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

Journal of Applied Econometrics / John Wiley & Sons, Ltd.

[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
20010.44000000.17
20020.45000000.2
20030.47000000.2
20040.53000000.22
20050.56050000.23
20060.55010000.22
20070.47020000.19
20080.5060000.21
20090.51080000.21
20100.470200000.17
20110.555757811.4240900691.210.22
20121.840.67571141661.46180571050410.720.26
20131.80.92561702881.691651142050741.320.34
20141.080.681702021.19011312200.24
 
 
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
2011Default priors and predictive performance in Bayesian model averaging, with application to growth determinants. (2011). Papageorgiou, Chris ; Eicher, Theo ; Raftery, Adrian E.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55.

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52
2011Modelling and forecasting multivariate realized volatility. (2011). Voev, Valeri ; Halbleib, Roxana ; Chiriac, Roxana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:922-947.

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41
2011Jumps, cojumps and macro announcements. (2011). Neely, Christopher ; Laurent, Sébastien ; LAHAYE, Jerome . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:893-921.

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36
2012Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906.

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27
2013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, André ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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26
2013Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101.

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23
Estimating the effect of a gasoline tax on carbon emissions. (2011). Kilian, Lutz ; Davis, Lucas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1187-1214.

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21
2011Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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21
Measuring and interpreting expectations of equity returns. (2011). Manski, Charles ; Dominitz, Jeff . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:352-370.

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19
2011Hierarchical Markov normal mixture models with applications to financial asset returns. (2011). Geweke, John ; amisano, gianni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:1-29.

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18
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness. (2011). Wallis, Kenneth ; Mitchell, James. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:1023-1040.

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17
2011Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models. (2011). Strobel, Martin ; Sebald, Alexander ; Bellemare, Charles. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:437-453.

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15
2011Forecasting large datasets with Bayesian reduced rank multivariate models. (2011). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761.

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14
2013VAR FORECASTING USING BAYESIAN VARIABLE SELECTION. (2013). Korobilis, Dimitris. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:204-230.

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13
2011Stock market crash and expectations of American households. (2011). Willis, Robert ; Kezdi, Gabor ; Hudomiet, Peter. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:393-415.

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12
2012Multivariate high‐frequency‐based volatility (HEAVY) models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:907-933.

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12
2011Estimating intergenerational schooling mobility on censored samples: consequences and remedies. (2011). De Haan, Monique ; Plug, Erik . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:151-166.

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12
2011A comparison of treatment effects estimators using a structural model of AMI treatment choices and severity of illness information from hospital charts. (2011). Trogdon, Justin ; Picone, Gabriel ; Khwaja, Ahmed ; Salm, Martin . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:825-853.

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11
2013THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). Peersman, Gert ; Baumeister, Christiane. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109.

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11
2012On the forecasting accuracy of multivariate GARCH models. (2012). Violante, Francesco ; Laurent, Sébastien ; Jeroen V. K. Rombouts, . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:934-955.

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10
2011Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability. (2011). Carrion-i-Silvestre, Josep ; Berenguer-Rico, Vanessa ; CarrioniSilvestre, Josep Lluis ; BerenguerRico, Vanessa . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:298-321.

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10
2012Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach. (2012). Kraay, Aart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:1:p:108-128.

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10
2013Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203.

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8
2013COMPARING ALTERNATIVE MODELS OF HETEROGENEITY IN CONSUMER CHOICE BEHAVIOR. (2013). Wasi, Nada ; Keane, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:6:p:1018-1045.

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8
Panel data estimates of the production function and product and labor market imperfections. (2013). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:1-46.

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8
2011Conditional Markov chain and its application in economic time series analysis. (2011). Wang, Peng ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:715-734.

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8
2011Dynamics of worker flows and vacancies: evidence from the sign restriction approach. (2011). Fujita, Shigeru. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:89-121.

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8
2011Stock market expectations of Dutch households. (2011). Winter, Joachim ; van Rooij, Maarten ; Hurd, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:416-436.

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7
2013Estimation of dynamic panel data models with sample selection. (2013). Semykina, Anastasia ; Wooldridge, Jeffrey M.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:47-61.

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7
2012Innovation and competition: An unstable relationship. (2012). Correa, Juan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:1:p:160-166.

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7
2012BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS. (2012). Luoto, Jani ; Lanne, Markku ; Luoma, Arto . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:812-830.

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7
2011How does heterogeneity shape the socioeconomic gradient in health satisfaction?. (2011). Schurer, Stefanie ; Jones, Andrew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:4:p:549-579.

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7
2012Finite‐sample comparison of alternative methods for estimating dynamic panel data models. (2012). Akay, Alpaslan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:7:p:1189-1204.

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7
2011Simulation estimation of two‐tiered dynamic panel Tobit models with an application to the labor supply of married women. (2011). Chang, ShengKai . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:854-871.

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7
2011Measuring the diffusion of housing prices across space and over time. (2011). Brady, Ryan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:213-231.

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6
2012‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE. (2012). KOCH, Wilfried ; Ertur, Cem ; Behrens, Kristian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:773-794.

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6
2011Cannabis use and mental health problems. (2011). van Ours, Jan ; Williams, Jenny . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1137-1156.

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6
2012A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA. (2012). hsiao, cheng ; Ching, Steve H. ; Wan, Shui Ki . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:705-740.

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6
2011Stochastic error specification in primal and dual production systems. (2011). Tsionas, Efthymios ; Kumbhakar, Subal. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:270-297.

