Roberto S. Mariano : Citation Profile

Are you Roberto S. Mariano?

University of Pennsylvania (50% share)
Singapore Management University (50% share)

12

H index

14

i10 index

4204

Citations

RESEARCH PRODUCTION:

26

Articles

30

Papers

7

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   42 years (1970 - 2012). See details.
   Cites by year: 100
   Journals where Roberto S. Mariano has often published
   Relations with other researchers
   Recent citing documents: 835.    Total self citations: 8 (0.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma174
   Updated: 2020-01-15    RAS profile: 2014-10-29    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto S. Mariano.

Is cited by:

Marcellino, Massimiliano (78)

GUPTA, RANGAN (76)

Swanson, Norman (50)

Clark, Todd (39)

van Dijk, Dick (38)

Camacho, Maximo (38)

Diebold, Francis (36)

McCracken, Michael (34)

McAleer, Michael (34)

Kilian, Lutz (33)

Perez Quiros, Gabriel (33)

Cites to:

Kaminsky, Graciela (24)

Reinhart, Carmen (21)

Rose, Andrew (15)

Eichengreen, Barry (11)

Woodford, Michael (10)

West, Kenneth (9)

Frankel, Jeffrey (8)

wachter, susan (6)

Wyplosz, Charles (6)

Diebold, Francis (6)

Edison, Hali (5)

Main data

Where Roberto S. Mariano has published?

Journals with more than one article published# docs
Econometrica5
Journal of Econometrics3
International Economic Review3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Philippine Review of Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics7
UP School of Economics Discussion Papers / University of the Philippines School of Economics7
Finance Working Papers / East Asian Bureau of Economic Research4

Recent works citing Roberto S. Mariano (2018 and 2017)

YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Inference from the futures: ranking the noise cancelling accuracy of realized measures. (2017). Mirone, Giorgio. In: CREATES Research Papers. RePEc:aah:create:2017-24.

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2018A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2018-06.

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2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation. (2017). Christiansen, Charlotte ; Jun, AI ; Asgharian, Hossein. In: CREATES Research Papers. RePEc:aah:create:2018-12.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018A mixed-frequency Bayesian vector autoregression with a steady-state prior. (2018). Yang, Yukai ; Ankargren, Sebastian ; Unosson, Mns. In: CREATES Research Papers. RePEc:aah:create:2018-32.

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2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Nielsen, Morten ; Xu, KE ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: CREATES Research Papers. RePEc:aah:create:2018-35.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2018Fiscal Policy, Wages, and Jobs in the U.S.. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-02.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2018“A new metric of consensus for Likert scales”. (2018). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:201810.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Fasciati, Fernando ; Jordan, Alexander ; Kruger, Fabian ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1705.04537.

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2017Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022.

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2017Residual Value Forecasting Using Asymmetric Cost Functions. (2017). von Mettenheim, Hans-Jörg ; Lessmann, Stefan ; Dress, Korbinian . In: Papers. RePEc:arx:papers:1707.02736.

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2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108.

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2019Spectral backtests of forecast distributions with application to risk management. (2019). Gordy, Michael ; McNeil, Alexander J ; Lok, Hsiao Yen . In: Papers. RePEc:arx:papers:1708.01489.

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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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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2019DeepLOB: Deep Convolutional Neural Networks for Limit Order Books. (2019). Roberts, Stephen ; Zohren, Stefan ; Zhang, Zihao. In: Papers. RePEc:arx:papers:1808.03668.

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2019Probabilistic forecasting and simulation of electricity prices. (2018). Ziel, Florian ; Muniain, Peru. In: Papers. RePEc:arx:papers:1810.08418.

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2018The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:1811.08604.

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2018A new time-varying model for forecasting long-memory series. (2018). Grigoletto, Matteo ; Bisaglia, Luisa. In: Papers. RePEc:arx:papers:1812.07295.

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2019Econometric modelling and forecasting of intraday electricity prices. (2019). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:1812.09081.

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2019Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489.

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2019Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity. (2019). Bunn, Derek ; Abramova, Ekaterina. In: Papers. RePEc:arx:papers:1903.06668.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019The impact of renewable energy forecasts on intraday electricity prices. (2019). Ziel, Florian ; Kulakov, Sergei. In: Papers. RePEc:arx:papers:1903.09641.

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2019Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522.

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2019Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2019Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules. (2019). Ziel, Florian ; Berk, Kevin. In: Papers. RePEc:arx:papers:1910.07325.

