Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Business & Economic Statistics / 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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29000000.11
19990.34000000.15
20000.42000000.16
20010.44010000.17
20020.45000000.2
20030.47000000.2
20040.53000000.22
20050.56000000.23
20060.55000000.22
20070.47000000.19
20080.5000000.21
20090.513320.6750020.670.21
20100.330.471410.2503100.17
20110.55384210.02394010.030.22
20120.230.675395500.532063990320.60.26
20131.270.92441391601.1589911160.9420.950.34
20141.110.681391310.9409710800.24
 
 
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:

YearTitleCited
2012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

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29
2012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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26
2012Real-Time Forecasts of the Real Price of Oil. (2012). . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:326-336.

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19
2012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

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18
2012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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12
2012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

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12
2012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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11
2012Time Varying Dimension Models. (2012). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367.

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11
2013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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10
2013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

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10
2013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Andreou, Elena ; Kourtellos, Andros ; Ghysels, Eric . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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9
2013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

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9
2012Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2012). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:132-142.

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7
2012Inference for Income Distributions Using Grouped Data. (2012). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Chotikapanich, Duangkamon ; D. S. Prasada Rao, ; Griffiths, William E. ; Brice, Joseph ; D. S. Prasada Rao, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:563-575.

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7
2012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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7
2011Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2011). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255.

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7
2011Volatility Jumps. (2011). Todorov, Viktor ; Tauchen, George . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:356-371.

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7
2012Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality. (2012). Taamouti, Abderrahim ; BOUEZMARNI, Taoufik ; Jeroen V. K. Rombouts, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:275-287.

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7
2012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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6
2013Nonparametric Testing for Asymmetric Information. (2013). Su, Liangjun ; Spindler, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:208-225.

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5
2009A State Space Approach to Extracting the Signal From Uncertain Data. (2009). Labhard, Vincent ; Eklund, Jana ; Cunningham, Alastair ; Kapetanios, George ; Jeffery, Chris . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2009:i:2:p:173-180.

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5
2013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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4
2013Markov-Switching MIDAS Models. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Gurin, Pierre . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56.

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4
2012Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator. (2012). Hanck, Christoph ; Demetrescu, Matei . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:256-264.

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4
2011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Gneiting, Tilmann ; Ranjan, Roopesh . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

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4
2013A New Model of Trend Inflation. (2013). Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, ; Potter, Simon M.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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4
2012The Factor--Spline--GARCH Model for High and Low Frequency Correlations. (2012). Rangel, Jos Gonzalo ; Engle, Robert F.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:109-124.

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4
2013On Identification of Bayesian DSGE Models. (2013). Smith, Ronald ; Pesaran, M ; Koop, Gary. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314.

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4
2013A Point Decision for Partially Identified Auction Models. (2013). Aryal, Gaurab ; Kim, Dong-Hyuk . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:4:p:384-397.

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4
2012Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008. (2012). Schwaab, Bernd ; Lucas, André ; Koopman, Siem Jan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532.

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4
2013Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach. (2013). Luger, Richard ; Gungor, Sermin . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:66-77.

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4
2012VAR Estimation and Forecasting When Data Are Subject to Revision. (2012). Koenig, Evan F. ; KISHOR, KUNDAN N.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:181-190.

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4
2013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. (2013). Racine, Jeffrey ; Lin, Juan . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:57-65.

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4
2011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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4
2011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

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3
2011The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach. (2011). Grishchenko, Olesya ; Rossi, Marco . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:2:p:297-311.

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3
2012Habit Persistence and Teen Sex: Could Increased Access to Contraception Have Unintended Consequences for Teen Pregnancies?. (2012). Khwaja, Ahmed ; Arcidiacono, Peter ; Ouyang, Lijing . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:312-325.

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3
2013Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330.

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3
2013Long-Run Identification in a Fractionally Integrated System. (2013). Weber, Enzo ; Tschernig, Rolf ; Weigand, Roland . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:4:p:438-450.

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3
2013Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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3
2012Further Results on the Limiting Distribution of GMM Sample Moment Conditions. (2012). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:494-504.

