31
H index
52
i10 index
4392
Citations
University of Cambridge | 31 H index 52 i10 index 4392 Citations RESEARCH PRODUCTION: 69 Articles 58 Papers 5 Books 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew C. Harvey. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman . In: CREATES Research Papers. RePEc:aah:create:2017-23. Full description at Econpapers || Download paper | |
2018 | The dynamics of factor loadings in the cross-section of returns. (2018). Borghi, Riccardo ; Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2018-38. Full description at Econpapers || Download paper | |
2017 | A Monetary Stress Indicator for the Economic Community of West African States. (2017). Winker, Peter ; Tillmann, Peter ; PeterTillmann, ; Diop, Samba. In: Journal of African Development. RePEc:afe:journl:v:19:y:2017:i:2:p:1-18. Full description at Econpapers || Download paper | |
2017 | Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test. (2017). Hepsag, Aycan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:43-52. Full description at Econpapers || Download paper | |
2018 | Examining the Sustainability of the US Shale Oil Boom. (2018). Bejan, Vladimir . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274314. Full description at Econpapers || Download paper | |
2017 | MODELLING INTERNATIONAL OILSEED PRICES: AN APPLICATION OF THE STRUCTURAL TIME SERIES MODEL. (2017). Hazrana, Jaweriah . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266469. Full description at Econpapers || Download paper | |
2017 | A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087. Full description at Econpapers || Download paper | |
2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
2017 | How well do experience curves predict technological progress? A method for making distributional forecasts. (2017). Lafond, François ; Farmer, J. ; Bakker, Jan David ; Rebois, Dylan ; Zadourian, Rubina ; Bailey, Aimee Gotway ; McSharry, Patrick . In: Papers. RePEc:arx:papers:1703.05979. Full description at Econpapers || Download paper | |
2018 | Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series. (2018). Loaiza Maya, Rubén ; Smith, Michael Stanley ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1712.09150. Full description at Econpapers || Download paper | |
2018 | Synthetic Control Methods and Big Data. (2018). Kinn, Daniel. In: Papers. RePEc:arx:papers:1803.00096. Full description at Econpapers || Download paper | |
2018 | A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2018). Buccheri, Giuseppe ; Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:1803.04894. Full description at Econpapers || Download paper | |
2018 | Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045. Full description at Econpapers || Download paper | |
2018 | Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337. Full description at Econpapers || Download paper | |
2018 | Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
2018 | Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
2019 | Dynamic Tail Inference with Log-Laplace Volatility. (2019). Chavez, Gordon V. In: Papers. RePEc:arx:papers:1901.02419. Full description at Econpapers || Download paper | |
2018 | Volatility - return paradigm of foreign private portfolio investment in Nigeria. (2018). Emeka, Ochiabuto ; Michael, Ndugbu ; Peters, Ihejirika. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2018:p:162-173. Full description at Econpapers || Download paper | |
2018 | Measuring Retail Trade Using Card Transactional Data. (2018). GarcÃa López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803. Full description at Econpapers || Download paper | |
2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
2017 | A menu on output gap estimation methods. (2017). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1720. Full description at Econpapers || Download paper | |
2018 | Fiscal policies in the euro area: revisiting the size of spillovers. (2018). Pérez, Javier ; Burriel, Pablo ; Alloza, Mario ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:1820. Full description at Econpapers || Download paper | |
2017 | Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17. Full description at Econpapers || Download paper | |
2017 | A goodness-of-fit test for Generalized Error Distribution. (2017). Coin, Daniele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1096_17. Full description at Econpapers || Download paper | |
2017 | Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17. Full description at Econpapers || Download paper | |
2017 | Low frequency drivers of the real interest rate: a band spectrum regression approach. (2017). Busetti, Fabio ; Caivano, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1132_17. Full description at Econpapers || Download paper | |
2017 | Transmisión monetaria bajo regímenes alternativos de finanzas corporativas. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:46-55. Full description at Econpapers || Download paper | |
2017 | Monetary transmission under competing corporate finance regimes. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:78-100. Full description at Econpapers || Download paper | |
2017 | Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:619. Full description at Econpapers || Download paper | |
2018 | Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755. Full description at Econpapers || Download paper | |
2018 | Quantifying Impacts of Macroeconomic and Non†economic Factors on Public Health Expenditure: A Structural Time Series Model. (2018). Dauda, Risikat ; Tajudeen, Ibrahim A. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:200-218. Full description at Econpapers || Download paper | |
2017 | Multi-parameter regression survival modeling: An alternative to proportional hazards. (2017). Burke, K ; MacKenzie, G. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:678-686. Full description at Econpapers || Download paper | |
2017 | I AM IMMORTAL. (2017). Trezzi, Riccardo. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1161-1166. Full description at Econpapers || Download paper | |