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6
2011The effect of location on finding a job in the Paris region. (2011). Selod, Harris ; Magnac, Thierry ; Gobillon, Laurent. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1079-1112.

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6
2012Dynamic stochastic copula models: estimation, inference and applications. (2012). Hafner, Christian ; Manner, Hans . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:269-295.

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6
2013TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS. (2013). Sunder-Plassmann, Laura ; mumtaz, haroon ; SunderPlassmann, Laura . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:3:p:498-525.

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6
2012Testing distributional assumptions: A GMM aproach. (2012). Bontemps, Christian ; Meddahi, Nour . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:978-1012.

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6
2012Alternative technical efficiency measures: Skew, bias and scale. (2012). Horrace, William ; Feng, Qu. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:253-268.

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6
2013REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS. (2013). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:3:p:458-477.

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5
2013TAX‐LIMITED REACTION FUNCTIONS. (2013). Revelli, Federico ; Di Porto, Edoardo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:823-839.

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5
2011Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions. (2011). Tatsiramos, Konstantinos ; Michaud, Pierre-Carl. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:4:p:641-668.

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5
Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory. (2011). Paiella, Monica ; Attanasio, Orazio. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:322-343.

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5
2013THE GROWTH AFTERMATH OF NATURAL DISASTERS. (2013). Loayza, Norman ; Ikeda, Yuki ; Fomby, Thomas . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:3:p:412-434.

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5
2012Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs. (2012). Kumbhakar, Subal ; Das, Abhiman. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:205-234.

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5

Citing documents used to compute impact factor 122:

YearTitleSee
2014Expectation-Driven Cycles: Time-varying Effects. (2014). D'Agostino, Antonello ; Mendicino, Caterina . In: MPRA Paper. RePEc:pra:mprapa:53607.

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[Citation Analysis]
2014Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECBs OMT Program. (2014). Wollmershäuser, Timo ; Siemsen, Thomas ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hristov, Nikolay ; Hulsewig, Oliver . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4628.

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[Citation Analysis]
2014Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. (2014). Theodoridis, Konstantinos ; mumtaz, haroon ; BARNETT, ALINA . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:129-143.

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[Citation Analysis]
2014Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_04.

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[Citation Analysis]
2014Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:53772.

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[Citation Analysis]
2014On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; Jebabli, Ikram ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-209.

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[Citation Analysis]
2014Reduced-rank time-varying vector autoregressions. (2014). de Wind, Joris ; Gambetti, Luca . In: CPB Discussion Paper. RePEc:cpb:discus:270.

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[Citation Analysis]
2014Understanding and forecasting aggregate and disaggregate price dynamics. (2014). D'Agostino, Antonello ; Bermingham, Colin ; DAgostino, Antonello . In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:765-788.

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[Citation Analysis]
2014[Citation Analysis]
2014The systematic risk of corporate bonds: default risk, term risk, and index choice. (2014). Klein, Christian ; Stellner, Christoph . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:1:p:29-61.

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[Citation Analysis]
2014Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Bada, Oualid ; Kneip, Alois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115.

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[Citation Analysis]
2014How to Stimulate Single Mothers on Welfare to Find a Job; Evidence from a Natural Experiment. (2014). Knoef, Marike ; Van Ours, Jan C.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4804.

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[Citation Analysis]
2014How to Stimulate Single Mothers on Welfare to Find a Job: Evidence from a Natural Experiment. (2014). Knoef, Marike ; Van Ours, Jan C.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8188.

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[Citation Analysis]
2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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[Citation Analysis]
2014Workplace Training Programs: Instruments for Human Capital Improvements or Screening Devices?. (2014). Corsini, Lorenzo ; Brunetti, Irene . In: MPRA Paper. RePEc:pra:mprapa:55943.

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[Citation Analysis]
2014From giving birth to paid labor: the effects of adult education for prime-aged mothers. (2014). Bergemann, Annette ; van den Berg, Gerard J.. In: Working Paper Series. RePEc:hhs:ifauwp:2014_005.

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[Citation Analysis]
2014Social learning and health insurance enrollment: Evidence from Chinas New Cooperative Medical Scheme. (2014). Zhao, Zhong ; Liu, Hong ; Sun, Qi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:97:y:2014:i:c:p:84-102.

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[Citation Analysis]
2014A theory of vintage capital investment and energy use. (2014). Puch, Luis ; Díaz, Antonia ; DiAZ, ANTONIA . In: Economics Working Papers. RePEc:cte:werepe:we1320.

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[Citation Analysis]
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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[Citation Analysis]
2014Testing the evolution of crude oil market efficiency: Data have the conn. (2014). Li, Xiao-Ming ; He, Fei ; Zhang, Bing . In: Energy Policy. RePEc:eee:enepol:v:68:y:2014:i:c:p:39-52.

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[Citation Analysis]
2014Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey. (2014). Wong, Benjamin. In: CAMA Working Papers. RePEc:een:camaaa:2014-45.

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[Citation Analysis]
2014[Citation Analysis]
2014How macroeconomic imbalances interact? Evidence from a panel VAR analysis. (2014). Mignon, Valérie ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-5.

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[Citation Analysis]
2014Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Schoder, Christian ; Proaño, Christian ; Proao, Christian R. ; Semmler, Willi . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp167.

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[Citation Analysis]
2014Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37.

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[Citation Analysis]
2014Forecasting German Key Macroeconomic Variables Using Large Dataset Methods. (2014). Wolters, Maik ; Pirschel, Inske. In: Kiel Working Papers. RePEc:kie:kieliw:1925.

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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]
2014Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_03.

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[Citation Analysis]
2014Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Papers. RePEc:arx:papers:1403.0627.