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2
2012Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity. (2012). Prowse, Victoria. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:411-431.

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2
2012Components of Bull and Bear Markets: Bull Corrections and Bear Rallies. (2012). Song, Yong ; McCurdy, Tom ; Maheu, John. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:391-403.

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2
2012Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach. (2012). Yang, Thomas Tao ; Tse, Yiu-Kuen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:533-545.

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2
2012The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach. (2012). Rossi, Marco ; Grishchenko, Olesya V.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:297-311.

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2
2013Factor-Augmented VARMA Models With Macroeconomic Applications. (2013). Stevanovic, Dalibor ; DUFOUR, Jean-Marie ; Dalibor Stevanović, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:4:p:491-506.

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2
2011The Intergenerational Transmission of Income Volatility: Is Riskiness Inherited?. (2011). Shore, Stephen H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:372-381.

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2
2011Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods. (2011). PakoÅ¡, Michal ; Michal Pakoš, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:439-454.

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2
2012Beyond Incentives: Do Schools Use Accountability Rewards Productively?. (2012). DiNardo, John ; Jacobson, Mireille ; Bacolod, Marigee . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:149-163.

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2
2012A State Space Approach to Extracting the Signal From Uncertain Data. (2012). Cunningham, Alastair ; Labhard, Vincent ; Kapetanios, George ; Jeffery, Chris . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:173-180.

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2

Citing documents used to compute impact factor 108:

YearTitleSee
2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane ; Guerin, Pierre . In: Working Papers. RePEc:bca:bocawp:14-11.

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[Citation Analysis]
2014.

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[Citation Analysis]
2014Forecasting growth during the Great Recession: is financial volatility the missing ingredient?. (2014). Marsilli, Clément ; Ferrara, Laurent ; Ortega, Juan-Pablo . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:44-50.

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[Citation Analysis]
2014Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Forecasting macroeconomic variables using disaggregate survey data. (2014). Wulfsberg, Fredrik ; Ravazzolo, Francesco ; Martinsen, Kjetil . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:65-77.

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[Citation Analysis]
2014Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Grassi, Stefano ; de Magistris, Paolo Santucci ; Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2014-12.

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[Citation Analysis]
2014Structural evolution of the postwar U.S. economy. (2014). Morley, James ; Liu, Yuelin . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:42:y:2014:i:c:p:50-68.

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[Citation Analysis]
2014[Citation Analysis]
2014Confidence Corridors for Multivariate Generalized Quantile Regression. (2014). Chao, Shih-Kang ; Hardle, Wolfgang ; DETTE, HOLGER ; PROKSCH, KATHARINA . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-028.

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[Citation Analysis]
2014Portfolio Optimization in Affine Models with Markov Switching. (2014). Escobar, Marcos ; Zagst, Rudi ; Neykova, Daniela . In: Papers. RePEc:arx:papers:1403.5247.

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[Citation Analysis]
2014Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:499-510.

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[Citation Analysis]
2014Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Quaedvlieg, Rogier ; Laurent, Sébastien ; Boudt, Kris ; Lunde, Asger . In: CREATES Research Papers. RePEc:aah:create:2014-05.

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[Citation Analysis]
2014The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202.

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[Citation Analysis]
2014On the stationarity of Dynamic Conditional Correlation models. (2014). Fermanian, Jean-David ; Malongo, Hassan . In: Papers. RePEc:arx:papers:1405.6905.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23.

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[Citation Analysis]
2014Empirical Bayes Methods for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140061.

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[Citation Analysis]
2014[Citation Analysis]
2014Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Chan, Joshua ; Joshua C. C. Chan, ; Grant, Angelia L.. In: CAMA Working Papers. RePEc:een:camaaa:2014-09.

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[Citation Analysis]
2014Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2014-21.

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[Citation Analysis]
2014[Citation Analysis]
2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351.

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[Citation Analysis]
2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004.

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[Citation Analysis]
2014Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence. (2014). GAO, Jiti ; Dong, Chaohua ; Peng, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-9.

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[Citation Analysis]
2014Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15.

