Citation Profile: Journal of Business & Economic Statistics / Journal of Business & Economic Statistics

Journal of Business & Economic Statistics / Journal of Business & Economic Statistics

Most cited documents in this series:

Year Title Cited
1995 Comparing Predictive Accuracy.
RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63 [Citation Analysis] 1283
1992 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.
RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70 [Citation Analysis] 500
2002 A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.
RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29 [Citation Analysis] 408
2002 Macroeconomic Forecasting Using Diffusion Indexes.
RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62 [Citation Analysis] 336
1989 Tests for Unit Roots: A Monte Carlo Investigation.
RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59 [Citation Analysis] 275
1994 Bayesian Analysis of Stochastic Volatility Models.
RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89 [Citation Analysis] 262
1984 Production Frontiers and Panel Data.
RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74 [Citation Analysis] 260
1992 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.
RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20 [Citation Analysis] 245
1990 Testing for a Unit Root in a Time Series with a Changing Mean.
RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62 [Citation Analysis] 234
1993 Testing for Common Features.
RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80 [Citation Analysis] 220
2002 Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.
RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50 [Citation Analysis] 219
1990 Persistence in Variance, Structural Change, and the GARCH Model.
RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34 [Citation Analysis] 210
1993 Testing for Common Features: Reply.
RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95 [Citation Analysis] 203
1997 When Do Long-Run Identifying Restrictions Give Reliable Results?
RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53 [Citation Analysis] 202
1996 Evidence on Structural Instability in Macroeconomic Time Series Relations.
RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30 [Citation Analysis] 192
1992 Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.
RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87 [Citation Analysis] 182
1989 The Message in Daily Exchange Rates: A Conditional-Variance Tale.
RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305 [Citation Analysis] 179
1998 Tests for Forecast Encompassing.
RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59 [Citation Analysis] 176
1990 Permanent Income, Current Income, and Consumption.
RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79 [Citation Analysis] 175
2002 Regime Switches in Interest Rates.
RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82 [Citation Analysis] 171
1985 Estimation and Inference in Two-Step Econometric Models.
RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79 [Citation Analysis] 167
2006 Realized Variance and Market Microstructure Noise
RePEc:bes:jnlbes:v:24:y:2006:p:127-161 [Citation Analysis] 158
1994 Estimating Potential Output as a Latent Variable.
RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68 [Citation Analysis] 151
2001 Cointegration and Threshold Adjustment.
RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76 [Citation Analysis] 150
1992 Searching for a Break in GNP.
RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50 [Citation Analysis] 147
1985 Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States.
RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22 [Citation Analysis] 144
1992 Tests for Parameter Instability in Regressions with I(1) Processes.
RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35 [Citation Analysis] 139
1994 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection.
RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70 [Citation Analysis] 139
1987 Vector Autoregressions and Reality.
RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42 [Citation Analysis] 136
1993 A Fractional Cointegration Analysis of Purchasing Power Parity.
RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12 [Citation Analysis] 135
1991 A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.
RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86 [Citation Analysis] 129
1985 Trends and Cycles in Macroeconomic Time Series.
RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27 [Citation Analysis] 129
1996 Finite-Sample Properties of Some Alternative GMM Estimators.
RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80 [Citation Analysis] 126
1992 A Simple Nonparametric Test of Predictive Performance.
RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65 [Citation Analysis] 123
1999 Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.
RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49 [Citation Analysis] 120
1995 Natural and Quasi-experiments in Economics.
RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61 [Citation Analysis] 116
2005 A Test for Superior Predictive Ability
RePEc:bes:jnlbes:v:23:y:2005:p:365-380 [Citation Analysis] 115
1999 Humps and Bumps in Lifetime Consumption.
RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35 [Citation Analysis] 111
2004 CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles
RePEc:bes:jnlbes:v:22:y:2004:p:367-381 [Citation Analysis] 111
1991 Semiparametric ARCH Models.
RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59 [Citation Analysis] 110
1987 Vector Autoregressions and Reality: Reply.
RePEc:bes:jnlbes:v:5:y:1987:i:4:p:454 [Citation Analysis] 109
1998 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.
RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11 [Citation Analysis] 105
1999 Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification.
RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90 [Citation Analysis] 104
1995 Sustainability of the Deficit Process with Structural Shifts.
RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17 [Citation Analysis] 101
2001 Testing Density Forecasts, with Applications to Risk Management.
RePEc:bes:jnlbes:v:19:y:2001:i:4:p:465-74 [Citation Analysis] 101
1992 Inequality Constraints in the Univariate GARCH Model.
RePEc:bes:jnlbes:v:10:y:1992:i:2:p:229-35 [Citation Analysis] 98
1995 Estimation of Common Long-Memory Components in Cointegrated Systems.
RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35 [Citation Analysis] 97
1994 Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.
RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17 [Citation Analysis] 97
1983 A Comparison of Alternative Models for the Demand for Medical Care.
RePEc:bes:jnlbes:v:1:y:1983:i:2:p:115-26 [Citation Analysis] 97
1995 A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada.
RePEc:bes:jnlbes:v:13:y:1995:i:1:p:11-25 [Citation Analysis] 96

Citing documents used to compute impact factor 119:

Year Title See
2011 The random-walk behavior of the Euro exchange rate
RePEc:eee:finlet:v:8:y:2011:i:3:p:158-162 [Citation Analysis]
2011 Time varying VARs with inequality restrictions
RePEc:eee:dyncon:v:35:y:2011:i:7:p:1126-1138 [Citation Analysis]
2011 Confidence Sets Based on Inverting Anderson-Rubin Tests
RePEc:qed:wpaper:1257 [Citation Analysis]
2011 The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis
RePEc:isu:genres:32719 [Citation Analysis]
2011 Subjective survival probabilities and life tables: Evidence from Europe
RePEc:eie:wpaper:1016 [Citation Analysis]
2011 Aging and strategic learning: the impact of spousal incentives on financial literacy
RePEc:fip:fedgfe:2011-53 [Citation Analysis]
2011 Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:asb:wpaper:201111 [Citation Analysis]
2011 Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
RePEc:rye:wpaper:wp029 [Citation Analysis]
2011 Large panels with common factors and spatial correlation
RePEc:eee:econom:v:161:y:2011:i:2:p:182-202 [Citation Analysis]
2011 Panel data analysis: a survey on model-based clustering of time series
RePEc:spr:advdac:v:5:y:2011:i:4:p:251-280 [Citation Analysis]
2011 Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach
RePEc:bie:wpaper:455 [Citation Analysis]
2011 An Introductory Review of a Structural VAR-X Estimation and Applications
RePEc:bdr:borrec:686 [Citation Analysis]
2011 An Introductory Review of a Structural VAR-X Estimation and Applications
RePEc:col:000094:009200 [Citation Analysis]
2011 Seed distributions for the NCAA mens basketball tournament
RePEc:eee:jomega:v:39:y:2011:i:6:p:719-724 [Citation Analysis]
2011 Quantile regression for dynamic panel data with fixed effects
RePEc:eee:econom:v:164:y:2011:i:1:p:142-157 [Citation Analysis]
2011 The empirical content of models with multiple equilibria in economies with social interactions
RePEc:fip:fednsr:504 [Citation Analysis]
2011 Stock market momentum, business conditions, and GARCH option pricing models
RePEc:eee:empfin:v:18:y:2011:i:3:p:488-505 [Citation Analysis]
2011 Default probability estimation in small samples - with an application to sovereign bonds
RePEc:pra:mprapa:33778 [Citation Analysis]
2011 Default probability estimation in small samples: With an application to sovereign bonds
RePEc:zbw:ucdpse:511 [Citation Analysis]
2011 Modelling Rating Transitions
RePEc:zbw:vfsc11:48698 [Citation Analysis]
2011 Discrete time Wishart term structure models
RePEc:eee:dyncon:v:35:y:2011:i:6:p:815-824 [Citation Analysis]
2011 Multivariate option pricing with time varying volatility and correlations
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2267-2281 [Citation Analysis]
2011 Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?
RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290 [Citation Analysis]
2011 Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
RePEc:bos:wpaper:wp2011-049 [Citation Analysis]
2011 A Simple Model for Vast Panels of Volatilities
RePEc:eca:wpaper:2013/97304 [Citation Analysis]
2011 Large covariance estimation by thresholding principal orthogonal complements
RePEc:pra:mprapa:38697 [Citation Analysis]
2011 The affine arbitrage-free class of Nelson-Siegel term structure models
RePEc:eee:econom:v:164:y:2011:i:1:p:4-20 [Citation Analysis]
2011 Forecasting the direction of the US stock market with dynamic binary probit models
RePEc:eee:intfor:v:27:y::i:2:p:561-578 [Citation Analysis]
2011 Modeling the time-varying skewness via decomposition for out-of-sample forecast
RePEc:pra:mprapa:41248 [Citation Analysis]
2011 Nonparamatric estimation in random coefficients binary choice models
RePEc:hal:wpaper:hal-00403939 [Citation Analysis]
2011 Smoke Signals and Mixed Messages: Medical Marijuana & Drug Policy Signalling Effects
RePEc:qut:dpaper:272 [Citation Analysis]
2011 Credit contagion between financial systems
RePEc:zbw:bubdp2:201115 [Citation Analysis]
2011 Convergence or divergence? Immigrant wage assimilation patterns in Germany
RePEc:zbw:iwqwdp:032011 [Citation Analysis]
2011 Immigrant Wage Profiles Within and Between Establishments
RePEc:nor:wpaper:2011019 [Citation Analysis]
2011 Wage Dispersion and Decentralization of Wage Bargaining
RePEc:iza:izadps:dp6176 [Citation Analysis]
2011 Wage Dispersion and Decentralization of Wage Bargaining
RePEc:aah:create:2011-48 [Citation Analysis]
2011 Regime Changes and Financial Markets
RePEc:nbr:nberwo:17182 [Citation Analysis]
2011 Regime Changes and Financial Markets
RePEc:cpr:ceprdp:8480 [Citation Analysis]
2011 Cost-based Phillips Curve forecasts of inflation
RePEc:eee:jmacro:v:33:y:2011:i:4:p:553-567 [Citation Analysis]
2011 Identification Using Stability Restrictions
RePEc:tul:wpaper:1116 [Citation Analysis]
2011 Unveiling the monetary policy rule in euro area
RePEc:bog:wpaper:130 [Citation Analysis]
2011 Inflation Dynamics and the Great Recession
RePEc:imf:imfwpa:11/121 [Citation Analysis]
2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*
RePEc:str:wpaper:1109 [Citation Analysis]
2011 New Keynesian Phillips Curve and inflation dynamics in Australia
RePEc:eee:ecmode:v:28:y:2011:i:4:p:2022-2033 [Citation Analysis]
2011 Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification
RePEc:bos:wpaper:wp2011-058 [Citation Analysis]
2011 Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return
RePEc:pra:mprapa:28913 [Citation Analysis]
2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
RePEc:dgr:uvatin:20110093 [Citation Analysis]
2011 Diverse beliefs and time variability of risk premia
RePEc:spr:joecth:v:47:y:2011:i:2:p:293-335 [Citation Analysis]
2011 On the informativeness of persistence for mutual funds performance evaluation using partial frontiers
RePEc:ivi:wpasec:2011-08 [Citation Analysis]
2011 Essays in Applied Time Series Econometrics.
RePEc:ner:euiflo:urn:hdl:1814/18555 [Citation Analysis]
2011 Markov-switching MIDAS models
RePEc:cpr:ceprdp:8234 [Citation Analysis]
2011 Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland
RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453 [Citation Analysis]
2011 Extracting deflation probability forecasts from Treasury yields
RePEc:fip:fedfwp:2011-10 [Citation Analysis]
2011 How useful are estimated DSGE model forecasts?
RePEc:fip:fedgfe:2011-11 [Citation Analysis]
2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
RePEc:cpr:ceprdp:8194 [Citation Analysis]
2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
RePEc:rut:rutres:201113 [Citation Analysis]
2011 The diversity of forecasts from macroeconomic models of the US economy
RePEc:spr:joecth:v:47:y:2011:i:2:p:247-292 [Citation Analysis]
2011 Advances in Forecasting Under Instability
RePEc:duk:dukeec:11-20 [Citation Analysis]
2011 Nowcasting GDP in Real-Time: A Density Combination Approach
RePEc:bny:wpaper:0003 [Citation Analysis]
2011 Oil and US GDP: A Real-Time out-of Sample Examination
RePEc:bny:wpaper:0004 [Citation Analysis]
2011 Forecasting under Model Uncertainty
RePEc:zbw:vfsc11:48723 [Citation Analysis]
2011 Empirical evidence on inflation and unemployment in the long run
RePEc:pra:mprapa:33409 [Citation Analysis]
2011 Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
RePEc:bfr:banfra:334 [Citation Analysis]
2011 CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES
RePEc:pcp:pucwps:wp00322 [Citation Analysis]
2011 Empirical Evidence on Inflation and Unemployment in the Long Run
RePEc:mlb:wpaper:1128 [Citation Analysis]
2011 Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation
RePEc:ags:eaae11:120387 [Citation Analysis]
2011 A time-series analysis of the 20th century climate simulations produced for the IPCCâs AR4
RePEc:bos:wpaper:wp2011-051 [Citation Analysis]
2011 Identification of Panel Data Models with Endogenous Censoring
RePEc:pra:mprapa:30373 [Citation Analysis]
2011 Multivariate density estimation using dimension reducing information and tail flattening transformations
RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110 [Citation Analysis]
2011 Measuring and Predicting Heterogeneous Recessions
RePEc:dgr:uvatin:20110154 [Citation Analysis]
2011 Multivariate semi-nonparametric distributions with dynamic conditional correlations
RePEc:eee:intfor:v:27:y::i:2:p:347-364 [Citation Analysis]
2011 Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination
RePEc:ecb:ecbwps:20111384 [Citation Analysis]
2011 Policy analysis in real time using IMFs monetary model
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1696-1709 [Citation Analysis]
2011 Real-time macroeconomic forecasting with leading indicators: An empirical comparison
RePEc:eee:intfor:v:27:y::i:2:p:466-481 [Citation Analysis]
2011 Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49 [Citation Analysis]
2011 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
RePEc:eee:intfor:v:27:y::i:2:p:529-542 [Citation Analysis]
2011 The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
RePEc:ces:ceswps:_3418 [Citation Analysis]
2011 A dynamic copula approach to recovering the index implied volatility skew
RePEc:usg:dp2010:2010-33 [Citation Analysis]
2011 Semiparametric Cost Allocation Estimation
RePEc:ags:eaae11:115742 [Citation Analysis]
2011 Poverty in Germany â Statistical Inference and Decomposition
RePEc:jns:jbstat:v:231:y:2011:i:2:p:178-209 [Citation Analysis]
2011 Bayesian Conjoint Choice Designs for Measuring Willingness to Pay
RePEc:kap:enreec:v:48:y:2011:i:1:p:129-149 [Citation Analysis]
2011 Rational vs. Professional Forecasts
RePEc:ptu:wpaper:w201114 [Citation Analysis]
2011 Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
RePEc:syb:wpbsba:11/2011 [Citation Analysis]
2011 Scoring rules and survey density forecasts
RePEc:eee:intfor:v:27:y::i:2:p:379-393 [Citation Analysis]
2011 Anxious periods and bank lending
RePEc:pra:mprapa:32422 [Citation Analysis]
2011 Fiscal Volatility Shocks and Economic Activity
RePEc:nbr:nberwo:17317 [Citation Analysis]
2011 Fiscal volatility shocks and economic activity
RePEc:fip:fedpwp:11-32 [Citation Analysis]
2011 Regional Indexes of Activity: Combining the Old with the New
RePEc:iae:iaewps:wp2011n15 [Citation Analysis]
2011 Fiscal Volatility Shocks and Economic Activity
RePEc:pen:papers:11-022 [Citation Analysis]
2011 Stock market firm-level information and real economic activity
RePEc:ecb:ecbwps:20111366 [Citation Analysis]
2011 Econometric Analysis and Prediction of Recurrent Events
RePEc:aah:create:2011-33 [Citation Analysis]
2011 Forecasting Based on Common Trends in Mixed Frequency Samples
RePEc:hai:wpaper:201110 [Citation Analysis]
2011 Fiscal Volatility Shocks and Economic Activity
RePEc:cpr:ceprdp:8528 [Citation Analysis]
2011 A chronology of turning points in economic activity: Spain 1850-2011
RePEc:fip:fedfwp:2011-28 [Citation Analysis]
2011 Securitization and bank intermediation function
RePEc:pra:mprapa:34961 [Citation Analysis]
2011 Securitization and Bank Intermediation Function
RePEc:nos:wuwpfi:zagonov-wpsz2011 [Citation Analysis]
2011 Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach
RePEc:fip:fedkrw:rwp11-11 [Citation Analysis]
2011 A chronology of turning points in economic activity: Spain, 1850-2011
RePEc:fip:fedkrw:rwp11-14 [Citation Analysis]
2011 Un Modelo de Factores DinÃ¡micos de PequeÃ±a Escala para el Imacec
RePEc:chb:bcchni:v:14:y:2011:i:2:p:109-118 [Citation Analysis]
2011 Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one?
RePEc:eee:ecofin:v:22:y:2011:i:1:p:43-60 [Citation Analysis]
2011 Size, book-to-market ratio and macroeconomic news
RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270 [Citation Analysis]
2011 Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
RePEc:eee:jfinec:v:100:y:2011:i:3:p:475-495 [Citation Analysis]
2011 Measuring Output Gap Nowcast Uncertainty
RePEc:acb:camaaa:2011-16 [Citation Analysis]
2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.
RePEc:ces:ceswps:_3372 [Citation Analysis]
2011 VAR forecasting using Bayesian variable selection
RePEc:cor:louvco:2011022 [Citation Analysis]
2011 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
RePEc:rut:rutres:201104 [Citation Analysis]
2011 Combining VAR and DSGE forecast densities
RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670 [Citation Analysis]
2011 Real-time inflation forecast densities from ensemble Phillips curves
RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87 [Citation Analysis]
2011 Combining Survey Forecasts and Time Series Models: The Case of the Euribor
RePEc:jns:jbstat:v:231:y:2011:i:1:p:63-81 [Citation Analysis]
2011 Forecasting inflation with gradual regime shifts and exogenous information
RePEc:ecb:ecbwps:20111363 [Citation Analysis]
2011 The Use of Tax Havens in Exemption Regimes
RePEc:nbr:nberwo:17644 [Citation Analysis]
2011 Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
RePEc:eee:econom:v:160:y:2011:i:1:p:145-159 [Citation Analysis]
2011 Innovation, Employment and Skills in Advanced and Developing Countries: A Survey of the Literature
RePEc:idb:brikps:61058 [Citation Analysis]
2011 Incorporating uncertainties into economic forecasts: an application to forecasting economic activity in Croatia
RePEc:ipf:finteo:v:35:y:2011:i:2:p:140-170 [Citation Analysis]
2011 Measuring subjective expectations in developing countries: A critical review and new evidence
RePEc:eee:deveco:v:94:y:2011:i:2:p:151-163 [Citation Analysis]
2011 Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:asb:wpaper:201111 [Citation Analysis]
2011 The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
RePEc:eee:intfor:v:27:y:2011:i:4:p:1128-1146 [Citation Analysis]
2011 Predicting economic contractions and expansions with the aid of professional forecasts
RePEc:eee:intfor:v:27:y::i:2:p:438-451 [Citation Analysis]
2011 Explaining the Female Black-White Obesity Gap: A Decomposition Analysis of Proximal Causes
RePEc:iza:izadps:dp5841 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Parametric Inference and Dynamic State Recovery from Option Panels RePEc:aah:create:2012-11	[Citation Analysis]
2011	Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions RePEc:bos:wpaper:wp2011-049	[Citation Analysis]
2011	Can the Fed talk the hind legs off the stock market? RePEc:cpr:ceprdp:8450	[Citation Analysis]
2011	Structural Vector Autoregressions RePEc:cpr:ceprdp:8515	[Citation Analysis]
2011	Densidad de predicciÃ³n basada en momentos condicionados y mÃ¡xima entropÃa : aplicaciÃ³n a la predicciÃ³n de potencia eÃ³lica RePEc:cte:wsrepe:ws111813	[Citation Analysis]
2011	Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012) RePEc:dgr:kubcen:2011072	[Citation Analysis]
2011	Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility RePEc:dgr:umamet:2011056	[Citation Analysis]
2011	The Effect of Subsidized Employment on Happiness RePEc:diw:diwsop:diw_sp384	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks RePEc:dnb:dnbwpp:327	[Citation Analysis]
2011	Using panel data to partially identify HIV prevalence When HIV status is not missing at random RePEc:don:donwpa:048	[Citation Analysis]
2011	Advances in Forecasting Under Instability RePEc:duk:dukeec:11-20	[Citation Analysis]
2011	Brownian motion vs. pure-jump processes for individual stocks RePEc:ebl:ecbull:eb-11-00669	[Citation Analysis]
