Citations ranking for series: Journal of Applied Econometrics / John Wiley & Sons, Ltd.

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

Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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

2.69

Impact Factor

2.89

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.16	0.09	0.14	25	25	13	0.52	533	55	9	94	13	(%)			0.03
1991	0.26	0.09	0.24	32	57	36	0.63	504	57	15	119	29	(%)	3	0.09	0.04
1992	0.26	0.09	0.27	41	98	43	0.44	1210	57	15	131	36	(%)	1	0.02	0.04
1993	0.12	0.1	0.2	34	132	41	0.31	1730	73	9	153	31	(%)	4	0.12	0.05
1994	0.21	0.11	0.24	34	166	64	0.39	454	75	16	164	40	(%)	1	0.03	0.05
1995	0.32	0.19	0.42	38	204	139	0.68	1242	68	22	166	70	(%)	4	0.11	0.07
1996	0.39	0.23	0.51	39	243	212	0.87	2290	72	28	179	92	(%)	10	0.26	0.09
1997	0.61	0.27	0.68	62	305	252	0.83	1255	77	47	186	127	(%)	6	0.1	0.09
1998	0.4	0.27	0.66	41	346	325	0.94	853	101	40	207	137	(%)	15	0.37	0.1
1999	0.41	0.31	0.6	34	380	360	0.95	1587	103	42	214	129	(%)	11	0.32	0.13
2000	0.8	0.39	0.97	38	418	541	1.29	1643	75	60	214	208	(%)	11	0.29	0.15
2001	1.14	0.41	1.05	43	461	645	1.4	2226	72	82	214	224	(%)	14	0.33	0.16
2002	1.22	0.43	1.12	32	493	780	1.58	917	81	99	218	244	(%)	27	0.84	0.19
2003	1.35	0.45	1.51	43	536	918	1.71	1859	75	101	188	283	(%)	23	0.53	0.19
2004	1.64	0.51	2.13	46	582	1250	2.15	1086	75	123	190	405	(%)	28	0.61	0.21
2005	1.69	0.54	2.13	51	633	1422	2.25	2022	89	150	202	431	(%)	70	1.37	0.22
2006	2.05	0.52	2.45	68	701	1646	2.35	1510	97	199	215	527	(%)	58	0.85	0.21
2007	1.73	0.45	2.05	63	764	1581	2.07	2106	119	206	240	491	(%)	66	1.05	0.18
2008	2.37	0.48	2.83	45	809	2200	2.72	783	131	310	271	766	(%)	39	0.87	0.2
2009	2.4	0.48	2.56	60	869	2130	2.45	794	108	259	273	698	(%)	41	0.68	0.19
2010	1.26	0.44	2.23	53	922	2004	2.17	1024	105	132	287	639	(%)	58	1.09	0.16
2011	2.12	0.53	2.42	57	979	2441	2.49	617	113	240	289	700	(%)	73	1.28	0.21
2012	2.51	0.58	3	57	1036	2881	2.78	377	110	276	278	833	(%)	41	0.72	0.22
2013	1.97	0.71	2.64	56	1092	3497	3.2	424	114	225	272	717	(%)	75	1.34	0.25
2014	2.69	0.81	2.89	62	1154	3619	3.14	222	113	304	283	817	(%)	68	1.1	0.28

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

[Click on heading to sort table]

Year	Title	Cited
2001	Bounds testing approaches to the analysis of level relationships. (2001). Shin, Yongcheol . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326. Full description at Econpapers \|\| Download paper	1322
2003	Computation and analysis of multiple structural change models. (2003). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	914
2007	A simple panel unit root test in the presence of cross-section dependence. (2007). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312. Full description at Econpapers \|\| Download paper	714
2000	Mixed MNL models for discrete response. (2000). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470. Full description at Econpapers \|\| Download paper	613
1996	Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18. Full description at Econpapers \|\| Download paper	576
1999	Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Haug, Alfred A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77. Full description at Econpapers \|\| Download paper	543
1996	Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32. Full description at Econpapers \|\| Download paper	484
2006	Multivariate GARCH models: a survey. (2006). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109. Full description at Econpapers \|\| Download paper	474
1993	Indirect Inference.. (1993). Renault, E. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118. Full description at Econpapers \|\| Download paper	431
1993	Detrending, Stylized Facts and the Business Cycle.. (1993). Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47. Full description at Econpapers \|\| Download paper	418
2005	Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465. Full description at Econpapers \|\| Download paper	410
2005	Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54. Full description at Econpapers \|\| Download paper	368
1992	Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36. Full description at Econpapers \|\| Download paper	351
1995	Convergence in International Output.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108. Full description at Econpapers \|\| Download paper	334
2007	Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, Vanessa L.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38. Full description at Econpapers \|\| Download paper	296
1986	Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53. Full description at Econpapers \|\| Download paper	281
2009	What are the effects of fiscal policy shocks?. (2009). Mountford, Andrew ; Uhlig, Harald . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992. Full description at Econpapers \|\| Download paper	258
2000	Loss function-based evaluation of DSGE models. (2000). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670. Full description at Econpapers \|\| Download paper	248
1997	Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132. Full description at Econpapers \|\| Download paper	225
1992	The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82. Full description at Econpapers \|\| Download paper	224
1995	Multiple Regimes and Cross-Country Growth Behaviour.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84. Full description at Econpapers \|\| Download paper	217
1993	Common Trends and Common Cycles.. (1993). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60. Full description at Econpapers \|\| Download paper	216
2001	Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576. Full description at Econpapers \|\| Download paper	214
2005	A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889. Full description at Econpapers \|\| Download paper	209
1989	The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21. Full description at Econpapers \|\| Download paper	202
1993	Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84. Full description at Econpapers \|\| Download paper	202
1999	Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510. Full description at Econpapers \|\| Download paper	190
1990	Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Han, Aaron ; Hausman, Jerry A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28. Full description at Econpapers \|\| Download paper	189
1996	The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61. Full description at Econpapers \|\| Download paper	188
1995	A Nonlinear Approach to US GNP.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25. Full description at Econpapers \|\| Download paper	188
2010	Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Banbura, Marta . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92. Full description at Econpapers \|\| Download paper	179
2003	A new coincident index of business cycles based on monthly and quarterly series. (2003). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443. Full description at Econpapers \|\| Download paper	173
2005	Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183. Full description at Econpapers \|\| Download paper	173
2003	Does peer ability affect student achievement?. (2003). Markman, Jacob M. ; Rivkin, Steven G. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544. Full description at Econpapers \|\| Download paper	169
1997	Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92. Full description at Econpapers \|\| Download paper	168
2002	New frontiers for arch models. (2002). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446. Full description at Econpapers \|\| Download paper	155
1996	Stock Market Volatility and the Business Cycle.. (1996). Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93. Full description at Econpapers \|\| Download paper	150
1991	Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert J. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24. Full description at Econpapers \|\| Download paper	148
1999	Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22. Full description at Econpapers \|\| Download paper	147
2004	The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503. Full description at Econpapers \|\| Download paper	145
2005	What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207. Full description at Econpapers \|\| Download paper	134
2008	From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327. Full description at Econpapers \|\| Download paper	132
2010	What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573. Full description at Econpapers \|\| Download paper	127
2005	The transmission of US shocks to Latin America. (2005). Canova, Fabio . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251. Full description at Econpapers \|\| Download paper	126
2000	The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58. Full description at Econpapers \|\| Download paper	124
1993	Threshold Arch Models and Asymmetries in Volatility.. (1993). Rabemananjara, R. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:1:p:31-49. Full description at Econpapers \|\| Download paper	118
2002	A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508. Full description at Econpapers \|\| Download paper	116
1996	Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40. Full description at Econpapers \|\| Download paper	116
2002	Estimating quadratic variation using realized variance. (2002). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477. Full description at Econpapers \|\| Download paper	116
1989	Diagnostic Tests for Models Based on Individual Data: A Survey.. (1989). Vella, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59. Full description at Econpapers \|\| Download paper	113