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[Citation Analysis]
2014De Finetti meets Ellsberg. (2014). Epstein, Larry ; Seo, Kyoungwon . In: Research in Economics. RePEc:eee:reecon:v:68:y:2014:i:1:p:11-26.

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[Citation Analysis]
2014No Two Experiments are Identical. (2014). Halevy, Yoram ; Epstein, Larry. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:yoram_halevy-2014-9.

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[Citation Analysis]
2014Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurélien ; Auray, Stéphane ; JOUNEAU -SION, Frederic ; Jouneau-Sion, Frederic . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94.

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[Citation Analysis]
2014Key Players in Co-Offending Networks. (2014). Zenou, Yves ; Lindquist, Matthew. In: IZA Discussion Papers. RePEc:iza:izadps:dp8012.

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[Citation Analysis]
2014[Citation Analysis]
2014Long- versus medium-run identification in fractionally integrated VAR models. (2014). Weber, Enzo ; Tschernig, Rolf ; Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29408.

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[Citation Analysis]
2014Long- versus medium-run identification in fractionally integrated VAR models. (2014). Weber, Enzo ; Tschernig, Rolf ; Weigand, Roland . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:299-302.

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[Citation Analysis]
2014Performance related pay, productivity and wages in Italy: a quantile regression approach. (2014). Pompei, Fabrizio ; Damiani, Mirella ; Ricci, Andrea . In: MPRA Paper. RePEc:pra:mprapa:53341.

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[Citation Analysis]
2014Can survey participation alter household saving behavior?. (2014). Delaney, Liam ; Crossley, Thomas ; Winter, Joachim ; de Bresser, Jochem . In: IFS Working Papers. RePEc:ifs:ifsewp:14/06.

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[Citation Analysis]
2014Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130060.

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[Citation Analysis]
2014Using forecast evaluation to improve the accuracy of the Greenbook forecast. (2014). Arai, Natsuki . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:12-19.

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[Citation Analysis]
2014The role of the information set for forecasting - with applications to risk management. (2014). Holzmann, Hajo ; Eulert, Matthias . In: Papers. RePEc:arx:papers:1404.7653.

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[Citation Analysis]
2014Asymmetric loss in the Greenbook and the Survey of Professional Forecasters. (2014). Wang, Yiyao ; Lee, Tae-Hwy . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:235-245.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Cojumps in stock prices: Empirical evidence. (2014). Shackleton, Mark ; Gilder, Dudley ; Taylor, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459.

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[Citation Analysis]
2014Forecasting the volatility of crude oil futures using intraday data. (2014). Sévi, Benoît ; Ben Ali, Chiraz ; Lesage, Cedric . In: Working Papers. RePEc:ipg:wpaper:2014-053.

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[Citation Analysis]
2014Forecasting the volatility of crude oil futures using intraday data. (2014). Sévi, Benoît ; Sevi, Benoit . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659.

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[Citation Analysis]
2014Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46.

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2014Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity. (2014). Yang, Nathan ; Sudhir, K.. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1941.

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2014Risk–return trade-off in the pacific basin equity markets. (2014). Cheng, Ai-ru ; Jahan-Parvar, Mohammad R.. In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:123-140.

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2014Income Distributions, Inequality, and Poverty in Asia, 1992–2010. (2014). Rao, D.S. Prasada ; Chotikapanich, Duangkamon ; Karunarathne, Wasana ; Rao, D. S. Prasada, ; Rao, D. S. Prasada, ; Griffiths, William E.. In: ADBI Working Papers. RePEc:ris:adbiwp:0468.

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2014The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range. (2014). Soucek, Michael ; Souek, Michael ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:332-340.

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2014Realized volatility transmission: The role of jumps and leverage effects. (2014). Soucek, Michael ; Souek, Michael ; Todorova, Neda . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:111-115.

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2014Realized volatility spillovers in the non-ferrous metal futures market. (2014). Worthington, Andrew ; Soucek, Michael ; Todorova, Neda ; Souek, Michael . In: Resources Policy. RePEc:eee:jrpoli:v:39:y:2014:i:c:p:21-31.

