Serena Ng : Citation Profile


Are you Serena Ng?

Columbia University

32

H index

49

i10 index

6533

Citations

RESEARCH PRODUCTION:

64

Articles

87

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 251
   Journals where Serena Ng has often published
   Relations with other researchers
   Recent citing documents: 753.    Total self citations: 31 (0.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png6
   Updated: 2017-09-23    RAS profile: 2017-07-20    
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Relations with other researchers


Works with:

Ludvigson, Sydney (4)

Gospodinov, Nikolay (4)

Ma, Sai (2)

Gorodnichenko, Yuriy (2)

Komunjer, Ivana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Serena Ng.

Is cited by:

GUPTA, RANGAN (153)

Marcellino, Massimiliano (126)

Forni, Mario (91)

Shahbaz, Muhammad (83)

Pesaran, M (64)

Westerlund, Joakim (64)

Eickmeier, Sandra (64)

Lippi, Marco (63)

Hallin, Marc (59)

Byrne, Joseph (59)

Giannone, Domenico (55)

Cites to:

Watson, Mark (51)

Bai, Jushan (42)

Stock, James (41)

Reichlin, Lucrezia (41)

Perron, Pierre (37)

Forni, Mario (35)

Lippi, Marco (32)

Phillips, Peter (30)

Hallin, Marc (28)

Campbell, John (21)

Diebold, Francis (19)

Main data


Where Serena Ng has published?


Journals with more than one article published# docs
Journal of Econometrics9
Journal of Business & Economic Statistics8
Econometrica5
The Review of Economics and Statistics5
Econometric Theory5
Journal of Applied Econometrics3
Econometric Reviews2
Journal of Economic Dynamics and Control2
Econometrics Journal2
Annals of Economics and Finance2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics18
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics4
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2

Recent works citing Serena Ng (2017 and 2016)


YearTitle of citing document
2016Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10.

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2016A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23.

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2016Price discovery in a continuous-time setting. (2016). Fernandes, Marcelo ; Scherrer, Cristina M ; Dias, Gustavo Fruet . In: CREATES Research Papers. RePEc:aah:create:2016-25.

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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

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2016Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2016). Kim, Hyun Hak ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-10.

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2016The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-14.

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2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2017Trade Uncertainty and Income Inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2017-648.

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2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-09.

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2016Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-18.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2016Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan. In: Working Papers. RePEc:aee:wpaper:1610.

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2016Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms. (2016). Serletis, Apostolos ; Jadidzadeh, Ali . In: The Energy Journal. RePEc:aen:journl:ej37-2-serletis.

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2016Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/017.

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2016Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/047.

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2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/018.

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2016Testing the relationship between military spending and private investments: Evidence from Turkey. (2016). Uler, Gulbahar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:307-318.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:183-202.

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2016Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Iltas, Yuksel ; Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:281-298.

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2016Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Erdem, Ekrem ; Yucel, Ali Gokhan ; Koseoglu, Ahmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26.

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2016Testing the relationship between military spending and private investments: Evidence from Turkey. (2016). Uler, Gulbahar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:307-318.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:183-202.

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2016Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Sahoo, Manoranjan ; Dash, Umakant ; Babu, Suresh M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:281-298.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2016Income Risk, Habit Formation, and Precautionary Savings: The Case of Rural Households. (2016). Mishra, Ashok ; Khanal, Aditya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235597.

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2016Are Free Trade Agreements Good for the Environment? A Panel Data Analysis. (2016). Nemati, Mehdi ; Hu, Wuyang ; Reed, Michael . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235631.

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2016Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan. (2016). Miranda, Mario ; Katchova, Ani ; Chaudhry, Muhammad Imran . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235953.

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2016THE DEMAND FOR ELECTRICITY AND NATURAL GAS IN THE NORTHEASTERN UNITED STATES. (2016). Gautam, Tej ; Paudel, Krishna . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230114.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2017Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Embaye, Weldensie T ; Zereyesus, Yacob A. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252851.

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2016Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602.

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2016ENDOGENEITY AND NONLINEARITIES IN CENTRAL BANK OF BRAZIL’S REACTION FUNCTIONS: AN INVERSE QUANTILE REGRESSION APPROACH. (2016). de Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:061.

