Shawn Ni
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Lee, Kiseok & Ni, Shawn, 2002.
"On the dynamic effects of oil price shocks: a study using industry level data,"
Journal of Monetary Economics, Elsevier, vol. 49(4), pages 823-852, May.
Mentioned in:
- On the dynamic effects of oil price shocks: a study using industry level data (JME 2002) in ReplicationWiki ()
Working papers
- Shawn Ni & Michael Podgursky & Fangda Wang, 2020.
"How Teachers Value Pension Wealth: A Reexamination of the Illinois Experience,"
Working Papers
2007, Department of Economics, University of Missouri.
Cited by:
- Fuchsman, Dillon & McGee, Josh B. & Zamarro, Gema, 2023.
"Teachers’ willingness to pay for retirement benefits: A national stated preferences experiment,"
Economics of Education Review, Elsevier, vol. 92(C).
- Fuchsman, Dillon & McGee, Josh & Zamarro, Gema, 2021. "Teachers’ Willingness to Pay for Retirement Benefits: A National Stated Preferences Experiment," Working Papers 20-3, Sinquefield Center for Applied Economic Research, Saint Louis University.
- Fuchsman, Dillon & McGee, Josh B. & Zamarro, Gema, 2023.
"Teachers’ willingness to pay for retirement benefits: A national stated preferences experiment,"
Economics of Education Review, Elsevier, vol. 92(C).
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2020.
"Teacher Pension Enhancements and Staffing in an Urban School District,"
Working Papers
2006, Department of Economics, University of Missouri.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqian, 2022. "Teacher pension enhancements and staffing in an urban school district," Journal of Pension Economics and Finance, Cambridge University Press, vol. 21(4), pages 613-633, October.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqan, 2021. "Teacher Pension Enhancements and Staffing in an Urban School District," Working Papers 21-1, Sinquefield Center for Applied Economic Research, Saint Louis University.
Cited by:
- Knapp, David & Hosek, James & Mattock, Michael G. & Asch, Beth J., 2023. "Predicting teacher retention behavior: Ex ante prediction and ex post realization of a voluntary retirement incentive offer," Economics of Education Review, Elsevier, vol. 93(C).
- Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2018.
"Pension Enhancements and Teacher Retirement Behavior,"
Working Papers
1814, Department of Economics, University of Missouri.
Cited by:
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021.
"Pensions and Late-Career Teacher Retention,"
Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2017. "Pensions and Late-Career Teacher Retention," Working Papers 1708, Department of Economics, University of Missouri.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016. "Pensions and Late-Career Teacher Retention," Working Papers 1608, Department of Economics, University of Missouri, revised Jul 2017.
- Quinby, Laura D. & Wettstein, Gal, 2021. "Do deferred benefit cuts for current employees increase separation?," Labour Economics, Elsevier, vol. 73(C).
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2018.
"Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality,"
Working Papers
1815, Department of Economics, University of Missouri.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2022. "Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality," Journal of Human Resources, University of Wisconsin Press, vol. 57(1), pages 272-303.
- Kaifala, Gabriel B. & Paisey, Catriona & Paisey, Nicholas J., 2021. "The UK pensions landscape – A critique of the role of accountants and accounting technologies in the treatment of social and societal risks," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 75(C).
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021.
"Pensions and Late-Career Teacher Retention,"
Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016.
"Labor Market Frictions and Production Efficiency in Public Schools,"
Working Papers
1604, Department of Economics, University of Missouri, revised Jul 2017.
- Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017. "Labor market frictions and production efficiency in public schools," Economics of Education Review, Elsevier, vol. 60(C), pages 54-67.
Cited by:
- Peter Hinrichs, 2014.
"What Kind of Teachers Are Schools Looking For? Evidence from a Randomized Field Experiment,"
Working Papers (Old Series)
1436, Federal Reserve Bank of Cleveland.
- Hinrichs, Peter, 2021. "What kind of teachers are schools looking for? Evidence from a randomized field experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 395-411.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016.
"Pensions and Late-Career Teacher Retention,"
Working Papers
1608, Department of Economics, University of Missouri, revised Jul 2017.
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021. "Pensions and Late-Career Teacher Retention," Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2017. "Pensions and Late-Career Teacher Retention," Working Papers 1708, Department of Economics, University of Missouri.
Cited by:
- Leslie E. Papke, 2019.
"Retirement Choices by State and Local Public Sector Employees: The Role of Eligibility and Financial Incentives,"
NBER Working Papers
25436, National Bureau of Economic Research, Inc.
- Papke, Leslie E., 2019. "Retirement choices by state and local public sector employees: the role of eligibility and financial incentives," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 515-528, October.
- Leslie E. Papke, 2018. "Retirement Choices by State and Local Public Sector Employees: The Role of Eligibility and Financial Incentives," NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions, National Bureau of Economic Research, Inc.
- Ben Backes & Ben Backes & Dan Goldhaberb & Cyrus Grout & Cory Koedel & Shawn Ni & Michael Podgursky & P. Brett Xiang & Zeyu Xu, 2015.
"Benefit or Burden? On the Intergenerational Inequity of Teacher Pension Plans,"
Working Papers
1517, Department of Economics, University of Missouri, revised Apr 2016.
Cited by:
- Fuchsman, Dillon & McGee, Josh B. & Zamarro, Gema, 2023.
"Teachers’ willingness to pay for retirement benefits: A national stated preferences experiment,"
Economics of Education Review, Elsevier, vol. 92(C).
- Fuchsman, Dillon & McGee, Josh & Zamarro, Gema, 2021. "Teachers’ Willingness to Pay for Retirement Benefits: A National Stated Preferences Experiment," Working Papers 20-3, Sinquefield Center for Applied Economic Research, Saint Louis University.
- Leslie E. Papke, 2019.
"Retirement Choices by State and Local Public Sector Employees: The Role of Eligibility and Financial Incentives,"
NBER Working Papers
25436, National Bureau of Economic Research, Inc.
- Papke, Leslie E., 2019. "Retirement choices by state and local public sector employees: the role of eligibility and financial incentives," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 515-528, October.
- Leslie E. Papke, 2018. "Retirement Choices by State and Local Public Sector Employees: The Role of Eligibility and Financial Incentives," NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions, National Bureau of Economic Research, Inc.
- Dongwoo Kim & Cory Koedel & P. Brett Xiang, 2019.
"The Trade-off Between Pension Costs and Salary Expenditures in the Public Sector,"
Working Papers
1913, Department of Economics, University of Missouri.
- Kim, Dongwoo & Koedel, Cory & Xiang, P. Brett, 2021. "The trade-off between pension costs and salary expenditures in the public sector," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(1), pages 151-168, January.
- Robert M. Costrell & Josh McGee, 2019. "Cross-Subsidization of Teacher Pension Costs: The Case of California," Education Finance and Policy, MIT Press, vol. 14(2), pages 327-354, Spring.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016.
"Labor Market Frictions and Production Efficiency in Public Schools,"
Working Papers
1604, Department of Economics, University of Missouri, revised Jul 2017.
- Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017. "Labor market frictions and production efficiency in public schools," Economics of Education Review, Elsevier, vol. 60(C), pages 54-67.
- Fuchsman, Dillon & McGee, Josh B. & Zamarro, Gema, 2023.
"Teachers’ willingness to pay for retirement benefits: A national stated preferences experiment,"
Economics of Education Review, Elsevier, vol. 92(C).
- Cory Koedel & Shawn Ni & Michael Podgursky, 2012.
"Who Benefits from Pension Enhancements?,"
Working Papers
1207, Department of Economics, University of Missouri, revised 08 Jun 2012.
- Cory Koedel & Shawn Ni & Michael Podgursky, 2014. "Who Benefits from Pension Enhancements?," Education Finance and Policy, MIT Press, vol. 9(2), pages 165-192, March.
Cited by:
- Figlio, David & Karbownik, Krzysztof & Salvanes, Kjell G., 2015.
"Education Research and Administrative Data,"
Discussion Paper Series in Economics
24/2015, Norwegian School of Economics, Department of Economics.
- Figlio, David N. & Karbownik, Krzysztof & Salvanes, Kjell G., 2015. "Education Research and Administrative Data," IZA Discussion Papers 9474, Institute of Labor Economics (IZA).
- David N. Figlio & Krzysztof Karbownik & Kjell G. Salvanes, 2015. "Education Research and Administrative Data," NBER Working Papers 21592, National Bureau of Economic Research, Inc.
- Figlio, D. & Karbownik, K. & Salvanes, K.G., 2016. "Education Research and Administrative Data," Handbook of the Economics of Education,, Elsevier.
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021.
"Pensions and Late-Career Teacher Retention,"
Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2017. "Pensions and Late-Career Teacher Retention," Working Papers 1708, Department of Economics, University of Missouri.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016. "Pensions and Late-Career Teacher Retention," Working Papers 1608, Department of Economics, University of Missouri, revised Jul 2017.
- Shawn Ni & Michael Podgursky, 2011.
"How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications,"
Working Papers
1111, Department of Economics, University of Missouri, revised 20 Jan 2015.
- Shawn Ni & Michael Podgursky, 2015. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Working Papers 1510, Department of Economics, University of Missouri.
- Shawn Ni & Michael Podgursky, 2016. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 1075-1104.