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2014Smile from the Past: A general option pricing framework with multiple volatility and leverage components. (2014). Corsi, Fulvio ; Majewski, Adam Aleksander ; Bormetti, Giacomo . In: Papers. RePEc:arx:papers:1404.3555.

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2014Testing for Leverage Effect in Financial Returns.. (2014). Ielpo, Florian ; GUEGAN, Dominique ; Lalaharison, Hanjarivo ; Chorro, Christophe . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022.

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2014Testing for Leverage Effect in Financial Returns. (2014). Ielpo, Florian ; GUEGAN, Dominique ; Lalaharison, Hanjarivo ; Chorro, Christophe . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00973922.

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2014Linear instrumental variables model averaging estimation. (2014). Martins, Luis ; Gabriel, Vasco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724.

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2014Model selection and model averaging after multiple imputation. (2014). Schomaker, Michael ; Heumann, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770.

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2014Frequentist model averaging for multinomial and ordered logit models. (2014). Wan, Alan T. K., ; Wang, Shouyang ; Zhang, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128.

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2014Model Averaging in Predictive Regressions. (2014). Liu, Chu-An ; Kuo, Biing-Shen . In: MPRA Paper. RePEc:pra:mprapa:54198.

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2014Can spanned term structure factors drive stochastic yield volatility?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03.

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2014Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

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2014On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Li, Junye ; Zinna, Gabriele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_951_14.

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2014Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James D.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37.

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2014Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489.

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2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. (2014). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37.

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2014Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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2014The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_332.

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2014Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard A.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391.

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2014Forecasting exchange rates better than the random walk thanks to machine learning techniques. (2014). Amat, Christophe ; Stoltz, Gilles ; Michalski, Tomasz . In: Working Papers. RePEc:hal:wpaper:halshs-01003914.

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2014Spatial Concentration of Military Dictatorships in Sub-Saharan Africa (1977-2007). (2014). Ricciuti, Roberto ; Petrarca, Ilaria ; Caruso, Raul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4802.

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2014Time aggregation and state dependence in welfare receipt. (2014). Brinch, Christian ; Bhuller, Manudeep ; Konigs, Sebastian . In: Discussion Papers. RePEc:ssb:dispap:771.

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2014Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Khvostova, Irina ; Larin, Alexander ; Novak, Anna . In: HSE Working papers. RePEc:hig:wpaper:52/ec/2014.

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2014Time-varying sparsity in dynamic regression models. (2014). Kalli, Maria ; Griffin, Jim E.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:779-793.

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2014Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23.

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2014A blessing in disguise: The implications of high global oil prices for the North American market. (2014). Alquist, Ron ; Guenette, Justin-Damien . In: Energy Policy. RePEc:eee:enepol:v:64:y:2014:i:c:p:49-57.

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2014Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

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2014Effects of speculation and interest rates in a “carry trade” model of commodity prices. (2014). Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:88-112.

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2014Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron . In: NBER Working Papers. RePEc:nbr:nberwo:20003.

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2014Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane ; Guerin, Pierre . In: Working Papers. RePEc:bca:bocawp:14-11.

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2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence. (2014). Swanson, Norman ; Kim, Hyun Hak . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:352-367.

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2014Empirical Bayes Methods for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140061.

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2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion. (2014). Tokpavi, Sessi ; Caudelon, Bertrand . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-18.

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2014A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion. (2014). Candelon, Bertrand ; Tokpavi, Sessi . In: Working Papers. RePEc:ipg:wpaper:2014-162.

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2014Nonparametric estimation and inference for conditional density based Granger causality measures. (2014). Taamouti, Abderrahim ; BOUEZMARNI, Taoufik ; El Ghouch, Anouar . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:251-264.

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2014Mark my words: Information and the fear of declaring an exchange rate regime. (2014). Méon, Pierre-Guillaume ; Minne, Geoffrey ; Meon, Pierre-Guillaume . In: Journal of Development Economics. RePEc:eee:deveco:v:107:y:2014:i:c:p:244-261.

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2014Bayesian endogeneity bias modeling. (2014). Galvao, Antonio F. ; Montes-Rojas, Gabriel . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:1:p:36-39.

