Details about John Geweke

E-mail:
Homepage:	http://www.biz.uiowa.edu/faculty/jgeweke/
Workplace:	Department of Economics, Tippie College of Business, University of Iowa, (more information at EDIRC)

Access statistics for papers by John Geweke.

Last updated 2009-11-02. Update your information in the RePEc Author Service.

Short-id: pge91

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Working Papers

2009

1. Optimal Prediction Pools
   Working Paper Series, European Central Bank
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2008) View citations

2008

2. Comparing and evaluating Bayesian predictive distributions of asset returns
   Working Paper Series, European Central Bank View citations

2007

3. Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
   Working Papers, University of Brescia, Department of Economics View citations
   Also in Working Paper Series, European Central Bank (2007)

2006

4. Econometrics: A Bird’s Eye View
   CESifo Working Paper Series, CESifo Group Munich
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2006)
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006)

2002

5. Bayesian inference for hospital quality in a selection model
   Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
   See also Journal Article in Econometrica (2003)

1999

6. Computational Experiments and Reality
   Computing in Economics and Finance 1999, Society for Computational Economics View citations
7. Using Simulation Methods for Bayesian Econometric Models
   Computing in Economics and Finance 1999, Society for Computational Economics View citations

1998

8. Using simulation methods for Bayesian econometric models: inference, development, and communication
   Staff Report, Federal Reserve Bank of Minneapolis View citations
   See also Journal Article in Econometric Reviews (1999)

1995

9. Measuring the pricing error of the arbitrage pricing theory
   Staff Report, Federal Reserve Bank of Minneapolis View citations
   See also Journal Article in Review of Financial Studies (1996)
10. Monte Carlo simulation and numerical integration
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See also Chapter (1996)

1994

11. Alternative computational approaches to inference in the multinomial probit model
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See also Journal Article in The Review of Economics and Statistics (1994)

1992

12. Priors for macroeconomic time series and their application
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
    See also Journal Article in Econometric Theory (1994)

1991

13. Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1989

14. THE POSTERIOR DISTRIBUTION OF ROOTS IN MULTIVARIATE AUTOREGRESSIONS
    Working Papers, Erasmus University of Rotterdam - Econometric Institute View citations

Undated

15. An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989
    Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty View citations
16. Posterior Simulators in Econometrics
    Computing in Economics and Finance 1996, Society for Computational Economics View citations

Journal Articles

2007

1. Bayesian Model Comparison and Validation
   American Economic Review, 2007, 97, (2), 60-64
2. Comment
   Econometric Reviews, 2007, 26, (2-4), 193-200
3. Computational techniques for applied econometric analysis of macroeconomic and financial processes
   Computational Statistics & Data Analysis, 2007, 51, (7), 3506-3508
4. Interpretation and inference in mixture models: Simple MCMC works
   Computational Statistics & Data Analysis, 2007, 51, (7), 3529-3550 View citations
5. Smoothly mixing regressions
   Journal of Econometrics, 2007, 138, (1), 252-290 View citations

2006

6. A variance screen for collusion
   International Journal of Industrial Organization, 2006, 24, (3), 467-486 View citations

2004

7. Getting It Right: Joint Distribution Tests of Posterior Simulators
   Journal of the American Statistical Association, 2004, 99, 799-804 View citations

2003

8. Bayesian Inference for Hospital Quality in a Selection Model
   Econometrica, 2003, 71, (4), 1215-1238 View citations
   See also Working Paper (2002)
9. Econometric issues in using the AHEAD panel
   Journal of Econometrics, 2003, 112, (1), 115-120
10. Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
    Journal of Business & Economic Statistics, 2003, 21, (4), 490-92

2002

11. Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking
    Journal of Risk and Uncertainty, 2002, 25, (2), 111-31

2001

12. A note on some limitations of CRRA utility
    Economics Letters, 2001, 71, (3), 341-345 View citations
13. Bayesian Specification Analysis in Econometrics
    American Journal of Agricultural Economics, 2001, 83, (5), 1181-86 View citations
14. Bayesian econometrics and forecasting
    Journal of Econometrics, 2001, 100, (1), 11-15 View citations
15. Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling
    Computational Statistics & Data Analysis, 2001, 37, (2), 151-170 View citations

2000

16. An empirical analysis of earnings dynamics among men in the PSID: 1968-1989
    Journal of Econometrics, 2000, 96, (2), 293-356 View citations
17. Introduction: inference and decision making
    Journal of Applied Econometrics, 2000, 15, (6), 545-546 View citations

1999

18. Power of Tests in Binary Response Models: Comment
    Econometrica, 1999, 67, (2), 423-426
19. Reply
    Econometric Reviews, 1999, 18, (1), 119-126
20. Using simulation methods for bayesian econometric models: inference, development,and communication
    Econometric Reviews, 1999, 18, (1), 1-73 View citations
    See also Working Paper (1998)