- Melinda Sandler Morrill & John Westall, 2018.
"Social Security and Retirement Timing: Evidence from a National Sample of Teachers,"
NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions,
National Bureau of Economic Research, Inc.
- Morrill, Melinda Sandler & Westall, John, 2019. "Social security and retirement timing: evidence from a national sample of teachers," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 549-564, October.
- Melinda S. Morrill & John Westall, 2018. "Social Security and Retirement Timing: Evidence from a National Sample of Teachers," NBER Working Papers 25411, National Bureau of Economic Research, Inc.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqan, 2021.
"Teacher Pension Enhancements and Staffing in an Urban School District,"
Working Papers
21-1, Sinquefield Center for Applied Economic Research, Saint Louis University.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqian, 2022. "Teacher pension enhancements and staffing in an urban school district," Journal of Pension Economics and Finance, Cambridge University Press, vol. 21(4), pages 613-633, October.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2020. "Teacher Pension Enhancements and Staffing in an Urban School District," Working Papers 2006, Department of Economics, University of Missouri.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2018.
"Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality,"
Working Papers
1815, Department of Economics, University of Missouri.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2022. "Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality," Journal of Human Resources, University of Wisconsin Press, vol. 57(1), pages 272-303.
- Dongwoo Kim & Cory Koedel & P. Brett Xiang, 2019.
"The Trade-off Between Pension Costs and Salary Expenditures in the Public Sector,"
Working Papers
1913, Department of Economics, University of Missouri.
- Kim, Dongwoo & Koedel, Cory & Xiang, P. Brett, 2021. "The trade-off between pension costs and salary expenditures in the public sector," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(1), pages 151-168, January.
- Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2018. "Pension Enhancements and Teacher Retirement Behavior," Working Papers 1814, Department of Economics, University of Missouri.
- Matthew M. Chingos & Martin R. West, 2015. "Which Teachers Choose a Defined Contribution Pension Plan? Evidence from the Florida Retirement System," Education Finance and Policy, MIT Press, vol. 10(2), pages 193-222, March.
- Ben Backes & Ben Backes & Dan Goldhaberb & Cyrus Grout & Cory Koedel & Shawn Ni & Michael Podgursky & P. Brett Xiang & Zeyu Xu, 2015. "Benefit or Burden? On the Intergenerational Inequity of Teacher Pension Plans," Working Papers 1517, Department of Economics, University of Missouri, revised Apr 2016.
- Cory Koedel & P. Brett Xiang, 2017.
"Pension Enhancements and the Retention of Public Employees,"
ILR Review, Cornell University, ILR School, vol. 70(2), pages 519-551, March.
- Cory Koedel & P. Brett Xiang, 2014. "Pension Enhancements and the Retention of Public Employees," Working Papers 1418, Department of Economics, University of Missouri, revised 09 Feb 2015.
- Kim, Dongwoo, 2020. "Worker retirement responses to pension incentives: Do they respond to pension wealth?," Journal of Economic Behavior & Organization, Elsevier, vol. 173(C), pages 365-385.
- Shawn Ni & Michael Podgursky, 2011.
"How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications,"
Working Papers
1111, Department of Economics, University of Missouri, revised 20 Jan 2015.
- Shawn Ni & Michael Podgursky, 2016. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 1075-1104.
- Shawn Ni & Michael Podgursky, 2015. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Working Papers 1510, Department of Economics, University of Missouri.
Cited by:
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021.
"Pensions and Late-Career Teacher Retention,"
Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2017. "Pensions and Late-Career Teacher Retention," Working Papers 1708, Department of Economics, University of Missouri.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016. "Pensions and Late-Career Teacher Retention," Working Papers 1608, Department of Economics, University of Missouri, revised Jul 2017.
- Vera, Celia Patricia, 2018. "A structural approach to assessing retention policies in public schools," MPRA Paper 90657, University Library of Munich, Germany.
- Justin Falk & Nadia Karamcheva, 2018. "Comparing the Effects of Current Pay and Defined Benefit Pensions on Employee Retention: Working Paper 2018-06," Working Papers 54056, Congressional Budget Office.
- Melinda Sandler Morrill & John Westall, 2018.
"Social Security and Retirement Timing: Evidence from a National Sample of Teachers,"
NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions,
National Bureau of Economic Research, Inc.
- Morrill, Melinda Sandler & Westall, John, 2019. "Social security and retirement timing: evidence from a national sample of teachers," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 549-564, October.
- Melinda S. Morrill & John Westall, 2018. "Social Security and Retirement Timing: Evidence from a National Sample of Teachers," NBER Working Papers 25411, National Bureau of Economic Research, Inc.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqan, 2021.
