Citation Profile: Journal of Applied Econometrics / Journal of Applied Econometrics

Most cited documents in this series:

Year Title Cited
2001 Bounds testing approaches to the analysis of level relationships
RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326 [Citation Analysis] 408
2003 Computation and analysis of multiple structural change models
RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22 [Citation Analysis] 327
2000 Mixed MNL models for discrete response
RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470 [Citation Analysis] 247
1999 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.
RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77 [Citation Analysis] 236
1993 Detrending, Stylized Facts and the Business Cycle.
RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47 [Citation Analysis] 232
1996 Numerical Distribution Functions for Unit Root and Cointegration Tests.
RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18 [Citation Analysis] 218
1993 Indirect Inference.
RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118 [Citation Analysis] 202
1995 Convergence in International Output.
RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108 [Citation Analysis] 174
2007 A simple panel unit root test in the presence of cross-section dependence
RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312 [Citation Analysis] 171
2006 Multivariate GARCH models: a survey
RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 [Citation Analysis] 169
2005 Counterfactual decomposition of changes in wage distributions using quantile regression
RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465 [Citation Analysis] 168
1992 Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.
RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36 [Citation Analysis] 164
1986 Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.
RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53 [Citation Analysis] 137
2001 Model uncertainty in cross-country growth regressions
RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 [Citation Analysis] 133
1992 The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.
RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82 [Citation Analysis] 130
1993 Common Trends and Common Cycles.
RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60 [Citation Analysis] 128
1996 Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.
RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32 [Citation Analysis] 124
1989 The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.
RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21 [Citation Analysis] 119
2005 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54 [Citation Analysis] 114
2000 Loss function-based evaluation of DSGE models
RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670 [Citation Analysis] 113
2007 Exploring the international linkages of the euro area: a global VAR analysis
RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38 [Citation Analysis] 112
1996 The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.
RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61 [Citation Analysis] 109
1990 Flexible Parametric Estimation of Duration and Competing Risk Models.
RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28 [Citation Analysis] 108
1995 A Nonlinear Approach to US GNP.
RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25 [Citation Analysis] 103
2005 Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach
RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183 [Citation Analysis] 97
1995 Multiple Regimes and Cross-Country Growth Behaviour.
RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84 [Citation Analysis] 93
1999 Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?
RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510 [Citation Analysis] 88
2009 What are the effects of fiscal policy shocks?
RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992 [Citation Analysis] 87
2003 Does peer ability affect student achievement?
RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544 [Citation Analysis] 82
2004 The dynamics of health in the British Household Panel Survey
RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503 [Citation Analysis] 76
1999 Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.
RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22 [Citation Analysis] 75
2002 A theoretical comparison between integrated and realized volatility
RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508 [Citation Analysis] 72
1993 Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.
RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84 [Citation Analysis] 70
1989 Diagnostic Tests for Models Based on Individual Data: A Survey.
RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59 [Citation Analysis] 69
2003 A new coincident index of business cycles based on monthly and quarterly series
RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443 [Citation Analysis] 69
1996 Stock Market Volatility and the Business Cycle.
RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93 [Citation Analysis] 68
2000 The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence
RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58 [Citation Analysis] 68
1997 Endogeneity in Count Data Models: An Application to Demand for Health Care.
RePEc:jae:japmet:v:12:y:1997:i:3:p:281-94 [Citation Analysis] 67
1997 Growth and Convergence in Multi-country Empirical Stochastic Solow Model.
RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92 [Citation Analysis] 64
1997 Numerical Methods for Estimation and Inference in Bayesian VAR-Models.
RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132 [Citation Analysis] 63
1993 How Does the Benefit Effect Vary as Unemployment Spells Lengthen'DONE'
RePEc:jae:japmet:v:8:y:1993:i:4:p:361-81 [Citation Analysis] 62
1991 Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.
RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24 [Citation Analysis] 62
2002 Estimating quadratic variation using realized variance
RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477 [Citation Analysis] 61
1997 Demand for Medical Care by the Elderly: A Finite Mixture Approach.
RePEc:jae:japmet:v:12:y:1997:i:3:p:313-36 [Citation Analysis] 61
1998 Robustness tests of the augmented Solow model
RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375 [Citation Analysis] 60
1988 The Econometric Analysis of Models with Risk Terms.
RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105 [Citation Analysis] 60
2005 What caused the early millennium slowdown? Evidence based on vector autoregressions
RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207 [Citation Analysis] 59
1998 Semiparametric estimation and consumer demand
RePEc:jae:japmet:v:13:y:1998:i:5:p:435-461 [Citation Analysis] 57
2002 New frontiers for arch models
RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446 [Citation Analysis] 56
1991 To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends.
RePEc:jae:japmet:v:6:y:1991:i:4:p:333-64 [Citation Analysis] 54

Citing documents used to compute impact factor 74:

Year Title See
2010 Vector autoregression with varied frequency data
RePEc:pra:mprapa:34682 [Citation Analysis]
2010 Old Wine in a New Bottle: Growth Convergence Dynamics in the EU
RePEc:kap:atlecj:v:38:y:2010:i:2:p:169-181 [Citation Analysis]
2010 A causal interpretation of extensive and intensive margin effects in generalized Tobit models
RePEc:soz:wpaper:1012 [Citation Analysis]
2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
RePEc:dnb:dnbwpp:250 [Citation Analysis]
2010 Programmauswahl in der aktiven Arbeitsmarktpolitik durch Selbstbeteiligung?
RePEc:ces:ifosdt:v:63:y:2010:i:17:p:27-29 [Citation Analysis]
2010 Discretionary Fiscal Policy: Review and Estimates for the EU
RePEc:ces:ceswps:_2948 [Citation Analysis]
2010 Fiscal Multipliers and the Labour Market in the Open Economy
RePEc:iza:izadps:dp4849 [Citation Analysis]
2010 Chapter 3: From Fiscal Rescue to Global Debt
RePEc:ces:eeagre:v::y:2010:i::p:71-100 [Citation Analysis]
2010 Measuring the Effects of Fiscal Policy
RePEc:lvl:lacicr:1016 [Citation Analysis]
2010 Does anticipation of government spending matter? The role of (non-)defense spending
RePEc:bon:bonedp:bgse12_2010 [Citation Analysis]
2010 The Effects of Discretionary Fiscal Policy on Macroeconomic Aggregates: A Reappraisal
RePEc:pra:mprapa:23300 [Citation Analysis]
2010 The Macroeconomic Effects of Exogenous Fiscal Policy Shocks in Germany: A Disaggregated SVAR Analysis
RePEc:jns:jbstat:v:230:y:2010:i:3:p:328-355 [Citation Analysis]
2010 Empirical Investigation of Fiscal Policy Shocks in the UK
RePEc:pra:mprapa:26473 [Citation Analysis]
2010 Habit Formation and Fiscal Transmission in Open Economies
RePEc:hal:wpaper:hal-00544484 [Citation Analysis]
2010 Composition of the Government Spending and Behaviour of the Real Exchange Rate in a Small Open Economy
RePEc:tcb:cebare:v:10:y:2010:i:1:p:1-27 [Citation Analysis]
2010 The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach
RePEc:bbk:bbkefp:1006 [Citation Analysis]
2010 Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
RePEc:nbr:nberwo:16289 [Citation Analysis]
2010 Is there a fiscal free lunch in a liquidity trap?
RePEc:fip:fedgif:1003 [Citation Analysis]
2010 Keynesian government spending multipliers and spillovers in the euro area
RePEc:ecb:ecbwps:20101267 [Citation Analysis]
2010 How Big (Small?) are Fiscal Multipliers?
RePEc:cep:cepdps:dp1016 [Citation Analysis]
2010 How Big (Small?) are Fiscal Multipliers?
RePEc:nbr:nberwo:16479 [Citation Analysis]
2010 The growth of public health expenditures in OECD countries: Do government ideology and electoral motives matter?
RePEc:eee:jhecon:v:29:y:2010:i:6:p:797-810 [Citation Analysis]
2010 Changing Impact of Fiscal Policy on Selected ASEAN Countries
RePEc:ris:adbrei:0070 [Citation Analysis]
2010 Sources of Unemployment Fluctuations in the USA and in the Euro Area in the Last Decade
RePEc:mod:depeco:0627 [Citation Analysis]
2010 Exploring the international transmission of U.S. stock price movements
RePEc:pra:mprapa:23977 [Citation Analysis]
2010 How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States
RePEc:cpr:ceprdp:7732 [Citation Analysis]
2010 Impact of fiscal policy shocks on the Indian economy
RePEc:pra:mprapa:34071 [Citation Analysis]
2010 Fiscal activism and the cost of debt financing.
RePEc:ner:leuven:urn:hdl:123456789/267253 [Citation Analysis]
2010 Habit Formation and Fiscal Transmission in Open Economies
RePEc:cpr:ceprdp:8035 [Citation Analysis]
2010 Banking crises, Output Loss and Fiscal Policy
RePEc:cpr:ceprdp:7815 [Citation Analysis]
2010 Fiscal expansions affect unemployment, but they may increase it
RePEc:cpr:ceprdp:7766 [Citation Analysis]
2010 Fiscal Foresight and the Effects of Goverment Spending
RePEc:cpr:ceprdp:7840 [Citation Analysis]
2010 Government Purchases and the Real Exchange Rate
RePEc:kap:openec:v:21:y:2010:i:1:p:49-64 [Citation Analysis]
