74
H index
179
i10 index
44870
Citations
University of Southern California (99% share) | 74 H index 179 i10 index 44870 Citations RESEARCH PRODUCTION: 193 Articles 493 Papers 3 Books 6 Chapters EDITOR: 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 M Hashem Pesaran. | Is cited by: | Cites to: |
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2021 | Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25. Full description at Econpapers || Download paper | |
2021 | A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks. (2021). Salisu, Afees ; Aor, Raymond ; Okpe, Isah J. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
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2021 | Determinants of Islamic Banks’ Profitability Using Panel Data Analysis and ANFIS Approaches in Saudi Arabia ?????? ????? ??????? ????????? ???????? ????? ???????? ?????????? ??????? ????????? ????????. (2021). Taylan, Osman ; Aktas, Metin. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:34:y:2021:i:2:no:2:p:19-40. Full description at Econpapers || Download paper | |
2021 | Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O ; Nathaniel, Solomon Prince. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/003. Full description at Econpapers || Download paper | |
2021 | Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Oluwabunmi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/013. Full description at Econpapers || Download paper | |
2021 | Governance and renewable energy consumption in sub-Saharan Africa. (2021). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/030. Full description at Econpapers || Download paper | |
2021 | Effect of Exchange Rate Volatility on Tax Revenue Performance in Sub-Saharan Africa. (2021). Ofori, Isaac Kwesi ; Obeng, Camara Kwasi ; Mwinlaaru, Peter Y. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/031. Full description at Econpapers || Download paper | |
2021 | Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042. Full description at Econpapers || Download paper | |
2021 | Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice ; Dimnwobi, Stephen K ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/047. Full description at Econpapers || Download paper | |
2021 | Financial Integration and Growth Outcomes in Africa: Experience of the Trade Blocs. (2021). Odusanya, Ibrahim A ; Onanuga, Abayomi T ; Adekunle, Ibrahim A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/052. Full description at Econpapers || Download paper | |
2021 | On the Determinant of Financial Development in Africa: Geography, Institutions and Macroeconomic Policy Relevance. (2021). Folami, Rahmon A ; Williams, Tolulope O ; Yinusa, Olumuyiwa G ; Adekunle, Ibrahim A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/054. Full description at Econpapers || Download paper | |
2021 | The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/069. Full description at Econpapers || Download paper | |
2021 | The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Tchamyou, Vanessa ; Asongu, Simplice ; Ofori, Pamela E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/071. Full description at Econpapers || Download paper | |
2021 | Testing the Triple Deficit Hypothesis for Sub-Saharan Africa: Implications for the African Continental Free Trade Area. (2021). Asongu, Simplice ; Dimnwobi, Stephen K ; Ifebi, Ogonna ; Ekesiobi, Chukwunonso ; Okafor, Samson N. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/093. Full description at Econpapers || Download paper | |
2021 | Interconnections between Governance and Socioeconomic Conditions: Understanding Sub-Saharan African Challenges. (2021). Asongu, Simplice ; Osinubi, Tolulope T ; Nzeribe, Geraldine E ; Fagbemi, Fisayo. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/099. Full description at Econpapers || Download paper | |
2022 | West African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market Development. (2022). Ajibike, John Oluwasegun ; Fagbemi, Fisayo. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2022.55.67. Full description at Econpapers || Download paper | |
2021 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01. Full description at Econpapers || Download paper | |
2021 | U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2021). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-02. Full description at Econpapers || Download paper | |
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2021 | Factors Affecting Labor Productivity: An Empirical Evidence from Pakistan. (2021). Rabnawaz, Iqra ; Sheikh, Muhammad Fayyaz ; Sarwar, Ghulam ; GhulamSarwar, . In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:221-226. Full description at Econpapers || Download paper | |
2022 | Military Spending and Inequality in South Africa: An ARDL Bounds Testing Approach to Cointegration. (2022). Zwane, Talent ; Udimal, Thomas ; Eita, Hinaunye ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-05-2022. Full description at Econpapers || Download paper | |
2022 | REMITTANCES AND ECONOMIC GROWTH IN SOUTH AFRICA: APPLYING ARDL BOUNDS TESTING ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS.. (2022). Udiman, Thomas ; Manguzvane, Mathias ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-07-2022. Full description at Econpapers || Download paper | |
2022 | Asymmetric Effects of Monetary Policy in Regional Housing Markets. (2022). Anundsen, Andre K ; Aastveit, Knut Are. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:4:p:499-529. Full description at Econpapers || Download paper | |
2022 | Analysis of Non-tax Revenue: Evidence from the European Union. (2022). Bozatli, Oguzhan ; Albayrak, Murat ; Karadag, Neslihan Coskun ; Yurdadog, Volkan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:60:p:485. Full description at Econpapers || Download paper | |
2022 | The Interaction Between Renewable Energy Consumption and the Institutional Framework from a Circular Economy-Based Perspective. (2022). TRASCA, Daniela Livia ; Sahlian, Daniela Nicoleta ; Burca, Valentin ; Popa, Adriana Florina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:648. Full description at Econpapers || Download paper | |
2022 | Decarbonization of the Romanian Economy: An ARDL and KRLS Approach of Ecological Footprint. (2022). Ivan, Oana Raluca ; Socol, Adela ; Marin-Pantelescu, Andreea ; Topor, Dan Ioan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:664. Full description at Econpapers || Download paper | |
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2021 | Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Nathaniel, Solomon Prince ; Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/003. Full description at Econpapers || Download paper | |