"Teacher Pension Enhancements and Staffing in an Urban School District,"
Working Papers
21-1, Sinquefield Center for Applied Economic Research, Saint Louis University.
- Ni, Shawn & Podgursky, Michael & Wang, Xiqian, 2022. "Teacher pension enhancements and staffing in an urban school district," Journal of Pension Economics and Finance, Cambridge University Press, vol. 21(4), pages 613-633, October.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2020. "Teacher Pension Enhancements and Staffing in an Urban School District," Working Papers 2006, Department of Economics, University of Missouri.
- Fuchsman, Dillon & McGee, Josh & Zamarro, Gema, 2022. "Teachers’ Knowledge and Preparedness for Retirement: Results from a Nationally Representative Teacher Survey," Working Papers 21-5, Sinquefield Center for Applied Economic Research, Saint Louis University.
- Quinby, Laura D. & Wettstein, Gal, 2021. "Do deferred benefit cuts for current employees increase separation?," Labour Economics, Elsevier, vol. 73(C).
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2018.
"Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality,"
Working Papers
1815, Department of Economics, University of Missouri.
- Shawn Ni & Michael Podgursky & Xiqian Wang, 2022. "Teacher Pension Plan Incentives, Retirement Decisions, and Workforce Quality," Journal of Human Resources, University of Wisconsin Press, vol. 57(1), pages 272-303.
- Vera Celia P., 2019. "A Structural Approach to Assessing Retention Policies in Public Schools," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(3), pages 1-26, July.
- Laura D. Quinby, 2020. "Do Deferred Retirement Benefits Retain Government Employees?," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 39(2), pages 469-509, March.
- Dan Goldhaber & Cyrus Grout & Kristian L. Holden & Josh B. McGee, 2024. "Evidence on the Relationship between Pension-Driven Financial Incentives and Late-Career Attrition: Implications for Pension Reform," ILR Review, Cornell University, ILR School, vol. 77(2), pages 175-198, March.
- Knapp, David & Hosek, James & Mattock, Michael G. & Asch, Beth J., 2023. "Predicting teacher retention behavior: Ex ante prediction and ex post realization of a voluntary retirement incentive offer," Economics of Education Review, Elsevier, vol. 93(C).
- Robert M. Costrell & Josh McGee, 2019. "Cross-Subsidization of Teacher Pension Costs: The Case of California," Education Finance and Policy, MIT Press, vol. 14(2), pages 327-354, Spring.
- Maria D. Fitzpatrick, 2018.
"Pension Reform and Return to Work Policies,"
NBER Working Papers
25299, National Bureau of Economic Research, Inc.
- Maria D. Fitzpatrick, 2018. "Pension Reform and Return-to-Work Policies," NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions, National Bureau of Economic Research, Inc.
- Fitzpatrick, Maria D., 2019. "Pension reform and return-to-work policies," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 500-514, October.
- María del Carmen Valls Martínez & José Manuel Santos-Jaén & Fahim-ul Amin & Pedro Antonio Martín-Cervantes, 2021. "Pensions, Ageing and Social Security Research: Literature Review and Global Trends," Mathematics, MDPI, vol. 9(24), pages 1-25, December.
- Kim, Dongwoo, 2020. "Worker retirement responses to pension incentives: Do they respond to pension wealth?," Journal of Economic Behavior & Organization, Elsevier, vol. 173(C), pages 365-385.
- Cory Koedel & Jason A. Grissom & Shawn Ni & Michael Podgursky, 2011.
"Pension-Induced Rigidities in the Labor Market for School Leaders,"
CESifo Working Paper Series
3605, CESifo.
- Cory Koedel & Jason A. Grissom & Shawn Ni & Michael Podgursky, 2011. "Pension-Induced Rigidities in the Labor Market for School Leaders," Working Papers 1115, Department of Economics, University of Missouri.
Cited by:
- Cory Koedel & Jiaxi Li, 2016.
"The Efficiency Implications Of Using Proportional Evaluations To Shape The Teaching Workforce,"
Contemporary Economic Policy, Western Economic Association International, vol. 34(1), pages 47-62, January.
- Cory Koedel & Jiaxi Li, 2014. "The Efficiency Implications of Using Proportional Evaluations to Shape the Teaching Workforce," Working Papers 1402, Department of Economics, University of Missouri, revised 16 Mar 2015.
- Dan Goldhaber & Cyrus Grout, 2016. "Pension Choices and the Savings Patterns of Public School Teachers," Education Finance and Policy, MIT Press, vol. 11(4), pages 449-481, Fall.
- Cory Koedel & Mark Ehlert & Eric Parsons & Michael Podgursky, 2012.
"Selecting Growth Measures for School and Teacher Evaluations,"
Working Papers
1210, Department of Economics, University of Missouri.
- Cory Koedel & Mark Ehlert & Eric Parsons & Michael Podgursky & P. Brett Xiang, 2014. "Selecting Growth Measures for School and Teacher Evaluations," Working Papers 1401, Department of Economics, University of Missouri.
- Cory Koedel & Shawn Ni & Michael Podgursky, 2014.
"Who Benefits from Pension Enhancements?,"
Education Finance and Policy, MIT Press, vol. 9(2), pages 165-192, March.
- Cory Koedel & Shawn Ni & Michael Podgursky, 2012. "Who Benefits from Pension Enhancements?," Working Papers 1207, Department of Economics, University of Missouri, revised 08 Jun 2012.
- Maria D. Fitzpatrick, 2013.
"Retiree Health Insurance for Public School Employees: Does it Affect Retirement?,"
CESifo Working Paper Series
4415, CESifo.
- Maria D. Fitzpatrick, 2013. "Retiree Health Insurance for Public School Employees: Does it Affect Retirement?," NBER Working Papers 19524, National Bureau of Economic Research, Inc.
- Maria D. Fitzpatrick, 2013. "Retiree Health Insurance for Public School Employees: Does It Affect Retirement?," NBER Chapters, in: State and Local Health Plans for Active and Retired Public Employees, National Bureau of Economic Research, Inc.
- Fitzpatrick, Maria D., 2014. "Retiree health insurance for public school employees: Does it affect retirement?," Journal of Health Economics, Elsevier, vol. 38(C), pages 88-98.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016.
"Labor Market Frictions and Production Efficiency in Public Schools,"
Working Papers
1604, Department of Economics, University of Missouri, revised Jul 2017.
- Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017. "Labor market frictions and production efficiency in public schools," Economics of Education Review, Elsevier, vol. 60(C), pages 54-67.
- Martin F. Lueken & Michael Podgursky, 2016. "Determinants of Cashing Out: A Behavioral Analysis of Refund Claimants and Annuitants in the Illinois Teachers Retirement System," Working Papers 1605, Department of Economics, University of Missouri.
- J. Isaac Miller & Shawn Ni, 2010.
"Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy,"
Working Papers
1012, Department of Economics, University of Missouri.
- Miller, J. Isaac & Ni, Shawn, 2011. "Long-Term Oil Price Forecasts: A New Perspective On Oil And The Macroeconomy," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 396-415, November.
Cited by:
- Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 286-299.
- Morana, Claudio, 2012.
"The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective,"
Energy: Resources and Markets
127423, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Claudio Morana, 2013. "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers 223, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013.
"Liquidity and crude oil prices: China's influence over 1996–2011,"
Economic Modelling, Elsevier, vol. 33(C), pages 517-525.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2012. "Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011," MPRA Paper 48900, University Library of Munich, Germany.
- Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers 15062, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Sep 2012.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012.
"Crude Oil Prices: China’s Influence Over 1996-2011,"
Working Papers
15728, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2012. "Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011," MPRA Paper 48900, University Library of Munich, Germany.
- Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers 15062, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Sep 2012.
- Zhang, Chuanguo & Chen, Xiaoqing, 2014. "The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries," Energy Policy, Elsevier, vol. 66(C), pages 32-41.
- Benk, Szilard & Gillman, Max, 2023.
"Identifying money and inflation expectation shocks to real oil prices,"
Energy Economics, Elsevier, vol. 126(C).
- Benk, Szilárd & Gillman, Max, 2023. "Identifying money and inflation expectation shocks on real oil prices," Bank of Finland Research Discussion Papers 10/2023, Bank of Finland.
- J. Isaac Miller, 2012.
"Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures,"
Working Papers
1211, Department of Economics, University of Missouri.
- J. Isaac Miller, 2014. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 584-614.
- {L}ukasz Bielak & Aleksandra Grzesiek & Joanna Janczura & Agnieszka Wy{l}oma'nska, 2021.
"Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling,"
Papers
2107.07142, arXiv.org.
- Bielak, Łukasz & Grzesiek, Aleksandra & Janczura, Joanna & Wyłomańska, Agnieszka, 2021. "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling," Resources Policy, Elsevier, vol. 74(C).
- Tapia, Carlos & Coulton, Jeff & Saydam, Serkan, 2020. "Using entropy to assess dynamic behaviour of long-term copper price," Resources Policy, Elsevier, vol. 66(C).
- Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020.
"Commodity Prices and Global Economic Activity: a derived-demand approach,"
Working Papers Series
539, Central Bank of Brazil, Research Department.
- Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
- Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021.
"Machine learning and oil price point and density forecasting,"
Energy Economics, Elsevier, vol. 102(C).
- Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
- Alexander HARIN, 2014. "Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts," Expert Journal of Economics, Sprint Investify, vol. 2(2), pages 69-79.
- Shawn Ni & Antonello Loddo & Dongchu Sun, 2009.
"Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search,"
Working Papers
0911, Department of Economics, University of Missouri.
- Antonello Loddo & Shawn Ni & Dongchu Sun, 2011. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 342-355, July.
- Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 342-355.
Cited by:
- Asai, M. & Chang, C-L. & McAleer, M.J., 2016.
"Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers,"
Econometric Institute Research Papers
EI2016-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016. "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Tinbergen Institute Discussion Papers 16-076/III, Tinbergen Institute.
- Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016. "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Documentos de Trabajo del ICAE 2016-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Gregor Kastner, 2016.
"Sparse Bayesian time-varying covariance estimation in many dimensions,"
Papers
1608.08468, arXiv.org, revised Nov 2017.
- Kastner, Gregor, 2019. "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, vol. 210(1), pages 98-115.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011.
"Matrix Exponential Stochastic Volatility with Cross Leverage,"
CIRJE F-Series
CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-938, CIRJE, Faculty of Economics, University of Tokyo.
- Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu, 2016. "Matrix exponential stochastic volatility with cross leverage," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 331-350.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2013. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-904, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-932, CIRJE, Faculty of Economics, University of Tokyo.
- Roberto Casarin & Domenico Sartore & Marco Tronzano, 2018. "A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 101-114, January.
- Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022. "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, vol. 227(1), pages 285-304.
- Ni, Shawn & Ratti, Ronald A., 2009.
"Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis,"
Economics Discussion Papers
2009-12, Kiel Institute for the World Economy (IfW Kiel).
- Ni, Shawn & Ratti, Ronald A., 2009. "Heterogeneous parameter uncertainty and the timing of investment during crisis," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-22.
Cited by:
- David Meenagh & Patrick Minford, 2012. "Non Stationary Shocks, Crises and Policy," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 191-224.
- Shawn Ni & Pham Hoang Van, 2005.
"High Corruption Income in Ming and Qing China,"
Working Papers
0503, Department of Economics, University of Missouri.
- Ni, Shawn & Van, Pham Hoang, 2006. "High corruption income in Ming and Qing China," Journal of Development Economics, Elsevier, vol. 81(2), pages 316-336, December.
Cited by:
- Bai, Ying, 2019. "Farewell to confucianism: The modernizing effect of dismantling China's imperial examination system," Journal of Development Economics, Elsevier, vol. 141(C).
- Sng, Tuan-Hwee & Moriguchi, Chiaki, 2014.
"Asia's Little Divergence: State Capacity in China and Japan before 1850,"
PRIMCED Discussion Paper Series
58, Institute of Economic Research, Hitotsubashi University.
- Tuan-Hwee Sng & Chiaki Moriguchi, 2014. "Asia’s little divergence: state capacity in China and Japan before 1850," Journal of Economic Growth, Springer, vol. 19(4), pages 439-470, December.
- Sng, Tuan-Hwee & Moriguchi, Chiaki, 2014. "Asia’s Little Divergence: State Capacity in China and Japan before 1850," CEI Working Paper Series 2014-6, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Pei Gao, 2015. "Risen from Chaos: What drove the spread of Mass Education in the early 20th century China," Working Papers 0089, European Historical Economics Society (EHES).
- Tuan-Hwee Sng & Chiaki Moriguchi, 2013.
"Taxation and Public Goods Provision in China and Japan before 1850,"
Global COE Hi-Stat Discussion Paper Series
gd12-284, Institute of Economic Research, Hitotsubashi University.
- Sng, Tuan-Hwee & Moriguchi, Chiaki, 2013. "Taxation and Public Goods Provision in China and Japan before 1850," PRIMCED Discussion Paper Series 35, Institute of Economic Research, Hitotsubashi University.
- Yang, Li & Milanović, Branko & Lin, Yaoqi, 2023.
"Anti-corruption campaign in China: An empirical investigation,"
ZEW Discussion Papers
23-052, ZEW - Leibniz Centre for European Economic Research.
- Yang, Li & Milanovic, Branko & Lin, Yaoqi, 2024. "Anti-corruption campaign in China: an empirical investigation," LSE Research Online Documents on Economics 124073, London School of Economics and Political Science, LSE Library.
- Yang, Li & Milanovic, Branko & Lin, Yaoqi, 2023. "Anti-Corruption Campaign in China: An Empirical Investigation," SocArXiv b3jze, Center for Open Science.
- Jiwei Qian & Tuan‐Hwee Sng, 2021. "The state in Chinese economic history," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 61(3), pages 359-395, November.