2017 | ON FRUITFUL AND FUTILE TESTS OF THE RELATIONSHIP BETWEEN SEARCH AND PRICE DISPERSION. (2017). Weiss, Avi ; Sherman, Joshua. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1898-1918. Full description at Econpapers || Download paper | |
2018 | EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652. Full description at Econpapers || Download paper | |
2018 | Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective. (2018). Robinson, Tim ; Chua, Chew. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:11-32. Full description at Econpapers || Download paper | |
2017 | A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490. Full description at Econpapers || Download paper | |
2017 | Seasonal changes in central England temperatures. (2017). Proietti, Tommaso ; Hillebrand, Eric. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:769-791. Full description at Econpapers || Download paper | |
2018 | Statistical challenges of administrative and transaction data. (2018). Hand, David J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:555-605. Full description at Econpapers || Download paper | |
2017 | Volatility Modeling with a Generalized t Distribution. (2017). Rao, Tata Subba ; Lange, Rutger-Jan ; Harvey, Andrew ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190. Full description at Econpapers || Download paper | |
2017 | Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478. Full description at Econpapers || Download paper | |
2018 | Modeling the Interactions between Volatility and Returns using EGARCH‐M. (2018). Lange, Rutger-Jan ; Harvey, Andrew. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:909-919. Full description at Econpapers || Download paper | |
2017 | Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319. Full description at Econpapers || Download paper | |
2018 | Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494. Full description at Econpapers || Download paper | |
2017 | ROMANIA AND THE EURO. AN OVERVIEW OF MAASTRICHT CONVERGENCE CRITERIA FULFILLMENT. (2017). Gheorghe, Ialomitianu Razvan ; Florin, Boldeanu Teodor . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:1:p:74-87. Full description at Econpapers || Download paper | |
2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper | |
2018 | Private information and lender discretion across time and institutions. (2018). Ambrocio, Gene ; Hasan, Iftekhar. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_017. Full description at Econpapers || Download paper | |
2017 | High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099. Full description at Econpapers || Download paper | |
2017 | Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48. Full description at Econpapers || Download paper | |
2018 | Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market. (2018). Hardik, Marfatia. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:18:y:2018:i:1:p:18:n:5. Full description at Econpapers || Download paper | |
2017 | Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1. Full description at Econpapers || Download paper | |
2017 | Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle. (2017). Zhou, Peng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/1. Full description at Econpapers || Download paper | |
2018 | Assessing Temporary Product-Specific Subsidies: A Time Series Intervention Analysis. (2018). Leuwer, David ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6946. Full description at Econpapers || Download paper | |
2017 | The Nature of Shocks in the Eurozone and Their Absorption Channels. (2017). Neumeier, Florian ; Fuest, Clemens ; Dolls, Mathias ; Krolage, Carla ; Alcidi, Cinzia. In: EconPol Policy Reports. RePEc:ces:econpr:_3. Full description at Econpapers || Download paper | |
2017 | Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805. Full description at Econpapers || Download paper | |
2017 | Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2017_1708. Full description at Econpapers || Download paper | |
2017 | Normality Tests for Latent Variables. (2017). Almuzara, Tincho ; Sentana, Enrique ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2018_1708. Full description at Econpapers || Download paper | |
2017 | A DSGE Model with Financial Dollarization - the Case of Serbia. (2017). Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko . In: Working Papers. RePEc:cnb:wpaper:2017/02. Full description at Econpapers || Download paper | |
2018 | Reducing Bias in a Matching Estimation of Endogenous Treatment Effect. (2018). Campolo, Maria Gabriella ; Otranto, E ; di Pino, A. In: Working Paper CRENoS. RePEc:cns:cnscwp:201805. Full description at Econpapers || Download paper | |
2017 | Monetary transmission under competing corporate finance regimes. (2017). Gerba, Eddie ; de Grauwe, Paul ; DeGrauwe, Paul. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015471. Full description at Econpapers || Download paper | |
2018 | A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564. Full description at Econpapers || Download paper | |
2018 | Inflation Dynamics and Price Flexibility in the UK. (2018). Simonsen, Lasse ; Santoro, Emiliano ; Petrella, Ivan ; de la Porte, Lasse . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13027. Full description at Econpapers || Download paper | |
2017 | Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217. Full description at Econpapers || Download paper | |
2017 | Dynamic conditional score models with time-varying location, scale and shape parameters. (2017). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:25043. Full description at Econpapers || Download paper | |
2017 | Score-driven non-linear multivariate dynamic location models. (2017). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:25739. Full description at Econpapers || Download paper | |
2018 | Seasonal quasi-vector autoregressive models for macroeconomic data. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:26316. Full description at Econpapers || Download paper | |
2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27483. Full description at Econpapers || Download paper | |
2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484. Full description at Econpapers || Download paper | |