2010 The Impact Of The Global Crisis on Canada: What Do Macro-Financial Linkages Tell Us?
RePEc:imf:imfwpa:10/5 [Citation Analysis]
2010 Density-Conditional Forecasts in Dynamic Multivariate Models
RePEc:hhs:rbnkwp:0247 [Citation Analysis]
2010 From estimation results to stylized facts. Twelve recommendations for empirical research in international activities of heterogeneous firms
RePEc:lue:wpaper:186 [Citation Analysis]
2010 From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms
RePEc:iza:izadps:dp5175 [Citation Analysis]
2010 Reproducible Econometric Simulations
RePEc:bsl:wpaper:2010/12 [Citation Analysis]
2010 The Impact of Trade Openness on Technical Efficiency in U.S. Agriculture
RePEc:ags:nddaae:95749 [Citation Analysis]
2010 Productivity growth and catch up in Europe: A new perspective on total factor productivity differences
RePEc:pra:mprapa:27212 [Citation Analysis]
2010 The Impact of Trade Openness on Technical Efficiency in U.S. Agriculture
RePEc:ags:saea10:56334 [Citation Analysis]
2010 Socio-economic drivers of biological invasions. A worldwide, bio-geographical analysis of trade flows and local environmental quality
RePEc:uto:dipeco:201003 [Citation Analysis]
2010 On the distributional properties of household consumption expenditures: the case of Italy
RePEc:spr:empeco:v:38:y:2010:i:3:p:717-741 [Citation Analysis]
2010 Convergence in per capita CO2 emissions: a robust distributional approach
RePEc:cee:wpcepe:10-70 [Citation Analysis]
2010 A test for multimodality of regression derivatives with application to nonparametric growth regressions
RePEc:jae:japmet:v:25:y:2010:i:3:p:458-480 [Citation Analysis]
2010 Choice of Aggregate Demand Proxy and its Affect on Phillips Curve Nonlinearity: U.S. Evidence
RePEc:ebl:ecbull:v:30:y:2010:i:1:p:543-557 [Citation Analysis]
2010 Evaluating the German (New Keynesian) Phillips curve
RePEc:eee:ecofin:v:21:y:2010:i:2:p:145-164 [Citation Analysis]
2010 Review of Robustbase software for R
RePEc:jae:japmet:v:25:y:2010:i:7:p:1205-1210 [Citation Analysis]
2010 THE ROLE OF PRODUCTION METHODS IN FRUIT PURCHASING BEHAVIOUR: HYPOTHETICAL VS ACTUAL CONSUMERSâ PREFERENCES AND STATED MINIMUM REQUIREMENTS
RePEc:ags:eaa115:116426 [Citation Analysis]
2010 Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run
RePEc:rim:rimwps:30_10 [Citation Analysis]
2010 Output Convergence and the Role of Research and Development
RePEc:cuf:journl:y:2010:v:11:i:1:p:35-71 [Citation Analysis]
2010 Training Subsidies and the Wage Returns to Continuing Vocational Training: Evidence from Italian Regions
RePEc:iza:izadps:dp4861 [Citation Analysis]
2010 FormaciÃ³n laboral y salarios en EspaÃ±a: nueva evidencia empÃrica
RePEc:aec:ieed05:05-15 [Citation Analysis]
2010 Returns to firm-provided training in France: Evidence on mobility and wages
RePEc:tep:teppwp:wp1010 [Citation Analysis]
2010 Measuring Core Inflation in Australia with Disaggregate Ensembles
RePEc:rba:rbaacv:acv2009-10 [Citation Analysis]
2010 Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
RePEc:eee:intfor:v:26:y::i:2:p:326-347 [Citation Analysis]
2010 Income Taxation in an Empirical Collective Household Labour Supply Model with Discrete Hours
RePEc:iza:izadps:dp4697 [Citation Analysis]
2010 Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels
RePEc:cwl:cwldpp:1749 [Citation Analysis]
2010 Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment.
