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Roberto Leon-Gonzalez

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Time Varying Dimension Models," Working Papers 1116, University of Strathclyde Business School, Department of Economics.

    Mentioned in:

    1. Do not waste degrees of freedom with macro data
      by Economic Logician in Economic Logic on 2011-06-30 19:21:00

Working papers

  1. Roberto Leon-Gonzalez & Blessings Majon, 2024. "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers 24-02, National Graduate Institute for Policy Studies.

    Cited by:

    1. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.

  2. Le Ha Thu & Roberto Leon-Gonzalez, 2021. "Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam," GRIPS Discussion Papers 21-03, National Graduate Institute for Policy Studies.

    Cited by:

    1. Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
    2. Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
    3. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.

  3. Ataur Rahaman & Roberto Leon-Gonzalez, 2020. "The Effects of Fiscal Policy Shocks in Bangladesh: An Agnostic Identification Procedure," GRIPS Discussion Papers 20-08, National Graduate Institute for Policy Studies.

    Cited by:

    1. Saidul Islam, 2024. "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, vol. 59(1), pages 249-283, June.
    2. Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).
    3. Jianqing Zhang & Enze Gong & Fangheng Tong & Shuting Li, 2022. "Is a Pleasant Policy Environment Conducive to Green Growth of Central China?," IJERPH, MDPI, vol. 19(13), pages 1-22, June.

  4. Paul Owusu Takyi & Roberto Leon-Gonzalez, 2019. "Macroeconomic Impacts of Fiscal Policy in Ghana: Analysis of an Estimated DSGE Model with Financial Exclusion," GRIPS Discussion Papers 19-15, National Graduate Institute for Policy Studies.

    Cited by:

    1. Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2023. "Uncovering time variation in public expenditure multipliers: new evidence," Indian Economic Review, Springer, vol. 58(2), pages 445-483, September.
    2. Yugang He & Yinhui Wang, 2022. "Macroeconomic Effects of COVID-19 Pandemic: Fresh Evidence from Korea," Sustainability, MDPI, vol. 14(9), pages 1-14, April.
    3. Eric Amoo Bondzie & Mark Kojo Armah, 2022. "A DSGE model of fiscal stabilizers and informality in Sub-Sahara Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2137985-213, December.
    4. Ma, Yong & Lv, Lin, 2022. "Money, debt, and the effects of fiscal stimulus," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 152-178.
    5. Emmanuel Ameyaw, 2023. "The relevance of domestic and foreign factors in driving Ghana’s business cycle," SN Business & Economics, Springer, vol. 3(9), pages 1-33, September.
    6. Zhou, Qiuyang, 2024. "Does the digital economy promote the consumption structure upgrading of urban residents? Evidence from Chinese cities," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 543-551.

  5. Paul Owusu Takyi & Roberto Leon-Gonzalez, 2019. "Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies," GRIPS Discussion Papers 19-02, National Graduate Institute for Policy Studies.

    Cited by:

    1. Paul Owusu Takyi & Roberto Leon-Gonzalez, 2019. "Macroeconomic Impacts of Fiscal Policy in Ghana: Analysis of an Estimated DSGE Model with Financial Exclusion," GRIPS Discussion Papers 19-15, National Graduate Institute for Policy Studies.
    2. Huu Tuyen Tran, 2024. "Heterogeneous consumption behaviors and monetary policy in three ASEAN economies," International Economics and Economic Policy, Springer, vol. 21(4), pages 817-844, October.
    3. Eric Amoo Bondzie & Mark Kojo Armah, 2022. "A DSGE model of fiscal stabilizers and informality in Sub-Sahara Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2137985-213, December.

  6. Chakra Pani Acharya & Roberto Leon-Gonzalez, 2018. "Remittances, Human Capital, and Economic Growth: Panel Data Evidence from Asia and Sub-Saharan Africa," GRIPS Discussion Papers 18-01, National Graduate Institute for Policy Studies.

    Cited by:

    1. Peter Nderitu GITHAIGA, 2019. "Foreign Remittances, Private Sector Investment and Banking Sector Development," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 85-112.

  7. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2024. "Large Order-Invariant Bayesian VARs with Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 825-837, April.
    2. Sergey Sinelnikov-Murylev & Alexandr Radygin (ed.), 2018. "Russian Economy in 2017. Trends and Outlooks. In Russian," Books, Gaidar Institute for Economic Policy, edition 1, volume 39, number re39-2017-ru, February.
    3. Joshua C. C. Chan, 2024. "BVARs and stochastic volatility," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 3, pages 43-67, Edward Elgar Publishing.
    4. Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
    5. Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
    6. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.

  8. Chakra Pani Acharya & Roberto Leon-Gonzalez, 2018. "The Quest for Quality Education:International Remittances and Rural-Urban Migration in Nepal," GRIPS Discussion Papers 17-13, National Graduate Institute for Policy Studies.

    Cited by:

    1. Hari Sharma & John Gibson, 2020. "Effects of International Migration on Child Schooling and Child Labour: Evidence from Nepal," Working Papers in Economics 20/07, University of Waikato.
    2. Sapkota, Jeet Bahadur & Neupane, Pramila, 2018. "Sport for Development and Peace (SDP) Organisations and the Sustainable Development Goals (SDGs) of Nepal," MPRA Paper 106159, University Library of Munich, Germany.

  9. Luintel, Kul B & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, GuangJie, 2016. "Financial Development, Structure and Growth: New Data, Method and Results," Cardiff Economics Working Papers E2016/2, Cardiff University, Cardiff Business School, Economics Section.

    Cited by:

    1. Tatiana Didier & Ross Levine & Ruth Llovet Montanes & Sergio L. Schmukler, 2020. "Capital Market Financing and Firm Growth," Mo.Fi.R. Working Papers 166, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.
    3. Emmanuel Carré & Guillaume L'Oeillet, 2017. "Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche," Post-Print halshs-01683732, HAL.
    4. Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021. "Measuring Market Liquidity and Liquidity Mismatches across Sectors," Bank of Russia Working Paper Series wps82, Bank of Russia.
    5. Przemyslaw Pluskota, 2021. "Activity of Regional Microfinance Institutions in Terms of Regional Development," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 590-614.
    6. Tony Cavoli & Sasidaran Gopalan & Ramkishen S. Rajan, 2020. "Does Financial Inclusion Amplify Output Volatility in Emerging and Developing Economies?," Open Economies Review, Springer, vol. 31(4), pages 901-930, September.
    7. Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021. "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, vol. 77(C).
    8. Salifou Ouedraogo & Hamidou Sawadogo, 2022. "Financial development, financial structure and economic growth in the Sub‐Saharan African countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3139-3162, July.
    9. Li, Shuai & Zhan, Shuwei & Zhan, Shurui & Zhan, Minghua, 2023. "How does financial development change the effect of the bank lending channel of monetary policy in developing countries?—Evidence from China," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 502-519.
    10. Vinogradov, Dmitri & Makhlouf, Yousef, 2021. "Two faces of financial systems: Provision of services versus shock-smoothing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    11. Tiancai Xing & Qichuan Jiang & Xuejiao Ma, 2017. "To Facilitate or Curb? The Role of Financial Development in China’s Carbon Emissions Reduction Process: A Novel Approach," IJERPH, MDPI, vol. 14(10), pages 1-39, October.
    12. Guseon Ji & Daniel Sungyeon Kim & Kwangwon Ahn, 2019. "Financial Structure and Systemic Risk of Banks: Evidence from Chinese Reform," Sustainability, MDPI, vol. 11(13), pages 1-22, July.
    13. Zhang, Bo & Zhou, Peng, 2021. "Financial development and economic growth in a microfounded small open economy model," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    14. Likitwongkajon, Napaporn & Vithessonthi, Chaiporn, 2024. "Foreign investments and firm risk: Evidence from Germany," Global Finance Journal, Elsevier, vol. 59(C).
    15. Emmanuel Carré & Guillaume L'Oeillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print halshs-01746069, HAL.
    16. Alessio Ciarlone, 2019. "The relationship between financial development and growth: the case of emerging Europe," Questioni di Economia e Finanza (Occasional Papers) 521, Bank of Italy, Economic Research and International Relations Area.
    17. Subhan Ullah & Sardar Ahmad & Saeed Akbar & Devendra Kodwani & Jane Frecknall‐Hughes, 2021. "Governance disclosure quality and market valuation of firms in UK and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5031-5055, October.
    18. Xu Guangdong, 2021. "Reassessing the Literature on the Relationship Between Financial Structure and Economic Growth," Review of Economics, De Gruyter, vol. 72(2), pages 149-182, August.

  10. Channarith Meng & Roberto Leon-Gonzalez, 2016. "Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?," GRIPS Discussion Papers 15-22, National Graduate Institute for Policy Studies.