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2014Financial Literacy and Savings Account Returns. (2014). Inderst, Roman ; Georgarakos, Dimitris ; Deuflhard, Florian . In: MPRA Paper. RePEc:pra:mprapa:53857.

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2014Corporate Investment and Financial Crisis: Can Under- and Overinvestment Be Mitigated by Banks in an Emerging Market?. (2014). Tsapin, Andriy ; Andriy, Tsapin ; Oleksandr, Tsapin . In: EERC Working Paper Series. RePEc:eer:wpalle:14/04e.

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2014Maternal Employment and Childhood Obesity in China: Evidence from the China Health and Nutrition Survey. (2014). Sousa-Poza, Alfonso ; Nie, Peng . In: IZA Discussion Papers. RePEc:iza:izadps:dp8030.

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2014How effective are public health departments at preventing mortality?. (2014). Brown, Timothy Tyler . In: Economics & Human Biology. RePEc:eee:ehbiol:v:13:y:2014:i:c:p:34-45.

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2014Slavery, Statehood, and Economic Development in Sub-Saharan Africa. (2014). Bezemer, Dirk ; Lensink, Robert ; Bolt, Jutta . In: World Development. RePEc:eee:wdevel:v:57:y:2014:i:c:p:148-163.

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2014Rank tests in heteroscedastic linear model with nuisance parameters. (2014). Jurekova, Jana ; Navratil, Radim . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:3:p:433-450.

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2014How Does Relative Income and Variations in Short-Run Wellbeing Affect Wellbeing in the Long Run? Empirical Evidence From China’s Korean Minority. (2014). Smyth, Russell ; Mishra, Vinod ; Nielsen, Ingrid . In: Social Indicators Research. RePEc:spr:soinre:v:115:y:2014:i:1:p:67-91.

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2014Economic Development, Food Demand and the Consequences for Agricultural Resource Requirements (Indonesia). (2014). Briggs, Adam ; Chowdhury, Shyamal . In: 2014 Conference (58th), February 4-7, 2014, Port Maquarie, Australia. RePEc:ags:aare14:165808.

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2014An empirical inquiry into the role of sectoral diversification in exchange rate regime choice. (2014). Ulubasoglu, Mehmet ; Mallick, Debdulal ; Bhattacharya, Prasad ; Ulubaolu, Mehmet Ali ; Chowdhury, Mohammad Tarequl H., . In: European Economic Review. RePEc:eee:eecrev:v:67:y:2014:i:c:p:210-227.

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2014Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:697.

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2014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Barigozzi, Matteo ; Brownlees, Christian T. ; Veredas, David . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

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2014Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Maheu, John ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:55243.

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2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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2014Estimating multivariate GARCH and stochastic correlation models equation by equation. (2014). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:54250.

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2014Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295.

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2014A variance spillover analysis without covariances: what do we miss?. (2014). Fengler, Matthias ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2014:09.

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2014Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710.

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2014Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Caporin, Massimiliano ; Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576.

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Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory. (2013). Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2013-24.

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2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Ng, Serena ; Wright, Jonathan H.. In: Journal of Economic Literature. RePEc:aea:jeclit:v:51:y:2013:i:4:p:1120-54.

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2013Long- versus medium-run identification in fractionally integrated VAR models. (2013). Weber, Enzo ; Tschernig, Rolf ; Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29162.

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2013Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances. (2013). Luger, Richard ; Gungor, Sermin . In: Working Papers. RePEc:bca:bocawp:13-16.

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2013Regime Switches in the Risk-Return Trade-Off. (2013). Marcellino, Massimiliano ; Guérin, Pierre ; Ghysels, Eric . In: Working Papers. RePEc:bca:bocawp:13-51.

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2013On the correlation between commodity and equity returns: implications for portfolio allocation. (2013). Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:420.

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2013Social Networks and Peer Effects at Work. (2013). Fortin, Bernard ; Beugnot, Julie ; Villeval, Marie-Claire ; Lacroix, Guy . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-27.

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2013De Finetti Meets Ellsberg. (2013). Epstein, Larry ; Seo, Kyoungwon . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-35.