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[Citation Analysis]
2014Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:53684.

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[Citation Analysis]
2014Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J.. In: Working Paper Series. RePEc:rim:rimwps:06_14.

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[Citation Analysis]
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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[Citation Analysis]
2014Regional Unemployment Structure and New Firm Formation. (2014). Audretsch, David B. ; Niebuhr, Annekatrin ; Dohse, Dirk Christian . In: Kiel Working Papers. RePEc:kie:kieliw:1924.

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[Citation Analysis]
2014Persistence Bias and Schooling Returns. (2014). Andini, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp8143.

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[Citation Analysis]
2014Historical Development. (2014). Nunn, Nathan . In: Handbook of Economic Growth. RePEc:eee:grochp:2-347.

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[Citation Analysis]
2014Multivariate rotated ARCH models. (2014). Shephard, Neil ; Noureldin, Diaa ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:16-30.

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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]
2014Natural disasters and macroeconomic performance: The role of residential investment. (2014). Trimborn, Timo ; Strulik, Holger. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:194.

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[Citation Analysis]
2014The impact of floods on firms performance. (2014). Coelli, F. ; Manasse, P.. In: Working Papers. RePEc:bol:bodewp:wp946.

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2014Integrating psychometric indicators in latent class choice models. (2014). Nguyen, My Hang ; Glerum, Aurelie ; Hurtubia, Ricardo ; Bierlaire, Michel . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:64:y:2014:i:c:p:135-146.

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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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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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2014Forecasting with dimension switching VARs. (2014). Koop, Gary . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:280-290.

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2014Do money and financial variables help forecasting output in emerging European Economies?. (2014). Caraiani, Petre. In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763.

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2014Does Extending Unemployment Benefits Improve Job Quality?. (2014). Weber, Andrea ; Nekoei, Arash. In: NRN working papers. RePEc:jku:nrnwps:2014_04.

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2014Time series models with an EGB2 conditional distribution. (2014). Harvey, Andrew ; Caivano, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_947_14.

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2014Maximum Likelihood Estimation for Generalized Autoregressive Score Models. (2014). Koopman, Siem Jan ; Blasques, Francisco ; Lucas, Andre . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140029.

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2014Information Theoretic Optimality of Observation Driven Time Series Models. (2014). Blasques, Francisco ; Lucas, Andre ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140046.

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2014Maximum likelihood estimates for positive valued dynamic score models; The DySco package. (2014). Andres, Philipp . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:34-42.

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2014Testing for Parameter Instability in Competing Modeling Frameworks. (2014). Calvori, Francesco ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140010.

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2014Forecasting Realized Volatility with Changes of Regimes. (2014). Gallo, Giampiero ; Otranto, Edoardo . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03.

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2014Same as it ever was? Europes national borders and the market for corporate control. (2014). Umber, Marc ; Grote, Michael ; Frey, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:109-127.

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2014Regional Growth and Regional Decline. (2014). Breinlich, Holger ; Temple, Jonathan R. W., ; OTTAVIANO, Gianmarco I. P., . In: Handbook of Economic Growth. RePEc:eee:grochp:2-683.

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2014Multi-step forecasting in the presence of breaks. (2014). Hannikainen, Jari . In: MPRA Paper. RePEc:pra:mprapa:55816.

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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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2014Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression. (2014). Nalewaik, Jeremy J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-27.

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2014Wage Determination and Imperfect Competition. (2014). Booth, Alison. In: CAMA Working Papers. RePEc:een:camaaa:2014-27.

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2014Wage Determination and Imperfect Competition. (2014). Booth, Alison. In: IZA Discussion Papers. RePEc:iza:izadps:dp8034.

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2014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage. (2014). Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:1-11.

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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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2014Asymptotic distribution of the EPMS estimator for financial derivatives pricing. (2014). Tu, Ya-Ting ; Huang, Shih-Feng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:129-145.

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2014Multivariate rotated ARCH models. (2014). Shephard, Neil ; Noureldin, Diaa ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:16-30.

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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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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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2014.

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2014Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687.

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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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2014Discrete stochastic autoregressive volatility. (2014). Cordis, Adriana S. ; Kirby, Chris . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:160-178.

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2014Panel Data Gravity Models of International Trade. (2014). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4616.

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2014.

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2014Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach. (2014). Doan, Osman ; Tapnar, Suleyman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:45:y:2014:i:c:p:1-21.

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2014The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options. (2014). Violante, Francesco ; Stentoft, Lars ; Rombouts, Jeroen . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:78-98.

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2014Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404.

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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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2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140037.

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2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Working Papers in Economics. RePEc:cbt:econwp:14/10.

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2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1405.

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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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2014Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach. (2014). Schuler, Yves S.. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1402.

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2014Alternative tests for correct specification of conditional predictive densities. (2014). Rossi, Barbara ; Sekhposyan, Tatevik . In: Economics Working Papers. RePEc:upf:upfgen:1416.

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2014Alternative Tests for Correct Specification of Conditional Predictive Densities. (2014). Rossi, Barbara ; Sekhposyan, Tatevik . In: Working Papers. RePEc:bge:wpaper:758.

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2014Maximum likelihood estimates for positive valued dynamic score models; The DySco package. (2014). Andres, Philipp . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:34-42.

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2014Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators. (2014). Lee, Seojeong. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:398-413.

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2014Forecasting Realized Volatility with Changes of Regimes. (2014). Gallo, Giampiero ; Otranto, Edoardo . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03.