    Cited by:

    1. Vítor Castro & Rodrigo Martins, 2021. "What drives the duration of credit booms?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1531-1549, January.
    2. Vítor Castro & Rodrigo Martins, 2021. "Why are credit booms sometimes sweet and sometimes sour?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3054-3074, April.
    3. Vincent Bouvatier & Sofiane El Ouardi, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Post-Print hal-04286360, HAL.
    4. Vítor Castro & Rodrigo Martins, 2018. "Economic and political drivers of the duration of credit booms," NIPE Working Papers 15/2018, NIPE - Universidade do Minho.
    5. Onkar Shivraj Swami & B. Nethaji & Jyoti Prakash Sharma, 2022. "Determining Risk Factors that Diminish Asset Quality of Indian Commercial Banks," Global Business Review, International Management Institute, vol. 23(2), pages 372-384, April.
    6. Michael Machokoto & Daniel Gyimah & Boulis Maher Ibrahim, 2022. "The evolution of trade credit: new evidence from developed versus developing countries," Review of Quantitative Finance and Accounting, Springer, vol. 59(3), pages 857-912, October.
    7. Tony Cavoli & Sasidaran Gopalan & Ramkishen S. Rajan, 2020. "Does Financial Inclusion Amplify Output Volatility in Emerging and Developing Economies?," Open Economies Review, Springer, vol. 31(4), pages 901-930, September.
    8. Akhilesh K. Verma & Rajeswari Sengupta, 2021. "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 965-1001, November.
    9. Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021. "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Trinity Economics Papers tep0921, Trinity College Dublin, Department of Economics.
    10. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "The Bank Capital-Competition-Risk Nexus - A Global Perspective," National Institute of Economic and Social Research (NIESR) Discussion Papers 500, National Institute of Economic and Social Research.
    11. López, Tania & Winkler, Adalbert, 2019. "Does financial inclusion mitigate credit boom-bust cycles?," Journal of Financial Stability, Elsevier, vol. 43(C), pages 116-129.
    12. Gozgor, Giray, 2018. "Determinants of the domestic credits in developing economies: The role of political risks," Research in International Business and Finance, Elsevier, vol. 46(C), pages 430-443.
    13. Vítor Castro & Rodrigo Martins, 2019. "Political and Institutional Determinants of Credit Booms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 1144-1178, October.
    14. Vítor Castro & Rodrigo Martins, 2020. "Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen?," Open Economies Review, Springer, vol. 31(4), pages 729-751, September.
    15. Vítor Castro & Pedro A. Cerqueira & Rodrigo Martins, 2024. "Is There a Pervasive World Real Credit Cycle?," Open Economies Review, Springer, vol. 35(1), pages 99-119, February.
    16. Tianbao Zhou & Zhixin Liu & Yingying Xu, 2024. "Characterizing Public Debt Cycles: Don't Ignore the Impact of Financial Cycles," Papers 2404.17412, arXiv.org.

  11. Roberto Leon-Gonzalez, 2014. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 14-12, National Graduate Institute for Policy Studies.

    Cited by:

    1. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.

  12. Fu-Min Tseng & Dennis Petrie & Roberto Leon-Gonzalez, 2014. "The impact of spousal bereavement on self-assessed health status: evidence from the Taiwanese elderly population," GRIPS Discussion Papers 14-13, National Graduate Institute for Policy Studies.

    Cited by:

    1. Kung, Claryn S.J., 2020. "Health in widowhood: The roles of social capital and economic resources," Social Science & Medicine, Elsevier, vol. 253(C).
    2. Fu‐Min Tseng & Dennis Petrie & Shaolin Wang & Colin Macduff & Audrey I. Stephen, 2018. "The impact of spousal bereavement on hospitalisations: Evidence from the Scottish Longitudinal Study," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 120-138, February.
    3. Ke Shen & Feinian Chen & Hangqing Ruan, 2021. "The mixed blessing of living together or close by: Parent–child relationship quality and life satisfaction of older adults in China," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 44(24), pages 563-594.

  13. Roberto Leon-Gonzalez & Thanabalasingam Vinayagathasan, 2013. "Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach," GRIPS Discussion Papers 13-12, National Graduate Institute for Policy Studies.

    Cited by:

    1. Marcin Błażejowski & Jacek Kwiatkowski & Jakub Gazda, 2019. "Sources of Economic Growth: A Global Perspective," Sustainability, MDPI, vol. 11(1), pages 1-14, January.
    2. Ho, Sin-Yu, 2018. "Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development," MPRA Paper 88788, University Library of Munich, Germany.
    3. Iyke Bernard Njindan, 2017. "Does Trade Openness Matter for Economic Growth in the CEE Countries?," Review of Economic Perspectives, Sciendo, vol. 17(1), pages 3-24, March.
    4. Sajad Rahimian, 2021. "The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach," Papers 2103.04255, arXiv.org.
    5. Omar Essardi & Redouane Razzouk, 2017. "Human Capital and Economic Growth in Morocco: Evidence from Bayesian Model Averaging," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 167-182, December.
    6. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    7. Baddou, Mehdi & Masih, Mansur, 2018. "What are the factors that drive economic growth? evidence from Turkey," MPRA Paper 111202, University Library of Munich, Germany.
    8. Bernard Njindan Iyke, 2018. "The real effect of currency misalignment on productivity growth: evidence from middle-income economies," Empirical Economics, Springer, vol. 55(4), pages 1637-1659, December.
    9. Manuel Ennes Ferreira & João Dias & Jelson Serafim, 2022. "Stock Market and Economic Growth: Evidence from Africa," Working Papers REM 2022/0228, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.

  14. Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2013. "Invariant Inference and Efficient Computation in the Static Factor Model," CAMA Working Papers 2013-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Sylvia Kaufmann & Markus Pape, 2024. "A geometric approach to factor model identification," Working Papers 24.06, Swiss National Bank, Study Center Gerzensee.
    2. KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2015. "Capturing the Impact of Unobserved Sector-Wide Shocks on Stock Returns with Panel Data Model," The Economic Record, The Economic Society of Australia, vol. 91(295), pages 495-508, December.
    3. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
    4. Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
    5. Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
    6. Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
    7. Hauber, Philipp & Schumacher, Christian, 2021. "Precision-based sampling with missing observations: A factor model application," Discussion Papers 11/2021, Deutsche Bundesbank.
    8. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
    9. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014. "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers 1902, Kiel Institute for the World Economy (IfW Kiel).
    10. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
    11. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
    12. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    13. Simon Beyeler & Sylvia Kaufmann, 2021. "Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 989-1012, November.
    14. Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
    15. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018. "Reducing dimensions in a large TVP-VAR," CAMA Working Papers 2018-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Sylvia Kaufmann & Christian Schumacher, 2013. "Bayesian estimation of sparse dynamic factor models with order-independent identification," Working Papers 13.04, Swiss National Bank, Study Center Gerzensee.
    17. Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
    18. KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014. "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series 347, Quantitative Finance Research Centre, University of Technology, Sydney.
    19. Bin Peng & Giovanni Forchini, 2014. "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series 20, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    20. Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes, 2023. "When it counts -- Econometric identification of the basic factor model based on GLT structures," Papers 2301.06354, arXiv.org.
    21. Sylvia Kaufmann & Markus Pape, 2023. "Bayesian (non-)unique sparse factor modelling," Working Papers 23.04, Swiss National Bank, Study Center Gerzensee.

  15. Chakra P. Acharya & Roberto Leon-Gonzalez, 2012. "The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal," GRIPS Discussion Papers 11-26, National Graduate Institute for Policy Studies.

    Cited by:

    1. Chakra Pani Acharya & Roberto Leon-Gonzalez, 2018. "Remittances, Human Capital, and Economic Growth: Panel Data Evidence from Asia and Sub-Saharan Africa," GRIPS Discussion Papers 18-01, National Graduate Institute for Policy Studies.
    2. Barlas, Ahmad Walid & Sadiq, Mohammad Ehsan & Haidari, Ajmal, 2022. "Determinants of Poverty among Urban Households in Afghanistan: Case study of Mazar-e-Sharif," MPRA Paper 114182, University Library of Munich, Germany.
    3. Bhatta, Siddha Raj, 2020. "Impact of COVID-19 on Remittance-Poverty Dynamics in Nepal," MPRA Paper 117930, University Library of Munich, Germany, revised 2020.
    4. Peković Drinka, 2017. "Effects of Remittances on Rural and Regional Poverty in the Republic of Serbia," Economic Themes, Sciendo, vol. 55(1), pages 105-120, March.
    5. Hiroyuki Taguchi & Rifah Tamannah Shammi, 2018. "Emigrant’s Remittances, Dutch Disease and Capital Accumulation in Bangladesh," South Asian Journal of Macroeconomics and Public Finance, , vol. 7(1), pages 60-82, June.
    6. Muhammad Shahbaz & Ijaz Rehman & Nurul Mahdzan, 2014. "Linkages between income inequality, international remittances and economic growth in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1511-1535, May.
    7. Md. Iqbal Bhuyan & Keun-Yeob Oh, 2021. "Exports and Inequality: Evidence from the Highly Concentrated Textile and Garment Sector of Bangladesh," Journal of South Asian Development, , vol. 16(2), pages 293-309, August.
    8. Sharma, Hari, 2020. "The effect of emigration and remittances on labour supply of the left-behind: Evidence from Nepal," MPRA Paper 102091, University Library of Munich, Germany.
    9. Strike Mbulawa, 2017. "Remittances, Foreign Direct Investment and Growth in SADC: A Panel Co-integration Approach," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 40-55, March.
    10. Titus Ayobami Ojeyinka & Cleopatra Oluseye Ibukun, 2024. "Do remittances mitigate poverty? Evidence from selected countries in Africa, Asia and Latin America," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-28, June.
    11. Nimesh Salike & Jingyi Wang & Paulo Regis, 2022. "Remittance and its Effect on Poverty and Inequality: A Case of Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 34(2), pages 1-29, October.
    12. Taguchi, Hiroyuki & Shammi, Rifah Tamannah, 2017. "Emigrant’s remittances, Dutch Disease and capital accumulation: the case of Bangladesh," MPRA Paper 80703, University Library of Munich, Germany, revised Jun 2017.
    13. Dhruba Bhandari, 2020. "Are Households Utilizing Remittance on Quality Education? An Empirical Study from Nepal," Journal of Development Innovations, KarmaQuest International, vol. 4(1), pages 179-195, July.
    14. Mamoon, Dawood & Hyat, Fozia & Hassan, Shahid, 2018. "Lumping Together Democracy and Dictatorship: Has Macro Dynamics of Poverty Remained Steady in Pakistan," MPRA Paper 87672, University Library of Munich, Germany.