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2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Fermanian, Jean-David ; Malongo, Hassan . In: Working Papers. RePEc:crs:wpaper:2013-26.

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2013The effect of Teach for America on the distribution of student achievement in primary school: Evidence from a randomized experiment. (2013). Antecol, Heather ; Ozbeklik, Serkan ; Eren, Ozkan . In: Economics of Education Review. RePEc:eee:ecoedu:v:37:y:2013:i:c:p:113-125.

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2013Efficient estimation of partially linear varying coefficient models. (2013). Ouyang, Min ; Long, Wei ; Shang, Ying . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:79-81.

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2013Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172.

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2013Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Billio, Monica ; Casarin, Roberto . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232.

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2013Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

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2013A structural model of competing sellers: Auctions and posted prices. (2013). Hammond, Robert. In: European Economic Review. RePEc:eee:eecrev:v:60:y:2013:i:c:p:52-68.

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2013Optimal choice of a reserve price under uncertainty. (2013). Kim, Dong-Hyuk . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:31:y:2013:i:5:p:587-602.

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2013Dynamic relationship between precious metals. (2013). Şensoy, Ahmet ; SENSOY, Ahmet . In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511.

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2013The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction. (2013). Eren, Ozkan ; Ozbeklik, Serkan . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:293-304.

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2013Bankruptcy and steel plant shutdowns. (2013). Rogers, Robert P.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:2:p:165-174.

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2013Alternative econometric implementations of multi-factor models of the U.S. financial markets. (2013). Ravazzolo, Francesco ; Guidolin, Massimo ; Tortora, Andrea Donato . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:53:y:2013:i:2:p:87-111.

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2013A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance. (2013). Pinquet, Jean ; Michaud, Pierre-Carl ; Dionne, Georges. In: Research in Transportation Economics. RePEc:eee:retrec:v:43:y:2013:i:1:p:85-97.

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2013Greece in recession: economic predictions, mispredictions and policy implications. (2013). Prodromidis, Prodromos ; Petralias, Athanassios ; Petros, Sotirios . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:52626.

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2013Social Networks and Peer Effects at Works. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:gat:wpaper:1323.

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2013Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Working Papers. RePEc:hal:wpaper:halshs-00855047.

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2013Risk Measure Inference. (2013). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-00877279.

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2013Greece in Recession: Economic predictions, mispredictions and policy implications. (2013). Prodromidis, Prodromos ; Petralias, Athanassios ; Petros, Sotirios . In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:75.

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2013Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: IZA Discussion Papers. RePEc:iza:izadps:dp7521.

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2013Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes. (2013). Barsoum, Fady ; Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1310.

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2013Social Networks and Peer Effects at Work. (2013). Villeval, Marie Claire ; Lacroix, Guy ; Fortin, Bernard ; Beugnot, Julie. In: Cahiers de recherche. RePEc:lvl:lacicr:1320.

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2013The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162.

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2013Mixed Data Kernel Copulas. (2013). Racine, Jeffrey. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2013-12.

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2013“They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance. (2013). Spindler, Martin. In: MEA discussion paper series. RePEc:mea:meawpa:12260.

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2013Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18.

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2013Bargaining in the Shadow of a Giant: Medicares Influence on Private Payment Systems. (2013). Gottlieb, Joshua ; Clemens, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:19503.

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2013Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. (2013). Chen, Shiu-Sheng. In: MPRA Paper. RePEc:pra:mprapa:49240.

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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940.

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2013A bootstrapped spectral test for adequacy in weak ARMA models. (2013). Zhu, Ke ; Li, Wai-Keung . In: MPRA Paper. RePEc:pra:mprapa:51224.

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2013Markov-Switching Quantile Autoregression. (2013). Liu, Xiaochun. In: MPRA Paper. RePEc:pra:mprapa:55800.

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2013Mixed Data Kernel Copulas. (2013). Racine, Jeffrey. In: Working Paper Series. RePEc:rim:rimwps:46_13.

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2013Structural Evolution of the Postwar U.S. Economy. (2013). Morley, James ; Liu, Yuelin . In: Discussion Papers. RePEc:swe:wpaper:2013-15a.