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

Year	Title	Cited
2001		539
2007		363
2003		309
1996		241
2000		187
2006		168
1999		154
2005		151
1996		150
2005		139
2009		128
2010		123
2007		123
1993		99
2010		90
2005		82
1997		78
2003		71
1993		71
1992		68
2008		65
1993		62
2014	THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL. (2014). Murphy, Daniel P. ; Kilian, Lutz . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:29:y:2014:i:3:p:454-478. Full description at Econpapers \|\| Download paper	61
1995		58
2013	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, Andre ; Koopman, Siem Jan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795. Full description at Econpapers \|\| Download paper	57
2005		57
1992		52
1995		52
1986		50
2001		49
2013	Macroeconomic forecasting and structural change. (2013). D'Agostino, Antonello ; Gambetti, Luca . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101. Full description at Econpapers \|\| Download paper	49
2002		48
1999		47
2010		45
2012	Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Shek, Howard Howan ; Hansen, Peter Reinhard . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906. Full description at Econpapers \|\| Download paper	43
2013	THE ROLE OF TIMEâVARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET. (2013). . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:7:p:1087-1109. Full description at Econpapers \|\| Download paper	42
2011	Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Fratzscher, Marcel ; Rigobon, Roberto . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974. Full description at Econpapers \|\| Download paper	41
2013	Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary M.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203. Full description at Econpapers \|\| Download paper	41
2010		41
1996		40
2000		40
1999		40
2007		39
2005		39
2003		38
1998		38
1996		37
2003		37
2004		36
2011	Default priors and predictive performance in Bayesian model averaging, with application to growth determinants. (2011). Raftery, Adrian E. ; Eicher, Theo S.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55. Full description at Econpapers \|\| Download paper	36

Citing documents used to compute impact factor 304:

[Click on heading to sort table]