2021 | Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/013. Full description at Econpapers || Download paper | |
2021 | Governance and renewable energy consumption in sub-Saharan Africa. (2021). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/030. Full description at Econpapers || Download paper | |
2021 | Effect of Exchange Rate Volatility on Tax Revenue Performance in Sub-Saharan Africa. (2021). Ofori, Isaac K ; Mwinlaaru, Peter Y ; Obeng, Camara K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/031. Full description at Econpapers || Download paper | |
2021 | Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042. Full description at Econpapers || Download paper | |
2021 | Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice A ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso ; Dimnwobi, Stephen K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/047. Full description at Econpapers || Download paper | |
2021 | Financial Integration and Growth Outcomes in Africa: Experience of the Trade Blocs. (2021). Odusanya, Ibrahim A ; Onanuga, Abayomi T ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/052. Full description at Econpapers || Download paper | |
2021 | Remittances and the Future of African Economies. (2021). Tella, Sheriffdeen A ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/053. Full description at Econpapers || Download paper | |
2021 | On the Determinant of Financial Development in Africa: Geography, Institutions and Macroeconomic Policy Relevance. (2021). Folami, Rahmon A ; Williams, Tolulope O ; Yinusa, Olumuyiwa G ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/054. Full description at Econpapers || Download paper | |
2021 | The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/069. Full description at Econpapers || Download paper | |
2021 | The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Asongu, Simplice ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/071. Full description at Econpapers || Download paper | |
2021 | Testing the Triple Deficit Hypothesis for Sub-Saharan Africa: Implications for the African Continental Free Trade Area. (2021). Asongu, Simplice ; Ekesiobi, Chukwunonso ; Okafor, Samson N ; Dimnwobi, Stephen K ; Ifebi, Ogonna. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/093. Full description at Econpapers || Download paper | |
2022 | Trade shocks and labour market Resilience in Sub-Saharan Africa: Does the franc zone Response Differently?. (2022). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/005. Full description at Econpapers || Download paper | |
2022 | The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006. Full description at Econpapers || Download paper | |
2022 | ICT and agriculture in Sub-Saharan Africa: effects and transmission channels. (2022). Asongu, Simplice ; Domguia, Edmond Noubissi. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/007. Full description at Econpapers || Download paper | |
2022 | The role of economic prosperity on informality in Africa: evidence of corruption thresholds from PSTR. (2022). Asongu, Simplice ; Ngouhouo, Ibrahim ; Njoya, Loudi ; Schneider, Friedrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/012. Full description at Econpapers || Download paper | |
2022 | Financing renewable energy generation in SSA: Does financial integration matter?. (2022). Nchofoung, Tii ; Asongu, Simplice ; Fotio, Herve Kaffo. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/016. Full description at Econpapers || Download paper | |
2022 | Corporate Finance, Industrial Performance and Environment in Africa: Lessons for Policy. (2022). Mesagan, Ekundayo ; Olaoye, Olugbenga ; Adewuyi, Titilope C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/026. Full description at Econpapers || Download paper | |
2022 | The Non-Linear Effects of Fixed Broadband on Economic Growth in Africa. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/039. Full description at Econpapers || Download paper | |
2022 | Can Information and Communication Technology and Institutional Quality help mitigate climate change in E7 economies? An Environmental Kuznets Curve extension. (2022). Asongu, Simplice A ; Bekun, Festus V ; Ampomah, Asiedu B ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/052. Full description at Econpapers || Download paper | |
2022 | Climate Change and Agricultural Productivity in West Africa. (2022). Orjiakor, Ebuka C ; Emeka, Ekene T ; Asongu, Simplice A ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/065. Full description at Econpapers || Download paper | |
2022 | Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2022). Okwoche, Princewill U ; Asongu, Simplice A ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/068. Full description at Econpapers || Download paper | |
2022 | Structural Change, Environmental Pollution and Health Expenditure: Evidence from a Global Panel. (2022). Asongu, Simplice A ; Dinga, Gildas D ; Afumbom, Nges S ; Angyie, Etoh-Anzah P ; Fonchamnyo, Dobdinga C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/071. Full description at Econpapers || Download paper | |
2022 | Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072. Full description at Econpapers || Download paper | |
2022 | The Dilemmas of Relevance: Exploring the role of Natural resources and the Carbon Kuznets Curve hypothesis in managing climate crisis in Africa. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/077. Full description at Econpapers || Download paper | |
2022 | Female Unemployment and Economic Growth in Cameroon: An Estimation of a Nonlinear Okuns Law Specification by the ARDL Cointegration Model. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/078. Full description at Econpapers || Download paper | |
2022 | Energy Poverty, Environmental Degradation and Agricultural Productivity in Sub-Saharan Africa. (2022). Ekesiobi, Chukwunonso ; Onuoha, Favour C ; Okere, Kingsley I ; Dimnwobi, Stephen K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/096. Full description at Econpapers || Download paper | |
2023 | The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001. Full description at Econpapers || Download paper | |
2023 | Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002. Full description at Econpapers || Download paper | |
2021 | Fiscal competition and public expenditure composition in the era of globalization: Panel data analysis. (2021). Bakkal, Ufuk ; Tatolu, Ferda Yerdelen ; Akkaya, Ahin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:167-182. Full description at Econpapers || Download paper | |
2021 | Empirics of technology and unemployment in advanced countries. (2021). Sava, M K ; Orhan, Mehmet ; Saka, Hami. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:183-200. Full description at Econpapers || Download paper | |