  16. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.

    Cited by:

    1. Somrasri Yupho & Xianguo Huang, 2014. "Portfolio Capital Flows in Thailand: A Bayesian Model Averaging Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2S), pages 89-99, March.
    2. John R. Busenbark & Jonathan Bundy & M.K. Chin, 2023. "Director departure following political ideology (in)congruence with an incoming CEO," Strategic Management Journal, Wiley Blackwell, vol. 44(7), pages 1698-1732, July.
    3. Pham, Thi Hong Hanh, 2017. "Impacts of globalization on the informal sector: Empirical evidence from developing countries," Economic Modelling, Elsevier, vol. 62(C), pages 207-218.
    4. Iyke Bernard Njindan, 2017. "Does Trade Openness Matter for Economic Growth in the CEE Countries?," Review of Economic Perspectives, Sciendo, vol. 17(1), pages 3-24, March.
    5. Sajad Rahimian, 2021. "The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach," Papers 2103.04255, arXiv.org.
    6. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    7. Wang, Shengquan & Chen, Langnan, 2019. "Driving factors of equity bubbles," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 304-317.
    8. Roberto Leon-Gonzalez & Thanabalasingam Vinayagathasan, 2013. "Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach," GRIPS Discussion Papers 13-12, National Graduate Institute for Policy Studies.
    9. Sara D'Andrea, 2022. "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, CEPII research center, issue 171, pages 143-173.
    10. Yasmina Rim Limam & Stephen M. Miller & Giampaolo Garzarelli, 2016. "Decomposition of Output Growth in the Presence of Input Quality: A Stochastic Frontier Approach," Working papers 2016-13, University of Connecticut, Department of Economics.
    11. Maribel Serna Rodríguez & Andrés Ramírez Hassan & Alexander Coad, 2019. "Uncovering Value Drivers of High Performance Soccer Players," Journal of Sports Economics, , vol. 20(6), pages 819-849, August.
    12. Sarsen Zhanabekov, 2022. "Robust determinants of the shadow economy," Bulletin of Economic Research, Wiley Blackwell, vol. 74(4), pages 1017-1052, October.
    13. Mullings, Robert & Mahabir, Aruneema, 2018. "Growth by Destination: The Role of Trade in Africa’s Recent Growth Episode," World Development, Elsevier, vol. 102(C), pages 243-261.
    14. Konstantins Benkovskis & Benjamin Bluhm & Elena Bobeica & Chiara Osbat & Stefan Zeugner, 2017. "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Papers 2017/02, Latvijas Banka.
    15. He, Xinao & Xu, Runguo & Sun, Kai & Wang, Jian, 2024. "Population intensity, location choice, and investment portfolio selection: A case of emerging economies," International Review of Financial Analysis, Elsevier, vol. 94(C).
    16. Iordanis Kalaitzoglou & Beatrice Durgheu, 2016. "Financial growth and Economic Growth in Europe : Is the Euro Beneficial for All Countries?," Post-Print hal-00859252, HAL.
    17. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.

  17. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers 2011-23, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
    2. Andros Kourtellos & Charalambos G. Tsangarides, 2015. "Robust Correlates of Growth Spells: Do Inequality and Redistribution Matter?," Working Paper series 15-20, Rimini Centre for Economic Analysis.
    3. Roman Horváth, 2012. "Does Trust Promote Growth?," Working Papers 319, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    4. Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "Finance and Wealth Inequality," Working Papers IES 2018/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2018.
    5. San Ahmed, Arsalan & Holloway, Garth John, 2017. "Calories, conflict and correlates: Redistributive food security in post-conflict Iraq," Food Policy, Elsevier, vol. 68(C), pages 89-99.
    6. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    7. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
    8. Pham, Thi Hong Hanh, 2017. "Impacts of globalization on the informal sector: Empirical evidence from developing countries," Economic Modelling, Elsevier, vol. 62(C), pages 207-218.
    9. Hedibert F. Lopes & Nicholas G. Polson, 2014. "Bayesian Instrumental Variables: Priors and Likelihoods," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 100-121, June.
    10. Cameron Fen & Samir Undavia, 2022. "Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model," Papers 2203.06540, arXiv.org.
    11. TANAKA Kiyoyasu, 2015. "The Impact of Foreign Firms on Industrial Productivity: A Bayesian-model averaging approach," Discussion papers 15009, Research Institute of Economy, Trade and Industry (RIETI).
    12. Sajad Rahimian, 2021. "The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach," Papers 2103.04255, arXiv.org.
    13. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    14. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    15. Roberto Leon-Gonzalez & Thanabalasingam Vinayagathasan, 2013. "Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach," GRIPS Discussion Papers 13-12, National Graduate Institute for Policy Studies.
    16. Zuzana Irsova & Hristos Doucouliagos & Tomas Havranek & T. D. Stanley, 2023. "Meta-Analysis of Social Science Research: A Practitioner´s Guide," Working Papers IES 2023/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2023.
    17. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
    18. Maribel Serna Rodríguez & Andrés Ramírez Hassan & Alexander Coad, 2019. "Uncovering Value Drivers of High Performance Soccer Players," Journal of Sports Economics, , vol. 20(6), pages 819-849, August.
    19. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018. "Reducing dimensions in a large TVP-VAR," CAMA Working Papers 2018-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    20. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
    21. Adam Slez, 2019. "The Difference Between Instability and Uncertainty: Comment on Young and Holsteen (2017)," Sociological Methods & Research, , vol. 48(2), pages 400-430, May.
    22. Theo S. Eicher & David J. Kuenzel, 2016. "The elusive effects of trade on growth: Export diversity and economic take-off," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 264-295, February.
    23. Ampaabeng, Samuel K. & Tan, Chih Ming, 2013. "The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana," Journal of Health Economics, Elsevier, vol. 32(6), pages 1013-1027.
    24. Samuel K. Ampaabeng & Chih Ming Tang, 2012. "The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana," Working Paper series 64_12, Rimini Centre for Economic Analysis.
    25. Tanaka, Kiyoyasu, 2015. "The impact of foreign firms on industrial productivity : evidence from Japan," IDE Discussion Papers 533, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    26. Michael Jetter & Christopher F. Parmeter, 2016. "Uncovering the determinants of corruption," Working Papers 2016-02, University of Miami, Department of Economics.
    27. Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
    28. Jetter, Michael & Parmeter, Christopher F., 2018. "Sorting through global corruption determinants: Institutions and education matter – Not culture," World Development, Elsevier, vol. 109(C), pages 279-294.
    29. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
    30. Pedro Saramago & Karl Claxton & Nicky J. Welton & Marta Soares, 2020. "Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1575-1593, October.
    31. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.

  18. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.

    Cited by:

    1. Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
    2. Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
    3. Prüser, Jan, 2017. "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers 710, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
    5. Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
    6. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
    7. Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
    8. Joshua C. C. Chan, 2017. "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 17-28, January.
    9. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
    10. Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Tino Berger & Gerdie Everaert & Hauke Vierke, 2015. "Testing for time variation in an unobserved components model for the U.S. economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/903, Ghent University, Faculty of Economics and Business Administration.
    12. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    13. Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
    14. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
    15. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
    16. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    17. Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Exchange Rates under Model and Parameter Uncertainty," CQE Working Papers 3214, Center for Quantitative Economics (CQE), University of Muenster.
    18. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    19. Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
    20. Dufays, Arnaud & Rombouts, Jeroen V.K., 2020. "Relevant parameter changes in structural break models," Journal of Econometrics, Elsevier, vol. 217(1), pages 46-78.
    21. Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
    22. Nonejad, Nima, 2023. "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, vol. 126(C).
    23. Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
    24. Chan, Joshua C.C., 2013. "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, vol. 176(2), pages 162-172.
    25. Luke Hartigan, 2015. "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers 2015-17, School of Economics, The University of New South Wales.
    26. Hang Qian, 2014. "A Flexible State Space Model And Its Applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(2), pages 79-88, March.
    27. Ripamonti, Alexandre, 2013. "Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return," MPRA Paper 79460, University Library of Munich, Germany.
    28. Qian, Hang, 2012. "A Flexible State Space Model and its Applications," MPRA Paper 38455, University Library of Munich, Germany.
    29. Kimura Takeshi & Nakajima Jouchi, 2016. "Identifying conventional and unconventional monetary policy shocks: a latent threshold approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 277-300, January.
    30. KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    31. Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023. "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, vol. 124(C).
    32. Beckmann, Joscha & Schüssler, Rainer, 2016. "Forecasting exchange rates under parameter and model uncertainty," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 267-288.
    33. Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
    34. Jordi Maas, 2014. "Forecasting inflation using time-varying Bayesian model averaging," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 149-182, August.
    35. Joshua C C Chan & Cody Y L Hsiao, 2013. "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers 2013-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    36. Jan Prüser, 2021. "Forecasting US inflation using Markov dimension switching," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 481-499, April.
    37. Felix Abramovich & Vadim Grinshtein, 2013. "Estimation of a sparse group of sparse vectors," Biometrika, Biometrika Trust, vol. 100(2), pages 355-370.
    38. Gabriel Rodríguez & Renato Vassallo, 2022. "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-508, Departamento de Economía - Pontificia Universidad Católica del Perú.
    39. Yousuf, Kashif & Ng, Serena, 2021. "Boosting high dimensional predictive regressions with time varying parameters," Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
    40. Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
    41. Fu, Bowen, 2020. "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, vol. 88(C), pages 320-340.
    42. Joshua C.C. Chan & Eric Eisenstat, 2018. "Comparing hybrid time-varying parameter VARs," CAMA Working Papers 2018-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    43. Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
    44. Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    45. Jouchi Nakajima & Mike West, 2013. "Bayesian Analysis of Latent Threshold Dynamic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 151-164, April.
    46. Cross, Jamie & Poon, Aubrey, 2016. "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, vol. 58(C), pages 34-51.
    47. Schlösser, Alexander, 2020. "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers 838, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    48. Joshua C. C. Chan & Eric Eisenstat, 2018. "Bayesian model comparison for time‐varying parameter VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 509-532, June.
    49. Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.

  19. Yang, Fuyu & Leon-Gonzalez, Roberto, 2010. "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers 2010-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Pedro Clavijo-Cortes, 2021. "How persistent is unemployment in major Latin American economies?," Economics Bulletin, AccessEcon, vol. 41(2), pages 342-360.

  20. Yang, Fuyu & Leon-Gonzalez, Roberto, 2010. "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers 2010-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Pedro Clavijo-Cortes, 2021. "How persistent is unemployment in major Latin American economies?," Economics Bulletin, AccessEcon, vol. 41(2), pages 342-360.

  21. Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland, 2010. "Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis," Discussion Papers of DIW Berlin 1023, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
    2. Chen Ray-Bing & Chen Yi-Chi & Chu Chi-Hsiang & Lee Kuo-Jung, 2017. "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-17, December.
    3. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    4. Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
    5. Santana-Gallego, Maria & Pérez-Rodríguez, Jorge V., 2019. "International trade, exchange rate regimes, and financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 85-95.
    6. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
    7. Marina Yu. Malkina & Dmitry Yu. Rogachev, 2024. "Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 27-42, April.
    8. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
    9. Pawan Kumar & Vipul Kumar Singh, 2023. "Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 99-121, March.
    10. Jiang, Hai & Tang, Shenfeng & Li, Lifang & Xu, Fangming & Di, Qian, 2022. "Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis," Research in International Business and Finance, Elsevier, vol. 60(C).
    11. Peng, Yu-Tung & Au Yong, Hue Hwa & Treepongkaruna, Sirimon, 2014. "Contagion And Flight-To-Quality: Evidences From The Asia-Pacific Economic Cooperation (Apec) Region," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 10(1-2), January.
    12. Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018. "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 187-201.
    13. Manz, Michael, 2010. "Information-based contagion and the implications for financial fragility," European Economic Review, Elsevier, vol. 54(7), pages 900-910, October.
    14. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.
    15. Heng Chen & Wing Suen, 2016. "Falling Dominoes: A Theory of Rare Events and Crisis Contagion," American Economic Journal: Microeconomics, American Economic Association, vol. 8(1), pages 228-255, February.
    16. Leila Ali & Marie Lebreton, 2013. "The Fall of Bretton Woods: Which Geography Matters?," Economics Bulletin, AccessEcon, vol. 33(2), pages 1396-1419.

  22. Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2015. "Time-varying effect of oil market shocks on the stock market," CAMA Working Papers 2015-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    3. Michael S. Smith & Shaun P. Vahey, 2016. "Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 416-434, July.
    4. Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca, 2025. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," International Journal of Forecasting, Elsevier, vol. 41(1), pages 361-376.
    5. SENBETA, Sisay Regassa, 2012. "How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR," Working Papers 2012010, University of Antwerp, Faculty of Business and Economics.
    6. Smith, Michael Stanley, 2015. "Copula modelling of dependence in multivariate time series," International Journal of Forecasting, Elsevier, vol. 31(3), pages 815-833.
    7. Smith, Simon C. & Timmermann, Allan, 2022. "Have risk premia vanished?," Journal of Financial Economics, Elsevier, vol. 145(2), pages 553-576.

  23. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008. "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers 2008-60, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    2. Cross, Jamie & Nguyen, Bao H., 2017. "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, vol. 62(C), pages 79-91.
    3. Hong Li & Yanlin Shi, 2022. "Robust information share measures with an application on the international crude oil markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 555-579, April.
    4. Costola, Michele & Iacopini, Matteo, 2023. "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, vol. 51(C).
    5. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
    6. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    7. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    8. Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
    9. Karolina Konopczak & Aleksander Łożykowski, 2021. "Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 25-55.
    10. Lips Johannes, 2017. "Do They Still Matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-30, July.
    11. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    12. Xianguo HUANG & Roberto LEON-GONZALEZ & Somrasri YUPHO, 2013. "Financial Integration from a Time-Varying Cointegration Perspective," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(12), pages 1473-1487.
    13. Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca, 2025. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," International Journal of Forecasting, Elsevier, vol. 41(1), pages 361-376.
    14. Martin Falk & Xiang Lin, 2018. "Income elasticity of overnight stays over seven decades," Tourism Economics, , vol. 24(8), pages 1015-1028, December.
    15. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
    16. Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2021. "On the "mementum" of Meme Stocks," Papers 2106.03691, arXiv.org.
    17. Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
    18. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    19. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
    20. Funashima, Yoshito, 2020. "Money stock versus monetary base in time–frequency exchange rate determination," Journal of International Money and Finance, Elsevier, vol. 104(C).
    21. George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018. "Time varying cointegration and the UK great ratios," CAMA Working Papers 2018-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    23. Ripamonti, Alexandre, 2013. "Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return," MPRA Paper 79460, University Library of Munich, Germany.
    24. Anna Pajor & Justyna Wróblewska, 2022. "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 427-448, September.
    25. Czudaj, Robert L., 2019. "Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach," Econometrics and Statistics, Elsevier, vol. 12(C), pages 78-145.
    26. Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021. "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
    27. Börger, Carina & Kempa, Bernd, 2024. "Real exchange rate convergence in the euro area: Evidence from a dynamic factor model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 213-224.
    28. Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8, Bank for International Settlements.
    29. Xiaojie Xu, 2015. "Cointegration among regional corn cash prices," Economics Bulletin, AccessEcon, vol. 35(4), pages 2581-2594.
    30. Peter McAdam & Kostas Mouratidis & Theodore Panagiotidis & Georgios Papapanagiotou, 2023. "European Trade & Growth Imbalances: An Analysis using a Sign-Restriction Bayesian-GVAR with Stochastic Volatility," Working Paper series 23-12, Rimini Centre for Economic Analysis.
    31. Miroslav Plasil & Stepan Radkovsky & Pavel Rezabek, 2013. "Modelling bank loans to non-financial corporations," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 128-136, Czech National Bank.
    32. Karolina Konopczak, 2020. "Kwantyfikacja zmian luki VAT: podejście ekonometryczne," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 25-42.
    33. Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
    34. Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.
    35. Anna Pajor & Justyna Wróblewska & Łukasz Kwiatkowski & Jacek Osiewalski, 2024. "Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?," International Statistical Review, International Statistical Institute, vol. 92(1), pages 62-86, April.
    36. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  24. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series 26_08, Rimini Centre for Economic Analysis.

    Cited by:

    1. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010. "Time Varying Dimension Models," Working Paper series 44_10, Rimini Centre for Economic Analysis.
    2. Joshua C. C. Chan, 2017. "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 17-28, January.
    3. Benjamin Wong, 2013. "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers 2013-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Jansson, Walter, 2018. "Stock markets, banks and economic growth in the UK, 1850–1913," Financial History Review, Cambridge University Press, vol. 25(3), pages 263-296, December.
    5. Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
    6. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
    7. Baruník, Jozef & Ellington, Michael, 2024. "Persistence in financial connectedness and systemic risk," European Journal of Operational Research, Elsevier, vol. 314(1), pages 393-407.
    8. Eric Eisenstat & Rodney W. Strachan, 2016. "Modelling Inflation Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 805-820, August.
    9. Y'erali Gandica & Marco Valerio Geraci & Sophie B'ereau & Jean-Yves Gnabo, 2017. "Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science," Papers 1707.00296, arXiv.org, revised Jan 2018.
    10. Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
    11. Koop, Gary & Tole, Lise, 2013. "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 166-181.
    12. Nonejad Nima, 2016. "Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox," Journal of Time Series Econometrics, De Gruyter, vol. 8(1), pages 55-90, January.
    13. Koop, Gary & Potter, Simon M., 2011. "Time varying VARs with inequality restrictions," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1126-1138, July.
    14. Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017. "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 97-120.
    15. Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Terence D. Agbeyegbe, 2023. "The Link Between Output Growth and Output Growth Volatility: Barbados," Annals of Data Science, Springer, vol. 10(3), pages 787-804, June.
    17. Apergis, Nicholas, 2015. "Policy risks, technological risks and stock returns: New evidence from the US stock market," Economic Modelling, Elsevier, vol. 51(C), pages 359-365.
    18. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
    19. Grant, Angelia L., 2018. "The Great Recession and Okun's law," Economic Modelling, Elsevier, vol. 69(C), pages 291-300.

  25. Roberto Leon-Gonzalez & Riccardo Scarpa, 2007. "Robust Benefit Function Transfer: A Bayesian Model Averaging Approach," Discussion Papers in Economics 07/01, Division of Economics, School of Business, University of Leicester.

