Citations ranking for series: Econometric Reviews / Taylor & Francis Journals

CitEc is a RePEc service
providing citation data for Economics since 2001

Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Econometric Reviews / Taylor & Francis Journals

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.08	14	14	0		0	20		0			0.04
1991		0.08	15	29	0		3	30		0			0.04
1992		0.08	27	56	0		0	29		0			0.04
1993		0.09	14	70	0		0	42		0			0.05
1994		0.1	20	90	0		2	41		0			0.04
1995		0.19	28	118	1	0.01	0	34		0			0.07
1996		0.23	24	142	2	0.01	0	48		0			0.09
1997		0.29	23	165	3	0.02	99	52		0	1	0.04	0.1
1998	0.04	0.29	33	198	7	0.04	187	47	2	0	2	0.06	0.11
1999	0.3	0.33	24	222	27	0.12	203	56	17	0	3	0.13	0.14
2000	0.21	0.42	22	244	37	0.15	533	57	12	0	5	0.23	0.16
2001	0.43	0.44	23	267	38	0.14	108	46	20	0	2	0.09	0.17
2002	0.62	0.44	21	288	65	0.23	353	45	28	3.6	5	0.24	0.19
2003	0.7	0.46	24	312	91	0.29	166	44	31	0	4	0.17	0.2
2004	0.62	0.53	8	320	104	0.33	132	45	28	0	3	0.38	0.22
2005	0.44	0.56	29	349	144	0.41	216	32	14	0	10	0.34	0.23
2006	0.97	0.53	21	370	230	0.62	274	37	36	0	17	0.81	0.22
2007	0.78	0.46	34	404	224	0.55	386	50	39	0	17	0.5	0.19
2008	1.64	0.49	41	445	329	0.74	174	55	90	0	11	0.27	0.21
2009	1.12	0.5	50	495	380	0.77	137	75	84	0	21	0.42	0.2
2010	0.55	0.46	35	530	343	0.65	77	91	50	0	4	0.11	0.16
2011	0.44	0.57	27	557	406	0.73	31	85	37	0	3	0.11	0.22
2012	0.5	0.66	6	563	447	0.79	19	62	31	0	3	0.5	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Most cited documents in this series:

Year	Title	Cited
2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	307
2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	194
2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃ¤svirta, Timo ; Franses, Philip Hans ; TERaSVIRTA, Timo . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	135
2007	Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	129
1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	100
1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	89
2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	87
2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	72
2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	67
2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	57
2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	53
2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	52
2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	52
2002	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers \|\| Download paper	51
2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	48
2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	44
2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	44
2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	44
2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	42
2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Pigorsch, Christian ; Corsi, Fulvio . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	40
2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	40
2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	37
1998	Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29. Full description at Econpapers \|\| Download paper	33
2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	33
2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	30
2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	28
2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	28
2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	27
2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	25
2008	Moving Average-Based Estimators of Integrated Variance. (2008). Lunde, Asger ; Large, Jeremy ; Hansen, Peter. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111. Full description at Econpapers \|\| Download paper	25
1999	An introduction to hypergeometric functions for economists. (1999). Abadir, Karim. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330. Full description at Econpapers \|\| Download paper	25
2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	25
2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	23
2006	Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2006). Richard, Jean-Francois ; Liesenfeld, Roman . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:335-360. Full description at Econpapers \|\| Download paper	23
2006	Multivariate Stochastic Volatility: An Overview. (2006). McAleer, Michael ; Maasoumi, Esfandiar. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:139-144. Full description at Econpapers \|\| Download paper	23
2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	20
1997	Exact testing in multivariate regression. (1997). Stewart, Kenneth. In: Econometric Reviews. RePEc:taf:emetrv:v:16:y:1997:i:3:p:321-352. Full description at Econpapers \|\| Download paper	20
2003	Regularity of the Generalized Quadratic Production Model: A Counterexample. (2003). Barnett, William ; Pasupathy, Meenakshi . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:2:p:135-154. Full description at Econpapers \|\| Download paper	19
2005	Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332. Full description at Econpapers \|\| Download paper	19
1999	Testing autocorrelation in a system perspective testing autocorrelation. (1999). Shukur, Ghazi ; Edgerton, David. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:4:p:343-386. Full description at Econpapers \|\| Download paper	19
2005	RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Windmeijer, Frank ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37. Full description at Econpapers \|\| Download paper	19
2009	Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521. Full description at Econpapers \|\| Download paper	19
1997	Locally optimal one-sided tests for multiparameter hypotheses. (1997). King, Maxwell ; WU, PING. In: Econometric Reviews. RePEc:taf:emetrv:v:16:y:1997:i:2:p:131-156. Full description at Econpapers \|\| Download paper	18
2008	Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?. (2008). Oomen, Roel ; Griffin, Jim. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:230-253. Full description at Econpapers \|\| Download paper	18
2002	A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS. (2002). Inoue, Atsushi ; Hahn, Jinyong. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:3:p:309-336. Full description at Econpapers \|\| Download paper	17
2006	Continuous Time Wishart Process for Stochastic Risk. (2006). gourieroux, christian. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:177-217. Full description at Econpapers \|\| Download paper	17
2000	Stochastic dominance amongst swedish income distributions. (2000). Maasoumi, Esfandiar ; Heshmati, Almas. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:287-320. Full description at Econpapers \|\| Download paper	17
2002	SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES. (2002). Urbain, Jean-Pierre ; Palm, Franz ; Hecq, Alain. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307. Full description at Econpapers \|\| Download paper	16
2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	16
2009	A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers \|\| Download paper	16