2021 | Does exchange rate volatility affect financial depth? Evidence from BRICS countries. (2021). Engul, Ouzhan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:247-258. Full description at Econpapers || Download paper | |
2021 | How do immigration impact unemployment and economic prosperity? An extensive investigation from the OECD nations. (2021). Mihalache, Rare Petru ; Sengupta, Swapnanil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:5-22. Full description at Econpapers || Download paper | |
2022 | Long-term price and income elasticity of residential natural gas demand in Turkey. (2022). Tatlı, Halim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:101-122. Full description at Econpapers || Download paper | |
2022 | Empirical evidence to the nonmonotonic relationship between public health expenditure and economic growth. (2022). Sengupta, Swapnanil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:49-62. Full description at Econpapers || Download paper | |
2021 | Public expenditure and economic development: New evidence from the BRICS-SAARC-ASEAN region. (2021). Khan, Faraz ; Ansari, Mohd Arshad ; Singh, Manish Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:155-174. Full description at Econpapers || Download paper | |
2021 | What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232. Full description at Econpapers || Download paper | |
2022 | Casual nexus between economic growth, FDI and employment: An inquiry into BRICS and ASEAN. (2022). Qayed, Syed Hasan ; Irshad, Mohd. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:107-124. Full description at Econpapers || Download paper | |
2022 | A comparative analysis of export-led and domestic demand-led growth hypotheses in BRICS economies. (2022). Jain, Neha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:125-138. Full description at Econpapers || Download paper | |
2022 | Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174. Full description at Econpapers || Download paper | |
2022 | Cash conversion cycle and its relationship with profitability as a cash management tool in companies: An application on companies trading in Borsa Istanbul. (2022). GOR, Yusuf ; Tekn, Bilgehan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:113-130. Full description at Econpapers || Download paper | |
2022 | The effects of exchange rate changes on the bilateral trade balances between the MENA country group and France: empirical evidences based on non-linear ARDL approach. (2022). Yilmaz, Hande Aksoz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:169-182. Full description at Econpapers || Download paper | |
2021 | Non-linear effect of public debt on economic growth: The case of Tunisia. (2021). Boulila, Ghazi ; Maaroufi, Ahmed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:121-134. Full description at Econpapers || Download paper | |
2021 | Budget policy, economic cycle and debt in the West African Economic and Monetary Union (WAEMU) countries: Empirical evidence based on a regime change model. (2021). Houngbedji, Sewanoude Honore. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:151-168. Full description at Econpapers || Download paper | |
2021 | The impact of government spending on the economic growth of a sample of developing countries using panel data. (2021). Tammar, Amine. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:169-178. Full description at Econpapers || Download paper | |
2022 | Energy consumption and economic growth nexus in Africa: New insights from emerging economies. (2022). Buzugbe, Ngozi Patricia ; Olele, Enoh Hilda ; Efayena, Obukohwo Oba. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:185-196. Full description at Econpapers || Download paper | |
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2021 | The Impact of Export Promotion Schemes on Agricultural Growth in Nigeria. (2021). Okunlola, Olalekan ; Akinlo, Enisan A. In: African Journal of Economic Review. RePEc:ags:afjecr:308766. Full description at Econpapers || Download paper | |
2021 | Globalization and Environmental Pollution in Sub-Saharan Africa. (2021). Bataka, Hodabalo. In: African Journal of Economic Review. RePEc:ags:afjecr:308772. Full description at Econpapers || Download paper | |
2021 | Specialised Bank’s Credit Provision in Nigeria: Implication on Poverty Reduction. (2021). GIDIGBI, MATTHEW ; Oladapo, Gidigbi Matthew. In: African Journal of Economic Review. RePEc:ags:afjecr:315794. Full description at Econpapers || Download paper | |
2021 | Tourism, Globalization and Economic Growth in Nigeria. (2021). Oladunjoye, Opeyemi ; Areyemi, Victor Olaife. In: African Journal of Economic Review. RePEc:ags:afjecr:315800. Full description at Econpapers || Download paper | |
2021 | Macro-Economic Effects of COVID-19 on Food Insecurity: Evidence from Select COMESA Countries. (2021). Muhumuza, Roland ; Mugume, Regean. In: African Journal of Economic Review. RePEc:ags:afjecr:315809. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effects of Fiscal Deficit on Monetary Policy Transmission in Tanzania. (2021). , Michael ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:315812. Full description at Econpapers || Download paper | |
2021 | Growth Effects of Foreign Direct Investments in Zimbabwe: Do Sources Matter?. (2021). Regret, Sunge ; Kudakwashe, Chinyanganya. In: African Journal of Economic Review. RePEc:ags:afjecr:315818. Full description at Econpapers || Download paper | |
2021 | Impact of Real Effective Exchange Rates on Balance of Payments: Empirical Evidence from Nigeria. (2021). Akpansung, Aniekan O. In: African Journal of Economic Review. RePEc:ags:afjecr:315825. Full description at Econpapers || Download paper | |
2021 | Fiscal Policy and Crime Rate in Nigeria. (2021). Ajide, Folorunsho. In: African Journal of Economic Review. RePEc:ags:afjecr:315827. Full description at Econpapers || Download paper | |
2021 | Tea Production Response to Climate Change in Kenya: An Autoregressive Distributed Lag Approach. (2021). Ombuki, Charles ; Njaramba, Jennifer ; Kariuki, George Mbugua. In: African Journal of Economic Review. RePEc:ags:afjecr:320557. Full description at Econpapers || Download paper | |
2021 | The Nexus between Trade Policy and Manufacturing Employment in Nigeria: A Panel Cointegrating Regression. (2021). Muhammed, Ismail Aremu ; Kilishi, Abdulhakeem Abdullahi ; Oshodi, Ayodele Folorunso. In: African Journal of Economic Review. RePEc:ags:afjecr:320560. Full description at Econpapers || Download paper | |