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2014Extended stochastic volatility models incorporating realised measures. (2014). Venter, J. H. ; de Jongh, P. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:687-707.

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2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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2014Is it Abenomics or Post-Disaster Recovery? A Counterfactual Analysis. (2014). Hayashi, Toshihiko . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:1:p:23-31.

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2014Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2014). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel . In: IWH Discussion Papers. RePEc:iwh:dispap:6-14.

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2014[Citation Analysis]
2014PREFERENCES OF THE CENTRAL BANK OF BRAZIL UNDER THE INFLATION TARGETING REGIME: ESTIMATION USING A DSGE MODEL FOR A SMALL OPEN ECONOMY. (2014). Palma, Andreza Aparecida ; Portugal, Marcelo Savino . In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting]. RePEc:anp:en2013:055.

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2014Dissecting the Act of God: An Exploration of the Effect of Religion on Economic Activity. (2014). Carpantier, Jean-François ; Litina, Anastasia . In: MPRA Paper. RePEc:pra:mprapa:56267.

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2014The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012). (2014). McIntosh, Cameron . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:1:p:243-250.

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2014Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Huber, Florian . In: Working Papers. RePEc:onb:oenbwp:189.

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2014Distribution-Free Structural Estimation with Nonlinear Budget Sets. (2014). Liang, Che-Yuan . In: Working Paper Series, Center for Fiscal Studies. RePEc:hhs:uufswp:2014_004.

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2014The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Fernandez-Rodriguez, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33.

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2014The Evolution of Bank Boards of Directors in New York, 1840–1950. (2014). Bodenhorn, Howard ; White, Eugene N.. In: NBER Chapters. RePEc:nbr:nberch:13135.

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2014The Evolution of Bank Boards of Directors in New York, 1840-1950. (2014). White, Eugene ; Bodenhorn, Howard . In: NBER Working Papers. RePEc:nbr:nberwo:20078.

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2014[Citation Analysis]
2014Noncausal Bayesian Vector Autoregression. (2014). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2014-07.

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2014Forecasting with a noncausal VAR model. (2014). Nyberg, Henri ; Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555.

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2014Maximum likelihood estimation of spatially and serially correlated panels with random effects. (2014). Millo, Giovanni . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:914-933.

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2014Testing for Parameter Instability in Competing Modeling Frameworks. (2014). Calvori, Francesco ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140010.

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2014Robust Multiple Regimes in Growth Volatility. (2014). Kourtellos, Andros ; Tan, Chih Ming ; Stylianou, Ioanna . In: Working Paper Series. RePEc:rim:rimwps:09_14.

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2014Who benefits from regional trade agreements? The view from the stock market. (2014). Rose, Andrew ; Moser, Christoph . In: European Economic Review. RePEc:eee:eecrev:v:68:y:2014:i:c:p:31-47.

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2014Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Matousek, Roman ; Managi, Shunsuke ; Fujii, Hidemichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50.

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2014The Dynamics of Social Assistance Benefit Receipt in Germany: State Dependence before and after the Hartz Reforms. (2014). Königs, Sebastian ; Konigs, Sebastian . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp628.

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2014The Dynamics of Social Assistance Benefit Receipt in Germany: State Dependence Before and After the Hartz Reforms. (2014). Königs, Sebastian ; Konigs, Sebastian . In: IZA Discussion Papers. RePEc:iza:izadps:dp7977.

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2014Olympic Games: No legacy for sports. (2014). Corvalan, Alejandro ; Contreras, Jose L.. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:268-271.

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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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2014How may the nature of family firms explain the decisions concerning international diversification?. (2014). Sanchez-Bueno, Maria J. ; Usero, Belen . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:7:p:1311-1320.

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2014The copula based on multivariate t-distribution with vector of degrees of freedom. (2014). Balaev, Alexey . In: Applied Econometrics. RePEc:ris:apltrx:0231.

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2014Estimation of risk measures in energy portfolios using modern copula techniques. (2014). Jaschke, Stefan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:359-376.

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2014Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41.

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2014The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk. (2014). Feldkircher, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49.

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2014Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert. In: Sciences Po Economics Discussion Papers. RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

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2014Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

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2014Persistence Bias and Schooling Returns. (2014). Andini, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp8143.

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2014Greenness versus safety in vehicle footprint selection. (2014). Kinler, Kyle ; Wagner, Jeffrey . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:1:p:35-45.

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2014Macroeconomic fluctuations and motorcycle fatalities in the U.S.. (2014). Gumus, Gulcin ; French, Michael T.. In: Social Science & Medicine. RePEc:eee:socmed:v:104:y:2014:i:c:p:187-193.

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Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto . In: CREATES Research Papers. RePEc:aah:create:2013-09.

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2013Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia. RePEc:ags:aare13:152198.

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2013Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit. In: Working Papers. RePEc:ags:uwauwp:144447.

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2013Aid and Vulnerability. (2013). Presbitero, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:88.

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2013Are benefits from oil - stocks diversification gone? A new evidence from a dynamic copulas and high frequency data. (2013). Baruník, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1307.5981.

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2013Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). Baruník, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1308.6120.

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2013What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Working Papers. RePEc:bca:bocawp:13-15.

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2013Modeling dynamic diurnal patterns in high frequency financial data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315.

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2013Time series models with an EGB2 conditional distribution. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1325.

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2013Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326.

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2013Naturally Negative: The Growth Effects of Natural Disasters. (2013). Groeschl, Jasmin ; Felbermayr, Gabriel ; Groschl, Jasmin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4439.

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2013How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis. (2013). Mignon, Valérie ; Gnimassoun, Blaise. In: Working Papers. RePEc:cii:cepidt:2013-42.

