John Geweke
Names
first:  John 
last:  Geweke 
Affiliations

University of Technology Sydney
→ Business School
→ Economics Discipline Group
 website
 location: Sydney, Australia
Research profile
author of:

Bayesian Model Comparison and Validation
by John Geweke 
On Specification in Simultaneous Equation Models
by Warren Dent & John Geweke
edited by 
Getting It Right: Joint Distribution Tests of Posterior Simulators
by John Geweke 
Monte Carlo simulation and numerical integration
by John F. Geweke 
Comment
by John Geweke 
Optimal Prediction Pools
by Amisano, Gianni & Geweke, John 
Computational Experiments and Reality
by John Geweke 
Posterior Simulators in Econometrics
by John Geweke 
Bayesian Inference for Hospital Quality in a Selection Model
by John Geweke & Gautam Gowrisankaran & Robert J. Town 
Econometrics: A Bird’s Eye View
by John Geweke & Joel Horowitz & M. Hashem Pesaran 
Bayesian Inference for Hospital Quality in a Selection Model
by John Geweke & Gautam Gowrisankaran & Robert J. Town 
Introduction: inference and decision making
by John Geweke & John Rust & Herman K. Van Dijk 
Measuring the pricing error of the arbitrage pricing theory
by John F. Geweke & Guofu Zhou 
Power of Tests in Binary Response Models: Comment
by John Geweke 
Evaluating the accuracy of samplingbased approaches to the calculation of posterior moments
by John F. Geweke 
Using simulation methods for bayesian econometric models: inference, development,and communication
by John Geweke 
Priors for macroeconomic time series and their application
by John F. Geweke 
The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
by John Geweke
edited by 
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment.
by Durham, Garland & Geweke, John 
Inference and causality in economic time series models
by Geweke, John
edited by 
Interpretation and inference in mixture models: Simple MCMC works
by Geweke, John 
Using Simulation Methods for Bayesian Econometric Models
by John Geweke 
Measuring the Pricing Error of the Arbitrage Pricing Theory.
by Geweke, John & Zhou, Guofu 
Alternative computational approaches to inference in the multinomial probit model
by John F. Geweke & Michael P. Keane & David E. Runkle 
Using simulation methods for Bayesian econometric models: inference, development, and communication
by John F. Geweke 
Macroeconometric Modeling and the Theory of the Representative Agent.
by Geweke, John 
Long run competition in the U.S. aluminum industry
by Froeb, Luke & Geweke, John 
Forecasting time series with common seasonal patterns
by Geweke, John 
Econometric issues in using the AHEAD panel
by Geweke, John 
Testing the exogeneity specification in the complete dynamic simultaneous equation model
by Geweke, John 
Computationally intensive methods for integration in econometrics
by Geweke, John & Keane, Michael
edited by 
Smoothly mixing regressions
by Geweke, John & Keane, Michael 
Computational techniques for applied econometric analysis of macroeconomic and financial processes
by Geweke, John & Groenen, Patrick J. F. & Paap, Richard & van Dijk, Herman K. 
Estimating regression models of finite but unknown order
by Geweke, John & Meese, Richard 
Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence
by Geweke, John & Meese, Richard & Dent, Warren 
Exact Inference in the Inequality Constrained Normal Linear Regression Model.
by Geweke, John 
Exact predictive densities for linear models with arch disturbances
by Geweke, John 
Some experiments in constructing a hybrid model for macroeconomic analysis: A comment
by Geweke, John 
Bayesian econometrics and forecasting
by Geweke, John 
Seminonparametric Bayesian estimation of the asymptotically ideal production model
by Barnett, William A. & Geweke, John & Wolfe, Michael 
Monte carlo simulation and numerical integration
by Geweke, John
edited by 
Prior DensityRatio Class Robustness in Econometrics.
by Geweke, John & Petrella, Lea 
Econometrics: A Bird’s Eye View
by Geweke, J. & Joel Horowitz & Pesaran, M. H. 
Mobility Indices in Continuous Time Markov Chains.
by Geweke, John & Marshall, Robert C. & Zarkin, Gary A. 
Comment on Poirer: Operational Bayesian Methods in Econometrics.
by Geweke, John 
Bayesian Forecasting
by Geweke, John & Whiteman, Charles
edited by 
Bayesian estimation of statespace models using the MetropolisHastings algorithm within Gibbs sampling
by Geweke, John & Tanizaki, Hisashi 
Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking.
by Geweke, John & Martin, Donald L. 
Priors for Macroeconomic Time Series and Their Application
by Geweke, John 
Real and Spurious LongMemory Properties of StockMarket Data: Comment.
by Geweke, John 
A variance screen for collusion
by AbrantesMetz, Rosa M. & Froeb, Luke M. & Geweke, John & Taylor, Christopher T. 
Bayesian Inference in Econometric Models Using Monte Carlo Integration.
by Geweke, John 
Reply
by J. Geweke 
Bayesian reduced rank regression in econometrics
by Geweke, John 
The Approximate Slopes of Econometric Tests.
by Geweke, John 
The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 19571983.
by Geweke, John 
Bayesian Analysis of Stochastic Volatility Models: Comment.
by Geweke, John 
Bayesian Treatment of the Independent Student t Linear Model.
by Geweke, J. 
Alternative Computational Approaches to Inference in the Multinomial Probit Model.
by Geweke, John & Keane, Michael P. & Runkle, David 
A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series.
by Meese, Richard & Geweke, John 
Antithetic acceleration of Monte Carlo integration in Bayesian inference
by Geweke, John 
A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50