2021 | Nexus among Financial Openness Shocks, Institutional Development and Total Factor Productivity in Africa: A Panel SVAR Analysis. (2021). Ajisafe, Rufus A ; Okunade, Solomon O. In: African Journal of Economic Review. RePEc:ags:afjecr:320561. Full description at Econpapers || Download paper | |
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Journal of Applied Econometrics | |
Journal of Applied Econometrics |
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Year | Title | Type | Cited |
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2022 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model.(2020) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2022 | Matching theory and evidence on Covid?19 using a stochastic network SIR model.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2022 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Revisiting the Great Ratios Hypothesis In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Revisiting the Great Ratios Hypothesis.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Revisiting the Great Ratios Hypothesis.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Revisiting the Great Ratios Hypothesis.(2022) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 82 |
2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2016 | Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 100 |
2011 | China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2011 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2011 | China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2011 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2013 | Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 191 |
2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2000 | Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2005 | ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | article | |
2001 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 157 |
2006 | Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
2006 | Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
2006 | Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
2003 | Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 59 |
2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 406 |
1990 | A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 406 | paper | |
1990 | A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 406 | paper | |
1994 | Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 9 |
1992 | Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
1999 | Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 618 |
2001 | Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 618 | paper | |
2001 | Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 618 | paper | |
2010 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 618 | paper | |
2002 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 618 | paper | |
2004 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 68 |
2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 30 |
2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2007 | Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
1988 | 4 The Role of Theory in Applied Econometrics In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
1998 | Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 179 |
1998 | Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 97 |
2014 | Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2014 | Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2014 | Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 439 |
1985 | Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 18 |
2006 | MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School. [Full Text][Citation analysis] | article | 89 |
2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 7 |
1999 | Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 44 |
1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2012 | Diagnostic Tests of Cross?section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
2014 | Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
2018 | To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2015 | To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 23 |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2020 | Uncertainty and Economic Activity: A Multicountry Perspective.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2002 | Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2003 | Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
2003 | Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 92 |
2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2004 | How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 160 |
2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 160 | paper | |
2006 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 160 | article | |
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 160 | paper | ||
2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 175 |
2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2004 | Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2005 | Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | article | |
2003 | Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2003 | A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3138 |
2007 | A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3138 | article | |
2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 171 |
2004 | Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
2007 | Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | article | |
2004 | Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
2004 | Real Time Econometrics.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 210 |
2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | paper | |
2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | paper | |
2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | paper | |
2006 | Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | article | |
2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 47 |
2004 | Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2788 |
2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2788 | paper | |
2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2788 | paper | |
2021 | General diagnostic tests for cross-sectional dependence in panels.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2788 | article | |
2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 183 |
2004 | A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2007 | A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | article | |
2004 | A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 600 |
2005 | Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 600 | paper | |
2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 600 | article | |