RePEc:ner:toulou:http://neeo.univ-tlse1.fr/2754/ [Citation Analysis]
2010 Househould portfolios and implicit risk preferences
RePEc:ubs:wpaper:1006 [Citation Analysis]
2010 Impact of government support on R&D and innovation
RePEc:dgr:unumer:2010034 [Citation Analysis]
2010 The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case
RePEc:dsc:wpaper:10 [Citation Analysis]
2010 Wer wird subventioniert? Subventionen in deutschen Industrieunternehmen 1999-2006
RePEc:bla:perwir:v:11:y:2010:i:1:p:47-74 [Citation Analysis]
2010 The WTO Trade Effect
RePEc:siu:wpaper:31-2010 [Citation Analysis]
2010 Looking Beyond the Bridge: How Temporary Agency Employment Affects Labor Market Outcomes
RePEc:iza:izadps:dp4973 [Citation Analysis]
2010 Formal Education, Mismatch and Wages after Transition: Assessing the Impact of Unobserved Heterogeneity Using Matching Estimators
RePEc:iza:izadps:dp4982 [Citation Analysis]
2010 Les trajectoires professionnelles en dÃ©but de vie active : quel impact des contrats temporaires ?
RePEc:prs:ecstat:estat_0336-1454_2010_num_431_1_8075 [Citation Analysis]
2010 Testing for covariate balance using quantile regression and resampling methods
RePEc:usg:dp2010:2010-18 [Citation Analysis]
2010 Fairness Spillovers - The Case of Taxation
RePEc:ces:ceswps:_3217 [Citation Analysis]
2010 Should Economists Use Open Source Software for Doing Research?
RePEc:kap:compec:v:35:y:2010:i:4:p:371-394 [Citation Analysis]
2010 Model averaging in economics
RePEc:pra:mprapa:26047 [Citation Analysis]
2010 The trade-growth nexus in the developing countries: a quantile regression approach
RePEc:spr:weltar:v:146:y:2010:i:4:p:731-761 [Citation Analysis]
2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
RePEc:pra:mprapa:23540 [Citation Analysis]
2010 Multilateralism versus Regionalism!?
RePEc:deg:conpap:c015_043 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility RePEc:aah:create:2010-13	[Citation Analysis]
2010	Forecast Combinations RePEc:bdm:wpaper:2010-04	[Citation Analysis]
2010	Oil and US GDP: A real-time out-of-sample examination RePEc:bno:worpap:2010_18	[Citation Analysis]
2010	Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom RePEc:boe:boeewp:0397	[Citation Analysis]
2010	DSGE model restrictions for structural VAR identification RePEc:boe:boeewp:0402	[Citation Analysis]
2010	Demand shocks and the cyclical behavior of the real wage: Some international evidence RePEc:cem:jaecon:v:13:y:2010:n:1:p:135-158	[Citation Analysis]
2010	The VARying Effect of Foreign Shocks in Central and Eastern Europe RePEc:ces:ceswps:_3080	[Citation Analysis]
2010	Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model RePEc:ces:ceswps:_3081	[Citation Analysis]
2010	The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy RePEc:cfs:cfswop:wp201008	[Citation Analysis]
2010	Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en LatinoamÃ©rica RePEc:col:000094:007308	[Citation Analysis]
2010	The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy RePEc:cpr:ceprdp:7870	[Citation Analysis]
2010	The Predictive Content of Commodity Futures RePEc:cwm:wpaper:89	[Citation Analysis]
2010	Disentangling Systematic and idiosyncratic Risk for large Panels of Assets RePEc:eca:wpaper:2013/57645	[Citation Analysis]
2010	Forecasting with DSGE models RePEc:ecb:ecbwps:20101185	[Citation Analysis]
2010	Supply, demand and monetary policy shocks in a multi-country New Keynesian Model RePEc:ecb:ecbwps:20101239	[Citation Analysis]
2010	Surprising comparative properties of monetary models: Results from a new model database RePEc:ecb:ecbwps:20101261	[Citation Analysis]
2010	Robust control, informational frictions, and international consumption correlations RePEc:fip:fedkrw:rwp10-16	[Citation Analysis]
2010	Testing for unconditional predictive ability RePEc:fip:fedlwp:2010-031	[Citation Analysis]
2010	Reality checks and nested forecast model comparisons RePEc:fip:fedlwp:2010-032	[Citation Analysis]
2010	Real-time forecast averaging with ALFRED RePEc:fip:fedlwp:2010-033	[Citation Analysis]
2010	Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior RePEc:hum:wpaper:sfb649dp2010-040	[Citation Analysis]
2010	Business cycle convergence in EMU: A second look at the second moment RePEc:inn:wpaper:2010-25	[Citation Analysis]
2010	Should We Trust in Leading Indicators? Evidence from the Recent Recession RePEc:iwh:dispap:10-10	[Citation Analysis]
2010	International evidence on the efficacy of new-Keynesian models of inflation persistence RePEc:jae:japmet:v:25:y:2010:i:1:p:31-54	[Citation Analysis]
2010	Combining forecast densities from VARs with uncertain instabilities RePEc:jae:japmet:v:25:y:2010:i:4:p:621-634	[Citation Analysis]
2010	Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production RePEc:lmu:muenec:11442	[Citation Analysis]
2010	Estimating Marginal Costs and Market Power in the Italian Electricity Auctions RePEc:mis:wpaper:20100201	[Citation Analysis]
2010	Oil and Macroeconomy: The Case of Korea RePEc:nbr:nberch:11865	[Citation Analysis]
2010	The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling RePEc:nbr:nberwo:16541	[Citation Analysis]
2010	Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts RePEc:oxf:wpaper:484	[Citation Analysis]
2010	A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity RePEc:pra:mprapa:29624	[Citation Analysis]
2010	Monetary policy and sunspot fluctuation in the U.S. and the Euro area RePEc:pra:mprapa:33693	[Citation Analysis]
2010	Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy RePEc:rba:rbaacv:acv2009-16	[Citation Analysis]
2010	Discussion of Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy RePEc:rba:rbaacv:acv2009-17	[Citation Analysis]
2010	Dynamic Specification Tests for Static Factor Models RePEc:rim:rimwps:04_10	[Citation Analysis]
2010	Forecasting with Medium and Large Bayesian VARs RePEc:rim:rimwps:43_10	[Citation Analysis]
2010	Commentary on MEDEA: A DSGE model for the Spanish economy RePEc:spr:series:v:1:y:2010:i:1:p:245-249	[Citation Analysis]
2010	MUSE: Monetary Union and Slovak Economy model RePEc:svk:wpaper:1010	[Citation Analysis]
2010	Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis RePEc:ubs:wpaper:1002	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Analyzing aggregate real exchange rate persistence through the lens of sectoral data. RePEc:aub:autbar:787.09	[Citation Analysis]
2009	Pros and Cons of various fiscal measures to stimulate the economy RePEc:bcl:bclwop:bclwp040	[Citation Analysis]
2009	Job changes and individual-job specific wage dynamics RePEc:bde:wpaper:0907	[Citation Analysis]
2009	By How Much Does GDP Rise If the Government Buys More Output? RePEc:bin:bpeajo:v:40:y:2009:i:2009-02:p:183-249	[Citation Analysis]
2009	The Response of Private Consumption to Different Public Spending Categories: VAR Evidence from UK RePEc:bol:bodewp:670	[Citation Analysis]
2009	Variable Selection and Inference for Multi-period Forecasting Problems RePEc:cam:camdae:0901	[Citation Analysis]
2009	Variable Selection and Inference for Multi-period Forecasting Problems RePEc:ces:ceswps:_2543	[Citation Analysis]
2009	The Willingness to Pay for Job Amenities: Evidence from Mothers Return to Work RePEc:ces:ceswps:_2743	[Citation Analysis]
2009	MakroÃ¶konomische Prognosen mit gemischten Frequenzen RePEc:ces:ifosdt:v:62:y:2009:i:21:p:22-33	[Citation Analysis]
2009	IFOCAST: Methoden der ifo-Kurzfristprognose RePEc:ces:ifosdt:v:62:y:2009:i:23:p:15-28	[Citation Analysis]
2009	Variable Selection and Inference for Multi-period Forecasting Problems RePEc:cpr:ceprdp:7139	[Citation Analysis]
2009	Credit Constraints, Cyclical Fiscal Policy and Industry Growth RePEc:cpr:ceprdp:7359	[Citation Analysis]
2009	Government Purchases and the Real Exchange Rate RePEc:cpr:ceprdp:7427	[Citation Analysis]
2009	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area RePEc:cpr:ceprdp:7445	[Citation Analysis]
2009	Innovation, profitability and growth in medium and high-tech manufacturing industries: Evidence from Italy. RePEc:cri:cespri:kites28_wp	[Citation Analysis]
2009	Productive government spending and private consumption: a pessimistic view RePEc:ebl:ecbull:eb-08h30005	[Citation Analysis]
2009	Fiscal policy shocks in the euro area and the US: an empirical assessment. RePEc:ecb:ecbwps:20091133	[Citation Analysis]
2009	The Impact of Fiscal Shocks on the Irish Economy RePEc:eso:journl:v:40:y:2009:i:4:p:407-434	[Citation Analysis]
2009	Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP RePEc:eui:euiwps:eco2009/13	[Citation Analysis]
2009	Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models RePEc:eui:euiwps:eco2009/31	[Citation Analysis]
2009	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area RePEc:eui:euiwps:eco2009/32	[Citation Analysis]
2009	Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function RePEc:hep:macppr:200905	[Citation Analysis]
2009	The Properties of Survey-Based Inflation Expectations in Sweden RePEc:hhs:nierwp:0114	[Citation Analysis]
2009	On Fragile Grounds: A replication of Are Muslim immigrants different in terms of cultrual integration? Technical documentation RePEc:hhs:sulcis:2009_002	[Citation Analysis]
2009	Static Efficiency Decompositions and Capacity Utilisation: Integrating Economic and Technical Capacity Notions RePEc:hub:wpecon:200930	[Citation Analysis]
2009	Hypothesis testing of multiple inequalities: the method of constraint chaining RePEc:ifs:cemmap:13/09	[Citation Analysis]
2009	From Great Depression to Great Credit Crisis: Similarities, Differences and Lessons RePEc:iis:dispap:iiisdp303	[Citation Analysis]
2009	Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function RePEc:kof:wpskof:09-237	[Citation Analysis]
2009	Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets RePEc:nip:nipewp:19/2009	[Citation Analysis]
2009	Political Cycles in Active Labor Market Policies RePEc:pra:mprapa:14270	[Citation Analysis]
2009	Bayesian Multivariate Time Series Methods for Empirical Macroeconomics RePEc:pra:mprapa:20125	[Citation Analysis]
2009	VAR forecasting using Bayesian variable selection RePEc:pra:mprapa:21124	[Citation Analysis]
2009	Estimating WTP With Uncertainty Choice Contingent Valuation RePEc:ukc:ukcedp:0921	[Citation Analysis]
2009	The Paradox of Thrift and Crowding-In of Private Investment in a Simple IS-LM Model RePEc:ums:papers:2009-14	[Citation Analysis]
2009	First Announcements and Real Economic Activity RePEc:wrk:warwec:885	[Citation Analysis]
2009	Pooling versus model selection for nowcasting with many predictors: an application to German GDP RePEc:zbw:bubdp1:7572	[Citation Analysis]
2009	MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area RePEc:zbw:bubdp1:7576	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Inflation targeting in Latin America: Empirical analysis using GARCH models RePEc:bde:wpaper:0826	[Citation Analysis]
2008	Gravity with gravitas: comment RePEc:cpb:discus:111	[Citation Analysis]
2008	Estimating the Effect of a Retraining Program on the Re-Employment Rate of Displaced Workers RePEc:cpr:ceprdp:7094	[Citation Analysis]
2008	Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues RePEc:csc:cerisp:200803	[Citation Analysis]
2008	Short and long term evaluations of Public Employment Services in Italy RePEc:ctl:louvec:2008030	[Citation Analysis]
2008	The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions RePEc:dgr:kubcen:200861	[Citation Analysis]
2008	Panel Error Correction Testing with Global Stochastic Trends RePEc:dgr:umamet:2008051	[Citation Analysis]
2008	The specification of the propensity score in multilevel observational studies RePEc:don:donwpa:006	[Citation Analysis]
2008	Estimation of causal effects of fertility on economic wellbeing: evidence from rural Vietnam RePEc:ese:iserwp:2007-27	[Citation Analysis]
2008	Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device RePEc:eui:euiwps:eco2008/27	[Citation Analysis]
2008	The New Keynesian Phillips curve : lessons from single-equation econometric estimation RePEc:fip:fedreq:y:2008:i:fall:p:361-395:n:v.94no.4	[Citation Analysis]
2008	DSGE model-based estimation of the New Keynesian Phillips curve RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4	[Citation Analysis]
2008	Bounding the Effects of Food Insecurity on Childrens Health Outcomes RePEc:isu:genres:13008	[Citation Analysis]
2008	Jumps in cross-sectional rank and expected returns: a mixture model RePEc:jae:japmet:v:23:y:2008:i:5:p:585-606	[Citation Analysis]
2008	Subsidies on low skilleds social security contributions: the case of Belgium. RePEc:ner:leuven:urn:hdl:123456789/184246	[Citation Analysis]
2008	R&D subsidies and foreign ownership: Carrying Flemish coals to Newcastle?. RePEc:ner:leuven:urn:hdl:123456789/197558	[Citation Analysis]
2008	Who writes the pay slip? Do R&D subsidies merely increase researcher wages?. RePEc:ner:leuven:urn:hdl:123456789/200956	[Citation Analysis]
2008	On young innovative companies: Why they matter and how (not) to policy support them. RePEc:ner:leuven:urn:hdl:123456789/213460	[Citation Analysis]
2008	Additionality effects of public R&D funding: âRâ versus âDâ. RePEc:ner:leuven:urn:hdl:123456789/216618	[Citation Analysis]
2008	Testing for spatial autocorrelation: the regressors that make the power disappear RePEc:pra:mprapa:10542	[Citation Analysis]
