," NBER Chapters, in: Evaluation of Econometric Models, pages 169-196, National Bureau of Economic Research, Inc.
- John Geweke, 1978. "The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 411-432, National Bureau of Economic Research, Inc.
Books
- Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334.
- Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084.
- Barnett,William A. & Geweke,John & Shell,Karl (ed.), 2005. "Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity," Cambridge Books, Cambridge University Press, number 9780521023122, September.
- Barnett,William A. & Geweke,John & Shell,Karl (ed.), 1989. "Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity," Cambridge Books, Cambridge University Press, number 9780521355636, September.
Editorship
- Journal of Econometrics, Elsevier.
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- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (8) 1999-07-19 2000-05-08 2001-10-01 2006-12-09 2009-08-08 2012-01-03 2013-04-20 2013-08-23. Author is listed
- NEP-CBA: Central Banking (4) 2006-12-09 2007-01-02 2007-03-10 2009-03-28
- NEP-FOR: Forecasting (4) 2007-01-02 2009-08-08 2012-01-03 2013-08-23
- NEP-HPE: History and Philosophy of Economics (3) 2006-12-09 2007-01-02 2007-03-10
- NEP-SOG: Sociology of Economics (3) 2006-12-09 2007-01-02 2007-03-10
- NEP-ETS: Econometric Time Series (2) 2006-12-09 2009-08-08
- NEP-HIS: Business, Economic and Financial History (2) 2007-01-02 2007-03-10
- NEP-ORE: Operations Research (2) 2009-08-08 2013-04-20
- NEP-AGE: Economics of Ageing (1) 2011-03-19
- NEP-CBE: Cognitive and Behavioural Economics (1) 2011-03-19
- NEP-CMP: Computational Economics (1) 2013-04-20
- NEP-DGE: Dynamic General Equilibrium (1) 1999-07-19
- NEP-EXP: Experimental Economics (1) 2011-03-19
- NEP-HEA: Health Economics (1) 2001-10-01
- NEP-MIC: Microeconomics (1) 2009-08-08
- NEP-UPT: Utility Models and Prospect Theory (1) 2011-03-19
Corrections
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