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2013My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks. (2013). MOURIFIÉ, Ismael ; Boucher, Vincent. In: Working Papers. RePEc:tor:tecipa:tecipa-499.

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2013Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2013). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:201322.

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Recent citations received in: 2012

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2012Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Chan, Joshua ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591.

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2012Combination of Combinations of P-values. (2012). Sheng, Xuguang. In: Working Papers. RePEc:amu:wpaper:2012-11.

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2012The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). Westermann, Frank ; Steinkamp, Sven ; Dinger, Valeriya. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4036.

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2012A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. (2012). Pincheira, Pablo. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:15:y:2012:i:3:p:04-39.

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2012Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:661.

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2012On trend-cycle decomposition and data revision. (2012). Tian, Jing ; Jacobs, Jan ; Dungey, Mardi ; van Norden, Simon . In: Research Report. RePEc:dgr:rugsom:12009-eef.

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2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012118.

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2012Testing forecasting model versatility. (2012). Taylor, Nicholas . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:803-806.

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2012Empirical bias in intraday volatility measures. (2012). Sévi, Benoît ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237.

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2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:32526.

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2012Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics. (2012). Hansen, Peter ; Timmermann, Allan . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/24.

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2012The response of interest rates to U.S. and U.K. quantitative easing. (2012). Rudebusch, Glenn ; Christensen, Jens ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2012-06.

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2012International channels of the Fed’s unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2012-12.

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2012Methods of policy accommodation at the interest-rate lower bound. (2012). Woodford, Michael . In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2012:p:185-288.

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2012International channels of the Fed’s unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Papers. RePEc:fip:fedlwp:2012-028.

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2012The Tragedy of the Commons and Inflation Bias in the Euro Area. (2012). Westermann, Frank ; Steinkamp, Sven ; Dinger, Valeriya. In: Working Papers. RePEc:iee:wpaper:wp0094.

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2012GMM Estimation of Mixtures from Grouped Data:. (2012). Hajargasht, Gholamreza ; Griffiths, William. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1148.

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2012Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance. (2012). Hajargasht, Gholamreza ; Griffiths, William. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1149.

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2012Calculating Poverty Measures from the Generalized Beta Income Distribution. (2012). Rao, D.S. Prasada ; Griffiths, William ; Chotikapanich, Duangkamon ; DUANGKAMON CHOTIKAPANICH, WILLIAM GRIFFITHS, WASAN, . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1154.

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2012Academic Inbreeding and Research Productivity in Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-46.

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2012Are More Senior Academics Really More Research Productive than Junior Academics? Evidence from Australian Law Schools. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-47.

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2012Returns to Schooling in Urban China, 2001-2010: Evidence from Three Waves of the China Urban Labor Survey. (2012). Smyth, Russell ; Gao, Wenshu . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-50.

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2012It Pays to Be Happy (If You are a Man): Subjective Wellbeing and the Gender Wage Gap in Urban China. (2012). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-51.

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2012Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis. In: NBER Working Papers. RePEc:nbr:nberwo:18391.

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2012Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:38591.

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2012How should we treat under-performing schools? A regression discontinuity analysis of school inspections in England. (2012). Burgess, Simon ; Allen, Rebecca. In: DoQSS Working Papers. RePEc:qss:dqsswp:1202.

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2012ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK. (2012). Preve, Daniel ; Tse, Yiu-Kuen. In: Working Papers. RePEc:skb:wpaper:cofie-05-2011.

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2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1206.

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2012Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612.

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2012Out-of-sample forecast tests robust to the choice of window size. (2012). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1404.

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2012Health and Wealth: Short Panel Granger Causality Tests for Developing Countries. (2012). Clarke, Judith ; Chen, Weichun ; Roy, Nilanjana . In: Econometrics Working Papers. RePEc:vic:vicewp:1204.

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2012IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Tarcolea, Adina ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072.

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Recent citations received in: 2011

YearTitleSee
2011Quelques constats sur les prévisions conjoncturelles de la croissance française. (2011). Jobert, Thomas ; Persyn, Lionel . In: Working Papers. RePEc:hal:wpaper:halshs-00721673.

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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.