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2013Nowcasting Czech GDP in Real Time. (2013). Rusnák, Marek. In: Working Papers. RePEc:cnb:wpaper:2013/06.

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2013Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297.

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2013Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, Frédérique. In: Working Papers. RePEc:crs:wpaper:2013-21.

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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130055.

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2013Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands. (2013). Mairesse, Jacques ; Dobbelaere, Sabien ; Kiyota, Kozo . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2013037.

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2013Locus of Control and Low-Wage Mobility. (2013). Schnitzlein, Daniel ; Stephani, Jens . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp589.

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2013Conditional and joint credit risk. (2013). Schwaab, Bernd ; Lucas, André ; Zhang, Xin . In: Working Paper Series. RePEc:ecb:ecbwps:20131621.

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2013The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi . In: Economic Modelling. RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.

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2013Avoiding biased versions of Wooldridge’s simple solution to the initial conditions problem. (2013). Rabe-Hesketh, Sophia ; Skrondal, Anders . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:2:p:346-349.

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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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2013Inference on impulse response functions in structural VAR models. (2013). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:1:p:1-13.

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2013Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:185-198.

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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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2013Long memory and tail dependence in trading volume and volatility. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:94-112.

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2013Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary ; Tole, Lise . In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

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2013Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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2013Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:875-881.

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2013Effects of transitory shocks to aggregate output on consumption in poor countries. (2013). Brückner, Markus ; Bruckner, Markus ; Gradstein, Mark . In: Journal of International Economics. RePEc:eee:inecon:v:91:y:2013:i:2:p:343-357.

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2013Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352.

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2013Parental unemployment and childrens happiness: A longitudinal study of young peoples well-being in unemployed households. (2013). Powdthavee, Nattavudh ; Vernoit, James . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:253-263.

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2013Long-term absenteeism and moral hazard—Evidence from a natural experiment. (2013). Ziebarth, Nicolas ; NicolasR. Ziebarth, . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:277-292.

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2013Financial incentives and study duration in higher education. (2013). Kirkebøen, Lars ; Gunnes, Trude ; Ronning, Marte ; Kirkeboen, Lars J.. In: Labour Economics. RePEc:eee:labeco:v:25:y:2013:i:c:p:1-11.

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2013Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31.

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2013International Effects of Chinas Rise and Transition: Neoclassical and Keynesian Perspectives. (2013). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2013-44.

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2013Regional growth and regional decline. (2013). Temple, Jonathan ; Ottaviano, Gianmarco ; Breinlich, Holger ; Jonathan R. W. Temple, ; Gianmarco I. P. Ottaviano, ; Gianmarco I. P. Ottaviano, . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:51575.

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2013Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). Baruník, Jozef ; Avdulaj, Krenar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442.

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2013Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2013). Primiceri, Giorgio ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:619.

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2013Cooperation among local governments to deliver public services : a “structural” bivariate response model with fixed effects and endogenous covariate. (2013). Paty, Sonia ; Merlin, Vincent ; Di Porto, Edoardo. In: Working Papers. RePEc:gat:wpaper:1304.

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2013Cooperation among local governments to deliver public services : a structural bivariate response model with fixed effects and endogenous covariate. (2013). Paty, Sonia ; Merlin, Vincent ; Di Porto, Edoardo. In: Working Papers. RePEc:hal:wpaper:halshs-00787600.

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2013Conditional euro area sovereign default risk. (2013). Schwaab, Bernd ; Lucas, André ; Zhang, Xin . In: Working Paper Series. RePEc:hhs:rbnkwp:0269.

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2013Debt Dynamics and Monetary Policy: A Note. (2013). Laséen, Stefan ; Laseen, Stefan ; Strid, Ingvar . In: Working Paper Series. RePEc:hhs:rbnkwp:0283.

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2013Monetary Policy and Balance Sheets. (2013). Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz ; Tamirisa, Natalia T.. In: IMF Working Papers. RePEc:imf:imfwpa:13/158.

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2013The unintended consequence of an export ban: Evidence from Benins shrimp sector. (2013). Verpoorten, Marijke ; Houssa, Romain. In: IOB Working Papers. RePEc:iob:wpaper:2013011.

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2013The Effects of Expanding the Generosity of the Statutory Sickness Insurance System. (2013). Ziebarth, Nicolas ; Karlsson, Martin ; NicolasR. Ziebarth, . In: IZA Discussion Papers. RePEc:iza:izadps:dp7250.

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2013Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development. (2013). Millimet, Daniel ; McDonough, Ian K.. In: IZA Discussion Papers. RePEc:iza:izadps:dp7359.

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2013The Origins of Early Childhood Anthropometric Persistence. (2013). Tchernis, Rusty ; Millimet, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp7657.

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2013Are mega-farms the future of global agriculture? Exploring the farm size-productivity relationship for large commercial farms in Ukraine. (2013). Singh, Sudhir ; Deininger, Klaus ; Nizalov, Denys . In: Discussion Papers. RePEc:kse:dpaper:49.

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2013Forecasting GDP at the regional level with many predictors. (2013). Wohlrabe, Klaus ; Lehmann, Robert. In: Discussion Papers in Economics. RePEc:lmu:muenec:17104.

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2013Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach. (2013). Enkelmann, Sören ; Berlemann, Michael ; Kuhlenkasper, Torben . In: Working Paper Series in Economics. RePEc:lue:wpaper:273.

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2013The Smooth Colonel and the Reverend Find Common Ground. (2013). Racine, Jeffrey ; Kiefer, Nicholas ; Kieffer, Nicholas M.. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2013-03.