    Cited by:

    1. Matthews, D.I. & Hutchinson, W.G. & Scarpa, R., 2009. "Testing the stability of the benefit transfer function for discrete choice contingent valuation data," Journal of Forest Economics, Elsevier, vol. 15(1-2), pages 131-146, January.

  26. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.

    Cited by:

    1. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    2. Tareq Sadeq, 2008. "Bayesian Analysis of DSGE models: A Panel Approach," Documents de recherche 08-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    3. Michael L. Polemis & Mike G. Tsionas, 2023. "The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1602-1621, April.

  27. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Division of Economics, School of Business, University of Leicester, revised Apr 2006.

    Cited by:

    1. Luca Benati & Thomas A. Lubik, 2021. "Searching for Hysteresis," Working Paper 21-03, Federal Reserve Bank of Richmond.
    2. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
    3. Sylvia Kaufmann & Johann Scharler, 2013. "Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area," Working Papers 2013-34, Faculty of Economics and Statistics, Universität Innsbruck.
    4. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
    5. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
    6. Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020. "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, vol. 58(3), pages 1355-1380, March.
    7. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    8. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
    9. Katsuhiro Sugita, 2017. "Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 49-56, March.
    10. Justyna Wróblewska & Anna Pajor, 2019. "One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(1), pages 23-45, March.
    11. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    12. Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
    13. Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
    14. Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
    15. Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan, 2018. "Reducing dimensions in a large TVP-VAR," CAMA Working Papers 2018-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Anna Pajor & Justyna Wróblewska, 2022. "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 427-448, September.
    17. Justyna Wróblewska, 2015. "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(2), pages 91-110, June.
    18. Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 57-69, March.
    19. Krzysztof Osiewalski & Jacek Osiewalski, 2013. "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(1), pages 65-83, March.
    20. Justyna Wróblewska, 2012. "Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(4), pages 253-267, December.
    21. Dąbrowski, Marek A. & Wróblewska, Justyna, 2019. "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper 93813, University Library of Munich, Germany.
    22. Peter McAdam & Kostas Mouratidis & Theodore Panagiotidis & Georgios Papapanagiotou, 2023. "European Trade & Growth Imbalances: An Analysis using a Sign-Restriction Bayesian-GVAR with Stochastic Volatility," Working Paper series 23-12, Rimini Centre for Economic Analysis.
    23. Dąbrowski, Marek A. & Wróblewska, Justyna, 2015. "Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation," MPRA Paper 61441, University Library of Munich, Germany.
    24. Justyna Wróblewska, 2011. "Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(3), pages 169-186, September.
    25. Anna Pajor & Justyna Wróblewska & Łukasz Kwiatkowski & Jacek Osiewalski, 2024. "Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?," International Statistical Review, International Statistical Institute, vol. 92(1), pages 62-86, April.
    26. Dąbrowski, Marek A. & Wróblewska, Justyna, 2016. "Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation," Economic Modelling, Elsevier, vol. 58(C), pages 249-262.
    27. Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
    28. Doojav, Gan-Ochir & Purevdorj, Munkhbayar & Batjargal, Anand, 2024. "The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy," International Economics, Elsevier, vol. 177(C).

  28. Roberto Leon Gonzalez, 2004. "Data Augmentation in the Bayesian Multivariate Probit Model," Working Papers 2004001, The University of Sheffield, Department of Economics, revised Jan 2004.

    Cited by:

    1. Padilla, Juan L. & Azevedo, Caio L.N. & Lachos, Victor H., 2018. "Multidimensional multiple group IRT models with skew normal latent trait distributions," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 250-268.
    2. Azevedo, Caio L.N. & Andrade, Dalton F. & Fox, Jean-Paul, 2012. "A Bayesian generalized multiple group IRT model with model-fit assessment tools," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4399-4412.

  29. Markus Jochmann & Roberto Leon-Gonzalez, 2003. "Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach," Working Papers 2003005, The University of Sheffield, Department of Economics, revised Oct 2003.

    Cited by:

    1. Minke Remmerswaal & Jan Boone, 2020. "A Structural Microsimulation Model for Demand-Side Cost-Sharing in Healthcare," CPB Discussion Paper 415, CPB Netherlands Bureau for Economic Policy Analysis.
    2. Zamiela, Christian & Hossain, Niamat Ullah Ibne & Jaradat, Raed, 2022. "Enablers of resilience in the healthcare supply chain: A case study of U.S healthcare industry during COVID-19 pandemic," Research in Transportation Economics, Elsevier, vol. 93(C).
    3. Martin Burda & Matthew C. Harding & Jerry Hausman, 2008. "A Bayesian mixed logit-probit model for multinomial choice," CeMMAP working papers CWP23/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown, 2012. "Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model," Working Papers 2012027, The University of Sheffield, Department of Economics.
    5. Buddhavarapu, Prasad & Scott, James G. & Prozzi, Jorge A., 2016. "Modeling unobserved heterogeneity using finite mixture random parameters for spatially correlated discrete count data," Transportation Research Part B: Methodological, Elsevier, vol. 91(C), pages 492-510.
    6. Markus Jochmann, 2013. "What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care," Computational Statistics, Springer, vol. 28(5), pages 1947-1964, October.
    7. Md Mahfuzur Rahman & Rubayet Karim & Md. Moniruzzaman & Md. Afjal Hossain & Hammad Younes, 2023. "Modeling Hospital Operating Theater Services: A System Dynamics Approach," Logistics, MDPI, vol. 7(4), pages 1-21, November.
    8. Ketelhöhn, Niels & Sanz, Luis, 2016. "Healthcare management priorities in Latin America: Framework and responses," Journal of Business Research, Elsevier, vol. 69(9), pages 3835-3838.
    9. Thomas Brenner & Claudia Werker, 2007. "A Taxonomy of Inference in Simulation Models," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 227-244, October.
    10. Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012. "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, vol. 166(2), pages 184-203.
    11. Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and predicting the distribution of the number of visits to the medical doctor," MAGKS Papers on Economics 201148, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    12. Zheng, Xiaoyong, 2008. "Semiparametric Bayesian estimation of mixed count regression models," Economics Letters, Elsevier, vol. 100(3), pages 435-438, September.
    13. Kevin Dayaratna & Jesse Crosson & Chandler Hubbard, 2022. "Closed Form Bayesian Inferences for Binary Logistic Regression with Applications to American Voter Turnout," Stats, MDPI, vol. 5(4), pages 1-21, November.

  30. Roberto Leon Gonzalez & Daniel Montolio Estivill, 2003. "Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach," Working Papers in Economics 106, Universitat de Barcelona. Espai de Recerca en Economia.

    Cited by:

    1. Melisa Chanegriha & Chris Stewart & Christopher Tsoukis, 2017. "Identifying the robust economic, geographical and political determinants of FDI: an Extreme Bounds Analysis," Empirical Economics, Springer, vol. 52(2), pages 759-776, March.
    2. Colin J Hunt, 2011. "The Interaction of Public and Private Capital," Post-Print hal-00675397, HAL.
    3. Marcin Błażejowski & Jacek Kwiatkowski & Jakub Gazda, 2019. "Sources of Economic Growth: A Global Perspective," Sustainability, MDPI, vol. 11(1), pages 1-14, January.
    4. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
    5. Piribauer, Philipp & Fischer, Manfred M., 2014. "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper 77548, University Library of Munich, Germany.
    6. Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
    7. Gokcen Yilmaz, 2018. "Composition of public investment and economic growth: evidence from Turkish provinces, 1975-2001," Public Sector Economics, Institute of Public Finance, vol. 42(2), pages 187-214.
    8. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    9. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
    10. DANIELE, Vittorio, 2009. "Development Policy, Public Spending and Regional Convergence in Italy (1996-2007)," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 9(2).
    11. Eicher, Theo S. & Papageorgiou, Chris & Roehn, Oliver, 2007. "Unraveling the fortunes of the fortunate: An Iterative Bayesian Model Averaging (IBMA) approach," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 494-514, September.
    12. Celbis M.G. & Crombrugghe D.P.I. de, 2014. "Can internet infrastructure help reduce regional disparities? : evidence from Turkey," MERIT Working Papers 2014-078, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    13. Klump, R. & Prüfer, P., 2006. "Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam," Other publications TiSEM dc14add6-f581-4eea-92dd-3, Tilburg University, School of Economics and Management.
    14. Jesus regstdpo-Cuaresma & Neil Foster & Robert Stehrer, 2011. "Determinants of Regional Economic Growth by Quantile," Regional Studies, Taylor & Francis Journals, vol. 45(6), pages 809-826.
    15. Daniele VITTORIO, 2009. "Public Spending And Regional Convergence In Italy," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_Summ).
    16. Yeboah Asuamah, Samuel, 2015. "Government activities and fossil fuel consumption in Ghana," MPRA Paper 89549, University Library of Munich, Germany, revised 15 Aug 2018.
    17. Celbis, M.G. & Crombrugghe, D. de & Muysken, J., 2014. "Public investment and regional politics: The case of Turkey," MERIT Working Papers 2014-020, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).

  31. Paul Contoyannis & Andrew M. Jones & Roberto Leon-Gonzalez, 2002. "Using Simulation-based Inference with Panel Data in Health Economics," Department of Economics Working Papers 2002-13, McMaster University.