2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 600 | paper | |
2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 636 |
2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 636 | paper | |
2005 | Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 636 | paper | |
2007 | Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 636 | article | |
2006 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 636 | paper | |
2004 | Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 636 | paper | |
2005 | Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2005 | Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2005 | What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2005 | Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 149 |
2005 | Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2005 | Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 122 |
2005 | Survey Expectations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | chapter | |
2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2006 | Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2007 | Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2006 | Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2006 | A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 325 |
2008 | A bias-adjusted LM test of error cross-section independence.(2008) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | article | |
2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 452 |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2011 | Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | article | |
2010 | Panels with nonstationary multifactor error structures.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 243 |
2006 | A Spatio-Temporal Model of House Prices in the US.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
2010 | A spatio-temporal model of house prices in the USA.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | article | |
2006 | A Spatio-Temporal Model of House Prices in the US.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 243 | paper | |
2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 100 |
2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2007 | Long run macroeconomic relations in the global economy.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 367 |
2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
2011 | Large panels with common factors and spatial correlation.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | article | |
2011 | Large panels with common factors and spatial correlation.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
2007 | Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2007 | Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 98 |
2007 | Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2009 | Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2011 | Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | article | |
2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 706 |
2008 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 706 | paper | |
2013 | Panel unit root tests in the presence of a multifactor error structure.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 706 | article | |
2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 706 | paper | |
2008 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 706 | paper | |
2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 124 |
2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2008 | Identification of new Keynesian Phillips Curves from a global perspective..(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 124 | article | |
2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | article | |
2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 111 |
2008 | Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2009 | Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | article | |
2008 | Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
2008 | Model Averaging in Risk Management with an Application to Futures Markets.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2009 | Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
2008 | A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2009 | A VECX* model of the Swiss economy.(2009) In: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2008 | Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
2008 | Optimal Asset Allocation with Factor Models for Large Portfolios.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2008 | Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2008 | Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
2008 | Iranian Economy in Twentieth Century: A Global Perspective.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 317 |
2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2009 | Weak and strong cross section dependence and estimation of large panels.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
2011 | Weak and strong crossâ€section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | article | |
2011 | Weak and strong cross?section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | article | |
2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 75 |
2009 | Oil Exports and the Iranian Economy.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2013 | Oil exports and the Iranian economy.(2013) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2010 | Oil Exports and the Iranian Economy.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2009 | Oil Exports and the Iranian Economy.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2009 | Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 154 |
2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
2011 | The spatial and temporal diffusion of house prices in the UK.(2011) In: Journal of Urban Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | article | |
2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
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2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 74 |
2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2010 | Econometric analysis of high dimensional VARs featuring a dominant unit.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
2010 | Predictability of Asset Returns and the Efficient Market Hypothesis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2011 | Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
2011 | Aggregation in Large Dynamic Panels.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | Aggregation in large dynamic panels.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2011 | Aggregation in large dynamic panels.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 56 |
2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2013 | On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 30 |
2011 | Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2011 | Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2012 | Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 80 |
2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2016 | Exponent of Cross?Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | article | |
2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 362 |
2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2015 | Testing Weak Cross-Sectional Dependence in Large Panels.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | article | |
2012 | Testing CAPM with a Large Number of Assets (Updated 28th March 2012) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2012 | An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 73 |
2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2014 | AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
2013 | One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 544 |
2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 544 | paper | |
2013 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 544 | paper | |
2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 79 |
2013 | Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2013 | Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2013 | A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 78 |
2014 | A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2016 | A Two?Stage Approach to Spatio?Temporal Analysis with Strong and Weak Cross?Sectional Dependence.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 47 |
2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2014 | A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
2014 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2019 | A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2015 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2015 | Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 92 |
2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | chapter | |
2015 | Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 60 |
2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2016 | Country-specific oil supply shocks and the global economy: A counterfactual analysis.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2015 | Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2015 | Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2015 | Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 152 |
2015 | Is there a Debt-Threshold Effect on Output Growth?.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2015 | Is there a debt-threshold effect on output growth?.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2015 | Is There a Debt-threshold Effect on Output Growth?.(2015) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2017 | Is There a Debt-Threshold Effect on Output Growth?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | article | |
2016 | Big Data Analytics: A New Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2016 | Big Data Analytics: A New Perspective.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Big data analytics: a new perspective.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | Oil Prices and the Global Economy: Is It Different This Time Around? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 77 |
2016 | Oil Prices and the Global Economy: Is it Different this Time Around?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2017 | Oil prices and the global economy: Is it different this time around?.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
2016 | Oil prices and the global economy: Is it different this time around?.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2016 | Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2016 | Oil prices and the global economy: is it different this time around?.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2016 | Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2016 | A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
2016 | A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2018 | A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High?Dimensional Linear Regression Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2016 | Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 30 |
2016 | Econometric Analysis of Production Networks with Dominant Units.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2020 | Econometric analysis of production networks with dominant units.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Identifying global and national output and fiscal policy shocks using a GVAR.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2020) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2019 | Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 69 |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2021 | Long-term macroeconomic effects of climate change: A cross-country analysis.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
2019 | Long-term macroeconomic effects of climate change: A cross-country analysis.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2021 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2021) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2020 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2020 | A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2020 | Regional Heterogeneity and U.S. Presidential Elections In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Regional Heterogeneity and U.S. Presidential Elections.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Climate Change and Economic Activity: Evidence from U.S. States In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
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2022 | Climate Change and Economic Activity: Evidence from U.S. States.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Climate change and economic activity: Evidence from US states.(2022) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Forecasting with panel data: estimation uncertainty versus parameter heterogeneity In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2022 | Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Causal effects of the Feds large-scale asset purchases on firms capital structure In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A spatiotemporal equilibrium model of migration and housing interlinkages.(2022) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2022 | Identification and Estimation of Categorical Random Coeficient Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Identification and Estimation of Categorical Random Coefficient Models.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe.(2022) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | EXPECTATIONS IN ECONOMICS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1990 | ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 48 |
