John Geweke
Dados Biográficos
| ID | 5543862 |
|---|---|
| NOME | John Geweke |
| PRENOMES | John |
| SOBRENOME | Geweke |
| ASSINATURA | GEWEKE J |
| AFILIAÇÕES | Duke University |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 17 |
| TOTAL DE CITAÇÕES | 9 |
| TOTAL COMO AUTOR | 16 |
| TOTAL COMO EDITOR | 2 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1979 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2017 |
| ÍNDICE H | 2 |
Prediction Using Several Macroeconomic Models
We establish methods that improve the predictions of macroeconometric models—dynamic factor models, dynamic stochastic general equilibrium models, and vector autoregressions—using a quarterly U.S. data set. We measure prediction quality with one-step-ahead probability densities assigned in real time. Two steps lead to substantial improvements: (a) the use of full Bayesian predictive distributions rather than conditioning on the posterior mode for…
The Oxford Handbook of Bayesian Econometrics
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. The Oxford Handbook of Bayesian Econometrics is a single source about Bayesian methods in specialized fields. It contains articles by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the …
The Oxford handbook of Bayesian econometrics
"Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contribution…
An Interpersonal Continuity of Care Measure for Medicare Part B Claims Analyses
Researchers can measure interpersonal continuity of care using Medicare Part B claims. Replication of these findings and further construct validation, however, are needed prior to widespread adoption of this method
Hospital Episodes and Physician Visits
BACKGROUND: Health services use typically is examined using either self-reports or administrative data, but the concordance between the 2 is not well established. OBJECTIVE: We evaluated the concordance of hospital and physician utilization data from self-reports and claims data, and identified factors associated with disagreement. METHODS: We performed a secondary analysis on linked observational and administrative data. A national sample of 431…
[Real and Spurious Long-Memory Properties of Stock-Market Data]
[Bayesian Analysis of Stochastic Volatility Models]
Alternative Computational Approaches to Inference in the Multinomial Probit Model
This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model.The methods compared are the simulated maximum likelihood estimator using the GHK recursive probability,simulator, the method of simulated moments estimator using the GHK recursive simulator and kernel-smoothed frequency simulators, and posterior means using a Gibbs sampling-data augmentation algori…
Remarks on my Term at JBES
Economic Complexity
The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays present fundamental new research on the analysis of complicated outcomes in relatively simple macroeconomic models. The book covers econometric modelling and time series analysis techniques in five…
Economic Complexity
Journal Article Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity Get access Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearily. Edited by A. BARNETT WILLIAM, JOHN GEWEKE and KARL SHELL. (Cambridge and New York: Cambridge University Press, 1989. Pp. xi + 409. £30.00 hardback, US $49.50 hardback. ISBN 0 521 35563 X). Alan Kirman Alan Kirman European University Institute, Florence Search for other works by this author on:…
[An Application of Operational-Subjective Statistical Methods to Rational Expectations]
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957–1983
Log per capita real gross domestic product is modeled as a third-order autoregression with a pair of complex roots whose amplitude is smaller than the amplitude of the real root. The behavior of this terms series is interpreted in terms of these two amplitudes, the periodicity of the complex roots, and the standard deviation of the disturbance. Restrictions are evaluated and inference is conducted using the likelihood principle, applying Monte Ca…
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983
A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
The actual performance of several automated univariate autoregressive forecasting procedures, applied to 150 macroeconomic time series, are compared. The procedures are the random walk model as a basis for comparison; long autoregressions, with three alternative rules for lag length selection; and a long autoregression estimated by minimizing the sum of absolute deviations. The sensitivity of each procedure to preliminary transformations, data, p…
The Estimation and Application of Long Memory Time Series Models
The definitions of fractional Gaussian noise and integrated (or fractionally differenced) series are generalized, and it is shown that the two concepts are equivalent. A new estimator of the long memory parameter in these models is proposed, based on the simple linear regression of the log periodogram on a deterministic regressor. The estimator is the ordinary least squares estimator of the slope parameter in this regression, formed using only th…
Clinical Evaluation vs. Economic Evaluation
To economically evaluate a new drug or other medical innovation one must assess both the changes in costs and in benefits. Safety and efficacy matter, but so do resources costs and social benefits. This paper evaluates the effects on expenditures of the recent introduction of cimetidine, a drug used in the prevention and treatment of duodenal ulcers. This evaluation is of interest in its own right and also as a "guide" for studying similar effect…
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange
The validity of the rational-expectations hypothesis as applied to prices in active auction markets has been extensively tested. Numerous investigators have analyzed an enormous amount of data using many different statistical techniques, and no serious departure from the predictions of the hypothesis has been found. Thus, there is very strong evidence in favor of the hypothesis. (Poole, 1976, p. 467)
Economic Complexity
Journal Article Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity Get access Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearily. Edited by A. BARNETT WILLIAM, JOHN GEWEKE and KARL SHELL. (Cambridge and New York: Cambridge University Press, 1989. Pp. xi + 409. £30.00 hardback, US $49.50 hardback. ISBN 0 521 35563 X). Alan Kirman Alan Kirman European University Institute, Florence Search for other works by this author on:…
