JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C1 - Econometric and Statistical Methods: General (382) C11 - Bayesian Analysis (32)
Number of items at this level: 32.
A
  • Ahmadi, Pooyan Amir, Ritschl, Albrecht (2009). Depression econometrics: a FAVAR model of monetary policy during the Great Depression. (CEP Discussion Papers CEPDP0967). London School of Economics and Political Science. Centre for Economic Performance.
    • B
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2020). Bayesian solutions for the factor zoo: we just ran two quadrillion models. (Systemic Risk Centre Discussion Papers 93). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bryzgalova, Svetlana, Julliard, Christian (2020). Consumption in asset returns. (Systemic Risk Centre Discussion Papers 92). Systemic Risk Centre, The London School of Economics and Political Science.
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2023). Bayesian solutions for the factor zoo: we just ran two quadrillion models. Journal of Finance, 78(1), 487-557. https://doi.org/10.1111/jofi.13197 picture_as_pdf
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2024). Consumption in asset returns. Journal of Finance, picture_as_pdf
  • Ding, Yihong, Balcombe, Kelvin, Robinson, Elizabeth (2021). Time discounting and implications for Chinese farmer responses to an upward trend in precipitation. Journal of Agricultural Economics, 72(3), 916 - 930. https://doi.org/10.1111/1477-9552.12434 picture_as_pdf
  • Maynou-Pujolras, Laia, Saez, Marc, Bacaria, Jordi, Lopez-Casasnovas, Guillem (2014). Health inequalities in the European Union: an empirical analysis of the dynamics of regional differences. European Journal of Health Economics, 16(5), 543-559. https://doi.org/10.1007/s10198-014-0609-1
  • Nascimento, Marcus Gerardus L., Becker, Kalinca L., Mendonça, Mario Jorge (2020). Implications of Brazilian institutional guidelines on educational efficiency. Economía, 21(1), 147 - 168. https://doi.org/10.1353/eco.2020.0009 picture_as_pdf
  • Sattler, Thomas, Brandt, Patrick T., Freeman, John R. (2010). Democratic accountability in open economies. Quarterly Journal of Political Science, 5(1), 71-97. https://doi.org/10.1561/100.00009031
    • C
  • Chiu, Ching-Wai (Jeremy), Mumtaz, Haroon, Pinter, Gabor (2016). VAR models with non-Gaussian shocks. (CFM discussion paper series CFM-DP2016-09). Centre For Macroeconomics.
  • Maynou, Laia, Coll-de-Tuero, Gabriel, Saez, Marc (2019). The effects of copayment in primary health care: evidence from a natural experiment. European Journal of Health Economics, 20(8), 1237-1248. https://doi.org/10.1007/s10198-019-01089-4 description
    • D
  • 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, 30(5), 831 - 848. https://doi.org/10.1016/j.jimonfin.2011.05.004
  • Dasgupta, Amil, Leon-Gonzalez, Roberto, Shortland, Anja (2006). Regionality revisited: an examination of the direction of spread of currency crises. (Financial Markets Group Discussion Papers 584). Financial Markets Group, The London School of Economics and Political Science.
  • Kalogeropoulos, Konstantinos, Dellaportas, Petros, Roberts, Gareth O. (2011). Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39(1), 52-72. https://doi.org/10.1002/cjs.10096
  • Kalogeropoulos, Konstantinos, Roberts, Gareth O., Dellaportas, Petros (2010). Inference for stochastic volatility models using time change transformations. Annals of Statistics, 38(2), 784-807. https://doi.org/10.1214/09-AOS702
    • E
  • Ellul, Andrew (2001). The dealers ride again: volatility and order flow dynamics in a hybrid market. (Financial Markets Group Discussion Papers 368). Financial Markets Group, The London School of Economics and Political Science.
    • F
  • Fiorentini, Gabriele, Sentana, Enrique, Shephard, Neil (2003). Likelihood-based estimation of latent generalised ARCH structures. (Financial Markets Group Discussion Papers 453). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • G
  • Gerba, Eddie, Hauzenberger, Klemens (2013). Estimating US fiscal and monetary interactions in a time varying VAR. (School of Economics discussion paper KDPE 1303). University of Kent.
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Julliard, Christian, Ghosh, Anisha (2008). Can rare events explain the equity premium puzzle? (Financial Markets Group Discussion Papers 610). Financial Markets Group, The London School of Economics and Political Science.
  • Sariev, Eduard, Germano, Guido (2020). Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20(2), 311-328. https://doi.org/10.1080/14697688.2019.1633014 picture_as_pdf
    • H
  • Hobcraft, John, Sigle-Rushton, Wendy (2005). An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning. (CASEpaper 95). Centre for Analysis of Social Exclusion.
    • J
  • Jarocinski, Marek, Marcet, Albert (2011). Autoregressions in small samples, priors about observables and initial conditions. (CEP Discussion Papers CEPDP1061). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
    • K
  • Kalogeropoulos, Konstantinos (2007). Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137(10), 3092-3102. https://doi.org/10.1016/j.jspi.2006.05.017
  • Kardaras, Constantinos, Ruf, Johannes (2020). Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24(4), 871 - 901. https://doi.org/10.1007/s00780-020-00435-2 picture_as_pdf
  • Mariolis, Theodore, Konstantakis, Konstantinos N., Michaelides, Panayotis G., Tsionas, Efthymios G. (2019). A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA. Studies in Nonlinear Dynamics and Econometrics, 23(1). https://doi.org/10.1515/snde-2016-0137 picture_as_pdf
    • M
  • Martin, Ian W.R., Nagel, Stefan (2022). Market efficiency in the age of big data. Journal of Financial Economics, 145(1), 154 - 177. https://doi.org/10.1016/j.jfineco.2021.10.006 picture_as_pdf
  • Tsionas, Efthymios G., Tran, Kien C., Michaelides, Panayotis G. (2017). Bayesian inference in threshold stochastic frontier models. Empirical Economics, https://doi.org/10.1007/s00181-017-1364-9
    • P
  • Peters, Michael, Szentes, Balázs (2012). Definable and contractible contracts. Econometrica, 80(1), 363-411. https://doi.org/10.3982/ECTA8375
  • Pizzinelli, Carlo, Theodoridis, Konstantinos, Zanetti, Francesco (2018). State dependence in labor market fluctuations: evidence, theory, and policy implications. (CFM Discussion Paper Series CFM-DP2018-22). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
    • S
  • Shanken, Jay, Tamayo, Ane (2012). Payout yield, risk, and mispricing: A Bayesian analysis. Journal of Financial Economics, 105(1), 131-152. https://doi.org/10.1016/j.jfineco.2011.12.002
  • Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, William T. (2014). Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. (Systemic Risk Centre Discussion Papers 20). Systemic Risk Centre, The London School of Economics and Political Science.