1993 | Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1992 | The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
1993 | The Role of Sectoral Interactions in Wage Determination in the UK Economy..(1993) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
1992 | Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2473 |
1995 | Estimating long-run relationships from dynamic heterogeneous panels.(1995) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2473 | article | |
1992 | Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1992 | A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 37 |
1994 | A generalization of the non-parametric Henriksson-Merton test of market timing.(1994) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
1992 | A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
1992 | A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
1992 | The Interaction Between Theory and Observation in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1992 | Theory and Evidence in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 259 |
1996 | Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 259 | article | |
1993 | Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
1993 | The Natural Rate Hypothesis and its Testable Implications. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1993 | Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
1996 | Limited-dependent rational expectations models with stochastic thresholds.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 21 |
1995 | Forecasting ultimate resource recovery.(1995) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
1993 | Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 13 |
1995 | Limited-dependent rational expectations models with future expectations.(1995) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
1995 | The Use of Recursive Model Selection Strategies in Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 127 |
1997 | A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | article | |
1995 | Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 121 |
1995 | Iranian Economy During the Pahlavi Era In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1995 | Long-Run Structural Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 140 |
1999 | Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2002 | LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | article | |
1995 | Dynamic Linear Models for Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 42 |
1995 | Planning and Macroeconomic Stabilization in Iran. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1995 | A Discrete-Time Version of Target Zone Models with Jumps. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1995 | An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 294 |
1995 | New Directions in Applied Macroeconomic Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
1995 | Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6121 |
2003 | Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6121 | article | |
1995 | Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 8 |
1995 | Decision-Making in the Presence of Heterogeneous Information and Social Interactions. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
1998 | Decision Making in the Presence of Heterogeneous Information and Social Interactions..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1996 | The Role of Economic Theory in Modelling the Long Run. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 286 |
1997 | The Role of Economic Theory in Modelling the Long Run..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 286 | article | |
1996 | Stochastic Growth. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 35 |
1996 | A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
1996 | Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 25 |
1996 | Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 247 |
1996 | A Recursive Modelling Approach to Predicting UK Stock Returns In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 115 |
2000 | A Recursive Modelling Approach to Predicting UK Stock Returns..(2000) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
1997 | Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 388 |
1999 | Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 388 | paper | |
1997 | Structural analysis of vector error correction models with exogenous I(1) variables (first version).(1997) In: Edinburgh School of Economics Discussion Paper Series. [Citation analysis] This paper has another version. Agregated cites: 388 | paper | |
2000 | Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 388 | article | |
1997 | Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1997 | Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2505 |
1998 | Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2505 | article | |
1997 | Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 77 |
1998 | Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1998 | Cross-sectional Aggregation of Non-linear Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 34 |
2000 | Cross-sectional aggregation of non-linear models.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
1998 | Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 26 |
1998 | Optimal Consumption Decisions under Social Interactions In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1998 | Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 9 |
1998 | A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 119 |
2003 | A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | article | |
2001 | A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
1998 | Economic Trends and Macroeconomic Policies in Post-revolutionary Iran In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 5 |
1998 | A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
1998 | A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
1998 | Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 240 |
2002 | Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | article | |
1999 | Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 84 |
1999 | Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 99 |
1999 | Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
1999 | Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
1999 | Non-nested Hypothesis Testing: An Overview In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
1999 | On Aggregation of Linear Dynamic Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