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2013Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands. (2013). MAIRESSE, Jacques ; Kiyota, Kozo ; Dobbelaere, Sabien. In: NBER Working Papers. RePEc:nbr:nberwo:19059.

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2013What Do We Learn from the Weather? The New Climate-Economy Literature. (2013). Olken, Benjamin ; Jones, Benjamin F. ; Dell, Melissa . In: NBER Working Papers. RePEc:nbr:nberwo:19578.

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2013Martingale unobserved component models. (2013). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:1301.

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2013Panel data discrete choice models of consumer demand. (2013). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1308.

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2013The Structure of Consumer Taste Heterogeneity in Revealed vs. Stated Preference Data. (2013). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1310.

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2013Drying out: Investigating the economic effects of drought in New Zealand. (2013). Kamber, Gunes ; McDonald, Chris ; Price, Gael . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2013/02.

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2013THE ROLE OF SAVINGS RATE IN DEEPENING MACROECONOMIC IMBALANCES IN CHINA. (2013). Mihaela, Sarlea ; Ligia, Vaidean Viorela ; George, Manta Stefan . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2013:i:1:p:1018-1027.

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2013Martingale unobserved component models. (2013). Shephard, Neil. In: Economics Series Working Papers. RePEc:oxf:wpaper:644.

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2013Employment Insurance and the Business Cycle. (2013). Pollak, Andreas. In: MPRA Paper. RePEc:pra:mprapa:49358.

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2013An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2013). Francq, Christian ; SUCARRAT, Genaro . In: MPRA Paper. RePEc:pra:mprapa:51783.

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2013Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:52724.

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2013Do Cross-Section Dependence and Parameter Heterogeneity Matter? Evidence on Human Capital and Productivity in Greece. (2013). Karagiannis, Stelios ; Benos, Nikos. In: MPRA Paper. RePEc:pra:mprapa:53326.

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2013Willingness-to-Pay for Alternative Fuel Vehicle Characteristics: A Stated Choice Study for Germany. (2013). Madlener, Reinhard ; Hackbarth, Andre . In: FCN Working Papers. RePEc:ris:fcnwpa:2013_020.

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2013Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2013). Koop, Gary ; Gonzalez Belmonte, Miguel Angel. In: Working Papers. RePEc:str:wpaper:1302.

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2013Inference on Impulse Response Functions in Structural VAR Models. (2013). Kilian, Lutz ; Inoue, Atsushi. In: TERG Discussion Papers. RePEc:toh:tergaa:307.

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2013Aid to Africa: The changing context. (2013). Tarp, Finn ; SINGHAL, SAURABH ; Addison, Tony . In: Working Paper Series. RePEc:unu:wpaper:wp2013-144.

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2013.

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2013Are mega-farms the future of global agriculture ? exploring the farm size-productivity relationship. (2013). Singh, Sudhir ; Nizalov, Denys ; Deininger, Klaus. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6544.

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2013Microfinance and moneylenders : long-run effects of MFIs on informal credit market in Bangladesh. (2013). Shilpi, Forhad ; Emran, M. Shahe ; Berg, Claudia . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6619.

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2013Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited. (2013). Gehrke, Britta ; Yao, Fang . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79821.

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2013Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach. (2013). Berlemann, Michael ; Enkelmann, Soren ; Kuhlenkasper, Torben . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79836.

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2013ICT and the demand for energy: Evidence from OECD countries. (2013). Welsch, Heinz ; Schulte, Patrick ; Rexhaeuser, Sascha . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13116.

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Recent citations received in: 2012

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44.

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus Sondergaard . In: CREATES Research Papers. RePEc:aah:create:2012-53.

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2012Public Debt and Economic Growth: Is There a Causal Effect?. (2012). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65.

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2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:72.

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2012The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. (2012). Christoffersen, Peter ; Feunou, Bruno ; Meddahi, Nour ; Jacobs, Kris . In: Working Papers. RePEc:bca:bocawp:12-34.

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2012A Review of Recent Research on Labor Supply Elasticities: Working Paper 2012-12. (2012). McClelland, Robert ; Mok, Shannon . In: Working Papers. RePEc:cbo:wpaper:43675.

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2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:122.

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2012The Case Against Patents. (2012). Levine, David K ; Boldrin, Michele . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000465.

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2012Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028.

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2012Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120128.

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2012Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). KIVIET, Jan F.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012128.

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2012Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360.

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2012The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luis ; Martins, Manuel M. F., ; Soares, Maria Joana . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

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2012Estimating technical efficiency in micro panels. (2012). Horrace, William ; Feng, Qu. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:730-733.

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2012Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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2012Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias. (2012). Eicher, Theo ; Lenkoski, Alex ; Helfman, Lindy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:637-651.

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26.

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2012Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28.

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2012Modelling global trade flows: results from a GVAR model. (2012). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:119.

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2012The case against patents. (2012). Levine, David K. ; Boldrin, Michele . In: Working Papers. RePEc:fip:fedlwp:2012-035.

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2012Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti ; Nyberg, Henri. In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033.

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2012Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012Intergenerational transmission of educational attainment in Austria. (2012). Fessler, Pirmin ; Schurz, Martin ; Mooslechner, Peter . In: Empirica. RePEc:kap:empiri:v:39:y:2012:i:1:p:65-86.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1223.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; Schmidt, Klaus ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Papers in Economics. RePEc:lmu:muenec:14308.

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2012Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Economic Growth centre Working Paper Series. RePEc:nan:wpaper:1207.