Year	Title	See
2014	Expectation-Driven Cycles: Time-varying Effects. (2014). D'Agostino, Antonello ; Mendicino, Caterina . In: MPRA Paper. RePEc:pra:mprapa:53607. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECBs OMT Program. (2014). Hristov, Nikolay ; Wollmershauser, Timo ; Hulsewig, Oliver . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4628. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. (2014). Barnett, Alina ; Theodoridis, Konstantinos ; Mumtaz, Haroon . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:129-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Jebabli, Ikram ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Reduced-rank time-varying vector autoregressions. (2014). de Wind, Joris ; Gambetti, Luca . In: CPB Discussion Paper. RePEc:cpb:discus:270. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Understanding and forecasting aggregate and disaggregate price dynamics. (2014). Agostino, Antonello D ; Bermingham, Colin ; DAgostino, Antonello . In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:765-788. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:426-448. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Working Papers. RePEc:qmw:qmwecw:wp720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Have standard VARs remained stable since the crisis?. (2014). Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano ; Aastveit, Knut Are . In: Working Paper. RePEc:bno:worpap:2014_13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The pricing of G7 sovereign bond spreads â The times, they are a-changin. (2014). Agostino, Antonello D ; DAgostino, Antonello . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:155-176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new index of financial conditions. (2014). . In: European Economic Review. RePEc:eee:eecrev:v:71:y:2014:i:c:p:101-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Jebabli, Ikram ; Arouri, Mohamed . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:66-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Karathanasopoulos, Andreas ; BREITNER, MICHAEL H. ; Theofilatos, Konstantinos ; Mettenheim, Hans-Jorg ; Sermpinis, Georgios ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Karatahansopoulos, Andreas ; Laws, Jason ; Sermpinis, Georgios ; Dunis, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program. (2014). Hristov, Nikolay ; Wollmershauser, Timo ; Siemsen, Thomas ; Hulsewig, Oliver . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100280. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models. (2014). Giacomini, Raffaella . In: Economics Working Papers. RePEc:upf:upfgen:1476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Kneip, Alois ; Bada, Oualid . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How to Stimulate Single Mothers on Welfare to Find a Job; Evidence from a Natural Experiment. (2014). van Ours, Jan C. ; Knoef, Marike . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4804. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How to Stimulate Single Mothers on Welfare to Find a Job: Evidence from a Natural Experiment. (2014). van Ours, Jan C. ; Knoef, Marike . In: IZA Discussion Papers. RePEc:iza:izadps:dp8188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Job Search Behaviour and Time Preferences: Testing Exponential Versus Hyperbolic Discounting. (2014). Plantenga, Janneke ; Huizen, Thomas . In: De Economist. RePEc:kap:decono:v:162:y:2014:i:3:p:223-245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The labour market impacts of a youth guarantee: lessons for Europe?. (2014). Tuomala, Juha ; Hamalainen, Ulla . In: Working Papers. RePEc:fer:wpaper:60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How to Stimulate Single Mothers on Welfare to Find a Job : Evidence from a Natural Experiment. (2014). van Ours, J. C. ; Knoef, M. G.. In: Discussion Paper. RePEc:tiu:tiucen:e1759059-2c55-4269-8131-14bd20794ce3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of monitoring and sanctioning on unemployment exit and job-finding rates. (2014). McVicar, Duncan . In: IZA World of Labor. RePEc:iza:izawol:journl:y:2014:n:49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Vivian, Andrew ; Jordan, Steven J. ; Wohar, Mark E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Workplace Training Programs: Instruments for Human Capital Improvements or Screening Devices?. (2014). Brunetti, Irene ; Corsini, Lorenzo . In: MPRA Paper. RePEc:pra:mprapa:55943. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	From 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Social learning and health insurance enrollment: Evidence from Chinas New Cooperative Medical Scheme. (2014). Liu, Hong ; Zhao, Zhong ; Sun, QI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:97:y:2014:i:c:p:84-102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A theory of vintage capital investment and energy use. (2014). Diaz, Antonia . In: Economics Working Papers. RePEc:cte:werepe:we1320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing the evolution of crude oil market efficiency: Data have the conn. (2014). Zhang, Bing ; He, Fei . In: Energy Policy. RePEc:eee:enepol:v:68:y:2014:i:c:p:39-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy. (2014). Bagnai, Alberto ; Christian Alexander Mongeau Ospina, . In: a/ Policy Briefs Series. RePEc:ais:pbrief:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time Varying Fiscal Multipliers in Germany. (2014). Berg, Tim Oliver . In: MPRA Paper. RePEc:pra:mprapa:57223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Commodity-Price Comovement and Global Economic Activity. (2014). Alquist, Ron . In: NBER Working Papers. RePEc:nbr:nberwo:20003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Historical energy price shocks and their changing effects on the economy. (2014). van de Ven, Dirk-Jan ; Fouquet, Roger . In: GRI Working Papers. RePEc:lsg:lsgwps:wp153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fuel subsidies, the oil market and the world economy. (2014). Balke, Nathan S.. In: Working Papers. RePEc:fip:feddwp:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). de los Rios, Antonio Diez ; Alquist, Ron ; Bauer, Gregory . In: Staff Working Papers. RePEc:bca:bocawp:14-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	THE US DOLLAR EXCHANGE RATE AND THE DEMAND FOR OIL. (2014). De Schryder, Selien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:14/893. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How do oil producers respond to oil demand shocks?. (2014). Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Maziar ; Cashin, Paul . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and agricultural commodity prices. (2014). Wu, Chongfeng ; Wang, Yudong ; Yang, LI. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil Price Shocks: Causes and Consequences. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9823. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil Price Volatility and the Role of Speculation. (2014). Pescatori, Andrea ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:14/218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Speculation in the Oil Market. (2014). Juvenal, Luciana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9808. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How macroeconomic imbalances interact? Evidence from a panel VAR analysis. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?. (2014). Gnimassoun, Blaise ; Coulibaly, Issiaka . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:208-226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	External Sustainability and Gross Positions: are Brazilian external accounts sustainable?. (2014). JoÃ£o Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the changes in the sustainability of European external debt: what have we learned. (2014). Cuestas, Juan Carlos ; Regis, Paolo Jose ; Gil-Alana, Luis A.. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2014-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Twin deficits in Greece in search of causality.. (2014). Schoder, Christian ; Nikiforos, Michaelis ; Carvalho, Laura . In: IMK Working Paper. RePEc:imk:wpaper:143-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Timmermann, Allan G ; Valkanov, Rossen ; Pettenuzzo, Davide . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting German Key Macroeconomic Variables Using Large Dataset Methods. (2014). . In: Kiel Working Papers. RePEc:kie:kieliw:1925. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions. (2014). Morel, Louis ; Leboeuf, Maxime . In: Discussion Papers. RePEc:bca:bocadp:14-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Timmermann, Allan ; Valkanov, Rossen ; Pettenuzzo, Davide . In: Working Papers. RePEc:brd:wpaper:76. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Density forecasts with MIDAS models. (2014). . In: Working Papers. RePEc:bny:wpaper:0021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multi-Country Approach to Forecasting Output Growth Using PMIs. (2014). Chudik, Alexander ; Grossman, Valerie ; Pesaran, Hashem M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A multi-country approach to forecasting output growth using PMIs. (2014). Grossman, Valerie . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100289. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components. (2014). Hindrayanto, Irma ; Koopman, Siem Jan ; de Winter, Jasper . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combined Density Nowcasting in an Uncertain Economic Environment. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140152. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mixed frequency structural VARs. (2014). Foroni, Claudia ; Marcellino, Massimiliano . In: Working Paper. RePEc:bno:worpap:2014_01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange Rate Predictability in a Changing World. (2014). . In: Working Papers. RePEc:gla:glaewp:2014_03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange Rate Predictability in a Changing World. (2014). . In: Papers. RePEc:arx:papers:1403.0627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange Rate Predictability in a Changing World. (2014). . In: MPRA Paper. RePEc:pra:mprapa:53684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange Rate Predictability in a Changing World. (2014). Byrne, Joseph P. ; Ribeiro, Pinho J.. In: Working Paper Series. RePEc:rim:rimwps:06_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is the Rand Really Decoupled from Economic Fundamentals?. (2014). Jooste, Charl . In: Working Papers. RePEc:pre:wpaper:201439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Byrne, Joseph P. ; Ribeiro, Pinho J.. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho J. ; Korobilis, Dimitris ; Byrne, Joseph P.. In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate rotated ARCH models. (2014). Noureldin, Diaa ; Shephard, Neil ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:16-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exponential Smoothing, Long Memory and Volatility Prediction. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exponential Smoothing, Long Memory and Volatility Prediction. (2014). . In: CEIS Research Paper. RePEc:rtv:ceisrp:319. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Macroeconomic Impacts of Natural Disasters: The Case of Floods. (2014). . In: Land Economics. RePEc:uwp:landec:v:90:y:2014:i:1:p:149-168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Natural disasters and macroeconomic performance: The role of residential investment. (2014). Strulik, Holger . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of floods on firms performance. (2014). Coelli, F. ; Manasse, P.. In: Working Papers. RePEc:bol:bodewp:wp946. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Weather Conditions and Economic Growth - Is Productivity Hampered by Climate Change?. (2014). Lee, Daniel ; Brenner, Thomas . In: Working Papers on Innovation and Space. RePEc:pum:wpaper:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Floods and spillovers: Households after the 2011 great flood in Thailand. (2014). Noy, Ilan ; Patel, Pooja . In: Working Paper Series. RePEc:vuw:vuwecf:3609. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Natural disasters impact, factors of resilience and development: A meta-analysis of the macroeconomic literature. (2014). Lazzaroni, Sara ; van Bergeijk, Peter A. G., ; Vanbergeijk, Peter A. G., . In: Ecological Economics. RePEc:eee:ecolec:v:107:y:2014:i:c:p:333-346. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Naturally negative: The growth effects of natural disasters. (2014). Felbermayr, Gabriel ; Groschl, Jasmin . In: Journal of Development Economics. RePEc:eee:deveco:v:111:y:2014:i:c:p:92-106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Natural disasters and macroeconomic performance: The role of residential investment. (2014). . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:194r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Piracy and music sales: The effects of an anti-piracy law. (2014). Adermon, Adrian ; Liang, Che-Yuan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:105:y:2014:i:c:p:90-106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting Collusion in Spatially Differentiated Markets. (2014). Kugler, Agnes . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2014:i:479. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting Collusion in Spatially Differentiated Markets. (2014). Kugler, Agnes ; Firgo, Matthias . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Job Search Behaviour and Job Search Success of the Unemployed. (2014). Weber, Andrea ; Eppel, Rainer ; Mahringer, Helmut . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2014:i:471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor market transitions after layoffs: the role of occupational skills. (2014). Backes-Gellner, Uschi . In: Economics of Education Working Paper Series. RePEc:iso:educat:0103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Extending Unemployment Benefits Improve Job Quality?. (2014). . In: NRN working papers. RePEc:jku:nrnwps:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unemployment compensation and unemployment duration before and after the German Hartz IV reform. (2014). Weber, Michael ; Nagl, Wolfgang . In: Ifo Working Paper Series. RePEc:ces:ifowps:_186. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unemployment benefits and job match quality. (2014). Tatsiramos, Konstantinos . In: IZA World of Labor. RePEc:iza:izawol:journl:y:2014:n:44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach. (2014). Anna Sanz-de-Galdeano, ; Georgarakos, Dimitris . In: CSEF Working Papers. RePEc:sef:csefwp:382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach. (2014). Georgarakos, Dimitris ; Sanz-de-Galdeano, Anna, . In: IZA Discussion Papers. RePEc:iza:izadps:dp8635. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What drives the association between health and portfolio choice?. (2014). Kronenberg, C. ; Rohde, K. I. M.;, ; van Kippersluis, H.. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:14/27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of health insurance on stockholding: A regression discontinuity approach. (2014). Georgarakos, Dimitris ; Sanz-de-Galdeano, Anna, . In: CFS Working Paper Series. RePEc:zbw:cfswop:488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawe . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility jumps and their economic determinants. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci ; Caporin, Massimiliano . In: CREATES Research Papers. RePEc:aah:create:2014-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Chasing volatility - A persistent multiplicative error model with jumps. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Score driven asymmetric stochastic volatility models. (2014). Ruiz, Esther ; Mao, Xiuping . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142618. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. (2014). Kristensen, Johannes Tang . In: CREATES Research Papers. RePEc:aah:create:2014-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing against Changing Correlation. (2014). Harvey, Andrew ; Thiele, Stephen . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Crosby, John ; Zhao, Yang ; Kim, Minjoo ; Cerrato, Mario . In: Working Papers. RePEc:gla:glaewp:2014_17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Parameter Instability in Competing Modeling Frameworks. (2014). Lucas, Andre ; Koopman, Siem Jan ; Calvori, Francesco ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Information Theoretic Optimality of Observation Driven Time Series Models. (2014). André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, and Andre ; Koopman, Siem Jan ; Bazzi, Marco ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140072. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties. (2014). and André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities. (2014). Opschoor, Anne ; van der Wel, Michel ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Formulations for Nonlinear Autoregressive Processes. (2014). André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition. (2014). Zhao, Lin ; van Wijnbergen, Sweder . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas. (2014). Kim, Minjoo ; Crosby, John ; Cerrato, Mario ; Zhao, Yang . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:613. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do We Need Ultra-High Frequency Data to Forecast Variances?. (2014). Banulescu, Georgiana-Denisa . In: Working Papers. RePEc:hal:wpaper:halshs-01078158. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero M.. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Same as it ever was? Europes national borders and the market for corporate control. (2014). Umber, Marc P. ; Frey, Rainer ; Grote, Michael H.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:109-127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Convergence as a heterogeneous process: what can be learnt about convergence in EMU from regional experiences?. (2014). . In: Empirica. RePEc:kap:empiri:v:41:y:2014:i:2:p:129-151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan G ; Pettenuzzo, Davide ; Gargano, Antonio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Timmermann, Allan ; Pettenuzzo, Davide ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the âblockingâ approach.. (2014). Pluyaud, B. ; Brunhes-Lesage, V. ; Darne, O.. In: Working papers. RePEc:bfr:banfra:473. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multi-step forecasting in the presence of breaks. (2014). Hannikainen, Jari . In: MPRA Paper. RePEc:pra:mprapa:55816. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael P. ; Castle, Jennifer . In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Missing 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wage Determination and Imperfect Competition. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wage Determination and Imperfect Competition. (2014). . In: IZA Discussion Papers. RePEc:iza:izadps:dp8034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor demand research: Toward a better match between better theory and better data. (2014). Addison, John T. ; Portugal, Pedro ; Varejo, Jose . In: Labour Economics. RePEc:eee:labeco:v:30:y:2014:i:c:p:4-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wage determination and imperfect competition. (2014). Booth, Alison L.. In: Labour Economics. RePEc:eee:labeco:v:30:y:2014:i:c:p:53-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2014). Pesaran, Hashem M. ; Smith, Ron P. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Strachan, Rodney W. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with dimension switching VARs. (2014). Koop, Gary . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:280-290. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Slowdown in Residential Investment and Future Prospects. (2014). Zaman, Saeed . In: Economic Commentary. RePEc:fip:fedcec:00014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: MPRA Paper. RePEc:pra:mprapa:58131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). . In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:str:wpaper:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). Clark, Todd E.. In: Working Paper. RePEc:fip:fedcwp:1413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael W. ; Clark, Todd E.. In: Working Papers. RePEc:fip:fedlwp:2014-025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2014_10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: Working Paper Series. RePEc:rim:rimwps:39_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2014). Carriero, Andrea ; Clark, Todd . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9848. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006). (2014). . In: MPRA Paper. RePEc:pra:mprapa:67111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Development Aid and Growth in Transition Economies. (2014). Askarov, Zohid . In: Economics Series. RePEc:dkn:econwp:eco_2014_5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Aid and Institutions in Transition Economies. (2014). Askarov, Zohid . In: Economics Series. RePEc:dkn:econwp:eco_2014_8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What is the aggregate economic rate of return to foreign aid?. (2014). Arndt, Channing ; Jones, Sam . In: Working Papers. RePEc:unu:wpaper:wp2014-089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Malthus living in a slum: Urban concentration, infrastructures and economic growth. (2014). Castells-Quintana, David . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa14p1175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial Concentration of Military Dictatorships in Sub-Saharan Africa (1977-2007). (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A simple root-N-consistent semiparametric estimator for discrete duration models. (2014). Rilstone, Paul ; Reza, Sadat . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:150-154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the degree of homogeneity in dynamic heterogeneous panel data models. (2014). Offermanns, Christian J.. In: Discussion Papers. RePEc:zbw:fubsbe:201425. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Unemployment Structure and New Firm Formation. (2014). Niebuhr, Annekatrin ; Dohse, Dirk Christian ; Audretsch, David B.. In: Kiel Working Papers. RePEc:kie:kieliw:1924. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Persistence Bias and Schooling Returns. (2014). . In: IZA Discussion Papers. RePEc:iza:izadps:dp8143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Government, venture capital and the growth of European high-tech entrepreneurial firms. (2014). Grilli, Luca ; Murtinu, Samuele . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:9:p:1523-1543. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Historical Development. (2014). Nunn, Nathan . In: Handbook of Economic Growth. RePEc:eee:grochp:2-347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	In Search of a Risk-free Asset. (2014). Yankov, Vladimir . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-108. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models. (2014). Senney, Garrett T.. In: Working Papers. RePEc:osu:osuewp:14-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Search costs and equilibrium price dispersion in auction markets. (2014). Schneider, Henry S. ; Backus, Matthew R. ; Podwol, Joseph Uri . In: European Economic Review. RePEc:eee:eecrev:v:71:y:2014:i:c:p:173-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bounding Treatment Effects: Stata Command for the Partial Identification of the Average Treatment Effect with Endogenous and Misreported Treatment Assignment. (2014). Millimet, Daniel L. ; Roy, Manan ; McCarthy, Ian M.. In: Emory Economics. RePEc:emo:wp2003:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are the Children of Uneducated Farmers Doubly Doomed? Farm, Nonfarm and Intergenerational Educational Mobility in Rural China. (2014). Sun, Yan . In: MPRA Paper. RePEc:pra:mprapa:59230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Integrating psychometric indicators in latent class choice models. (2014). Glerum, Aurelie ; Hurtubia, Ricardo ; Nguyen, My Hang ; Bierlaire, Michel . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:64:y:2014:i:c:p:135-146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Retaining rural doctors: Doctors preferences for rural medical workforce incentives. (2014). Scott, Anthony ; McGrail, Matthew ; Witt, Julia ; Humphreys, John ; Li, Jinhu . In: Social Science & Medicine. RePEc:eee:socmed:v:121:y:2014:i:c:p:56-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large Bayesian VARMAs. (2014). Eisenstat, Eric ; Joshua C C Chan, ; Joshua C C Chan, ; Koop, Gary . In: Working Papers. RePEc:str:wpaper:1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic distribution of the EPMS estimator for financial derivatives pricing. (2014). Huang, Shih-Feng ; Tu, Ya-Ting . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:73:y:2014:i:c:p:129-145. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate rotated ARCH models. (2014). Noureldin, Diaa ; Shephard, Neil ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:16-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . In: CREATES Research Papers. RePEc:aah:create:2014-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Brownlees, Christian T. ; Gallo, Giampiero M. ; Veredas, David . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution. (2014). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki ; Shoji, Masahiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf921. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Discrete 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. (2014). Brownlees, Christian ; Gallo, Giampiero M. ; Veredas, David . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:364-384. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework. (2014). BRAIONE, Manuela . In: CORE Discussion Papers. RePEc:cor:louvco:2014059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantiles of the realized stockâbond correlation and links to the macroeconomy. (2014). Christiansen, Charlotte ; Aslanidis, Nektarios . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:321-331. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. (2014). Christiansen, Charlotte ; Lambertides, Neophytos ; Aslanidis, Nektarios ; Savva, Christos S.. In: CREATES Research Papers. RePEc:aah:create:2014-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Panel Data Gravity Models of International Trade. (2014). Baltagi, Badi H. ; Egger, Peter ; Pfaffermayr, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4616. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Spatial 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Foreign Direct Investment and Trade: A Bi-directional Gravity Approach. (2014). Rodriguez-Crespo, Ernesto ; Harach, Monika . In: Kiel Advanced Studies Working Papers. RePEc:kie:kieasw:467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options. (2014). Violante, Franceso ; Stentoft, Lars ; Rombouts, Jeroen . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:78-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variance targeting estimation of multivariate GARCH models. (2014). Francq, Christian ; Horvath, Lajos ; Zakoian, Jean-Michel . In: MPRA Paper. RePEc:pra:mprapa:57794. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). . In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is it possible to break the Â«curse of dimensionalityÂ»? Spatial specifications of multivariate volatility models. (2014). Lakshina, Valeriya . In: Applied Econometrics. RePEc:ris:apltrx:0249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new set of improved Value-at-Risk backtests. (2014). Ziggel, Daniel ; WeiÃ, Gregor N. F., ; Berens, Tobias ; Wied, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:29-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining the rank order of invasive plants by stakeholder groups. (2014). PEREZ-ALONSO, Alicia ; Chas-Amil, Maria L. ; Dehnen-Schmutz, Katharina ; Touza, Julia . In: Ecological Economics. RePEc:eee:ecolec:v:105:y:2014:i:c:p:330-341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Toward obtaining a consistent estimate of the elasticity of taxable income using difference-in-differences. (2014). . In: Journal of Public Economics. RePEc:eee:pubeco:v:117:y:2014:i:c:p:90-103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Real Financial Market Exchange Rates and Capital Flows. (2014). . In: Kiel Working Papers. RePEc:kie:kieliw:1946. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael . In: Discussion Papers. RePEc:yor:yorken:14/17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange. (2014). Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2013-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized Volatility as an Instrument to Official Intervention. (2014). JoÃ£o Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Uncertainty and Economic Activity: A Global Perspective. (2014). Rebucci, Alessandro ; Pesaran, Hashem ; Cesa-Bianchi, Ambrogio . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero M.. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extended 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Uncertainty and Economic Activity: A Global Perspective. (2014). Rebucci, Alessandro ; Pesaran, Hashem M. ; Cesa-Bianchi, Ambrogio . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4736. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Uncertainty and Economic Activity: A Global Perspective. (2014). Rebucci, Alessandro ; Pesaran, Hashem M. ; Cesa-Bianchi, Ambrogio . In: IDB Publications (Working Papers). RePEc:idb:brikps:86257. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized volatility models and alternative Value-at-Risk prediction strategies. (2014). Refenes, Apostolos P. ; Xanthopoulos-Sisinis, Spyros ; Louzis, Dimitrios P.. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:101-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting gains of robust realized variance estimators: evidence from European stock markets. (2014). Sharma, Prateek . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00886. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Option Valuation with Observable Volatility and Jump Dynamics. (2014). Feunou, Bruno ; Jeon, Yoontae ; Christoffersen, Peter . In: CREATES Research Papers. RePEc:aah:create:2015-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution. (2014). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2014cf949. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling the daily electricity price volatility with realized measures. (2014). Frommel, Michael ; Han, Xing ; Kratochvil, Stepan . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:492-502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities. (2014). Opschoor, Anne ; van der Wel, Michel ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Risk Return Relationship: Evidence from Index Return and Realised Variance Series. (2014). Yang, Minxian . In: Discussion Papers. RePEc:swe:wpaper:2014-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Aggregation and Labor Supply Elasticities. (2014). Merz, Monika . In: 2014 Meeting Papers. RePEc:red:sed014:51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dissecting the Act of God: An Exploration of the Effect of Religion on Economic Activity. (2014). Litina, Anastasia . In: MPRA Paper. RePEc:pra:mprapa:56267. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Institutional and structural determinants of investment worldwide. (2014). Lim, Jamus Jerome . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:41:y:2014:i:c:p:160-177. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Public debt and economic growth: Is there a causal effect?. (2014). Presbitero, Andrea F.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:41:y:2014:i:c:p:21-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian . In: Working Papers. RePEc:onb:oenbwp:189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	N Sync: how do countries economies move together?. (2014). Graham, James . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2014/04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and practice of GVAR modeling. (2014). . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Chudik, Alexander ; Pesaran, Hashem . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with Bayesian Global Vector Autoregressions. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo-Cuaresma, Jesus . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa14p25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distribution-Free Structural Estimation with Nonlinear Budget Sets. (2014). Liang, Che-Yuan . In: Working Paper Series, Center for Fiscal Studies. RePEc:hhs:uufswp:2014_004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5088. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Evolution of Bank Boards of Directors in New York, 1840â1950. (2014). White, Eugene N. ; Bodenhorn, Howard . In: NBER Chapters. RePEc:nbr:nberch:13135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Evolution of Bank Boards of Directors in New York, 1840-1950. (2014). Bodenhorn, Howard . In: NBER Working Papers. RePEc:nbr:nberwo:20078. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	THE EVOLUTION OF BANK BOARDS OF DIRECTORS IN NEW YORK, 1840-1950. (2014). White, Eugene ; Bodenhorn, Howard . In: Departmental Working Papers. RePEc:rut:rutres:201404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawe . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Parameter Instability in Competing Modeling Frameworks. (2014). Lucas, Andre ; Koopman, Siem Jan ; Calvori, Francesco ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Multiple Regimes in Growth Volatility. (2014). Kourtellos, Andros ; Stylianou, Ioanna ; Tan, Chih Ming . In: Working Paper Series. RePEc:rim:rimwps:09_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Who benefits from regional trade agreements? The view from the stock market. (2014). Moser, Christoph . In: European Economic Review. RePEc:eee:eecrev:v:68:y:2014:i:c:p:31-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Determinants of Intergenerational Mobility in the Land of Opportunity. (2014). Kourtellos, Andros ; Marr, Christa . In: Working Paper Series. RePEc:rim:rimwps:20_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Determinants of Intergenerational Mobility in the Land of Opportunity. (2014). Kourtellos, Andros ; Marr, Christa ; Tan, Chih Ming . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:07-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do we really know that trade agreements increase trade?. (2014). Kohl, Tristan . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:150:y:2014:i:3:p:443-469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trade and civil conflict : revisiting the cross-country evidence. (2014). Mulabdic, Alen . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trade Creation and Diversion Under the Thailand-Australia Free Trade Agreement (TAFTA). (2014). M A B Siddique, ; Milton, Sally . In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:14-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Fujii, Hidemichi ; Managi, Shunsuke ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Competition, R&D and innovation: testing the inverted-U in a simultaneous system. (2014). Woerter, Martin . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:24:y:2014:i:3:p:653-687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Dynamics of Social Assistance Benefit Receipt in Germany: State Dependence before and after the Hartz Reforms. (2014). Konigs, Sebastian . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp628. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Dynamics of Social Assistance Benefit Receipt in Germany: State Dependence Before and After the Hartz Reforms. (2014). Konigs, Sebastian . In: IZA Discussion Papers. RePEc:iza:izadps:dp7977. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Olympic Games: No legacy for sports. (2014). Contreras, Jose L.. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:268-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time aggregation and state dependence in welfare receipt. (2014). Brinch, Christian N. ; Konigs, Sebastian . In: Discussion Papers. RePEc:ssb:dispap:771. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How may the nature of family firms explain the decisions concerning international diversification?. (2014). Usero, Belen ; Sanchez-Bueno, Maria J.. In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:7:p:1311-1320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Differentiation in demand with different food retail formats. (2014). Widenhorn, Andreas ; Salhofer, Klaus . In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia. RePEc:ags:eaae14:182777. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The copula based on multivariate t-distribution with vector of degrees of freedom. (2014). Balaev, Alexey . In: Applied Econometrics. RePEc:ris:apltrx:0231. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). Feldkircher, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Dhaene, Geert ; Jochmans, Koen . In: Sciences Po Economics Discussion Papers. RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Dhaene, Geert . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Persistence Bias and Schooling Returns. (2014). . In: IZA Discussion Papers. RePEc:iza:izadps:dp8143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). . In: Working Papers. RePEc:hal:wpaper:hal-01070553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Big and Tall: Is there a Height Premium or Obesity Penalty in the Labor Market?. (2014). . In: IZA Discussion Papers. RePEc:iza:izadps:dp8606. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Greenness versus safety in vehicle footprint selection. (2014). Wagner, Jeffrey ; Kinler, Kyle . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:1:p:35-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic fluctuations and motorcycle fatalities in the U.S.. (2014). French, Michael T.. In: Social Science & Medicine. RePEc:eee:socmed:v:104:y:2014:i:c:p:187-193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Successful Scientific Replication and Extension of Levitt (2008): Child Seats Are Still No Safer than Seat Belts. (2014). NicolasR. Ziebarth, . In: IZA Discussion Papers. RePEc:iza:izadps:dp8590. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shedding light on the appropriateness of the (high) gasoline tax level in Germany. (2014). Tscharaktschiew, Stefan . In: Economics of Transportation. RePEc:eee:ecotra:v:3:y:2014:i:3:p:189-210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Dissimilarity. (2014). Zoli, Claudio ; Andreoli, Francesco . In: Working Papers. RePEc:ver:wpaper:23/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Vivian, Andrew ; Jordan, Steven J. ; Wohar, Mark E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2014). Lindner, Axel ; El-Shagi, Makram ; von Schweinitz, Gregor . In: IWH Discussion Papers. RePEc:iwh:dispap:6-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Property taxes and home prices: A tale of two cities. (2014). Bai, Chongen ; Li, Qi ; Ouyang, Min . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:1:p:1-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Gobillon, Laurent ; Magnac, Thierry . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The relationship between panel and synthetic control estimators of the effect of civil war. (2014). Eliay, Leandro . In: BCAM Working Papers. RePEc:bbk:bbkcam:1406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new perspective on the issue of selection bias in randomized controlled field experiments. (2014). James, Jonathan ; Belot, Michele . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:326-328. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2014). Schmidt, Klaus ; Zeithammer, Robert ; Spann, Martin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5069. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	PREFERENCES 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial Shocks and Optimal Monetary Policy Rules. (2014). VERONA, FABIO ; Manuel M. F. Martins, ; Drumond, Ines . In: CEF.UP Working Papers. RePEc:por:cetedp:1402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Preferences 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: Journal of Policy Modeling. RePEc:eee:jpolmo:v:36:y:2014:i:5:p:824-839. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?. (2014). Debortoli, Davide ; Nunes, Ricardo . In: 2014 Meeting Papers. RePEc:red:sed014:1043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	When Is The Best Time To Give Birth - Career Effects Of Early Birth Decisions. (2014). Pamminger, Christoph ; Fruhwirth-Schnatter, Sylvia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	When Is the Best Time to Give Birth?. (2014). Weber, Andrea ; Fruhwirth-Schnatter, Sylvia ; Winter-Ebmer, Rudolf ; Pamminger, Christoph . In: IZA Discussion Papers. RePEc:iza:izadps:dp8396. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	K-state switching models with time-varying transition distributions â Does credit growth signal stronger effects of variables on inflation?. (2014). Kaufmann, Sylvia . In: Working Papers. RePEc:szg:worpap:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	When Is The Best Time To Give Birth?. (2014). Pamminger, Christoph ; Fruhwirth-Schnatter, Sylvia ; Winter-Ebmer, Rudolf . In: Economics Series. RePEc:ihs:ihsesp:308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	When Is The Best Time To Give Birth?. (2014). Pamminger, Christoph ; Fruhwirth-Schnatter, Sylvia . In: Economics working papers. RePEc:jku:econwp:2014_08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	When Is The Best Time To Give Birth?. (2014). Pamminger, Christoph ; Fruhwirth-Schnatter, Sylvia . In: NRN working papers. RePEc:jku:nrnwps:2014_09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Fernandez-Perez, Adrian ; Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangled jump-robust realized covariances and correlations with non-synchronous prices. (2014). Veredas, David ; Elst, Harry Vander . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:es142416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). . In: Working Paper Series. RePEc:rim:rimwps:34_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Noncausal Bayesian Vector Autoregression. (2014). Luoto, Jani ; Lanne, Markku . In: CREATES Research Papers. RePEc:aah:create:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with a noncausal VAR model. (2014). Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Laplace Stochastic Frontier Model. (2014). ChristopherF. Parmeter, ; Horrace, William C.. In: Center for Policy Research Working Papers. RePEc:max:cprwps:166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic frontier models with threshold efficiency. (2014). . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:42:y:2014:i:1:p:45-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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Year	Title	See
2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). de los Rios, Antonio Diez ; Alquist, Ron ; Bauer, Gregory . In: Staff Working Papers. RePEc:bca:bocawp:14-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are There Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Lee, Thomas K.. In: Staff Working Papers. RePEc:bca:bocawp:14-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do oil price increases cause higher food prices?. (2014). . In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mixed frequency structural VARs. (2014). Foroni, Claudia ; Marcellino, Massimiliano . In: Working Paper. RePEc:bno:worpap:2014_01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Gobillon, Laurent ; Magnac, Thierry . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10075. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Neighborhood and Network Effects. (2014). Zenou, Yves . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risky sexual behavior: biological markers and self-reported data. (2014). De Paula, aureo ; Corno, Lucia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Antolin-Diaz, Juan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Markov-Switching Mixed-Frequency VAR Models. (2014). Foroni, Claudia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2014). Banbura, Marta ; Lenza, Michele . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9931. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sickness Absence and Works Councils: Evidence from German Individual and Linked Employer-Employee Data. (2014). Arnold, Daniel ; Brandle, Tobias ; Goerke, Laszlo . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp691. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Rahmani, Teymur . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Gefang, Deborah ; Campolieti, Michele ; Koop, Gary . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. (2014). Herwartz, Helmut ; Lutkepohl, Helmut . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:1:p:104-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The distribution of the gains from spillovers through worker mobility between workers and firms. (2014). Stoyanov, Andrey . In: European Economic Review. RePEc:eee:eecrev:v:70:y:2014:i:c:p:17-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How do oil producers respond to oil demand shocks?. (2014). Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Maziar ; Cashin, Paul . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and agricultural commodity prices. (2014). Wu, Chongfeng ; Wang, Yudong ; Yang, LI. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Speculative storage in imperfectly competitive markets. (2014). Thille, Henry ; Mitraille, Sebastien . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:35:y:2014:i:c:p:44-59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Broadstock, David C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are there really bubbles in oil prices?. (2014). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Industrialization and the demand for mineral commodities. (2014). . In: Working Papers. RePEc:fip:feddwp:1413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Kilian, Lutz ; Vigfusson, Robert J.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Byrne, Joseph P. ; Ribeiro, Pinho J.. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Arnold, Daniel ; Brandle, Tobias . In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sickness Absence and Works Councils - Evidence from German Individual and Linked Employer-Employee Data. (2014). Arnold, Daniel ; Brandle, Tobias ; Goerke, Laszlo . In: IAW Discussion Papers. RePEc:iaw:iawdip:107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Moon, Hyungsik Roger ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:35/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Medium-Term Fiscal Multipliers during Protracted Recessions. (2014). Koloskova, Ksenia ; Dell'Erba, Salvatore ; Poplawski-Ribeiro, Marcos . In: IMF Working Papers. RePEc:imf:imfwpa:14/213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Taxing Fossil Fuels under Speculative Storage. (2014). Unsal, Filiz D.. In: IMF Working Papers. RePEc:imf:imfwpa:14/228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Oil Revenues on the Iranian Economy and the Gulf States. (2014). Rahmani, Teymur . In: IZA Discussion Papers. RePEc:iza:izadps:dp8079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measurement Error in Subjective Expectations and the Empirical Content of Economic Models. (2014). Enke, Benjamin ; Drerup, Tilman ; VON GAUDECKER, HANS-MARTIN . In: IZA Discussion Papers. RePEc:iza:izadps:dp8535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Individual Survival Curves Comparing Subjective and Observed Mortality Risks. (2014). Bissonnette, Luc ; Hurd, Michael D.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8658. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Probability perceptions and preventive health care. (2014). Carman, Katherine ; Kooreman, Peter . In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:49:y:2014:i:1:p:43-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Individual Survival Curves Comparing Subjective and Observed Mortality Risks. (2014). Bissonnette, Luc ; Hurd, Michael D.. In: Cahiers de recherche. RePEc:lvl:criacr:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measurement Error in Subjective Expectation and the Empirical Content of Economic Models. (2014). Drerup, Tilman ; VON GAUDECKER, HANS-MARTIN ; Enke, Benjamin . In: MEA discussion paper series. RePEc:mea:meawpa:201414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption. (2014). Chen, Haotian ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Roles of Cognitive and Non-Cognitive Skills in Moderating the Effects of Mixed-Ability Schools on Long-Term Health. (2014). Jones, Andrew M. ; Dias, Pedro Rosa . In: NBER Working Papers. RePEc:nbr:nberwo:20811. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58956. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2013