2008	Do all countries follow the same growth process? RePEc:pra:mprapa:11589	[Citation Analysis]
2008	Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective RePEc:pra:mprapa:12245	[Citation Analysis]
2008	Measuring Consumer Preferences and Estimating Demand Systems RePEc:pra:mprapa:12318	[Citation Analysis]
2008	The Differential Approach to Demand Analysis and the Rotterdam Model RePEc:pra:mprapa:12319	[Citation Analysis]
2008	The specification of the propensity score in multilevel observational studies RePEc:pra:mprapa:17407	[Citation Analysis]
2008	Implied Volatility with Time-Varying Regime Probabilities RePEc:pra:mprapa:23721	[Citation Analysis]
2008	Consumer preferences and demand systems RePEc:pra:mprapa:8413	[Citation Analysis]
2008	Are any growth theories linear? Why we should care about what the evidence tells us RePEc:pra:mprapa:8767	[Citation Analysis]
2008	A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions RePEc:pra:mprapa:8768	[Citation Analysis]
2008	Are employers discriminating with respect to weight? European Evidence using Quantile Regression RePEc:rtv:ceisrp:123	[Citation Analysis]
2008	Do Customs Union Members Engage In More Bilateral Trade Than Free Trade Agreement Members? RePEc:smu:ecowpa:803	[Citation Analysis]
2008	The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households RePEc:ssa:lemwps:2008/18	[Citation Analysis]
2008	Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles RePEc:ssa:lemwps:2008/21	[Citation Analysis]
2008	An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable RePEc:ssb:dispap:550	[Citation Analysis]
2008	Real Time Detection of Structural Breaks in GARCH Models RePEc:tor:tecipa:tecipa-336	[Citation Analysis]
2008	Nonlinear Time Series in Financial Forecasting RePEc:ucr:wpaper:200803	[Citation Analysis]
2008	Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited RePEc:uct:uconnp:2008-47	[Citation Analysis]
2008	Evaluating New Keynesian Phillips Curve under VAR-Based Learning RePEc:zbw:ifweej:7400	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY RePEc:acb:camaaa:2007-12	[Citation Analysis]
2007	CONSTRUCTING HISTORICAL EURO AREA DATA RePEc:acb:camaaa:2007-18	[Citation Analysis]
2007	EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET RePEc:acb:camaaa:2007-25	[Citation Analysis]
2007	The transmission of emerging market shocks to global equity markets RePEc:bde:wpaper:0727	[Citation Analysis]
2007	Long Run Macroeconomic Relations in the Global Economy RePEc:cam:camdae:0661	[Citation Analysis]
2007	Long Run Macroeconomic Relations in the Global Economy RePEc:cam:camdae:0703	[Citation Analysis]
2007	Large Panels with Common Factors and Spatial Correlations RePEc:cam:camdae:0743	[Citation Analysis]
2007	Infinite Dimensional VARs and Factor Models RePEc:cam:camdae:0757	[Citation Analysis]
2007	Long Run Macroeconomic Relations in the Global Economy RePEc:ces:ceswps:_1904	[Citation Analysis]
2007	International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis RePEc:ces:ceswps:_2095	[Citation Analysis]
2007	Large Panels with Common Factors and Spatial Correlations RePEc:ces:ceswps:_2103	[Citation Analysis]
2007	Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows RePEc:ces:ceswps:_2116	[Citation Analysis]
2007	Infinite Dimensional VARs and Factor Models RePEc:ces:ceswps:_2176	[Citation Analysis]
2007	International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis RePEc:cfs:cfswop:wp200723	[Citation Analysis]
2007	Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? RePEc:diw:diwwpp:dp746	[Citation Analysis]
2007	Evaluating Continuous Training Programs Using the Generalized Propensity Score RePEc:diw:diwwpp:dp752	[Citation Analysis]
2007	Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts RePEc:diw:diwwpp:dp754	[Citation Analysis]
2007	What Drives Housing Prices Down?: Evidence from an International Panel RePEc:diw:diwwpp:dp758	[Citation Analysis]
2007	The transmission of emerging market shocks to global equity markets. RePEc:ecb:ecbwps:20070724	[Citation Analysis]
2007	Long run macroeconomic relations in the global economy RePEc:ecb:ecbwps:20070750	[Citation Analysis]
2007	The transmission of US cyclical developments to the rest of the world. RePEc:ecb:ecbwps:20070798	[Citation Analysis]
2007	Model misspecification, the equilibrium natural interest rate and the equity premium. RePEc:ecb:ecbwps:20070808	[Citation Analysis]