by Geweke, John 
An Empirical Analysis of Income Dynamics among Men in the PSID: 1968–1989
by J. Geweke & M. Keane 
An Application of OperationalSubjective Statistical Methods to Rational Expectations: Comment.
by Geweke, John 
A note on some limitations of CRRA utility
by Geweke, John 
An empirical analysis of earnings dynamics among men in the PSID: 19681989
by Geweke, John & Keane, Michael 
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
by Daniel Ackerberg & John Geweke & Jinyong Hahn 
Statistical inference in the multinomial multiperiod probit model
by John F. Geweke & Michael P. Keane & David E. Runkle 
Comparing and evaluating Bayesian predictive distributions of asset returns
by Geweke, John & Amisano, Gianni 
Prior density ratio class robustness in econometrics
by John F. Geweke & Lea Petrella 
Mixture of normals probit models
by John F. Geweke & Michael P. Keane 
Predicting turning points
by Daniel M. Chin & John F. Geweke & Preston J. Miller 
Simulationbased Bayesian inference for economic time series
by John F. Geweke 
A fine time for monetary policy?
by John F. Geweke & David E. Runkle 
Bayesian comparison of econometric models
by John F. Geweke 
An empirical analysis of income dynamics among men in the PSID: 19681989
by John F. Geweke & Michael P. Keane 
Comment
by Geweke, John 
Posterior simulators in econometrics
by John F. Geweke 
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series.
by Geweke, John F. & Singleton, Kenneth J. 
Variable selection and model comparison in regression
by John F. Geweke 
Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange.
by Geweke, John F. & Feige, Edgar L. 
Temporal Aggregation in the Multiple Regression Model.
by Geweke, John F. 
Estimating Regression Models of Finite but Unknown Order.
by Geweke, John F. & Meese, Richard 
Econometrics: A Bird's Eye View
by Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem 
Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis
by Geweke, John F. & Singleton, Kenneth J. 
Bayesian inference for dynamic choice models without the need for dynamic programming
by John F. Geweke & Michael P. Keane 
Bayesian reduced rank regression in econometrics
by John F. Geweke 
The Superneutrality of Money in the United States: An Interpretation of the Evidence.
by Geweke, John F. 
Bayesian inference for linear models subject to linear inequality constraints
by John F. Geweke 
Statistical inference in the multinomial multiperiod probit model
by Geweke, John F. & Keane, Michael P. & Runkle, David E. 
Financial Competence, Risk Presentation and Retirement Portfolio Preferences
by Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp 
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
by John Geweke & Gianni Amisano 
Optimal prediction pools
by Geweke, John & Amisano, Gianni 
Hierarchical Markov normal mixture models with applications to financial asset returns
by John Geweke & Gianni Amisano 
Measuring the Pricing Error of the Arbitrage Pricing Theory
by John Geweke & Guofu Zhou 
Prediction with Misspecified Models
by John Geweke & Gianni Amisano 
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
by Garland Durham & John Geweke 
Inference and prediction in a multiplestructuralbreak model
by Geweke, John & Jiang, Yu 
Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets
by Joyce E. Berg & John Geweke & Thomas A. Rietz 
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
by Geweke, John 
Bayesian Inference and Posterior Simulators
by John Geweke 
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
by Hazel Bateman & Christine Ebling & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp 
Financial Competence and Expectations Formation: Evidence from Australia
by HAZEL BATEMAN & CHRISTINE ECKERT & JOHN GEWEKE & JORDAN LOUVIERE & SUSAN THORP & STEPHEN SATCHELL 
Bayesian inference for hospital quality in a selection model
by John F. Geweke & Gautam Gowrisankaran & Robert J. Town 
Analysis of Variance for Bayesian Inference
by John Geweke & Gianni Amisano 
Prediction using several macroeconomic models
by Amisano, Gianni & Geweke, John 
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice.
by Bateman, Hazel & Ebling, Christine & Geweke, John & Jordan, Louviere & Stephen, Satchell & Susan, Thorp 
Bayesian Specification Analysis in Econometrics
by John Geweke & William McCausland 
Analysis of variance for bayesian inference
by Amisano, Gianni & Geweke, John 
Bayesian CrossSectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 19671996: Appendices
by Geweke, John & Keane, Michael 
Simulation Based Inference for Dynamic Multinomial Choice Models
by Geweke, John & Houser, Dan & Keane, Michael 
Advances in Random Utility Models
by 10 authors 
Recursively Simulating Multinomial Multiperiod Probit Probabilities
by Geweke, John & Keane, Michael & Runkle, David 
Predicting Turning Points: Technical Paper 20003
by Dan Chin & John Geweke & Preston Miller 
Bayesian CrossSectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 19671996
by Geweke, John & Keane, Michael
editor of:

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity
edited by Barnett, William A. & Geweke, John & Shell, Karl 
Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity
edited by Barnett, William A. & Geweke, John & Shell, Karl 
Journal of Econometrics
edited by T. Amemiya & A. R. Gallant & J. F. Geweke & C. Hsiao & P. M. Robinson 
The Oxford Handbook of Bayesian Econometrics
edited by Geweke, John & Koop, Gary & van Dijk, Herman 
The Oxford Handbook of Bayesian Econometrics
edited by Geweke, John & Koop, Gary & van Dijk, Herman