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Year	Title	See
2013	Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2013). Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto ; van Dijk, Herman K.. In: CREATES Research Papers. RePEc:aah:create:2013-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit E.. In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia. RePEc:ags:aare13:152198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparing models of unobserved heterogeneity in environmental choice experiments. (2013). Kragt, Marit Ellen . In: Working Papers. RePEc:ags:uwauwp:144447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Aid and Vulnerability. (2013). . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). . In: Papers. RePEc:arx:papers:1308.6120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Baumeister, Christiane ; Kilian, Lutz . In: Staff Working Papers. RePEc:bca:bocawp:13-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modeling dynamic diurnal patterns in high frequency financial data. (2013). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1315. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time series models with an EGB2 conditional distribution. (2013). Harvey, A. ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Two EGARCH models and one fat tail. (2013). Harvey, A. ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Naturally Negative: The Growth Effects of Natural Disasters. (2013). Groschl, Jasmin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis. (2013). Gnimassoun, Blaise . In: Working Papers. RePEc:cii:cepidt:2013-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Nowcasting Czech GDP in Real Time. (2013). . In: Working Papers. RePEc:cnb:wpaper:2013/06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Quantifying 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Effects of Transitory Shocks to Aggregate Output on Consumption in Poor Countries. (2013). Gradstein, Mark ; Bruckner, Markus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9658. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Bec, Frederique ; Mogliani, Matteo . In: Working Papers. RePEc:crs:wpaper:2013-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Locus of Control and Low-Wage Mobility. (2013). Schnitzlein, Daniel D. ; Stephani, Jens . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp589. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional and joint credit risk. (2013). Schwaab, Bernd ; Zhang, Xin . In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Akbar, Farhan ; Kazi, Irfan Akbar ; Wagan, Hakimzadi . In: Economic Modelling. RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Avoiding biased versions of Wooldridgeâs simple solution to the initial conditions problem. (2013). Skrondal, Anders ; Rabe-Hesketh, Sophia . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:2:p:346-349. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua C. C., . In: Journal of Econometrics. RePEc:eee:econom:v:176:y:2013:i:2:p:162-172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Large time-varying parameter VARs. (2013). Koop, Gary . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:185-198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-varying combinations of predictive densities using nonlinear filtering. (2013). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:213-232. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Long memory and tail dependence in trading volume and volatility. (2013). Rossi, Eduardo ; de Magistris, Paolo Santucci . In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:94-112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modeling 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). Modise, Mampho P. ; Gupta, Rangan . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Are 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Effects of transitory shocks to aggregate output on consumption in poor countries. (2013). Gradstein, Mark ; Bruckner, Markus . In: Journal of International Economics. RePEc:eee:inecon:v:91:y:2013:i:2:p:343-357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Parental unemployment and childrens happiness: A longitudinal study of young peoples well-being in unemployed households. (2013). Vernoit, James ; Powdthavee, Nattavudh . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:253-263. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Long-term absenteeism and moral hazardâEvidence from a natural experiment. (2013). NicolasR. Ziebarth, . In: Labour Economics. RePEc:eee:labeco:v:24:y:2013:i:c:p:277-292. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2013). Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2013-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	International Effects of Chinas Rise and Transition: Neoclassical and Keynesian Perspectives. (2013). Tyers, Rod . In: CAMA Working Papers. RePEc:een:camaaa:2013-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Regional growth and regional decline. (2013). Gianmarco I. P. Ottaviano, ; Jonathan R. W. Temple, ; Breinlich, Holger ; Gianmarco I. P. Ottaviano, . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:51575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2013). Primiceri, Giorgio ; del Negro, Marco . In: Staff Reports. RePEc:fip:fednsr:619. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Cooperation among local governments to deliver public services : a âstructuralâ bivariate response model with fixed effects and endogenous covariate. (2013). Di Porto, Edoardo ; Merlin, Vincent ; Paty, Sonia . In: Working Papers. RePEc:gat:wpaper:1304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Cooperation among local governments to deliver public services : a structural bivariate response model with fixed effects and endogenous covariate. (2013). Di Porto, Edoardo ; Merlin, Vincent ; Paty, Sonia . In: Working Papers. RePEc:hal:wpaper:halshs-00787600. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional euro area sovereign default risk. (2013). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Working Paper Series. RePEc:hhs:rbnkwp:0269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Debt Dynamics and Monetary Policy: A Note. (2013). Strid, Ingvar ; Laseen, Stefan . In: Working Paper Series. RePEc:hhs:rbnkwp:0283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Monetary Policy and Balance Sheets. (2013). Igan, Deniz ; Tamirisa, Natalia T. ; Simone, Francisco Nadal-De . In: IMF Working Papers. RePEc:imf:imfwpa:13/158. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The unintended consequence of an export ban: Evidence from Benins shrimp sector. (2013). . In: IOB Working Papers. RePEc:iob:wpaper:2013011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Effects of Expanding the Generosity of the Statutory Sickness Insurance System. (2013). Karlsson, Martin ; Ziebarth, Nicolas R. ; NicolasR. Ziebarth, . In: IZA Discussion Papers. RePEc:iza:izadps:dp7250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development. (2013). Millimet, Daniel L. ; McDonough, Ian K.. In: IZA Discussion Papers. RePEc:iza:izadps:dp7359. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Origins of Early Childhood Anthropometric Persistence. (2013). Millimet, Daniel L. ; Tchernis, Rusty . In: IZA Discussion Papers. RePEc:iza:izadps:dp7657. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Are mega-farms the future of global agriculture? Exploring the farm size-productivity relationship for large commercial farms in Ukraine. (2013). Nizalov, Denys ; Singh, Sudhir K ; Deininger, Klaus . In: Discussion Papers. RePEc:kse:dpaper:49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting GDP at the regional level with many predictors. (2013). . In: Discussion Papers in Economics. RePEc:lmu:muenec:17104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach. (2013). Berlemann, Michael ; Kuhlenkasper, Torben . In: Working Paper Series in Economics. RePEc:lue:wpaper:273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Smaller Governments Raise the Level or Growth of Output? A Review of Recent Evidence. (2013). Au, Joey ; Gemmell, Norman . In: Review of Economics. RePEc:lus:reveco:v:64:y:2013:i:2:p:85-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Smooth Colonel and the Reverend Find Common Ground. (2013). Kieffer, Nicholas M.. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2013-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands. (2013). . In: NBER Working Papers. RePEc:nbr:nberwo:19059. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2012