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2012Site Selection Bias in Program Evaluation. (2012). Mullainathan, Sendhil ; Allcott, Hunt . In: NBER Working Papers. RePEc:nbr:nberwo:18373.

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2012Strategies for Deeper Integration: Case Study of the Baltics. (2012). Lastauskas, Povilas ; Biinait, Audr . In: MPRA Paper. RePEc:pra:mprapa:43321.

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2012Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегÑ. (2012). Matkovskyy, Roman. In: MPRA Paper. RePEc:pra:mprapa:44717.

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2012Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data. (2012). Wang, Tianyi ; Matei, Marius ; Huang, Zhuo . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:4:p:83-103.

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2012A local relaxation method for the cardinality constrained portfolio optimization problem. (2012). Shek, Howard ; Murray, Walter . In: Computational Optimization and Applications. RePEc:spr:coopap:v:53:y:2012:i:3:p:681-709.

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2012Asymmetry, realised volatility and stock return risk estimates. (2012). Veiga, Helena ; Grane, Aurea . In: Portuguese Economic Journal. RePEc:spr:portec:v:11:y:2012:i:2:p:147-164.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; Schmidt, Klaus ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:393.

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2012Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach. (2012). Vittucci Marzetti, Giuseppe ; Fracasso, Andrea ; Cainelli, Giulio. In: Openloc Working Papers. RePEc:trn:utwpol:1204.

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2012Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study. (2012). Calabrese, Raffaella ; Elkink, Johan A.. In: Working Papers. RePEc:ucd:wpaper:201215.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14.

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2012Statistical verification of a natural natural experiment: Tests and sensitivity checks for the sibling sex ratio instrument. (2012). Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:19.

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2012Selection bias in innovation studies: A simple test. (2012). de Rassenfosse, Gaetan ; Wastyn, Annelies . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12012.

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2012Innovation strategies of German firms: The effect of competition and intellectual property protection. (2012). Slivko, Olga. In: ZEW Discussion Papers. RePEc:zbw:zewdip:12089.

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Recent citations received in: 2011

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2011Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: CREATES Research Papers. RePEc:aah:create:2011-03.

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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26.

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2011Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-35.

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2011Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2011-37.

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2011The Causal Effect of Parents Schooling on Childrens Schooling: A Comparison of Estimation Methods. (2011). Plug, Erik ; Lindahl, Mikael ; Holmlund, Helena. In: Journal of Economic Literature. RePEc:aea:jeclit:v:49:y:2011:i:3:p:615-51.

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2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2011). pagan, adrian ; Fry-McKibbin, Renee. In: Journal of Economic Literature. RePEc:aea:jeclit:v:49:y:2011:i:4:p:938-60.

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2011Consumer Acceptance of Traffic-light Labelling on Food vs. Financial Products. (2011). Roosen, Jutta ; marette, stéphan ; Drescher, Larissa S.. In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114431.

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2011Financial Advice and Stock Market Participation. (2011). Inderst, Roman ; Georgarakos, Dimitris. In: BCL working papers. RePEc:bcl:bclwop:bclwp051.

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2011Model averaging in economics. (2011). Moral-Benito, Enrique. In: Banco de España Working Papers. RePEc:bde:wpaper:1123.

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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus T.. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-050.

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2011The Identification of Price Jumps. (2011). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen . In: CERGE-EI Working Papers. RePEc:cer:papers:wp434.

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[Citation Analysis]
2011Robust Growth Determinants. (2011). Doppelhofer, Gernot ; Weeks, Melvyn . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3354.

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2011Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). Wunsch, Conny ; Lechner, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3381.

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2011Microeconometric Analyses of Education Production in Germany. (2011). Piopiunik, Marc . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:40.

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2011Intergenerational Transmission of Education and Mediating Channels: Evidence from Compulsory Schooling Reforms in Germany. (2011). Piopiunik, Marc. In: Ifo Working Paper Series. RePEc:ces:ifowps:_107.

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2011When, where and how to perform efficiency estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:02-06.

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2011Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058.

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2011Lépargnant dans un monde en crise — Ce qui a changé. (2011). Masson, Andre ; Arrondel, Luc . In: Opuscules du CEPREMAP. RePEc:cpm:opuscl:23.

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2011Sensitivity of matching-based program evaluations to the availability of control variables. (2011). Wunsch, Conny ; Lechner, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8294.

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2011The Effects of Cannabis Use on Physical and Mental Health. (2011). Williams, Jenny ; van Ours, Jan C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8499.

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2011Structural Vector Autoregressions. (2011). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515.

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2011Tax incentives and direct support for R&D : what do firms use and why?. (2011). Martínez-Ros, Ester ; Corchuelo Martínez-Azúa, Beatriz ; Busom, Isabel ; Corchuelo Martínez-Azúa, Beatriz ; Martinez-Ros, Ester . In: Business Economics Working Papers. RePEc:cte:idrepe:id-11-03.

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2011Mixtures of g-priors for bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Mark F. J. STEEL, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112116.

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2011Sensitivity Analysis in Semiparametric Likelihood Models. (2011). Torgovitsky, Alexander ; Chen, Xiaohong ; Tamer, Elie . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1836.

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2011Do jumps help in forecasting the density of returns?. (2011). Ielpo, Florian ; Chevallier, Julien ; Sevi, Benoit . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805.

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2011Sparse and Robust Factor Modelling. (2011). Exterkate, Peter ; Croux, Christophe . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110122.

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2011Sparse and Robust Factor Modelling. (2011). Croux, Christophe ; Exterkate, Peter . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011122.