- Logan (Geng) Li & Zhengwei Wang, 2022. "Understanding the long‐term effects of Keju: The case of entrepreneurship in China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(4), pages 665-689, October.
- Van-Ha Le & Jakob de Haan & Erik Dietzenbacher & Jakob de Haan, 2013. "Do Higher Government Wages Reduce Corruption? Evidence Based on a Novel Dataset," CESifo Working Paper Series 4254, CESifo.
- Sng, Tuan-Hwee, 2014. "Size and dynastic decline: The principal-agent problem in late imperial China, 1700–1850," Explorations in Economic History, Elsevier, vol. 54(C), pages 107-127.
Articles
- Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021.
"Pensions and Late-Career Teacher Retention,"
Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
See citations under working paper version above.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2017. "Pensions and Late-Career Teacher Retention," Working Papers 1708, Department of Economics, University of Missouri.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016. "Pensions and Late-Career Teacher Retention," Working Papers 1608, Department of Economics, University of Missouri, revised Jul 2017.
- Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017.
"Labor market frictions and production efficiency in public schools,"
Economics of Education Review, Elsevier, vol. 60(C), pages 54-67.
See citations under working paper version above.
- Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016. "Labor Market Frictions and Production Efficiency in Public Schools," Working Papers 1604, Department of Economics, University of Missouri, revised Jul 2017.
- Shawn Ni & Michael Podgursky, 2016.
"How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications,"
Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 1075-1104.
See citations under working paper version above.
- Shawn Ni & Michael Podgursky, 2011. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Working Papers 1111, Department of Economics, University of Missouri, revised 20 Jan 2015.
- Shawn Ni & Michael Podgursky, 2015. "How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," Working Papers 1510, Department of Economics, University of Missouri.
- Cory Koedel & Shawn Ni & Michael Podgursky, 2014.
"Who Benefits from Pension Enhancements?,"
Education Finance and Policy, MIT Press, vol. 9(2), pages 165-192, March.
See citations under working paper version above.
- Cory Koedel & Shawn Ni & Michael Podgursky, 2012. "Who Benefits from Pension Enhancements?," Working Papers 1207, Department of Economics, University of Missouri, revised 08 Jun 2012.
- Sun, Dongchu & Ni, Shawn, 2014.
"A Bayesian analysis of normalized VAR models,"
Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 247-259.
Cited by:
- Koglin, Till, 2015. "Organisation does matter – planning for cycling in Stockholm and Copenhagen," Transport Policy, Elsevier, vol. 39(C), pages 55-62.
- Ni, Shawn & Seol, Youn, 2014.
"New evidence on excess sensitivity of household consumption,"
Journal of Monetary Economics, Elsevier, vol. 63(C), pages 80-94.
Cited by:
- Adamopoulou, Effrosyni & Zizza, Roberta, 2017.
"Regular versus Lump-Sum Payments in Union Contracts and Household Consumption,"
IZA Discussion Papers
10509, Institute of Labor Economics (IZA).
- Zizza, Roberta & Adamopoulou, Effrosyni, 2017. "Regular versus lump-sum payments in union contracts and household consumption," Working Paper Series 2013, European Central Bank.
- Effrosyni Adamopoulou & Roberta Zizza, 2015. "Accessorizing. The effect of union contract renewals on consumption," Temi di discussione (Economic working papers) 1024, Bank of Italy, Economic Research and International Relations Area.
- Kim, H. Youn, 2017. "The permanent income hypothesis, transitional dynamics, and excess sensitivity of consumption," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 10-25.
- Tomas Havranek & Anna Sokolova, 2016.
"Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not","
HSE Working papers
WP BRP 137/EC/2016, National Research University Higher School of Economics.
- Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say “Probably Not”," Working Papers IES 2016/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
- Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," Working Papers 2016/08, Czech National Bank.
- Vellekoop, Nathanael, 2018. "Explaining intra-monthly consumption patterns: The timing of income or the timing of consumption commitments?," SAFE Working Paper Series 237, Leibniz Institute for Financial Research SAFE.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- Sena Durguner, 2018. "Variations in farm consumption and their relationship to income: an empirical investigation of Illinois farm households," Applied Economics, Taylor & Francis Journals, vol. 50(9), pages 990-1005, February.
- Tomas Havranek & Anna Sokolova, 2020.
"Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say 'Probably Not',"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 97-122, January.
- Tomas Havranek & Anna Sokolova, 2019. "Code and data files for "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say 'Probably Not'"," Computer Codes 18-255, Review of Economic Dynamics.
- Hiroaki Hayakawa, 2020. "Consumer behavior in a monetary economy and smoothing of composite consumption," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 89-122, March.
- Zhao, Da & Chen, Yifan & Shen, Jim.H., 2020. "Mortgage payments and household consumption in urban China," Economic Modelling, Elsevier, vol. 93(C), pages 100-111.