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Year	Title	See
2012	Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Hansen, Peter Reinhard . In: CREATES Research Papers. RePEc:aah:create:2012-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus Sondergaard . In: CREATES Research Papers. RePEc:aah:create:2012-53. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Public Debt and Economic Growth: Is There a Causal Effect?. (2012). . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Amighini, Alessia . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:72. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Globalisation and Technological Convergence in the EU. (2012). Mastromarco, Camilla ; Serlenga, Laura . In: SERIES. RePEc:bai:series:economia-series41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. (2012). Feunou, Bruno ; Christoffersen, Peter ; Meddahi, Nour ; Jacobs, Kris . In: Staff Working Papers. RePEc:bca:bocawp:12-34. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Review of Recent Research on Labor Supply Elasticities: Working Paper 2012-12. (2012). McClelland, Robert ; Mok, Shannon . In: Working Papers. RePEc:cbo:wpaper:43675. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Amighini, Alessia ; Richiardi, Matteo G. ; Presbitero, Andrea F.. In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:122. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Case Against Patents. (2012). Levine, David K ; Boldrin, Michele . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000465. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Storti, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does noncausality help in forecasting economic time series?. (2012). Saarinen, Erkka ; Lanne, Markku ; Nyberg, Henri . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The yield curve and the macro-economy across time and frequencies. (2012). 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating technical efficiency in micro panels. (2012). FENG, Qu ; Horrace, William C.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:730-733. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distribution-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mixtures of g-priors for Bayesian model averaging with economic applications. (2012). Steel, Mark F. J., . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:251-266. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias. (2012). Lenkoski, Alex ; Eicher, Theo S. ; Helfman, Lindy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:637-651. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exponential GARCH Modeling with Realized Measures of Volatility. (2012). . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Voev, Valeri ; Hansen, Peter Reinhard . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling global trade flows: results from a GVAR model. (2012). Chudik, Alexander ; Bussiere, Matthieu ; Sestieri, Giulia . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The case against patents. (2012). Levine, David K. ; Boldrin, Michele . In: Working Papers. RePEc:fip:fedlwp:2012-035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Voev, Valeri ; Hansen, Peter Reinhard . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Copula. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Monte Carlo study of ranked efficiency estimates from frontier models. (2012). Richards-Shubik, Seth ; Horrace, William . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:38:y:2012:i:2:p:155-165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). . In: Discussion Papers. RePEc:kud:kuiedp:1223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). KlausM. Schmidt, ; Zeithammer, Robert ; Spann, Martin . In: Discussion Papers in Economics. RePEc:lmu:muenec:14308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan F.. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Site Selection Bias in Program Evaluation. (2012). Allcott, Hunt ; Mullainathan, Sendhil . In: NBER Working Papers. RePEc:nbr:nberwo:18373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Strategies for Deeper Integration: Case Study of the Baltics. (2012). Biinait, Audr . In: MPRA Paper. RePEc:pra:mprapa:43321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price Volatility Forecast for Agricultural Commodity Futuresï¼ The Role of High Frequency Data. (2012). Matei, Marius ; Huang, Zhuo ; Wang, Tianyi . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:4:p:83-103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The fixed effects estimator of technical efficiency. (2012). Wikstrm, Daniel . In: Department of Economics publications. RePEc:sua:ekonwp:9101. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan F.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized stochastic volatility with leverage and long memory. (2012). Shirota, Shinichiro ; Hizu, Takayuki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). KlausM. Schmidt, ; Zeithammer, Robert ; Spann, Martin . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:393. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach. (2012). Cainelli, Giulio . In: Openloc Working Papers. RePEc:trn:utwpol:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study. (2012). Elkink, Johan A. ; Calabrese, Raffaella . In: Working Papers. RePEc:ucd:wpaper:201215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Copula. (2012). . In: Economics Working Paper Series. RePEc:usg:econwp:2012:14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical verification of a natural natural experiment: Tests and sensitivity checks for the sibling sex ratio instrument. (2012). . In: Economics Working Paper Series. RePEc:usg:econwp:2012:19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Selection bias in innovation studies: A simple test. (2012). Wastyn, Annelies ; de Rassenfosse, Gaetan . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Innovation strategies of German firms: The effect of competition and intellectual property protection. (2012). Slivko, Olga . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12089. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

