John Geweke

University of Washington — United States

Economics, Econometrics and Finance · Social Sciences

74h-index24.9kcitations261works0.02yr avg
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Research Topics

Monetary Policy and Economic Impact(64), Financial Risk and Volatility Modeling(42), Statistical Methods and Inference(38), Statistical Methods and Bayesian Inference(35), Forecasting Techniques and Applications(34)

Publications261 total

Issue Information
Journal of Applied Econometrics·2023Open Access
Rényi Divergence and Monte Carlo Integration
2020
Bayesian A/B Inference
2019
Bayesian Inference for ARFIMA Models
Journal of Time Series Analysis·2019· 13 cited
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Journal of Econometrics·2018· 10 cited
Econometrics
The New Palgrave Dictionary of Economics·2018
Endogeneity and Exogeneity
The New Palgrave Dictionary of Economics·2018
Prediction Using Several Macroeconomic Models
The Review of Economics and Statistics·2017· 52 cited
Replication data for: "Prediction Using Several Macroeconomic Models"
Harvard Dataverse·2016Open Access
Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP
Econometrics·2016· 3 citedOpen Access
Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Journal of Financial Econometrics·2016· 2 cited
dataset.tar.gz
Harvard Dataverse·2016Open Access
code.tar.gz
Harvard Dataverse·2016Open Access
AG_REStat_code_data_readme_file_2016_10_20.pdf
Harvard Dataverse·2016Open Access
Risk Presentation and Portfolio Choice
European Finance Review·2015· 27 citedOpen Access
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
2014· 36 cited
Review Essay on Charles F. Manski's <i>Public Policy in an Uncertain World: Analysis and Decisions</i>
Journal of Economic Literature·2014· 1 cited
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), “Dynamic jump intensities and risk premiums: Evidence from S&amp;P 500 returns and options”
Journal of Financial Economics·2014· 10 cited
Likelihood-based inference for regular functions with fractional polynomial approximations
Journal of Econometrics·2014· 3 cited
\Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options"
2014· 9 cited
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Frequent Co-authors

Michael P. Keane(5), William A. Barnett(5), Richard Meese(3), Gianni Amisano(3), David E. Runkle(2), Kenneth J. Singleton(2), Susan Porter‐Hudak(1), Warren T. Dent(1), Suzanne Bentler(1), Li Liu(1), Maksym Obrizan(1), Elizabeth Cook(1), Kara Wright(1), Elizabeth A. Chrischilles(1), Claire Pavlik(1), Robert B. Wallace(1), Robert L. Ohsfeldt(1), Michael Jones(1), Gary E. Rosenthal(1), Fredric D. Wolinsky(1)