- Sirisankanan, Aeggarchat, 2023. "The Response of Household Savings to Anticipated Income Changes: Natural Experiments Using Natural and Non-Natural Factors," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 1-31, June.
- Adamopoulou, Effrosyni & Zizza, Roberta, 2017.
"Regular versus Lump-Sum Payments in Union Contracts and Household Consumption,"
IZA Discussion Papers
10509, Institute of Labor Economics (IZA).
- Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011.
"Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 342-355.
- Antonello Loddo & Shawn Ni & Dongchu Sun, 2011. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 342-355, July.
See citations under working paper version above.- Shawn Ni & Antonello Loddo & Dongchu Sun, 2009. "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Working Papers 0911, Department of Economics, University of Missouri.
- Miller, J. Isaac & Ni, Shawn, 2011.
"Long-Term Oil Price Forecasts: A New Perspective On Oil And The Macroeconomy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 396-415, November.
See citations under working paper version above.
- J. Isaac Miller & Shawn Ni, 2010. "Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy," Working Papers 1012, Department of Economics, University of Missouri.
- Ni, Shawn & Ratti, Ronald A., 2009.
"Heterogeneous parameter uncertainty and the timing of investment during crisis,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-22.
See citations under working paper version above.
- Ni, Shawn & Ratti, Ronald A., 2009. "Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis," Economics Discussion Papers 2009-12, Kiel Institute for the World Economy (IfW Kiel).
- George, Edward I. & Sun, Dongchu & Ni, Shawn, 2008.
"Bayesian stochastic search for VAR model restrictions,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 553-580, January.
Cited by:
- Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017.
"Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168111, Verein für Socialpolitik / German Economic Association.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
200, Oesterreichische Nationalbank (Austrian Central Bank).
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
- Michael D. Bauer, 2018.
"Restrictions on Risk Prices in Dynamic Term Structure Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
- Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo.
- Michael D. Bauer, 2011. "Restrictions on Risk Prices in Dynamic Term Structure Models," Working Paper Series 2011-03, Federal Reserve Bank of San Francisco.
- Mackowiak, Bartosz & Jarocinski, Marek, 2013.
"Granger-Causal-Priority and Choice of Variables in Vector Autoregressions,"
CEPR Discussion Papers
9686, C.E.P.R. Discussion Papers.
- Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
- Jarociński, Marek & Maćkowiak, Bartosz, 2013. "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series 1600, European Central Bank.
- Bartosz Mackowiak, 2015. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," 2015 Meeting Papers 66, Society for Economic Dynamics.
- Matkovskyy, Roman, 2012. "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper 42173, University Library of Munich, Germany.
- 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.
- Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "Time-varying effect of oil market shocks on the stock market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 150-163.
- Louzis Dimitrios P., 2016.
"Steady-state priors and Bayesian variable selection in VAR forecasting,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 495-527, December.
- Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009.
"Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy,"
Working Paper series
44_09, Rimini Centre for Economic Analysis.
- 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.
- 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).
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
- Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
- Gary Koop, 2011.
"Forecasting with Medium and Large Bayesian VARs,"
Working Papers
1117, University of Strathclyde Business School, Department of Economics.
- Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
- Hauzenberger, Niko & Huber, Florian, 2018.
"Model instability in predictive exchange rate regressions,"
Department of Economics Working Paper Series
276, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Papers wuwp276, Vienna University of Economics and Business, Department of Economics.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Papers 1811.08818, arXiv.org, revised Dec 2018.
- Niko Hauzenberger & Florian Huber, 2020. "Model instability in predictive exchange rate regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Working Papers in Economics 2018-8, University of Salzburg.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
- Gary Koop & Dimitris Korobilis, 2018.
"Forecasting with High-Dimensional Panel VARs,"
Working Paper series
18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Gruber, Lutz F. & West, Mike, 2017. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models," Econometrics and Statistics, Elsevier, vol. 3(C), pages 3-22.
- 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.
- Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 235, WU Vienna University of Economics and Business.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2019. "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Bayesian compressed vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Karlsson, Sune, 2012.
"Forecasting with Bayesian Vector Autoregressions,"
Working Papers
2012:12, Örebro University, School of Business.
- Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019.
"Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage,"
CAMA Working Papers
2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
- Yin, Libo & Ma, Xiyuan, 2018. "Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 434-453.
- Dimitris Korobilis, 2008.
"Forecasting in vector autoregressions with many predictors,"
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"Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment,"
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"The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions,"
Working Papers in Regional Science
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"Predicting crypto-currencies using sparse non-Gaussian state space models,"
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CAMA Working Papers
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"Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model,"
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"A scoring rule for factor and autoregressive models under misspecification,"
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"Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks,"
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