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Year	Title	See
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Halbleib, Roxana ; Voev, Valeri . In: CREATES Research Papers. RePEc:aah:create:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Flat-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: CREATES Research Papers. RePEc:aah:create:2011-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2011). Pagan, Adrian ; Fry, Renee . In: Journal of Economic Literature. RePEc:aea:jeclit:v:49:y:2011:i:4:p:938-60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Consumer Acceptance of Traffic-light Labelling on Food vs. Financial Products. (2011). Roosen, Jutta ; Marette, Stephan ; Drescher, Larissa S.. In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis. (2011). . In: Working Papers. RePEc:anc:wpaper:355. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Remittances Behaviour of the Second Generation in Europe: Altruism or Self-Interest?. (2011). Ambrosetti, Elena ; Fokkema, Tineke . In: Working Papers. RePEc:anc:wpaper:368. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Advice and Stock Market Participation. (2011). Georgarakos, Dimitris ; Inderst, Roman . In: BCL working papers. RePEc:bcl:bclwop:bclwp051. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Model averaging in economics. (2011). Moral-Benito, Enrique . In: Banco de España Working Papers. RePEc:bde:wpaper:1123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Identification of Price Jumps. (2011). Kocenda, Evzen ; Novotny, Jan ; Hanousek, Jan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Robust Growth Determinants. (2011). Doppelhofer, Gernot ; Weeks, Melvyn . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Microeconometric Analyses of Education Production in Germany. (2011). Piopiunik, Marc . In: ifo BeitrÃ¤ge zur Wirtschaftsforschung. RePEc:ces:ifobei:40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Intergenerational 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	When, where and how to perform efficiency estimation. (2011). . In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:02-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility models. (2011). Hafner, Christian ; Laurent, Sebastien ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	LÃ©pargnant dans un monde en crise â Ce qui a changÃ©. (2011). Masson, Andre ; Arrondel, Luc . In: Opuscules du CEPREMAP. RePEc:cpm:opuscl:23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sensitivity of matching-based program evaluations to the availability of control variables. (2011). Wunsch, Conny ; Lechner, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Effects of Cannabis Use on Physical and Mental Health. (2011). van Ours, Jan C ; Williams, Jenny . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8499. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Structural Vector Autoregressions. (2011). Kilian, Lutz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Tax incentives and direct support for R&D : what do firms use and why?. (2011). Corchuelo, Beatriz ; Busom, Isabel ; Martinez-Ros, Ester . In: Business Economics Working Papers. RePEc:cte:idrepe:id-11-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Mixtures of g-priors for bayesian model averaging with economic applications. (2011). Mark F. J. Steel, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sensitivity Analysis in Semiparametric Likelihood Models. (2011). Torgovitsky, Alexander ; Chen, Xiaohong ; Tamer, Elie . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1836. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do jumps help in forecasting the density of returns?. (2011). Sevi, Benoit ; Chevallier, Julien ; Ielpo, Florian . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial advice and stock market participation. (2011). Georgarakos, Dimitris ; Inderst, Roman . In: Working Paper Series. RePEc:ecb:ecbwps:20111296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Lombardi, Marco J. ; Maier, Philipp . In: Working Paper Series. RePEc:ecb:ecbwps:20111379. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?. (2011). Koop, Gary . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal prediction pools. (2011). Amisano, Gianni ; GEWEKE, JOHN . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:1:p:130-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Robust estimation of intraweek periodicity in volatility and jump detection. (2011). Croux, Christophe ; Laurent, Sebastien ; Boudt, Kris . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:2:p:353-367. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Extreme returns: The case of currencies. (2011). Osler, Carol ; Savaser, Tanseli . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring Output Gap Nowcast Uncertainty. (2011). Garratt, Anthony ; Vahey, Shaun P. ; ShaunP. Vahey, ; Mitchell, James . In: CAMA Working Papers. RePEc:een:camaaa:2011-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Global bond risk premiums. (2011). . In: Staff Reports. RePEc:fip:fednsr:499. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The production impact of cash-for-clunkers: implications for stabilization policy. (2011). Copeland, Adam ; Kahn, James . In: Staff Reports. RePEc:fip:fednsr:503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Inflation expectations and behavior: Do survey respondents act on their beliefs?. (2011). Zafar, Basit ; van der Klaauw, Wilbert ; de Bruin, Wandi Bruine ; Armantier, Olivier. In: Staff Reports. RePEc:fip:fednsr:509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns. (2011). Gouret, Fabian ; Hollard, Guillaume . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00867700. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Group Decision Making with Uncertain Outcomes: Unpacking Child-Parent Choices of High School Tracks. (2011). Giustinelli, Pamela . In: Working Papers. RePEc:hka:wpaper:2011-030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model. (2011). Mirestean, Alin ; Chen, Huigang . In: IMF Working Papers. RePEc:imf:imfwpa:11/230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). Wunsch, Conny ; Lechner, Michael . In: IZA Discussion Papers. RePEc:iza:izadps:dp5553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	When, Where and How to Perform Efficiency Estimation. (2011). Kumbhakar, Subal C.. In: IZA Discussion Papers. RePEc:iza:izadps:dp5997. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Long Memory Model with Normal Mixture GARCH. (2011). Chung, Sang-Kuck ; Cheung, Yin-Wong . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:517-539. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Foreign exchange rates under Markov Regime switching model. (2011). Zou, Benteng ; Goutte, Stephane . In: CREA Discussion Paper Series. RePEc:luc:wpaper:11-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does Education Matter for Economic Growth?. (2011). ChristopherF. Parmeter, ; Delgado, Michael S.. In: Working Papers. RePEc:mia:wpaper:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Model Averaging in R. (2011). ChristopherF. Parmeter, ; Amini, Shahram . In: Working Papers. RePEc:mia:wpaper:2011-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Impacts of the Climate Change Levy on Manufacturing: Evidence from Microdata. (2011). de Preux, Laure B.. In: NBER Working Papers. RePEc:nbr:nberwo:17446. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	MPRA Paper / University Library of Munich, Germany	430
	IZA Discussion Papers / Institute for the Study of Labor (IZA)	200
	Economic Modelling / Elsevier	145
	Journal of Econometrics / Elsevier	128
	CESifo Working Paper Series / CESifo Group Munich	118
	CEPR Discussion Papers / C.E.P.R. Discussion Papers	110
	Empirical Economics / Springer	105
	NBER Working Papers / National Bureau of Economic Research, Inc	95
	Working Paper Series / European Central Bank	87
	Economics Letters / Elsevier	68
	Journal of Banking & Finance / Elsevier	68

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