Most cited documents in this series:

Year	Title	Cited
	repec:hum:wpaper:sfb649dp2005-040 [Citation Analysis]	85
2011	Difference based Ridge and Liu type Estimators in Semiparametric Regression Models RePEc:hum:wpaper:sfb649dp2011-014 [Citation Analysis]	34
2005	Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle RePEc:hum:wpaper:sfb649dp2005-045 [Citation Analysis]	34
2011	A Confidence Corridor for Expectile Functions RePEc:hum:wpaper:sfb649dp2011-004 [Citation Analysis]	34
2011	A strategic mediator who is biased into the same direction as the expert can improve information transmission RePEc:hum:wpaper:sfb649dp2011-012 [Citation Analysis]	33
2011	Sticky Information and Determinacy RePEc:hum:wpaper:sfb649dp2011-006 [Citation Analysis]	32
2005	Does Temporary Agency Work Provide a Stepping Stone to Regular Employment? RePEc:hum:wpaper:sfb649dp2005-031 [Citation Analysis]	31
2011	How do Unusual Working Schedules Affect Social Life? RePEc:hum:wpaper:sfb649dp2011-025 [Citation Analysis]	31
2011	Identifying the Effect of Temporal Work Flexibility on Parental Time with Children RePEc:hum:wpaper:sfb649dp2011-024 [Citation Analysis]	31
2011	Can crop yield risk be globally diversified? RePEc:hum:wpaper:sfb649dp2011-018 [Citation Analysis]	30
2011	Localising temperature risk RePEc:hum:wpaper:sfb649dp2011-001 [Citation Analysis]	30
2007	Occupational Choice and the Spirit of Capitalism RePEc:hum:wpaper:sfb649dp2007-049 [Citation Analysis]	29
2010	Estimation of the characteristics of a Lévy process observed at arbitrary frequency RePEc:hum:wpaper:sfb649dp2010-015 [Citation Analysis]	28
2005	What are the Effects of Fiscal Policy Shocks? RePEc:hum:wpaper:sfb649dp2005-039 [Citation Analysis]	25
2005	Conditional and Dynamic Convex Risk Measures RePEc:hum:wpaper:sfb649dp2005-006 [Citation Analysis]	22
2011	The Regulation of Interdependent Markets RePEc:hum:wpaper:sfb649dp2011-046 [Citation Analysis]	21
2005	New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates. RePEc:hum:wpaper:sfb649dp2005-037 [Citation Analysis]	20
2011	Monetary Policy, Determinacy, and the Natural Rate Hypothesis RePEc:hum:wpaper:sfb649dp2011-049 [Citation Analysis]	19
2007	Total Work, Gender and Social Norms RePEc:hum:wpaper:sfb649dp2007-058 [Citation Analysis]	16
2006	Convenience Yields for CO2 Emission Allowance Futures Contracts RePEc:hum:wpaper:sfb649dp2006-076 [Citation Analysis]	16
2011	Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data RePEc:hum:wpaper:sfb649dp2011-056 [Citation Analysis]	15
2010	Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples RePEc:hum:wpaper:sfb649dp2010-016 [Citation Analysis]	14
2010	Nonparametric Estimation of Risk-Neutral Densities RePEc:hum:wpaper:sfb649dp2010-021 [Citation Analysis]	14
2011	What Explains the German Labor Market Miracle in the Great Recession? RePEc:hum:wpaper:sfb649dp2011-031 [Citation Analysis]	14
2010	Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior RePEc:hum:wpaper:sfb649dp2010-040 [Citation Analysis]	14
2005	Stable Distributions RePEc:hum:wpaper:sfb649dp2005-008 [Citation Analysis]	14
2010	Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model RePEc:hum:wpaper:sfb649dp2010-004 [Citation Analysis]	13
2010	On Securitization, Market Completion and Equilibrium Risk Transfer RePEc:hum:wpaper:sfb649dp2010-010 [Citation Analysis]	12
2011	Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise RePEc:hum:wpaper:sfb649dp2011-028 [Citation Analysis]	12
2006	Institutional Competition, Political Process and Holdup RePEc:hum:wpaper:sfb649dp2006-027 [Citation Analysis]	12
2007	Time Series Modelling with Semiparametric Factor Dynamics RePEc:hum:wpaper:sfb649dp2007-023 [Citation Analysis]	12
2011	Pointwise adaptive estimation for quantile regression RePEc:hum:wpaper:sfb649dp2011-029 [Citation Analysis]	11
2010	Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions? RePEc:hum:wpaper:sfb649dp2010-036 [Citation Analysis]	11
2005	Duality theory for optimal investments under model uncertainty RePEc:hum:wpaper:sfb649dp2005-025 [Citation Analysis]	11
