1. The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa. (2025). Magubane, Khwazi.
   In: JRFM.
   RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:76-:d:1582545.

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1. Amir-Ahmadi, Pooyan, Christian Matthes, and Mu-Chun Wang. 2020. “Choosing prior hyperparameters: With applications to time-varying parameter models.” Journal of Business & Economic Statistics, 38(1): 124–136.

2. Del Negro, Marco, and Giorgio E Primiceri. 2015. “Time varying structural vector autoregressions and monetary policy: a corrigendum.” The review of economic studies, 82(4): 1342–1345.
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3. Iseringhausen, Martin, Ivan Petrella, and Konstantinos Theodoridis. 2023. “Aggregate skewness and the business cycle.” Review of Economics and Statistics, 1–37.
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4. Liao, Wenting, Jun Ma, and Chengsi Zhang. 2023. “Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance.” Journal of Applied Econometrics, 38(7): 989–1006.
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5. Lunsford, Kurt G. 2015. “Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy.” Federal Reserve Bank of Cleveland Working Paper, 15(28).
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6. Mertens, Karel, and Morten O Ravn. 2013. “The dynamic effects of personal and corporate income tax changes in the United States.” American Economic Review, 103(4): 1212– 47.
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7. Peersman, Gert. 2022. “International food commodity prices and missing (dis) inflation in the euro area.” Review of Economics and Statistics, 104(1): 85–100.
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8. Primiceri, Giorgio E. 2005. “Time varying structural vector autoregressions and monetary policy.” The Review of Economic Studies, 72(3): 821–852.
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9. Stock, James H, and Mark W Watson. 2012. “Disentangling the Channels of the 2007– 09 Recession.” Brookings Papers on Economic Activity, 2012(1): 81–135.
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1. A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Rubio-Ramirez, Juan F ; Arias, Jonas E ; Shin, Minchul.
   In: Working Papers.
   RePEc:fip:fedpwp:100040.

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2. A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul.
   In: Papers.
   RePEc:arx:papers:2505.23542.

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3. The macroeconomy as a random forest. (2024). Goulet Coulombe, Philippe.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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4. Role of Inflation and Exchange Rates in Shaping the Countrys Food Security Landscape: Nigerias Food Price Puzzle. (2024). GUPTA, RANGAN ; Liao, Wenting ; Xiong, Rui.
   In: Working Papers.
   RePEc:pre:wpaper:202430.

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5. Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi.
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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6. The Time‐Varying Response of Hours Worked to a Productivity Shock. (2023). Li, Huachen.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1907-1935.

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7. Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach. (2023). Petrova, Katerina ; Mumtaz, Haroon.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:635-654.

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8. Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance. (2023). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:38:y:2023:i:7:p:989-1006.

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9. BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Koop, Gary ; Korobilis, Dimitris.
   In: International Economic Review.
   RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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10. Modeling of Predictive Maintenance Systems for Laser-Welders in Continuous Galvanizing Lines Based on Machine Learning with Welder Control Data. (2023). Choi, So-Won ; Lee, Eul-Bum.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:9:p:7676-:d:1141314.

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11. Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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12. Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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13. BVARs and Stochastic Volatility. (2023). Chan, Joshua.
    In: Papers.
    RePEc:arx:papers:2310.14438.

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14. Contractor’s Risk Analysis of Engineering Procurement and Construction (EPC) Contracts Using Ontological Semantic Model and Bi-Long Short-Term Memory (LSTM) Technology. (2022). Choi, So-Won ; Lee, Eul-Bum.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:11:p:6938-:d:832751.

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15. Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). Chan, Joshua.
    In: Papers.
    RePEc:arx:papers:2208.13255.

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16. Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Working Papers.
    RePEc:fip:fedpwp:92355.

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17. Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226.

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18. The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

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19. The time-varying evolution of inflation risks. (2021). Musso, Alberto ; Korobilis, Dimitris ; Landau, Bettina ; Phella, Anthoulla.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212600.

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20. Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8054.

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