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2011Financial advice and stock market participation. (2011). Inderst, Roman ; Georgarakos, Dimitris. In: Working Paper Series. RePEc:ecb:ecbwps:20111296.

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2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20111379.

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2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?. (2011). Koop, Gary ; Korobilis, Dimitris. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318.

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2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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2011A simple method for estimating unconditional heterogeneity distributions in correlated random effects models. (2011). Wooldridge, Jeffrey M.. In: Economics Letters. RePEc:eee:ecolet:v:113:y:2011:i:1:p:12-15.

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2011Optimal prediction pools. (2011). Geweke, John ; amisano, gianni. In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:1:p:130-141.

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2011Robust estimation of intraweek periodicity in volatility and jump detection. (2011). Laurent, Sébastien ; Croux, Christophe ; Boudt, Kris . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:2:p:353-367.

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2011A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

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2011Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880.

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2011Measuring Output Gap Nowcast Uncertainty. (2011). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: CAMA Working Papers. RePEc:een:camaaa:2011-16.

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2011Global bond risk premiums. (2011). Hellerstein, Rebecca. In: Staff Reports. RePEc:fip:fednsr:499.

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2011The production impact of cash-for-clunkers: implications for stabilization policy. (2011). Copeland, Adam ; Kahn, James . In: Staff Reports. RePEc:fip:fednsr:503.

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2011Inflation expectations and behavior: Do survey respondents act on their beliefs?. (2011). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; de Bruin, Wandi Bruine ; Armantier, Olivier. In: Staff Reports. RePEc:fip:fednsr:509.

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2011When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns. (2011). GOURET, Fabian ; Hollard, Guillaume . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00867700.

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2011Group Decision Making with Uncertain Outcomes: Unpacking Child-Parent Choices of High School Tracks. (2011). Giustinelli, Pamela . In: Working Papers. RePEc:hka:wpaper:2011-030.

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2011Limited Information Bayesian Model Averaging for Dynamic Panels with an Application to a Trade Gravity Model. (2011). Tsangarides, Charalambos ; Mirestean, Alin ; Chen, Huigang . In: IMF Working Papers. RePEc:imf:imfwpa:11/230.

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2011Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). Wunsch, Conny ; Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp5553.

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2011When, Where and How to Perform Efficiency Estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: IZA Discussion Papers. RePEc:iza:izadps:dp5997.

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2011A Long Memory Model with Normal Mixture GARCH. (2011). Cheung, Yin-Wong ; Chung, Sang-Kuck . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:517-539.

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2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel. (2011). ZOU, Benteng ; Goutte, Stéphane. In: CREA Discussion Paper Series. RePEc:luc:wpaper:11-16.

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2011Does Education Matter for Economic Growth?. (2011). Henderson, Daniel ; ChristopherF. Parmeter, ; Delgado, Michael S.. In: Working Papers. RePEc:mia:wpaper:2011-13.

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2011Bayesian Model Averaging in R. (2011). ChristopherF. Parmeter, ; Amini, Shahram . In: Working Papers. RePEc:mia:wpaper:2011-9.

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2011The Impacts of the Climate Change Levy on Manufacturing: Evidence from Microdata. (2011). Wagner, Ulrich ; Martin, Ralf ; de Preux, Laure. In: NBER Working Papers. RePEc:nbr:nberwo:17446.

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2011Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1101.

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2011Gasoline prices, gasoline consumption, and new-vehicle fuel economy: Evidence for a large sample of countries. (2011). Nishitateno, Shuhei ; Burke, Paul. In: Departmental Working Papers. RePEc:pas:papers:2011-15.

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2011Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: PIER Working Paper Archive. RePEc:pen:papers:11-037.

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2011When, where and how to perform efficiency estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: MPRA Paper. RePEc:pra:mprapa:33467.

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2011Dissent voting behavior of central bankers: what do we really know?. (2011). Zapal, Jan ; Smidkova, Katerina ; Rusnák, Marek ; Horvath, Roman. In: MPRA Paper. RePEc:pra:mprapa:34638.

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2011Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:35310.

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2011Mixtures of g-priors for Bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: MPRA Paper. RePEc:pra:mprapa:36817.

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2011Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis. (2011). Bayoumi, Tamim ; Bui, Trung . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2011-04.

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2011A sieve bootstrap range test for poolability in dependent cointegrated panels. (2011). Fachin, Stefano ; Di Iorio, Francesca. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20112.

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2011Forecasting the European Carbon Market. (2011). Tole, Lise ; Koop, Gary. In: Working Papers. RePEc:str:wpaper:1110.

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2011Increasing Returns to Scale in U.S. manufacturing industries: evidence from direct and reverse regression.. (2011). Chen, Xi. In: Working Papers of BETA. RePEc:ulp:sbbeta:2011-11.

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2011Sensitivity of matching-based program evaluations to the availability of control variables. (2011). Wunsch, Conny ; Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2011:05.

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2011Testing instrument validity in sample selection models. (2011). Mellace, Giovanni ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2011:45.

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2011Mixtures of g-priors for Bayesian Model Averaging with economic application. (2011). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5732.

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2011Efficient high-dimensional importance sampling in mixture frameworks. (2011). Kleppe, Tore ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201111.

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2011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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2011Early life conditions and financial risk-taking in older age. (2011). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto . In: CFS Working Paper Series. RePEc:zbw:cfswop:201128.

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2011Estimation issues in disaggregate gravity trade models. (2011). Brummer, Bernhard ; Prehn, Soren . In: DARE Discussion Papers. RePEc:zbw:daredp:1107.

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2011Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:18.

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