    Cited by:

    1. Shiko Maruyama, 2006. "Welfare Analysis Incorporating a Structural Entry-Exit Model: A Case Study of Medicare HMOs," Hi-Stat Discussion Paper Series d06-166, Institute of Economic Research, Hitotsubashi University.
    2. Timothy J. Halliday, 2008. "Heterogeneity, state dependence and health," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 499-516, November.
    3. Salvatore Loprevite & Domenico Raucci & Daniela Rupo, 2020. "KPIs Reporting and Financial Performance in the Transition to Mandatory Disclosure: The Case of Italy," Sustainability, MDPI, vol. 12(12), pages 1-24, June.
    4. Keane, Michael, 2004. "Modeling Health Insurance Choice Using the Heterogeneous Logit Model," MPRA Paper 55203, University Library of Munich, Germany.
    5. Shiko Maruyama, 2008. "Measuring the Welfare Effect of Entry in Differentiated Product Markets: The Case of Medicare HMOs," Discussion Papers 2008-01, School of Economics, The University of New South Wales.

Articles

  1. Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).

    Cited by:

    1. Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
    2. Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
    3. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.
    4. Nishi Sharma & Shailika Rawat & Arshdeep Kaur, 2022. "Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis," Virtual Economics, The London Academy of Science and Business, vol. 5(2), pages 95-113, September.

  2. Rahaman, Ataur & Leon-Gonzalez, Roberto, 2021. "The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 626-644.
    See citations under working paper version above.
  3. Paul Owusu Takyi & Roberto Leon-Gonzalez, 2020. "Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies," International Economic Journal, Taylor & Francis Journals, vol. 34(2), pages 317-346, April.
    See citations under working paper version above.
  4. Takyi, Paul Owusu & Leon-Gonzalez, Roberto, 2020. "Macroeconomic impact of fiscal policy in Ghana: Analysis of an estimated DSGE model with financial exclusion," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 239-260.
    See citations under working paper version above.
  5. Minchung Hsu & Junsang Lee & Roberto Leon-Gonzalez & and Yanqing Zhao, 2019. "Tax incentives and foreign direct investment in China," Applied Economics Letters, Taylor & Francis Journals, vol. 26(9), pages 777-780, May.

    Cited by:

    1. Saeed Solaymani, 2020. "Assessing the economic and social impacts of fiscal policies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(3), pages 671-694, March.
    2. Aneta Bobenič Hintošová & František Sudzina & Terézia Barlašová, 2021. "Direct and Indirect Effects of Investment Incentives in Slovakia," JRFM, MDPI, vol. 14(2), pages 1-12, February.
    3. Dong, Kangyin & Shahbaz, Muhammad & Zhao, Jun, 2022. "How do pollution fees affect environmental quality in China?," Energy Policy, Elsevier, vol. 160(C).
    4. Eduardo Polloni-Silva & Guilherme Augusto Roiz & Enzo Barberio Mariano & Herick Fernando Moralles & Daisy Aparecida Nascimento Rebelatto, 2022. "The Environmental Cost of Attracting FDI: An Empirical Investigation in Brazil," Sustainability, MDPI, vol. 14(8), pages 1-14, April.
    5. Duong Hoang Vu & Drahomíra Pavelková & Milan Damborský, 2023. "Tax holidays and profit-repatriation rates for FDI firms: the case of the Czech Republic," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.
    6. Jen-Yao Lee & Ya-Chuan Hsiao & Ngochien Bui & Tien-Thinh Nguyen, 2021. "Inward Foreign Direct Investment and Trade Openness in Vietnam: A Nonlinear Autoregressive Distributed Lag Approach," Economies, MDPI, vol. 9(3), pages 1-18, August.

  6. Roberto León-González, 2019. "Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 899-920, September.
    See citations under working paper version above.
  7. Joshua Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Invariant Inference and Efficient Computation in the Static Factor Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 819-828, April.
    See citations under working paper version above.
  8. Tseng, Fu-Min & Petrie, Dennis & Leon-Gonzalez, Roberto, 2017. "The impact of spousal bereavement on subjective wellbeing: Evidence from the Taiwanese elderly population," Economics & Human Biology, Elsevier, vol. 26(C), pages 1-12.

    Cited by:

    1. Zhao, Yuejun & Inder, Brett & Kim, Jun Sung, 2021. "Spousal bereavement and the cognitive health of older adults in the US: New insights on channels, single items, and subjective evidence," Economics & Human Biology, Elsevier, vol. 43(C).
    2. Kung, Claryn S.J., 2020. "Health in widowhood: The roles of social capital and economic resources," Social Science & Medicine, Elsevier, vol. 253(C).
    3. Atalay, Kadir & Staneva, Anita, 2020. "The effect of bereavement on cognitive functioning among elderly people: Evidence from Australia," Economics & Human Biology, Elsevier, vol. 39(C).
    4. Iris Meulman & Bette Loef & Niek Stadhouders & Tron Anders Moger & Albert Wong & Johan J. Polder & Ellen Uiters, 2023. "Estimating healthcare expenditures after becoming divorced or widowed using propensity score matching," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1047-1060, September.
    5. Yu-Chan Hung & Yong-Hsin Chen & Meng-Chih Lee & Chih-Jung Yeh, 2021. "Effect of Spousal Loss on Depression in Older Adults: Impacts of Time Passing, Living Arrangement, and Spouse’s Health Status before Death," IJERPH, MDPI, vol. 18(24), pages 1-12, December.
    6. Ke Shen & Feinian Chen & Hangqing Ruan, 2021. "The mixed blessing of living together or close by: Parent–child relationship quality and life satisfaction of older adults in China," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 44(24), pages 563-594.

  9. Channarith Meng & Roberto Leon Gonzalez, 2017. "Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?," Open Economies Review, Springer, vol. 28(3), pages 547-579, July.
    See citations under working paper version above.
  10. Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie, 2016. "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 95-112.
    See citations under working paper version above.
  11. Chakra P. Acharya & Roberto Leon-Gonzalez, 2015. "The assimilation of migrant households in the urban areas of a developing country," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(2), pages 335-354, April-Jun.

    Cited by:

    1. Chen, Xiaofen, 2018. "Why do migrant households consume so little?," China Economic Review, Elsevier, vol. 49(C), pages 197-209.
    2. Falco, Chiara & Göbel, Kristin, 2015. "Does the desire to remit foster integration? Evidence from migrants in Spain," Economics Letters, Elsevier, vol. 137(C), pages 131-134.

  12. León-González, Roberto & Montolio, Daniel, 2015. "Endogeneity and panel data in growth regressions: A Bayesian model averaging approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 23-39.
    See citations under working paper version above.
  13. Leon-Gonzalez, Roberto & Vinayagathasan, Thanabalasingam, 2015. "Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach," Journal of Asian Economics, Elsevier, vol. 36(C), pages 34-46.
    See citations under working paper version above.
  14. Chakra P. Acharya & Roberto Leon-Gonzalez, 2014. "How do Migration and Remittances Affect Human Capital Investment? The Effects of Relaxing Information and Liquidity Constraints," Journal of Development Studies, Taylor & Francis Journals, vol. 50(3), pages 444-460, March.

    Cited by:

    1. Azizi, SeyedSoroosh, 2018. "The impacts of workers' remittances on human capital and labor supply in developing countries," Economic Modelling, Elsevier, vol. 75(C), pages 377-396.
    2. Baas, Timo & Melzer, Silvia, 2016. "The Macroeconomic Impact of Remittances: A Sending Country Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145631, Verein für Socialpolitik / German Economic Association.
    3. Paras Kharel & Jorge Dávalos & Kshitiz Dahal, 2022. "International remittances and nonfarm entrepreneurship among the left‐behind: Evidence from Nepal," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 208-241, February.
    4. Sèna Kimm Gnangnon, 2020. "Development aid, remittances inflows and wages in the manufacturing sector," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 22(2), pages 278-304, December.
    5. Diliana Dusku & Pietro Iaquinta, 2019. "The impact of migration on the development of origin country: the case of Albania," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 73(3), pages 111-121, July-Sept.
    6. Sadik-Zada, Elkhan Richard, 2023. "Resource rents, savings behavior, and scenarios of economic development," Resources Policy, Elsevier, vol. 81(C).
    7. Li, Jinkai & Luo, Erga & Cockx, B., 2023. "The long-term impact of parental migration on the health of young left-behind children," ROA Research Memorandum 004, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    8. SeyedSoroosh Azizi, 2021. "The impacts of workers’ remittances on poverty and inequality in developing countries," Empirical Economics, Springer, vol. 60(2), pages 969-991, February.
    9. Imen Mohamed Sghaier, 2022. "Foreign Capital Inflows and Economic Growth in North African Countries: the Role of Human Capital," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 2804-2821, December.
    10. Mueller, Valerie & Kovarik, Chiara & Sproule, Kathryn & Quisumbing, Agnes R., 2015. "Migration, gender, and farming systems in Asia: Evidence, data, and knowledge gaps:," IFPRI discussion papers 1458, International Food Policy Research Institute (IFPRI).
    11. Karen Hemming & Tabea Schlimbach & Frank Tillmann & Birte Nienaber & Monica Roman & Jan Skrobanek, 2019. "Structural framework conditions and individual motivations for youth-mobility: A macro-micro level approach for different European country-types," Migration Letters, Migration Letters, vol. 16(1), pages 45-59, January.
    12. Ait Benhamou, Zouhair & Cassin, Lesly, 2021. "The impact of remittances on savings, capital and economic growth in small emerging countries," Economic Modelling, Elsevier, vol. 94(C), pages 789-803.
    13. Olivier Bargain & Jordan Loper & Roberta Ziparo, 2024. "Women's Empowerment and Husband's Migration: Evidence from Indonesia," CERDI Working papers hal-04409953, HAL.
    14. Dambar Uprety and Kevin Sylwester, 2017. "The Effect of Remittances upon Skilled Emigration: An Empirical Study," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(2), pages 1-15, June.
    15. Gnangnon, Sèna Kimm, 2020. "Development Aid, Remittances Inflows and Wages in the Manufacturing Sector of Recipient-Countries," EconStor Preprints 213439, ZBW - Leibniz Information Centre for Economics.
    16. Hayot Berk Saydaliev & Lee Chin, 2023. "The necessity of social infrastructure for enhancing educational attainment: evidence from high remittance recipient LMICs," Economic Change and Restructuring, Springer, vol. 56(3), pages 1823-1847, June.
    17. Xie, Fangting & Zhu, Shubin & Cao, Mengtian & Kang, Xiaolan & Du, Juan, 2019. "Does rural labor outward migration reduce household forest investment? The experience of Jiangxi, China," Forest Policy and Economics, Elsevier, vol. 101(C), pages 62-69.
    18. Ma, Yechi & Chen, Zhiguo & Shinwari, Riazullah & Khan, Zeeshan, 2021. "Financialization, globalization, and Dutch disease: Is Dutch disease exist for resources rich countries?," Resources Policy, Elsevier, vol. 72(C).
    19. Hari Sharma & John Gibson, 2020. "Effects of International Migration on Child Schooling and Child Labour: Evidence from Nepal," Working Papers in Economics 20/07, University of Waikato.
    20. Williams, Kevin, 2024. "Remittances and government expenditures on human capital in developing countries," International Economics, Elsevier, vol. 178(C).
    21. Sharma, Hari, 2020. "The effect of emigration and remittances on labour supply of the left-behind: Evidence from Nepal," MPRA Paper 102091, University Library of Munich, Germany.
    22. Abbas, Syed Ali & Selvanathan, Saroja & Selvanathan, Eliyathamby A., 2023. "Structural transformation, urbanization, and remittances in developing countries: A panel VAR analysis," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 55-69.
    23. Bhawana, KC & Race, Digby, 2020. "Women’s approach to farming in the context of feminization of agriculture: A case study from the middle hills of Nepal," World Development Perspectives, Elsevier, vol. 20(C).
    24. Pajaron, Marjorie & Latinazo, Cara T. & Trinidad, Enrico G., 2020. "The children are alright: Revisiting the impact of parental migration in the Philippines," GLO Discussion Paper Series 507, Global Labor Organization (GLO).
    25. Nilkanth Kumar & Nirmal Kumar Raut & Suchita Srinivasan, 2022. "Herd behavior in the choice of motorcycles: Evidence from Nepal," CER-ETH Economics working paper series 22/366, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    26. Bhawana KC & Digby Race, 2019. "Outmigration and Land-Use Change: A Case Study from the Middle Hills of Nepal," Land, MDPI, vol. 9(1), pages 1-19, December.
    27. Bargain, Olivier B. & Boutin, Delphine, 2014. "Remittances and Child Labour in Africa: Evidence from Burkina Faso," IZA Discussion Papers 8007, Institute of Labor Economics (IZA).
    28. Chakra P. Acharya & Roberto Leon-Gonzalez, 2016. "International Remittances, Rural-Urban Migration, and the Quest for Quality Education: The Case of Nepal," GRIPS Discussion Papers 15-25, National Graduate Institute for Policy Studies.
    29. Liu, Mengqi & Villa, Kira M., 2020. "Solution or isolation: Is boarding school a good solution for left-behind children in rural China?," China Economic Review, Elsevier, vol. 61(C).
    30. Anil Shrestha & Makoto Kakinaka, 2022. "Remittance Inflows and Energy Transition of the Residential Sector in Developing Countries," Sustainability, MDPI, vol. 14(17), pages 1-19, August.
    31. Md Shahadath Hossain & Adesola Sunmoni, "undated". "Do Remittances Influence Household Investment Decisions? Evidence from Sub-Saharan Africa," Economics Discussion Papers em-dp2021-04, Department of Economics, University of Reading.
    32. Evans, Olaniyi, 2022. "The criticality of institutions and the macroeconomy for education outcomes in Africa," MPRA Paper 118197, University Library of Munich, Germany.
    33. Muhammad Azam & Syed Ali Raza, 2016. "Do Workers’ Remittances Boost Human Capital Development?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 123-149.
    34. Chakra Pani Acharya & Roberto Leon-Gonzalez, 2018. "The Quest for Quality Education:International Remittances and Rural-Urban Migration in Nepal," GRIPS Discussion Papers 17-13, National Graduate Institute for Policy Studies.
    35. Ghimire, Tinusha & Harou, Aurélie P. & Balasubramanya, Soumya, 2023. "Migration, gender labor division and food insecurity in Tajikistan," Food Policy, Elsevier, vol. 116(C).
    36. Gaurav Datt & Liang Choon Wang & Samia Badji, 2020. "Is emigration of workers contributing to better schooling outcomes in Nepal?," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 1046-1075, September.

  15. Chakra P ACHARYA & Roberto LEON-GONZALEZ, 2013. "The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(9), pages 1061-1080.
    See citations under working paper version above.
  16. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
    See citations under working paper version above.
  17. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
    See citations under working paper version above.
  18. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
    See citations under working paper version above.
  19. Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2011. "Regionality revisited: An examination of the direction of spread of currency crises," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 831-848, September.
    See citations under working paper version above.
  20. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011. "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
    See citations under working paper version above.
  21. Leon-Gonzalez, Roberto & Tseng, Fu Min, 2011. "Socio-economic determinants of mortality in Taiwan: Combining individual and aggregate data," Health Policy, Elsevier, vol. 99(1), pages 23-36, January.

    Cited by:

    1. Thomas Mayrhofer & Hendrik Schmitz, 2014. "Testing the relationship between income inequality and life expectancy: a simple correction for the aggregation effect when using aggregated data," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(3), pages 841-856, July.
    2. Fu-Min Tseng & Dennis James Petrie, 2014. "The Implications for Health, Depression, and Life Satisfaction from a Permanent Increase in Income for the Disadvantaged Elderly: Evidence from Taiwan," Review of Social Economy, Taylor & Francis Journals, vol. 72(3), pages 311-336, September.

  22. Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
    See citations under working paper version above.
  23. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010. "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 370-379.
    See citations under working paper version above.
  24. Yang Fuyu & Leon-Gonzalez Roberto, 2010. "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-38, September.
    See citations under working paper version above.
  25. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 997-1017, April.

    Cited by:

    1. Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
    2. Cross, Jamie & Nguyen, Bao H., 2017. "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, vol. 62(C), pages 79-91.
    3. Florian Huber & Josef Schreiner, 2023. "Are Phillips curves in CESEE still alive and well behaved?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/23, pages 7-27.
    4. Kenichiro McAlinn, 2021. "Mixed‐frequency Bayesian predictive synthesis for economic nowcasting," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1143-1163, November.
    5. Robert A. Hill & Paulo M. M. Rodrigues, 2022. "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1356-1371, November.
    6. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010. "Time Varying Dimension Models," Working Paper series 44_10, Rimini Centre for Economic Analysis.
    7. BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2015. "Time-varying effect of oil market shocks on the stock market," CAMA Working Papers 2015-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Emanuela Ciapanna & Marco Taboga, 2019. "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, vol. 7(3), pages 1-32, June.
    10. Belongia, Michael T. & Ireland, Peter N., 2016. "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 78-93.
    11. Dimitris Korobilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Paper series 35_09, Rimini Centre for Economic Analysis.
    12. Jakub Matějů, 2019. "What Drives the Strength of Monetary Policy Transmission?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 59-87, September.
    13. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
    14. Baillie, Richard T. & Cho, Dooyeon, 2014. "Time variation in the standard forward premium regression: Some new models and tests," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 52-63.
    15. Florian Huber & Manfred M. Fischer, 2018. "A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 575-604, June.
    16. Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022. "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, vol. 68(1), pages 98-126.
    17. Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 2018.
    18. Ding, Shusheng & Wang, Kaihao & Cui, Tianxiang & Du, Min, 2023. "The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence," Resources Policy, Elsevier, vol. 86(PB).
    19. Jakub Mateju, 2014. "Explaining the Strength and Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model," Working Papers 2014/04, Czech National Bank.
    20. Zribi, Wissal & Boufateh, Talel & Guesmi, Khaled, 2023. "Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention," Finance Research Letters, Elsevier, vol. 58(PD).
    21. Jérôme Creel & Paul Hubert, 2015. "Has inflation targeting changed the conduct of monetary policy?," SciencePo Working papers Main hal-03411690, HAL.
    22. Yitian Shao & Jianwei Ni & Shengjia Zhou & Yiping Wang & Xuanxuan Jin, 2024. "Safety assessment of agricultural products and the pesticide regulation trend in China," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 12(1), pages 1-19, December.
    23. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017. "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers 201765, University of Pretoria, Department of Economics.
    24. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
    25. Tsionas, Mike G. & Izzeldin, Marwan & Trapani, Lorenzo, 2022. "Estimation of large dimensional time varying VARs using copulas," European Economic Review, Elsevier, vol. 141(C).
    26. Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
    27. Hodula Martin & Vahalík Bohdan, 2017. "Effects of oil shocks on EMU exports: technological level differences," Review of Economic Perspectives, Sciendo, vol. 17(4), pages 399-423, December.
    28. Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
    29. Joshua C.C. Chan & Rodney Strachan, 2014. "The Zero Lower Bound: Implications for Modelling the Interest Rate," Working Paper series 42_14, Rimini Centre for Economic Analysis.
    30. IWATA, Yasuharu & IIBOSHI, Hirokuni, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116355, University Library of Munich, Germany.
    31. Antonio Pacifico, 2021. "Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues," Econometrics, MDPI, vol. 9(2), pages 1-35, May.
    32. Aubrey Poon, 2018. "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, vol. 55(2), pages 417-444, September.
    33. Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
    34. Valcarcel, Victor J., 2013. "Exchange rate volatility and the time-varying effects of aggregate shocks," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 822-843.
    35. KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018. "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    36. Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
    37. Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
    38. Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020. "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, vol. 218(1), pages 105-118.
    39. Serati, Massimiliano & Venegoni, Andrea, 2019. "The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 118-141.
    40. Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015. "Changes in the global oil market," Working Papers 75761696, Lancaster University Management School, Economics Department.
    41. Yuelin Liu & James Morley, 2013. "Structural Evolution of the Postwar U.S. Economy," Discussion Papers 2013-15A, School of Economics, The University of New South Wales.
    42. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    43. Michelle, Gilmartin, 2016. "A note on the identification and transmission of energy demand and supply shocks," MPRA Paper 76186, University Library of Munich, Germany.
    44. Han, Jong-Suk & Hur, Joonyoung, 2020. "Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach," Economic Modelling, Elsevier, vol. 89(C), pages 142-152.
    45. Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Working Papers in Economics 2018-6, University of Salzburg.
    46. Flavio Pérez Rojo & Gabriel Rodríguez, 2023. "Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time," Documentos de Trabajo / Working Papers 2023-523, Departamento de Economía - Pontificia Universidad Católica del Perú.
    47. Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    48. Dumitriu, Ramona & Stefanescu, Razvan, 2013. "Provocările politicii monetare [Monetary policy challenges]," MPRA Paper 50261, University Library of Munich, Germany, revised 28 Sep 2013.
    49. Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
    50. Joshua C.C. Chan & Rodney W. Strachan, 2023. "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 58-75, February.
    51. Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2023. "General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 69-87, January.
    52. Bala Dahiru Abdullahi, 2016. "Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria," Economics Bulletin, AccessEcon, vol. 36(4), pages 2237-2249.
    53. Cléaud, G. & Lemoine, M. & Pionnier, P.-A., 2013. "Which size and evolution of the government expenditure multiplier in France (1980-2010)?," Working papers 469, Banque de France.
    54. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
    55. Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
    56. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    57. Xiuying Ma & Yongjing Wang & Haiyan Song & Han Liu, 2020. "Time-varying mechanisms between foreign direct investment and tourism development under the new normal in China," Tourism Economics, , vol. 26(2), pages 324-343, March.
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    107. Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024. "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, vol. 142(C).
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    121. Huang, Jianbai & Dong, Xuesong & Chen, Jinyu & Zhong, Meirui, 2022. "Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 433-445.
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    123. Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2021. "General Bayesian time-varying parameter VARs for predicting government bond yields," Papers 2102.13393, arXiv.org.
    124. Amine Ben Amar, 2022. "On the role of Islamic banks in the monetary policy transmission in Saudi Arabia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 55-94, March.
    125. Pacifico, Antonio, 2020. "Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues," MPRA Paper 104292, University Library of Munich, Germany.
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    136. Jouchi Nakajima & Mike West, 2013. "Bayesian Analysis of Latent Threshold Dynamic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 151-164, April.
    137. Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael, 2022. "General Bayesian time-varying parameter VARs for modeling government bond yields," Working Papers in Regional Science 2021/01, WU Vienna University of Economics and Business.
    138. Domenico Lombardi & Pierre L. Siklos & Xiangyou Xie, 2018. "Monetary policy transmission in systemically important economies and China’s impact," CAMA Working Papers 2018-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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  26. Leon-Gonzalez, Roberto & Scarpa, Riccardo, 2008. "Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer," Journal of Environmental Economics and Management, Elsevier, vol. 56(1), pages 50-68, July.

    Cited by:

    1. Areti Kontogianni & Dimitris Damigos & Michail Skourtos & Christos Tourkolias & Eleanor Denny & Ibon Galarraga & Steffen Kallbekken & Edin Lakić, 2021. "Model Validity and Transferability Informing Behavioral Energy Policies," Energies, MDPI, vol. 14(11), pages 1-20, May.
    2. Balcombe, Kelvin & Tiffin, R, 2010. "The Determinants of Technology Adoption by UK Farmers using Bayesian Model Averaging. The Cases of Organic Production and Computer Usage," MPRA Paper 25193, University Library of Munich, Germany.
    3. Robert J. Johnston & Randall S. Rosenberger, 2010. "Methods, Trends And Controversies In Contemporary Benefit Transfer," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 479-510, July.
    4. Stefani, Gianluca & Scarpa, Riccardo & Lombardi, Ginevra Virginia, 2014. "An addendum to: A Meta-Analysis of Hypothethical Bias in Stated Preference Valuation," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173097, Italian Association of Agricultural and Applied Economics (AIEAA).
    5. Huang, Pei & McCarl, Bruce A., 2014. "Estimating Decadal Climate Variability Effects on Crop Yields: A Bayesian Hierarchical Approach," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169828, Agricultural and Applied Economics Association.
    6. Heather Klemick & Charles Griffiths & Dennis Guignet & Patrick Walsh, 2018. "Improving Water Quality in an Iconic Estuary: An Internal Meta-analysis of Property Value Impacts Around the Chesapeake Bay," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(2), pages 265-292, February.
    7. Robert Johnston & Klaus Moeltner, 2014. "Meta-Modeling and Benefit Transfer: The Empirical Relevance of Source-Consistency in Welfare Measures," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(3), pages 337-361, November.
    8. Campbell, Danny & Mørkbak, Morten Raun & Olsen, Søren Bøye, 2018. "The link between response time and preference, variance and processing heterogeneity in stated choice experiments," Journal of Environmental Economics and Management, Elsevier, vol. 88(C), pages 18-34.
    9. Masiero, Mauro & Franceschinis, Cristiano & Mattea, Stefania & Thiene, Mara & Pettenella, Davide & Scarpa, Riccardo, 2018. "Ecosystem services’ values and improved revenue collection for regional protected areas," Ecosystem Services, Elsevier, vol. 34(PA), pages 136-153.
    10. I. Bateman & R. Brouwer & S. Ferrini & M. Schaafsma & D. Barton & A. Dubgaard & B. Hasler & S. Hime & I. Liekens & S. Navrud & L. De Nocker & R. Ščeponavičiūtė & D. Semėnienė, 2011. "Making Benefit Transfers Work: Deriving and Testing Principles for Value Transfers for Similar and Dissimilar Sites Using a Case Study of the Non-Market Benefits of Water Quality Improvements Across E," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 50(3), pages 365-387, November.
    11. Poudel, Rajendra & Collins, Alan & Gazal, Kathryn & Wang, Jingxin, 2020. "Benefit transfer estimation of willingness-to-pay for U.S. wetlands conservation," Forest Policy and Economics, Elsevier, vol. 115(C).
    12. Kevin J. Boyle & Jeffrey M. Wooldridge, 2018. "Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(3), pages 609-635, March.
    13. Fitzpatrick, Luke & Parmeter, Christopher F. & Agar, Juan, 2019. "Approaches for visualizing uncertainty in benefit transfer from metaregression," Ecological Economics, Elsevier, vol. 164(C), pages 1-1.

  27. Roberto Leon-Gonzalez & Daniel Montolio, 2004. "Growth, convergence and public investment. A Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1925-1936.
    See citations under working paper version above.
  28. Paul Contoyannis & Andrew M. Jones & Roberto Leon‐Gonzalez, 2004. "Using simulation‐based inference with panel data in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 101-122, February.
    See citations under working paper version above.
  29. Markus Jochmann & Roberto León‐González, 2004. "Estimating the demand for health care with panel data: a semiparametric Bayesian approach," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 1003-1014, October.
    See citations under working paper version above.
  30. Roberto León & Carmelo J. León, 2003. "Single or double bounded contingent valuation? A Bayesian test," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(2), pages 174-188, May.

    Cited by:

    1. Kelvin Balcombe & Iain Fraser, 2009. "Dichotomous‐choice contingent valuation with ‘dont know’ responses and misreporting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1137-1152, November.
    2. Marcella Veronesi & Anna Alberini & Joseph Cooper, 2011. "Implications of Bid Design and Willingness-To-Pay Distribution for Starting Point Bias in Double-Bounded Dichotomous Choice Contingent Valuation Surveys," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 49(2), pages 199-215, June.

  31. Carmelo León & Francisco Vázquez-Polo & Roberto González, 2003. "Elicitation of Expert Opinion in Benefit Transfer of Environmental Goods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(2), pages 199-210, October.

    Cited by:

    1. Robert J. Johnston & Randall S. Rosenberger, 2010. "Methods, Trends And Controversies In Contemporary Benefit Transfer," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 479-510, July.
    2. Martínez-Cruz, Adán L. & Juárez-Torres, Miriam & Guerrero, Santiago, 2017. "Assessing Impacts From Climate Change on Local Social-ecological Systems in Contexts Where Information is Lacking: An Expert Elicitation in the Bolivian Altiplano," Ecological Economics, Elsevier, vol. 137(C), pages 70-82.

Chapters

  1. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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