2011	The information content of central bank interest rate projections: Evidence from New Zealand RePEc:hum:wpaper:sfb649dp2011-032 [Citation Analysis]	11
2006	Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification RePEc:hum:wpaper:sfb649dp2006-004 [Citation Analysis]	11
2005	Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe RePEc:hum:wpaper:sfb649dp2005-035 [Citation Analysis]	10
2010	Volatility Investing with Variance Swaps RePEc:hum:wpaper:sfb649dp2010-001 [Citation Analysis]	10
2006	Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns RePEc:hum:wpaper:sfb649dp2006-055 [Citation Analysis]	9
2009	Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis RePEc:hum:wpaper:sfb649dp2009-036 [Citation Analysis]	9
2009	Combination of multivariate volatility forecasts RePEc:hum:wpaper:sfb649dp2009-007 [Citation Analysis]	9
2009	Regulation and Investment in Network Industries: Evidence from European Telecoms RePEc:hum:wpaper:sfb649dp2009-039 [Citation Analysis]	8
2006	Robust Utility Maximization in a Stochastic Factor Model RePEc:hum:wpaper:sfb649dp2006-007 [Citation Analysis]	8
2007	Does International Outsourcing Depress Union Wages? RePEc:hum:wpaper:sfb649dp2007-033 [Citation Analysis]	7
2006	How Far Are We From The Slippery Slope? The Laffer Curve Revisited RePEc:hum:wpaper:sfb649dp2006-023 [Citation Analysis]	7
2009	The Market Impact of a Limit Order RePEc:hum:wpaper:sfb649dp2009-051 [Citation Analysis]	7
2009	A blocking and regularization approach to high dimensional realized covariance estimation RePEc:hum:wpaper:sfb649dp2009-049 [Citation Analysis]	7
2010	Illiquidity and Derivative Valuation RePEc:hum:wpaper:sfb649dp2010-011 [Citation Analysis]	7
2011	The Power of Sunspots: An Experimental Analysis RePEc:hum:wpaper:sfb649dp2011-070 [Citation Analysis]	6
2010	Systemic Weather Risk and Crop Insurance: The Case of China RePEc:hum:wpaper:sfb649dp2010-053 [Citation Analysis]	6

Citing documents used to compute impact factor 52:

Year	Title	See
2011	Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version RePEc:lev:wrkpap:wp_682	[Citation Analysis]
2011	Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description RePEc:wuu:wpaper:hsc1103	[Citation Analysis]
2011	What Explains the German Labor Market Miracle in the Great Recession? RePEc:iza:izadps:dp5800	[Citation Analysis]
2011	What Explains the German Labor Market Miracle in the Great Recession? RePEc:nbr:nberwo:17187	[Citation Analysis]
2011	Semiparametric Estimation with Generated Covariates RePEc:iza:izadps:dp6084	[Citation Analysis]
2011	Semiparametric transformation model with endogeneity: a control function approach RePEc:tse:wpaper:24640	[Citation Analysis]
2011	Measure preserving derivatives and the pricing kernel puzzle RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697	[Citation Analysis]
2011	Noise-independent selection in global games and monotone potential maximizer: A symmetric 3×3 example RePEc:eee:mateco:v:47:y:2011:i:6:p:663-669	[Citation Analysis]
2011	On the relationship between robustness to incomplete information and noise-independent selection in global games RePEc:eee:mateco:v:47:y:2011:i:6:p:683-688	[Citation Analysis]
2011	Every symmetric 3×3 global game of strategic complementarities has noise-independent selection RePEc:eee:mateco:v:47:y:2011:i:6:p:749-754	[Citation Analysis]
2011	Calibration of selfdecomposable Lévy models RePEc:hum:wpaper:sfb649dp2011-073	[Citation Analysis]
2011	The economics of TARGET2 balances RePEc:hum:wpaper:sfb649dp2011-035	[Citation Analysis]
2011	Asymptotics of Asynchronicity RePEc:hum:wpaper:sfb649dp2011-033	[Citation Analysis]
2011	An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory RePEc:hum:wpaper:sfb649dp2011-034	[Citation Analysis]
2011	Pointwise adaptive estimation for quantile regression RePEc:hum:wpaper:sfb649dp2011-029	[Citation Analysis]
2011	Estimation of the characteristics of a Lévy process observed at arbitrary frequency RePEc:hum:wpaper:sfb649dp2011-027	[Citation Analysis]
2011	Bayesian Networks and Sex-related Homicides RePEc:hum:wpaper:sfb649dp2011-045	[Citation Analysis]
2011	Rollover risk, network structure and systemic financial crises RePEc:hum:wpaper:sfb649dp2011-052	[Citation Analysis]
2011	When to Cross the Spread: Curve Following with Singular Control RePEc:hum:wpaper:sfb649dp2011-053	[Citation Analysis]
2011	Monetary Policy, Determinacy, and the Natural Rate Hypothesis RePEc:hum:wpaper:sfb649dp2011-049	[Citation Analysis]
2011	CRRA Utility Maximization under Risk Constraints RePEc:hum:wpaper:sfb649dp2011-043	[Citation Analysis]
2011	Bargaining and Collusion in a Regulatory Model RePEc:hum:wpaper:sfb649dp2011-047	[Citation Analysis]
2011	The Regulation of Interdependent Markets RePEc:hum:wpaper:sfb649dp2011-046	[Citation Analysis]
2011	Pollution permits, Strategic Trading and Dynamic Technology Adoption RePEc:hum:wpaper:sfb649dp2011-042	[Citation Analysis]
2011	On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms RePEc:pen:papers:11-031	[Citation Analysis]
2011	On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms RePEc:nbr:nberwo:17490	[Citation Analysis]
2011	On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms RePEc:koc:wpaper:1124	[Citation Analysis]
2011	On the network topology of variance decompositions: Measuring the connectedness of financial firms RePEc:fip:fedpwp:11-45	[Citation Analysis]
2011	OLong-run Money Demand in OECD Countries – Cross-Member Cointegration RePEc:rwi:repape:0237	[Citation Analysis]
2011	Monetary policy implementation: common goals but different practices RePEc:fip:fednci:y:2011:i:nov:n:v.17no.7	[Citation Analysis]
2011	A Simple Model for Vast Panels of Volatilities RePEc:eca:wpaper:2013/97304	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management RePEc:aah:create:2011-37	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management RePEc:pen:papers:11-037	[Citation Analysis]
2011	Covariance measurement in the presence of non-synchronous trading and market microstructure noise RePEc:eee:econom:v:160:y:2011:i:1:p:58-68	[Citation Analysis]
2011	Shrinkage estimation of semiparametric multiplicative error models RePEc:eee:intfor:v:27:y::i:2:p:365-378	[Citation Analysis]
2011	Independence, Investment and Political Interference: Evidence from the European Union RePEc:rsc:rsceui:2011/42	[Citation Analysis]
2011	Regulatory Independence, Ownership and Firm Value: The Role of Political Institutions RePEc:rsc:rsceui:2011/43	[Citation Analysis]
2011	Investment and capital structure of partially private regulated firms RePEc:cpr:ceprdp:8508	[Citation Analysis]
2011	The Price Impact of Order Book Events RePEc:arx:papers:1011.6402	[Citation Analysis]
2011	The impact of macroeconomic news on quote adjustments, noise, and informational volatility RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746	[Citation Analysis]
2011	Monte Carlo methods via a dual approach for some discrete time stochastic control problems RePEc:arx:papers:1112.4351	[Citation Analysis]
2011	Calibration of selfdecomposable Lévy models RePEc:hum:wpaper:sfb649dp2011-073	[Citation Analysis]
2011	Money and Long-run Growth RePEc:pra:mprapa:33765	[Citation Analysis]
2011	Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect? RePEc:pra:mprapa:33494	[Citation Analysis]
2011	Identifying multiple regimes in the model of credit to households RePEc:nbp:nbpmis:99	[Citation Analysis]
2011	Skill-biased technological change, endogenous labor supply and growth: A model and calibration to Poland and the US RePEc:eee:reecon:v:65:y:2011:i:2:p:124-136	[Citation Analysis]
2011	Broadband Policy in the Light of the Dutch Experience with Telecommunications Liberalization RePEc:cpb:discus:169	[Citation Analysis]
2011	Investment, dynamic consistency and the sectoral regulators obective RePEc:zbw:itsp11:52341	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:ucm:doicae:1120	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:dgr:eureir:1765023582	[Citation Analysis]
2011	An Empirical Test of Pricing Kernel Monotonicity RePEc:cdl:ucsdec:qt5572n8pc	[Citation Analysis]
2011	Measure preserving derivatives and the pricing kernel puzzle RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697	[Citation Analysis]

Cites in year: CiY