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2016High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075.

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2016Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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2016Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso. (2016). Xu, Ning ; Fisher, Timothy ; Hong, Jian . In: Papers. RePEc:arx:papers:1606.00142.

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2017Statistical Industry Classification. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1607.04883.

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2016Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2016). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap . In: Papers. RePEc:arx:papers:1610.09292.

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2016Random matrix approach to estimation of high-dimensional factor models. (2016). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017*K-means and Cluster Models for Cancer Signatures. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1703.00703.

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2017Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

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2017Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786.

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2016On the Crude Oil Price, Stock Market Movement and Economic Growth Nexus in Nigeria Evidence from Cointegration and Var Analysis. (2016). Ekong, Nsisong Patrick ; Ebong, Daniel Wilson . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:112-123.

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2016The US Monetary Base and Major World Equity Markets: An Empirical Investigation. (2016). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:160304.

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2017Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. (2017). Lee, Gabriel ; Strobel, Johannes ; Thanh, Binh Nguyen . In: Working Papers. RePEc:bav:wpaper:170_leenguyenthanhstrobel.

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2016The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601.

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2016Slow recoveries: any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank. In: BCAM Working Papers. RePEc:bbk:bbkcam:1602.

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2016New Housing Registrations as a Leading Indicator of the BC Economy. (2016). Cheung, Calista ; Granovsky, Dmitry . In: Discussion Papers. RePEc:bca:bocadp:16-3.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25.

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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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2016Structural Trends and Cycles in a DSGE Model for Brazil. (2016). Costa, Silvio ; de Azevedo, Silvio Michael . In: Working Papers Series. RePEc:bcb:wpaper:434.

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2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2016Panel times series. A review of methodological developments. (2016). Sangiacomo, Maximo ; Burdisso, Tamara . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:105-131.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017Using 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.

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2017Large time-varying parameter VARs: a non-parametric approach. (2017). Marcellino, Massimiliano ; Venditti, Fabrizio ; Kapetanios, George . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17.

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2016Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2016Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach. (2016). Sarmiento-Becerra, Gloria ; Ojeda-Joya, Jair. In: Borradores de Economia. RePEc:bdr:borrec:970.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2016PUBLIC DEBT SUSTAINABILITY IN SERBIA BEFORE AND DURING THE GLOBAL FINANCIAL CRISIS. (2016). Andric, Vladimir ; Arsi, Milojko ; Nojkovi, Aleksandra . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:210:p:47-78.

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2016The PRISME model: can disaggregation on the production side help to forecast GDP?. (2016). Monnet, Eric ; Marx, Magali ; Oung, V ; Ferriere, T ; Thubin, C. In: Working papers. RePEc:bfr:banfra:596.

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2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, K. In: Working papers. RePEc:bfr:banfra:619.

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2016Menu Costs, Uncertainty Cycles, and the Propagation of Nominal Shocks. (2016). Baley, Isaac ; Blanco, Julio A. In: Working Papers. RePEc:bge:wpaper:918.

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2017Oil, equities, and the zero lower bound. (2017). Datta, Deepa ; Vigfusson, Robert J ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617.

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2016Solving DSGE models with stochastic trends. (2016). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps15.

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2016Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043.

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2016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

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2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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2017Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053.

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2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2016Interpreting the latent dynamic factors by threshold FAVAR model. (2016). Tuzcuoglu, Kerem ; Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0622.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

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2016A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?. (2016). Golinelli, Roberto ; Bontempi, Maria ; Squadrani, M. In: Working Papers. RePEc:bol:bodewp:wp1062.

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2016Generalized State-Dependent Models: A Multivariate Approach. (2016). Golinelli, Roberto ; Heravi, S ; Easaw, J. In: Working Papers. RePEc:bol:bodewp:wp1067.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2016Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics. (2016). Bechir, Dola ; Jean-Marc, Bardet . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:115-153:n:3.

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2016International Mobility of Capital in the United States: Robust Evidence from Time-Series Tests. (2016). Tarlok, Singh . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:193-249:n:1.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

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2016Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r.

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2016A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models. (2016). Pesaran, M ; Kapetanios, G ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1677.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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