2007	Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005 RePEc:esr:wpaper:wp183	[Citation Analysis]
2007	Inflation and Financial Development: Evidence from Brazil RePEc:got:iaidps:165	[Citation Analysis]
2007	What do we really know about fiscal sustainability in the EU? A panel data diagnostic RePEc:hal:wpaper:hal-00322091	[Citation Analysis]
2007	Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models RePEc:icr:wpmath:15-2007	[Citation Analysis]
2007	What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:55-87	[Citation Analysis]
2007	Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence RePEc:ira:wpaper:200710	[Citation Analysis]
2007	What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic. RePEc:ise:isegwp:wp202007	[Citation Analysis]
2007	Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? RePEc:iza:izadps:dp2887	[Citation Analysis]
2007	Large Panels with Common Factors and Spatial Correlations RePEc:iza:izadps:dp3032	[Citation Analysis]
2007	Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators RePEc:iza:izadps:dp3039	[Citation Analysis]
2007	Infinite Dimensional VARs and Factor Models RePEc:iza:izadps:dp3206	[Citation Analysis]
2007	Evaluating Continuous Training Programs Using the Generalized Propensity Score RePEc:iza:izadps:dp3255	[Citation Analysis]
2007	The transmission mechanism in a changing world RePEc:jae:japmet:v:22:y:2007:i:1:p:39-61	[Citation Analysis]
2007	Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices RePEc:jae:japmet:v:22:y:2007:i:2:p:233-264	[Citation Analysis]
2007	A simple panel unit root test in the presence of cross-section dependence RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312	[Citation Analysis]
2007	Dynamic factor extraction of cross-sectional dependence in panel unit root tests RePEc:jae:japmet:v:22:y:2007:i:2:p:313-338	[Citation Analysis]
2007	An empirical analysis of nonstationarity in a panel of interest rates with factors RePEc:jae:japmet:v:22:y:2007:i:2:p:383-400	[Citation Analysis]
2007	Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach RePEc:jae:japmet:v:22:y:2007:i:2:p:429-451	[Citation Analysis]
2007	Latent lifestyle preferences and household location decisions RePEc:kap:jgeosy:v:9:y:2007:i:1:p:77-101	[Citation Analysis]
2007	Measuring potential gains from reallocation of resources RePEc:kap:jproda:v:28:y:2007:i:1:p:107-116	[Citation Analysis]
2007	Monetary Policy Transmission and the Phillips Curve in a Global Context RePEc:kie:kieliw:1366	[Citation Analysis]
2007	Dual gravity : Using spatial econometrics to control for multilateral resistance RePEc:lat:legeco:2007-03	[Citation Analysis]
2007	Mixed Exponential Power Asymmetric Conditional Heteroskedasticity RePEc:lvl:lacicr:0749	[Citation Analysis]
2007	Weighted smooth transition regressions RePEc:man:sespap:0724	[Citation Analysis]
2007	Complementarity Among Vertical Integration Decisions: Evidence from Automobile Product Development RePEc:nbr:nberwo:13232	[Citation Analysis]
2007	Deutsche Konjunktur: AufschwungskrÃ¤fte behalten die Oberhand. RePEc:ner:ifwkie:info:hdl:10419/4095	[Citation Analysis]
2007	The impact of R&D on productivity. RePEc:ner:leuven:urn:hdl:123456789/217535	[Citation Analysis]
2007	Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003. RePEc:ner:maastr:urn:nbn:nl:ui:27-14777	[Citation Analysis]
2007	Long-run real exchange rate determinants: evidence from eight new EU member states, 1993â2003. RePEc:ner:maastr:urn:nbn:nl:ui:27-23214	[Citation Analysis]
2007	Productivity polarization across regions in Europe RePEc:pia:wpaper:31/2007	[Citation Analysis]
2007	Dual gravity: Using spatial econometrics to control for multilateral resistance RePEc:tky:fseres:2007cf501	[Citation Analysis]
2007	What do we really know about fiscal sustainability in the EU? A panel data diagnostic RePEc:wdi:papers:2007-893	[Citation Analysis]
2007	Pricing behaviour under competition in the UK electricity supply industry RePEc:wrk:warwec:790	[Citation Analysis]
2007	Weltkonjunktur und deutsche Konjunktur im Herbst 2007 RePEc:zbw:ifwkdp:445-446	[Citation Analysis]
2007	Evaluating continuous training programs using the generalized propensity score1 RePEc:zbw:sfb475:200739	[Citation Analysis]
2007	Projecting the Medium-Term: Outcomes and Errors for GDP Growth RePEc:zbw:zewdip:6888	[Citation Analysis]

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Source data used to compute the impact factor of RePEc series.