2017 | Boundary Limit Theory for Functional Local to Unity Regression. (2017). Bykhovskaya, Anna ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3008. Full description at Econpapers || Download paper | |
2018 | ¿Por qué el Valle del Cauca ha crecido más que el promedio nacional? Un análisis regional de los ciclos y los choques económicos.. (2018). Vidal Alejandro, Pavel ; Sierra, Lya Paola ; Ramirez, Gilberto. In: Working Papers. RePEc:ddt:wpaper:33. Full description at Econpapers || Download paper | |
2018 | The natural rate of interest from a monetary and financial perspective. (2018). de Haan, Leo ; End, Jan Willem ; Hindrayanto, Irma ; van den End, Jan Willem ; van Els, Peter ; Bonam, Dennis. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1603. Full description at Econpapers || Download paper | |
2017 | Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573. Full description at Econpapers || Download paper | |
2017 | Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029. Full description at Econpapers || Download paper | |
2017 | Predicting Advertising Volumes Using Structural Time Series Models: A Case Study. (2017). Dewenter, Ralf ; Heimeshoff, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00140. Full description at Econpapers || Download paper | |
2017 | The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition. (2017). Barros, Fernando ; Silva, Diego M ; Lima, Francisco L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00282. Full description at Econpapers || Download paper | |
2017 | Improved two-component tests in Beta-Skew-t-EGARCH models. (2017). Mller, Fernanda Maria ; Bayer, Fbio M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00319. Full description at Econpapers || Download paper | |
2018 | Does Gibrats law hold among urban social economy enterprises? A research note on Montreal social economy.. (2018). Rousselière, Damien ; Bouchard, Marie J. ; Rousselire, Damien. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00591. Full description at Econpapers || Download paper | |
2018 | Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter. (2018). Jnsson, Kristian . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00650. Full description at Econpapers || Download paper | |
2017 | Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676. Full description at Econpapers || Download paper | |
2018 | Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905. Full description at Econpapers || Download paper | |
2017 | The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis . In: Working Paper Series. RePEc:ecb:ecbwps:20172034. Full description at Econpapers || Download paper | |
2018 | Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138. Full description at Econpapers || Download paper | |
2018 | Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models. (2018). Barrientos Marin, Jorge ; Orozco, Elkin Tabares ; Velilla, Esteban. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-15. Full description at Econpapers || Download paper | |
2018 | Venture capital and career concerns. (2018). Crain, Nicholas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:168-185. Full description at Econpapers || Download paper | |
2017 | A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66. Full description at Econpapers || Download paper | |
2018 | Multivariate factorizable expectile regression with application to fMRI data. (2018). Härdle, Wolfgang ; Huang, Chen ; Hardle, Wolfgang K ; Chao, Shih-Kang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
2017 | Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121. Full description at Econpapers || Download paper | |
2017 | Continuous time ARMA processes: Discrete time representation and likelihood evaluation. (2017). Chambers, Marcus ; Thornton, Michael A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:48-65. Full description at Econpapers || Download paper | |
2018 | The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. (2018). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:206-236. Full description at Econpapers || Download paper | |
2017 | Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408. Full description at Econpapers || Download paper | |
2017 | An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain. (2017). Litsios, Ioannis ; Pilbeam, Keith. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:143-152. Full description at Econpapers || Download paper | |
2017 | Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538. Full description at Econpapers || Download paper | |
2018 | Coupled Climate-Economic Modes in the Sahels Interannual Variability. (2018). Fare, Vivien Sainte ; Ghil, Michael ; Groth, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:111-123. Full description at Econpapers || Download paper | |
2017 | An extension of stochastic volatility model with mixed frequency information. (2017). Shang, Yuhuang ; Liu, Lulu. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:144-148. Full description at Econpapers || Download paper | |
2017 | An analytical approach to new Keynesian models under the fiscal theory. (2017). Tan, Fei. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:133-137. Full description at Econpapers || Download paper | |
2017 | Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150. Full description at Econpapers || Download paper | |
2018 | Econometrics with system priors. (2018). Plašil, Miroslav ; Plail, Miroslav ; Andrle, Michal. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:134-137. Full description at Econpapers || Download paper | |
2019 | Is the Phillips curve still alive? Evidence from the euro area. (2019). Hindrayanto, Irma ; Stanga, Irina M ; Samarina, Anna. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:149-152. Full description at Econpapers || Download paper | |
2017 | Resurrecting weighted least squares. (2017). Wolf, Michael ; Romano, Joseph P. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:1-19. Full description at Econpapers || Download paper | |
2017 | A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1988 | Continuous time autoregressive models with common stochastic trends In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team