Citing documents used to compute impact factor 31:

Year	Title	See
2012	Non-renewable resource prices. A robust evaluation from the stationarity perspective. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models. (2012). Lin, Eric ; Chou, Ta-Sheng . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:494-497. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model. (2012). Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:377. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Unit root vector autoregression with volatility induced stationarity. (2012). Rahbek, Anders ; Nielsen, Heino Bohn. In: Discussion Papers. RePEc:kud:kuiedp:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian model averaging in the instrumental variable regression model. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:237-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Well-posedness of measurement error models for self-reported data. (2012). Hu, Yingyao ; An, Yonghong . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:259-269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficient Inference with Poor Instruments: a General Framework. (2012). Antoine, Bertille ; Renault, Eric . In: Discussion Papers. RePEc:sfu:sfudps:dp12-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range. (2012). McAleer, Michael ; Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard ; Hwang, Bruce B. K., . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:557-574. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation and inference about the overlap of two distributions. (2012). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:1-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Demand for gasoline is more price-inelastic than commonly thought. (2012). Janda, Karel ; IrÅ¡ovÃ¡, Zuzana ; Havranek, Tomas ; Irsova, Zuzana . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:201-207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus. (2012). Tsionas, Efthymios ; Tran, Kien ; Delis, Manthos. In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:2:p:57-68. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling world investment markets using threshold conditional correlation models. (2012). Aslanidis, Nektarios ; Ibaez, oscar Martinez . In: Working Papers. RePEc:urv:wpaper:2072/203167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Causation between health and income: a need to panic. (2012). French, Declan . In: Empirical Economics. RePEc:spr:empeco:v:42:y:2012:i:2:p:583-601. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Limiting experiments for panel-data and jump-diffusion models.. (2012). Becheri, I. G.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5661649. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real exchanges rates in commodity producing countries: A reappraisal. (2012). Carpantier, Jean-FranÃ§ois ; Candelon, Bertrand ; Bodart, Vincent ; Carpantier, J.-F., . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1482-1502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Convergence of real per capita GDP within COMESA countries: A panel unit root evidence. (2012). Hoarau, Jean-FranÃ§ois ; DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: The Annals of Regional Science. RePEc:spr:anresc:v:49:y:2012:i:1:p:53-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does growth cause structural change, or is it the other way around? A dynamic panel data analysis for seven OECD countries. (2012). Dietrich, Andreas. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:3:p:915-944. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of innovations in secondary school performance â Evidence from a conditional efficiency model. (2012). De Witte, Kristof ; Haelermans, Carla . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:541-549. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Partial parametric estimation for nonstationary nonlinear regressions. (2012). Kim, Chang Sik. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:448-457. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting US state-level employment growth: An amalgamation approach. (2012). Strauss, Jack ; Rapach, David E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:315-327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece. (2012). Ferreira, Paulo. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2012_24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Dionisio, Andreia ; Menezes, Rui ; Hassani, Hossein . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:369-384. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are Chinese Imports Sensitive to Exchange Rate Changes?. (2012). Thorbecke, Willem ; Smith, Gordon. In: Discussion papers. RePEc:eti:dpaper:12007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the long-run relationship between income inequality and economic development. (2012). Malinen, Tuomas. In: Empirical Economics. RePEc:spr:empeco:v:42:y:2012:i:1:p:209-233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The long-run determinants of fertility: one century of demographic change 1900â1999. (2012). Vollmer, Sebastian ; Strulik, Holger ; Herzer, Dierk. In: Journal of Economic Growth. RePEc:kap:jecgro:v:17:y:2012:i:4:p:357-385. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	PosiciÃ³n Externa de Largo Plazo y Tipo de Cambio Real de Equilibrio en Colombia.. (2012). Torres, Jhon ; Ojeda-Joya, Jair. In: Borradores de Economia. RePEc:bdr:borrec:745. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The importance of energy quality in energy intensive manufacturing: Evidence from panel cointegration and panel FMOLS. (2012). liddle, brantley. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1819-1825. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle.. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet. In: Working Papers. RePEc:gue:guelph:2012-06.. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet. In: Working Paper Series. RePEc:rim:rimwps:17_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Total tourist arrival forecast: aggregation vs. disaggregation. (2012). Wang, Cindy Shin-huei ; Woo, Chi-Keung . In: CORE Discussion Papers. RePEc:cor:louvco:2012039. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Instant Trend-Seasonal Decomposition of Time Series with Splines. (2012). . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Natural hedging of exchange rate risk: The role of imported input prices. (2012). Shingal, Anirudh ; Wermelinger, Martin ; Fauceglia, Dario . In: MPRA Paper. RePEc:pra:mprapa:39438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of ECSOs on energy use. (2012). Miller, Stephen ; Fang, WenShwo ; Yeh, Chih-Chuan . In: Working papers. RePEc:uct:uconnp:2012-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study. (2011). Pigini, Claudia ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Repeated Rounds with Price Feedback in Experimental Auction Valuation: An Adversarial Collaboration. (2011). Rousu, Matthew ; Nayga, Rodolfo ; Lusk, Jayson ; Drichoutis, Andreas ; Corrigan, Jay. In: MPRA Paper. RePEc:pra:mprapa:28337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Interpreting interaction terms in linear and non-linear models: A cautionary tale. (2011). Drichoutis, Andreas. In: MPRA Paper. RePEc:pra:mprapa:33251. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Do Natural Resources Attract FDI? Evidence from Non-Stationary Sector-Level Data. (2010). van der Ploeg, Frederick (Rick) ; Poelhekke, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility. (2010). Cakmakli, Cem ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	VARs, Cointegration and Common Cycle Restrictions. (2010). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimating the Baumol-Bowen and Balassa-Samuelson Effects in the Polish Economy - a Disaggregated Approach. (2010). TorÃ³j, Andrzej ; Karolina Konopczak, Andrzej Toroj, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:117-150. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach. (2009). Liontakis, Angelos E. ; Papadas, Christos T.. In: 113th Seminar, September 3-6, 2009, Chania, Crete, Greece. RePEc:ags:eaa113:58084. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Conditional Correlations for Asymmetric Processes. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf170. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Khamkaew, Tanchanok . In: CARF F-Series. RePEc:cfi:fseres:cf175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf178. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Ling . In: CARF F-Series. RePEc:cfi:fseres:cf190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Detrending Bootstrap Unit Root Tests. (2009). Smeekes, Stephan. In: Research Memoranda. RePEc:dgr:umamet:2009056. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling global trade flows: results from a GVAR model. (2009). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu. In: Working Paper Series. RePEc:ecb:ecbwps:20091087. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Interest rate transmission in the UK: a comparative analysis across financial firms and products. (2009). Fuertes, Ana-Maria ; Heffernan, Shelagh A.. In: International Journal of Finance & Economics. RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:45-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:0911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey. (2009). Xu, Dinghai. In: Working Papers. RePEc:wat:wpaper:0904. Full description at Econpapers \|\| Download paper	[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.

Citation data for:
- Series
- Authors
- Papers
Maintainers
Submit references
About CitEc:
- What is?
- FAQ
- Warning

Citation data for:

Maintainers

Submit references

About CitEc: