Ana Beatriz Galvão : Citation Profile


Are you Ana Beatriz Galvão?

University of Warwick

9

H index

8

i10 index

432

Citations

RESEARCH PRODUCTION:

23

Articles

21

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 24
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 16 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga92
   Updated: 2018-12-08    RAS profile: 2018-03-09    
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Relations with other researchers


Works with:

Clements, Michael (7)

Carriero, Andrea (3)

Marcellino, Massimiliano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana Beatriz Galvão.

Is cited by:

Marcellino, Massimiliano (36)

Clements, Michael (22)

Schumacher, Christian (18)

Guérin, Pierre (17)

Foroni, Claudia (15)

Hecq, Alain (13)

Götz, Thomas (12)

Baumeister, Christiane (11)

Kilian, Lutz (11)

Eickmeier, Sandra (10)

Ferrara, Laurent (10)

Cites to:

Croushore, Dean (26)

Clements, Michael (25)

Diebold, Francis (24)

Watson, Mark (21)

Schorfheide, Frank (18)

Hansen, Bruce (17)

Clark, Todd (17)

Smets, Frank (16)

Wouters, Raf (15)

Valkanov, Rossen (15)

Primiceri, Giorgio (15)

Main data


Where Ana Beatriz Galvão has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Journal of Applied Econometrics3
Journal of Business & Economic Statistics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
Economics Working Papers / European University Institute2
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University2

Recent works citing Ana Beatriz Galvão (2018 and 2017)


YearTitle of citing document
2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2017A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Masolo, Riccardo M. ; Kapetanios, George ; Petrova, Katerina. In: Bank of England working papers. RePEc:boe:boeewp:0677.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2017High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?. (2017). Ball, Ryan ; Ghysels, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12179.

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2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

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2018Forecasting GDP of OPEC: The role of oil price. (2018). Salisu, Afees ; Ndako, Umar ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0044.

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2018Mixed frequency models with MA components. (2018). Foroni, Claudia ; Stevanovi, Dalibor ; Marcellino, Massimiliano. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

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2018Forecasting Chinas total energy demand and its structure using ADL-MIDAS model. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:420-429.

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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?. (2017). Franses, Philip Hans ; Kiygi-Calli, Meltem ; Weverbergh, Marcel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:90-101.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018Using low frequency information for predicting high frequency variables. (2018). Guérin, Pierre ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2018Time varying cointegration and the UK great ratios. (2018). Kapetanios, George ; Price, Simon ; Petrova, Katerina ; Millard, Stephen. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2018Time varying cointegration and the UK Great Ratios. (2018). Kapetanios, George ; Petrova, Katerina ; Price, Simon ; Millard, Stephen. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2018The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data. (2018). Chai, Jian ; Su, Siping ; Chen, Xiaofeng ; Lai, Kin Keung ; Zhou, Xiaoyang ; Cao, Puju. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1372-:d:149403.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2017Amplification effects of news shocks through uncertainty. (2017). Cascaldi-Garcia, Danilo. In: 2017 Papers. RePEc:jmp:jm2017:pca1251.

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2017The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

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2017Time-varying mixed frequency forecasting: A real-time experiment. (2017). Neuwirth, Stefan. In: KOF Working papers. RePEc:kof:wpskof:17-430.

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2018Financial development and innovation: A DSGE comparison of Chinese and US business cycles. (2018). Middleditch, Paul ; Zhang, Shuonan ; Haque, Emranul M. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:244.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

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2018The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies. (2018). Lee, Kevin ; Tan, Madeleine Sui-Lay ; Shields, Kalvinder ; Morley, James. In: Discussion Papers. RePEc:not:notcfc:18/11.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2018DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030.

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2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Walther, Thomas ; Klein, Tony ; Charfeddine, Lanouar. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

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2017What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors. (2017). Siklos, Pierre. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0098.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2018The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis. (2018). Hanoma, Ahmed ; Nautz, Dieter. In: Discussion Papers. RePEc:zbw:fubsbe:201816.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Lopes, Artur Silva ; Zsurkis, Gabriel Florin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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2017Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:52017.

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Works by Ana Beatriz Galvão:


YearTitleTypeCited
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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article82
2014The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2003The Transmission Mechanism in a Changing World In: CEPR Discussion Papers.
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paper53
2003The transmission mechanism in a changing world.(2003) In: Economics Working Papers.
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2007The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 53
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2010Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers.
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paper7
2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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This paper has another version. Agregated cites: 7
paper
2002Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters.
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article16
2017Data revisions and DSGE models In: Journal of Econometrics.
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article0
2016Data Revisions and DSGE Models.(2016) In: EMF Research Papers.
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This paper has another version. Agregated cites: 0
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2010First announcements and real economic activity In: European Economic Review.
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article7
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 7
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2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility In: Journal of Empirical Finance.
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article54
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 54
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2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
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article6
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting.
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article19
2013Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting.
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article1
2013Changes in predictive ability with mixed frequency data In: International Journal of Forecasting.
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article8
2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
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article6
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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article3
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
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article1
2000Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil In: Revista Brasileira de Economia - RBE.
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article0
2016Financial stress regimes and the macroeconomy In: Working Papers.
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paper1
2006Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics.
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article20
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
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article89
2006The Forward Premium of Euro Interest Rates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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2007The Forward Premium of Euro Interest Rates.(2007) In: Working Papers.
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2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
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2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
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2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
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paper2
2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
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paper3
2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance.
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2003Multivariate Threshold Models: TVARs and TVECMs In: Brazilian Review of Econometrics.
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article1
2002Conditional mean functions of non-linear models of US output In: Empirical Economics.
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article0
2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics.
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article6
2017Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics.
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2013REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics.
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article22
2006Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation. In: The Warwick Economics Research Paper Series (TWERPS).
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paper9
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: The Warwick Economics Research Paper Series (TWERPS).
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2016A comprehensive evaluation of macroeconomic forecasting methods In: EMF Research Papers.
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2016News and Uncertainty Shocks In: EMF Research Papers.
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paper2
2018Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries In: EMF Research Papers.
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