1999 | Model Instability and Choice of Observation Window In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2004 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2185 |
2006 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure.(2006) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2185 | article | |
2004 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2005 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2005 | Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
2008 | Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2005 | Global Business Cycles and Credit Risk In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2007 | Global Business Cycles and Credit Risk.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | chapter | |
2005 | Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2007 | Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2009 | Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2010 | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash.(2010) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2010 | Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
2010 | Supply, demand and monetary policy shocks in a multi-country New Keynesian Model.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
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2017 | Exponential class of dynamic binary choice panel data models with fixed effects.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
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2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
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2018 | Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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2019 | Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2018 | A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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2019 | The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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2020 | Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
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1990 | An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf..(1990) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
1988 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 73 |
1989 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
1988 | Aggregation Bias and Labor Demand Equations for the U.K. Economy In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
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1991 | Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 19 |
1992 | Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
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1985 | Formation of Inflation Expectations in British Manufacturing Industries. In: Economic Journal. [Full Text][Citation analysis] | article | 31 |
1988 | On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder. In: Economic Journal. [Full Text][Citation analysis] | article | 8 |
1978 | Testing Non-Nested Nonlinear Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 77 |
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1998 | Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 96 |
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1981 | Pitfalls of testing non-nested hypotheses by the lagrange multiplier method.(1981) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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1989 | A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COXS STATISTIC FOR TESTING NON-NESTED MODELS..(1989) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
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2002 | Market timing and return prediction under model instability.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 87 |
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1997 | Growth and Convergence in Multi-country Empirical Stochastic Solow Model..(1997) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | article | |
1996 | Growth and Convergence in a Multi-County empirical Stochastic Solow Model.(1996) In: Discussion Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 317 | paper | |
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1991 | THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
1989 | ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 2 |
1991 | Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level..(1991) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
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2012 | Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
1997 | The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
1997 | Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2001 | Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5766 |
2001 | Journal of Applied Econometrics Conference Sponsorship Grants In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
2001 | Journal of Applied Econometrics distinguished authors In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Journal of Applied Econometrics distinguished authors.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2003 | Introducing a replication section In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
2003 | Journal of applied econometrics scholars programme In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Heterogeneity and cross section dependence in panel data models: theory and applications introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 71 |
2007 | Journal of Applied Econometrics Dissertation Prize In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | Journal of Applied Econometrics Dissertation Prize.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2008 | March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | The Richard Stone Prize in Applied Econometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2010 | The Richard Stone Prize in Applied Econometrics.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2012 | The Richard Stone Prize in Applied Econometrics.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2009 | Announcement In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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1999 | Stochastic Growth Models and Their Econometric Implications. In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 70 |
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2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
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2018 | Half?panel jackknife fixed?effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
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