IMF Publications by Subject
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Bayesian models:
2011
Title: Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Series: Working Paper No. 2011/230
Date: October 1, 2011
Subject: Bayesian models Estimation techniques Exchange rate arrangements Gravity models
2009
Title: Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging
Series: Working Paper No. 2009/202
Date: September 1, 2009
Subject: Bayesian models Data processing Human capital Inflation Public investment and public-private partnerships (PPP)
Title: Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods
Series: Working Paper No. 2009/074
Date: April 1, 2009
Subject: Bayesian models Data processing Estimation techniques
2008
Title: Trade Creation and Diversion Revisited: Accounting for Model Uncertainty and Natural Trading Partner Effects
Series: Working Paper No. 2008/066
Date: March 1, 2008
Subject: Bayesian models Customs unions Econometric analysis International trade North American Free Trade Agreement Plurilateral trade Trade agreements Trade balance
2004
Title: A Bayesian Approach to Model Uncertainty
Series: Working Paper No. 2004/068
Date: April 1, 2004
Subject: Agroindustries Bayesian models Estimation techniques
2003
Title: Modeling Stochastic Volatility with Application to Stock Returns
Series: Working Paper No. 2003/125
Date: June 1, 2003
Subject: Asset prices Bayesian models Monetary operations Stock markets Vector autoregression
Title: Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
Series: Working Paper No. 2003/102
Date: May 1, 2003
Subject: Banking Bayesian models Econometric analysis Estimation techniques Financial services Monetary systems Money Short term interest rates Vector autoregression
2000
Title: Optimal Inventory Policies when the Demand Distribution is not Known
Series: Working Paper No. 2000/183
Date: November 1, 2000
Subject: Bayesian models Stocks
1999
Title: We Just Averaged over Two Trillion Cross-Country Growth Regressions
Series: Working Paper No. 1999/101
Date: July 1, 1999
Subject: Bayesian models Education Exchange rates Health Informal economy