2011	Regional and sectoral dynamics of the Dutch staffing labor cycle RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837	[Citation Analysis]
2011	Distributional impacts of a local living wage increase with ability sorting RePEc:eee:ecolet:v:112:y:2011:i:3:p:283-286	[Citation Analysis]
2011	Realized Laplace transforms for estimation of jump diffusive volatility models RePEc:eee:econom:v:164:y:2011:i:2:p:367-381	[Citation Analysis]
2011	Using panel data to partially identify HIV prevalence when HIV status is not missing at random RePEc:eie:wpaper:1113	[Citation Analysis]
2011	Modeling Financial Crises Mutation RePEc:hal:wpaper:halshs-00630036	[Citation Analysis]
2011	Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures RePEc:han:dpaper:dp-477	[Citation Analysis]
2011	The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis RePEc:isu:genres:32719	[Citation Analysis]
2011	So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design RePEc:kap:expeco:v:14:y:2011:i:4:p:439-457	[Citation Analysis]
2011	Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights RePEc:knz:dpteco:1123	[Citation Analysis]
2011	The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston RePEc:nbr:nberwo:17227	[Citation Analysis]
2011	Labor Reallocation in Response to Trade Reform RePEc:nbr:nberwo:17372	[Citation Analysis]
2011	Conditional jumps in volatility and their economic determinants RePEc:pad:wpaper:0138	[Citation Analysis]
2011	Does high involvement management lead to higher pay? RePEc:pra:mprapa:28711	[Citation Analysis]
2011	Multi-period credit default prediction with time-varying covariates. RePEc:pra:mprapa:30507	[Citation Analysis]
2011	Patterns in US urban growth (1790â2000) RePEc:pra:mprapa:31006	[Citation Analysis]
2011	Forecast combination for discrete choice models: predicting FOMC monetary policy decisions RePEc:syb:wpbsba:11/2011	[Citation Analysis]
2011	Efficient high-dimensional importance sampling in mixture frameworks RePEc:zbw:cauewp:201111	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Modelling asset correlations during the recent FInancial crisis: A semiparametric approach RePEc:aah:create:2010-71	[Citation Analysis]
2010	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends RePEc:bos:wpaper:wp2010-048	[Citation Analysis]
2010	A Test Against Spurious Long Memory RePEc:bos:wpaper:wp2010-051	[Citation Analysis]
2010	Robust Inference with Clustered Data RePEc:cda:wpaper:10-6	[Citation Analysis]
2010	Robust Inference with Clustered Data RePEc:cda:wpaper:10-7	[Citation Analysis]
2010	Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers RePEc:cwl:cwldpp:1718	[Citation Analysis]
2010	Identification in Differentiated Products Markets Using Market Level Data RePEc:cwl:cwldpp:1744	[Citation Analysis]
2010	International money and stock market contingent claims RePEc:eee:jimfin:v:29:y:2010:i:8:p:1727-1751	[Citation Analysis]
2010	Can subjective expectations data be used in choice models? Evidence on cognitive biases RePEc:fip:fednsr:454	[Citation Analysis]
2010	Grandparents and womens participation in the labor market RePEc:ise:isegwp:wp162010	[Citation Analysis]
2010	Rounding in Recreation Demand Models: A Latent Class Count Model RePEc:isu:genres:31594	[Citation Analysis]
2010	The Glass Door: The Gender Composition of Newly-Hired Workers Across Hierarchical Job Levels RePEc:iza:izadps:dp4858	[Citation Analysis]
2010	Semiparametric estimation of consumer demand systems in real expenditure RePEc:jae:japmet:v:25:y:2010:i:3:p:420-457	[Citation Analysis]
2010	Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering RePEc:jku:nrnwps:2010_14	[Citation Analysis]
2010	Identification in Differentiated Products Markets Using Market Level Data RePEc:nbr:nberwo:15641	[Citation Analysis]
2010	Products, patents and productivity persistence: A DSGE model of endogenous growth RePEc:oxf:wpaper:512	[Citation Analysis]
2010	Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information RePEc:pra:mprapa:23153	[Citation Analysis]
2010	Recent developments in empirical IO: dynamic demand and dynamic games RePEc:pra:mprapa:27814	[Citation Analysis]
2010	Time Varying Dimension Models RePEc:rim:rimwps:44_10	[Citation Analysis]
2010	Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005 RePEc:tep:teppwp:wp1017	[Citation Analysis]
2010	Index-Number Tests and the Common-Scaling Social Cost-of-Living Index RePEc:ubc:bricol:david_donaldson-2010-4	[Citation Analysis]
2010	Eliciting probabilistic expectations with visual aids in developing countries : how sensitive are answers to variations in elicitation design ? RePEc:wbk:wbrwps:5458	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Real-time Inflation Forecast Densities from Ensemble Phillips Curves RePEc:bbk:bbkefp:0910	[Citation Analysis]
2009	Structural Inflation Models with Real Wage Rigidities: The Case of Canada RePEc:bca:bocawp:09-21	[Citation Analysis]
2009	Forecasting Euro-area recessions using time-varying binary response models for financial. RePEc:bfr:banfra:259	[Citation Analysis]
2009	Optimal Use of Labor Market Policies: The Role of Job Search Assistance RePEc:ces:ceswps:_2890	[Citation Analysis]
2009	A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data RePEc:cir:cirwor:2009s-23	[Citation Analysis]
2009	Pooling versus model selection for nowcasting with many predictors: An application to German GDP RePEc:cpr:ceprdp:7197	[Citation Analysis]
2009	Back to square one: identification issues in DSGE models RePEc:cpr:ceprdp:7234	[Citation Analysis]
2009	Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? RePEc:cpr:ceprdp:7238	[Citation Analysis]
2009	Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth RePEc:cpr:ceprdp:7343	[Citation Analysis]
2009	Estimating deterministic trends with an integrated or stationary noise component RePEc:eee:econom:v:151:y:2009:i:1:p:56-69	[Citation Analysis]
2009	The impact of risk and uncertainty on expected returns RePEc:eee:jfinec:v:94:y:2009:i:2:p:233-263	[Citation Analysis]
2009	Long-run labour market and health effects of individual sports activities RePEc:eee:jhecon:v:28:y:2009:i:4:p:839-854	[Citation Analysis]
2009	Back to square one: Identification issues in DSGE models RePEc:eee:moneco:v:56:y:2009:i:4:p:431-449	[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	Heeding Daedalus: Optimal inflation and the zero lower bound RePEc:fip:fedfwp:2009-23	[Citation Analysis]
2009	Inference on counterfactual distributions RePEc:ifs:cemmap:09/09	[Citation Analysis]
2009	Intersection Bounds: estimation and inference RePEc:ifs:cemmap:19/09	[Citation Analysis]
2009	Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? RePEc:iza:izadps:dp4090	[Citation Analysis]
2009	Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak RePEc:iza:izadps:dp4203	[Citation Analysis]
2009	The Effect of Consumers Real-World Choice Sets on Inferences from Stated Preference Surveys RePEc:kap:enreec:v:42:y:2009:i:3:p:319-343	[Citation Analysis]
2009	Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program RePEc:nbr:nberwo:15539	[Citation Analysis]
2009	Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] RePEc:not:notgts:09/01	[Citation Analysis]
2009	Measuring output gap uncertainty RePEc:nzb:nzbdps:2009/15	[Citation Analysis]
2009	On the Robustness of the Trade-Inducing Effects of Trade Agreements and Currency Unions RePEc:smu:ecowpa:0906	[Citation Analysis]
2009	Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information RePEc:soz:wpaper:0918	[Citation Analysis]
2009	Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work? RePEc:usg:dp2009:2009-03	[Citation Analysis]
2009	Treatment evaluation in the presence of sample selection RePEc:usg:dp2009:2009-07	[Citation Analysis]
2009	Pooling versus model selection for nowcasting with many predictors: an application to German GDP RePEc:zbw:bubdp1:7572	[Citation Analysis]
2009	Factor forecasting using international targeted predictors: the case of German GDP RePEc:zbw:bubdp1:7579	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508 RePEc:aah:create:2008-20	[Citation Analysis]
2008	Monthly forecasting of French GDP: A revised version of the OPTIM model. RePEc:bfr:banfra:222	[Citation Analysis]
2008	Transfer-pricing and Measured Productivity of Multinational Firms RePEc:btx:wpaper:0817	[Citation Analysis]
2008	Modeling the Phillips curve with unobserved components RePEc:cam:camdae:0805	[Citation Analysis]
2008	Work Incentives? Ex Post Effects of Unemployment Insurance Sanctions - Evidence from West Germany RePEc:ces:ceswps:_2508	[Citation Analysis]
2008	Learning in the Credit Card Market RePEc:cla:levarc:122247000000002028	[Citation Analysis]
2008	Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP RePEc:cpr:ceprdp:6708	[Citation Analysis]
2008	The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model RePEc:dgr:uvatin:20080069	[Citation Analysis]
2008	Flow on conjunctural information and forecast of euro area economic activity RePEc:ecb:ecbwps:20080925	[Citation Analysis]
2008	Methods for inference in large multiple-equation Markov-switching models RePEc:eee:econom:v:146:y:2008:i:2:p:255-274	[Citation Analysis]
2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398	[Citation Analysis]
2008	Turismo sustentÃ¡vel e alivio a pobreza: avaliaÃ§Ã£o de impacto RePEc:fgv:epgewp:689	[Citation Analysis]
2008	Detecting recessions in the Great Moderation: a real-time analysis RePEc:fip:fedker:y:2008:i:qiv:p:5-33:n:v.93no.4	[Citation Analysis]
2008	Sharp identification regions in games RePEc:ifs:cemmap:15/08	[Citation Analysis]
2008	Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 RePEc:igi:igierp:333	[Citation Analysis]
2008	Nonparametric Econometrics: The np Package RePEc:jss:jstsof:27:i05	[Citation Analysis]
2008	Competition between auctions RePEc:kap:mktlet:v:19:y:2008:i:3:p:431-448	[Citation Analysis]
2008	The Impact of Piped Water Provision on Infant Mortality in Brazil: A Quantile Panel Data Approach RePEc:nbr:nberwo:14365	[Citation Analysis]
2008	Understanding cross-country differences in export premia - Comparable evidence for 14 countries. RePEc:ner:leuven:urn:hdl:123456789/199893	[Citation Analysis]
2008	Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete environmental variables. RePEc:ner:leuven:urn:hdl:123456789/211063	[Citation Analysis]
2008	Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data. RePEc:onb:oenbwp:144	[Citation Analysis]
2008	Which Institutions are Good for Your Health? The Deep Determinants of Comparative Cross-country Health Status RePEc:otg:wpaper:0811	[Citation Analysis]
2008	Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes RePEc:pit:wpaper:367	[Citation Analysis]
2008	Comment: The Identification Power of Equilibrium in Simple Games RePEc:pra:mprapa:15987	[Citation Analysis]
2008	Structural Time Series Models for Business Cycle Analysis RePEc:pra:mprapa:6854	[Citation Analysis]
2008	The Age of Reason: Financial Decisions Over the Lifecycle RePEc:red:sed008:322	[Citation Analysis]
2008	The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU RePEc:rim:rimwps:21-08	[Citation Analysis]
2008	Understanding Cross-Country Differences in Exporter Premia: Comparable Evidence for 14 Countries RePEc:spr:weltar:v:144:y:2008:i:4:p:596-635	[Citation Analysis]
2008	Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach RePEc:ssa:lemwps:2008/22	[Citation Analysis]
2008	Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics RePEc:tkk:dpaper:dp31	[Citation Analysis]
2008	What Would the Average Public Sector Employee be Paid in the Private Sector? RePEc:uow:depec1:wp08-05	[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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