1998

21. Prior Density-Ratio Class Robustness in Econometrics
    Journal of Business & Economic Statistics, 1998, 16, (4), 469-78
22. Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
    Journal of Business & Economic Statistics, 1998, 16, (3), 269-71 View citations
23. Some experiments in constructing a hybrid model for macroeconomic analysis: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1998, 49, (1), 143-147

1996

24. Bayesian reduced rank regression in econometrics
    Journal of Econometrics, 1996, 75, (1), 121-146 View citations
25. Measuring the Pricing Error of the Arbitrage Pricing Theory
    Review of Financial Studies, 1996, 9, (2), 557-87 View citations
    See also Working Paper (1995)

1994

26. Alternative Computational Approaches to Inference in the Multinomial Probit Model
    The Review of Economics and Statistics, 1994, 76, (4), 609-32 View citations
    See also Working Paper (1994)
27. Bayesian Analysis of Stochastic Volatility Models: Comment
    Journal of Business & Economic Statistics, 1994, 12, (4), 397-99
28. Priors for Macroeconomic Time Series and Their Application
    Econometric Theory, 1994, 10, (3-4), 609-632 View citations
    See also Working Paper (1992)

1993

29. Bayesian Treatment of the Independent Student- t Linear Model
    Journal of Applied Econometrics, 1993, 8, (S), S19-40 View citations
30. Forecasting time series with common seasonal patterns
    Journal of Econometrics, 1993, 55, (1-2), 201-202 View citations

1991

31. Seminonparametric Bayesian estimation of the asymptotically ideal production model
    Journal of Econometrics, 1991, 49, (1-2), 5-50 View citations

1989

32. Bayesian Inference in Econometric Models Using Monte Carlo Integration
    Econometrica, 1989, 57, (6), 1317-39 View citations
33. Exact predictive densities for linear models with arch disturbances
    Journal of Econometrics, 1989, 40, (1), 63-86 View citations

1988

34. An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment
    Journal of Business & Economic Statistics, 1988, 6, (4), 465-66
35. Antithetic acceleration of Monte Carlo integration in Bayesian inference
    Journal of Econometrics, 1988, 38, (1-2), 73-89 View citations
36. Comment on Poirer: Operational Bayesian Methods in Econometrics
    Journal of Economic Perspectives, 1988, 2, (1), 159-66 View citations
37. The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983
    Journal of Business & Economic Statistics, 1988, 6, (4), 479-86

1987

38. Long run competition in the U.S. aluminum industry
    International Journal of Industrial Organization, 1987, 5, (1), 67-78 View citations

1986

39. Commet
    Econometric Reviews, 1986, 5, (1), 57-61
40. Exact Inference for Continuous Time Markov Chain Models
    Review of Economic Studies, 1986, 53, (4), 653-69 View citations
41. Exact Inference in the Inequality Constrained Normal Linear Regression Model
    Journal of Applied Econometrics, 1986, 1, (2), 127-41 View citations
42. Mobility Indices in Continuous Time Markov Chains
    Econometrica, 1986, 54, (6), 1407-23 View citations

1985

43. Macroeconometric Modeling and the Theory of the Representative Agent
    American Economic Review, 1985, 75, (2), 206-10 View citations

1984

44. A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
    Journal of Business & Economic Statistics, 1984, 2, (3), 191-200 View citations
45. Comment
    Econometric Reviews, 1984, 3, (1), 105-112

1983

46. Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence
    Journal of Econometrics, 1983, 21, (2), 161-194 View citations

1981

47. Estimating Regression Models of Finite but Unknown Order
    International Economic Review, 1981, 22, (1), 55-70 View citations
    Also in Journal of Econometrics, 1981, 16, (1), 162-162 (1981) View citations
48. Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis
    Journal of Econometrics, 1981, 17, (3), 287-304 View citations
49. Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
    International Economic Review, 1981, 22, (1), 37-54 View citations
50. The Approximate Slopes of Econometric Tests
    Econometrica, 1981, 49, (6), 1427-42 View citations

1978

51. Testing the exogeneity specification in the complete dynamic simultaneous equation model
    Journal of Econometrics, 1978, 7, (2), 163-185 View citations

1976

52. A monetarist model of inflationary expectations: John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50
    Journal of Monetary Economics, 1976, 2, (1), 125-127

Chapters

2006

1. Bayesian Forecasting
   Elsevier View citations

2001

2. Computationally intensive methods for integration in econometrics
   Chapter 56 in Handbook of Econometrics, 2001, vol. 5, pp 3463-3568 View citations

1996

3. Monte carlo simulation and numerical integration
   Chapter 15 in Handbook of Computational Economics, 1996, vol. 1, pp 731-800 View citations
   See also Working Paper (1995)

1984

4. Inference and causality in economic time series models
   Chapter 19 in Handbook of Econometrics, 1984, vol. 2, pp 1101-1144 View citations

1980

5. On Specification in Simultaneous Equation Models
   A chapter in Evaluation of Econometric Models, 1980, pp 169-196 View citations

1979

6. The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
   A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 411-432
   Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 411-432 (1978) View citations