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2019Predicting Indian stock market using the psycho-linguistic features of financial news. (2019). Miglani, Rishabh ; Ravi, Vadlamani ; Kumar, Shravan B. In: Papers. RePEc:arx:papers:1911.06193.

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2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2019). Yang, Yukai ; Unosson, Maans ; Ankargren, Sebastian. In: Papers. RePEc:arx:papers:1911.09151.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Jon, Paulina ; Ankargren, Sebastian. In: Papers. RePEc:arx:papers:1912.02231.

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2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian ; Ziegel, Johanna F. In: Working Papers. RePEc:awi:wpaper:0632.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2018Big Data Econometrics: Now Casting and Early Estimates. (2018). Marcellino, Massimiliano ; Papailias, Fotis ; Mazzi, Gianluigi ; Kapetanios, George ; Buono, Dario. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1882.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Ellwanger, Reinhard ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-35.

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2017Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-60.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2019Banco de España macroeconomic projections: comparison with an econometric model. (2019). Ganics, Gergely ; Ortega, Eva. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:9:d:aa:n:26.

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2018A short-term forecasting model for the Spanish economy: GDP and its demand components. (2018). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Perezquiros, Gabriel ; de Luis, Mercedes ; Gomezloscos, Ana ; Pareja, Ana Arencibia. In: Occasional Papers. RePEc:bde:opaper:1801.

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2019An application of dynamic factor models to nowcast regional economic activity in Spain. (2019). Urtasun, Alberto ; Pérez, Javier ; Leiva-Leon, Danilo ; Perez, Javier J ; Gil, Maria. In: Occasional Papers. RePEc:bde:opaper:1904.

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2017Model averaging in markov-switching models: predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1727.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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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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2018TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16.

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2018Fiscal Policy and Inflation: Understanding the Role of Expectations in Mexico. (2018). Samano, Daniel ; Lopez-Martin, Bernabe ; Daniel, Samano ; de Aguilar, Ramirez ; Bernabe, Lopez-Martin. In: Working Papers. RePEc:bdm:wpaper:2018-18.

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2019Forecasting the Colombian Unemployment Rate Using Labour Force Flows. (2019). Zarate-Solano, Hector M ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1073.

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2017MAPI: Model for Analysis and Projection of Inflation in France. (2017). de Charsonville, Louis ; Jardet, C ; Ferriere, F. In: Working papers. RePEc:bfr:banfra:637.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2019Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius. In: BIS Working Papers. RePEc:bis:biswps:652.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2019Modelling yields at the lower bound through regime shifts. (2019). Tristani, Oreste ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:813.

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2018Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

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2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

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2019Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:4:p:599-615.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Seasonal 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.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2017Similarity-based semilocal estimation of post-processing models. (2017). Lerch, Sebastian ; Baran, Sandor. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:1:p:29-51.

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2018The Monetary Policy of the ECB: Caring for the Weakest Links. (2018). Drometer, Marcus ; Watzka, Sebastian ; Siemsen, Thomas. In: Kyklos. RePEc:bla:kyklos:v:71:y:2018:i:4:p:537-556.

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2017Mismatch and the Forecasting Performance of Matching Functions. (2017). Weber, Enzo ; Hutter, Christian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:101-123.

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2018Forecasting aggregate claims using score‐driven time series models. (2018). Arozo, Mariana ; Eduardo, . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:354-374.

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2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2019). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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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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2017Solvency and wholesale funding cost interactions at UK banks. (2017). Hacioglu Hoke, Sinem ; Panagiotopoulos, Apostolos ; Dent, Kieran . In: Bank of England working papers. RePEc:boe:boeewp:0681.

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2018Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2017The Renminbi central parity : An empirical investigation. (2017). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_007.

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More than 100 citations found, this list is not complete...

Roberto S. Mariano has edited the books:

YearTitleTypeCited

Works by Roberto S. Mariano:

YearTitleTypeCited
1995Comparing Predictive Accuracy. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3554
2002Comparing Predictive Accuracy..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 3554		article
1994Comparing Predictive Accuracy.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3554		paper
2006Monetary policy approaches and implementation in Asia: the Philippines and Indonesia In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2010A Coincident Index, Common Factors, and Monthly Real GDP In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article58
2004Prediction of Currency Crises: Case of Turkey In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article10
1989Predictors in Dynamic Nonlinear Models: Large-Sample Behavior In: Econometric Theory.
[Full Text][Citation analysis]		article19
2007Financial Liberalization and Monetary Policy Cooperation in East Asia1 In: Finance Working Papers.
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