An Interpersonal Continuity of Care Measure for Medicare Part B Claims Analyses
Researchers can measure interpersonal continuity of care using Medicare Part B claims. Replication of these findings and further construct validation, however, are needed prior to widespread adoption of this method
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange
The validity of the rational-expectations hypothesis as applied to prices in active auction markets has been extensively tested. Numerous investigators have analyzed an enormous amount of data using many different statistical techniques, and no serious departure from the predictions of the hypothesis has been found. Thus, there is very strong evidence in favor of the hypothesis. (Poole, 1976, p. 467)
Clinical Evaluation vs. Economic Evaluation
To economically evaluate a new drug or other medical innovation one must assess both the changes in costs and in benefits. Safety and efficacy matter, but so do resources costs and social benefits. This paper evaluates the effects on expenditures of the recent introduction of cimetidine, a drug used in the prevention and treatment of duodenal ulcers. This evaluation is of interest in its own right and also as a "guide" for studying similar effect…
The Estimation and Application of Long Memory Time Series Models
The definitions of fractional Gaussian noise and integrated (or fractionally differenced) series are generalized, and it is shown that the two concepts are equivalent. A new estimator of the long memory parameter in these models is proposed, based on the simple linear regression of the log periodogram on a deterministic regressor. The estimator is the ordinary least squares estimator of the slope parameter in this regression, formed using only th…
A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
The actual performance of several automated univariate autoregressive forecasting procedures, applied to 150 macroeconomic time series, are compared. The procedures are the random walk model as a basis for comparison; long autoregressions, with three alternative rules for lag length selection; and a long autoregression estimated by minimizing the sum of absolute deviations. The sensitivity of each procedure to preliminary transformations, data, p…
[An Application of Operational-Subjective Statistical Methods to Rational Expectations]
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957–1983
Log per capita real gross domestic product is modeled as a third-order autoregression with a pair of complex roots whose amplitude is smaller than the amplitude of the real root. The behavior of this terms series is interpreted in terms of these two amplitudes, the periodicity of the complex roots, and the standard deviation of the disturbance. Restrictions are evaluated and inference is conducted using the likelihood principle, applying Monte Ca…
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983
Economic Complexity
Journal Article Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity Get access Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearily. Edited by A. BARNETT WILLIAM, JOHN GEWEKE and KARL SHELL. (Cambridge and New York: Cambridge University Press, 1989. Pp. xi + 409. £30.00 hardback, US $49.50 hardback. ISBN 0 521 35563 X). Alan Kirman Alan Kirman European University Institute, Florence Search for other works by this author on:…
Economic Complexity
The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays present fundamental new research on the analysis of complicated outcomes in relatively simple macroeconomic models. The book covers econometric modelling and time series analysis techniques in five…
Remarks on my Term at JBES
[Bayesian Analysis of Stochastic Volatility Models]
Alternative Computational Approaches to Inference in the Multinomial Probit Model
This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model.The methods compared are the simulated maximum likelihood estimator using the GHK recursive probability,simulator, the method of simulated moments estimator using the GHK recursive simulator and kernel-smoothed frequency simulators, and posterior means using a Gibbs sampling-data augmentation algori…
[Real and Spurious Long-Memory Properties of Stock-Market Data]
An Interpersonal Continuity of Care Measure for Medicare Part B Claims Analyses
Researchers can measure interpersonal continuity of care using Medicare Part B claims. Replication of these findings and further construct validation, however, are needed prior to widespread adoption of this method
Hospital Episodes and Physician Visits
BACKGROUND: Health services use typically is examined using either self-reports or administrative data, but the concordance between the 2 is not well established. OBJECTIVE: We evaluated the concordance of hospital and physician utilization data from self-reports and claims data, and identified factors associated with disagreement. METHODS: We performed a secondary analysis on linked observational and administrative data. A national sample of 431…
The Oxford Handbook of Bayesian Econometrics
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. The Oxford Handbook of Bayesian Econometrics is a single source about Bayesian methods in specialized fields. It contains articles by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the …
The Oxford handbook of Bayesian econometrics
"Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contribution…
Prediction Using Several Macroeconomic Models
We establish methods that improve the predictions of macroeconometric models—dynamic factor models, dynamic stochastic general equilibrium models, and vector autoregressions—using a quarterly U.S. data set. We measure prediction quality with one-step-ahead probability densities assigned in real time. Two steps lead to substantial improvements: (a) the use of full Bayesian predictive distributions rather than conditioning on the posterior mode for…
Econometrics (12 obras) · Computer Science (11 obras) · Economics (11 obras) · Mathematics (11 obras) · Statistics (7 obras) · Complex Systems and Time Series Analysis (5 obras) · Bayesian probability (4 obras) · Mathematical economics (4 obras) · Monetary Policy and Economic Impact (4 obras) · Physics (4 obras)